# EDGAR Filing Document

**Accession Number:** 0001426439
**File Stem:** 0000940400-26-026120
**Filing Date:** 2026-6
**Character Count:** 384117
**Document Hash:** a2054b8d4451518839eebe53e2cbe230
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000940400-26-026120.hdr.sgml**: 20260626

**ACCESSION NUMBER**: 0000940400-26-026120

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260430

**FILED AS OF DATE**: 20260626

**DATE AS OF CHANGE**: 20260626

**PERIOD START**: 20260430

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** New York Life Investments Active ETF Trust
- **CENTRAL INDEX KEY:** 0001426439

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 0430

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22739
- **FILM NUMBER:** 261128297

**BUSINESS ADDRESS:**
- **STREET 1:** 51 MADISON AVENUE
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10010
- **BUSINESS PHONE:** (212) 576-5018

**MAIL ADDRESS:**
- **STREET 1:** 51 MADISON AVENUE
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10010

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** NYLI MacKay Core Plus Bond ETF
- **DATE OF NAME CHANGE:** 20241203

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** New York Life Investments Active ETF Trust
- **DATE OF NAME CHANGE:** 20240822

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** IndexIQ Active ETF Trust
- **DATE OF NAME CHANGE:** 20080207

## Series and Classes Contracts Data

### NYLI MacKay Core Plus Bond ETF (Series ID: S000071156)

| Class ID   | Class Name                     | Ticker Symbol   |
|:---|:---|:---|
| C000225893 | NYLI MacKay Core Plus Bond ETF | CPLB            |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** New York Life Investments Active ETF Trust

- **b. Investment Company Act file number:** 811-22739

- **c. CIK number of Registrant:** 0001426439

- **d. LEI of Registrant:** 549300VWZDQ61K9DOP39

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

  - **Street Address 1:** 51 Madison Avenue

  - **City:** New York

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10010

  - **Telephone number:** 888-474-7725

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

- **a. Name of Series:** NYLI MacKay Core Plus Bond ETF

- **b. EDGAR series identifier (if any):** S000071156

- **c. LEI of Series:** 549300LXJK55YI2K3A41

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

- **a. Date of fiscal year-end:** 2026-04-30

- **b. Date as of which information is reported:** 2026-04-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $312392616.89

**Total Liabilities:** $4856796.20

**Net Assets:** $307535820.69

**Delayed Delivery Securities:** $392037.50

**Cash Not Reported:** $815038.39

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 154.20503000 | **1-Year:** 8507.68874000 | **5-Year:** 48382.48326000 | **10-Year:** 32052.98035000 | **30-Year:** 3116.53894000

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

- **3-Month:** 380.03171000 | **1-Year:** 9481.94927000 | **5-Year:** 13921.62166000 | **10-Year:** 1429.77253000 | **30-Year:** 11.40226000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000225893 | 1.45%                | -1.66%               | 0.40%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $285992.99               | $2347994.40                                |
| Month 2  | $24969.11                | $-6000469.57                               |
| Month 3  | $-438373.62              | $393534.84                                 |

**Designated Index Information**

- **Index Name:** Bloomberg U.S. Aggregate Bond Index

- **Index Identifier:** LBUSTRUU

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| CHICAGO BOARD OF TRADE                                                            | 5-Year T-Note Futures, Jun-2026,ETH                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       -57 | NC      | $56037.21     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| VENTURE GLOBAL PLAQUEMINES LNG LLC                                                | VEGLPL 6.75 01/15/36 144A                              | CUSIP: 922966AD8<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |     50000 | PA      | $53152.00     | 0.02%             | 2036-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                             | CAS 2021-R03 1B2                                       | CUSIP: 20754AAJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    485000 | PA      | $496790.98    | 0.16%             | 2041-12-26      | Floating      | 9.15%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                   | FHR 4988 LP                                            | CUSIP: 3137FUQM9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    610759 | PA      | $482704.76    | 0.16%             | 2050-06-25      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                             | FN FS5641                                              | CUSIP: 3140XMHT6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    349194 | PA      | $358092.77    | 0.12%             | 2053-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| VAIL RESORTS INC                                                                  | MTN 6.5 05/15/32 144A                                  | CUSIP: 91879QAP4<br>LEI: 529900PSZHRNU9HKH870 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102014.60    | 0.03%             | 2032-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AEP TEXAS INC                                                                     | AEP 3.45 05/15/51                                      | CUSIP: 00108WAN0<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |    745000 | PA      | $492310.93    | 0.16%             | 2051-05-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| CACI INTERNATIONAL INC                                                            | CACI 6.375 06/15/33 144A                               | CUSIP: 127190AE6<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | DBT              | CORP              | US        |    250000 | PA      | $255763.31    | 0.08%             | 2033-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| GLS AUTO RECV ISSUER TR 2022-3                                                    | GCAR 2022-3A E                                         | CUSIP: 38014QAF3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    425000 | PA      | $440115.38    | 0.14%             | 2029-10-15      | Fixed         | 8.35%                 | No            |                  2 | On Loan: No      |
| FIRST HORIZON BANK                                                                | FHN 5.75 05/01/30 BKNT                                 | CUSIP: 337158AJ8<br>LEI: COOWI3L2W9TPYR3WJX37 | Long             | DBT              | CORP              | US        |    811000 | PA      | $827544.44    | 0.27%             | 2030-05-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| FLAGSHIP CREDIT AUTO TRUST 2021-3                                                 | FCAT 2021-3 E                                          | CUSIP: 33846QAJ0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    890000 | PA      | $766167.71    | 0.25%             | 2028-12-15      | Fixed         | 3.32%                 | No            |                  2 | On Loan: No      |
| BCC MIDDLE MARKET CLO 2025-1 LLC                                                  | BCMM 2025-1A A1                                        | CUSIP: 05555YAA1<br>LEI: 254900QLKY6UDXZ5DZ03 | Long             | ABS-CBDO         | CORP              | US        |    435000 | PA      | $433947.74    | 0.14%             | 2037-07-17      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                             | FNR 2024-82 DS                                         | CUSIP: 3136BTGK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |   1583893 | PA      | $47566.99     | 0.02%             | 2054-11-25      | Floating      | 1.50%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COMPANIES INC                                                          | ACI 5.75 03/31/34 144A                                 | CUSIP: 01309QAD0<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |     75000 | PA      | $73013.81     | 0.02%             | 2034-03-31      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| GRUPO NUTRESA SA                                                                  | NUTRES 9 05/12/35 144A                                 | CUSIP: 40055CAB9<br>LEI: 254900KKAX7B7RJUE255 | Long             | DBT              | CORP              | CO        |    380000 | PA      | $422894.40    | 0.14%             | 2035-05-12      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| REALTRUCK GROUP INC                                                               | TRUK 6.25 07/31/31 144A                                | CUSIP: 75603CAA4<br>LEI: 54930007KT5CX7XNSD31 | Long             | DBT              | CORP              | US        |    171000 | PA      | $70965.00     | 0.02%             | 2031-07-31      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BX TRUST 2025-LIFE                                                                | BX 2025-LIFE A                                         | CUSIP: 05616HAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    515000 | PA      | $514207.67    | 0.17%             | 2047-06-13      | Variable      | 6.08%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES LTD                                                       | RCL 4.75 05/15/33                                      | CUSIP: 78017TAC7<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    280000 | PA      | $271593.92    | 0.09%             | 2033-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| 1011778 B.C. ULC / NEW RED FINANCE INC                                            | BCULC 3.875 01/15/28 144A                              | CUSIP: 68245XAH2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    100000 | PA      | $98139.32     | 0.03%             | 2028-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MAGNETITE 50 LTD                                                                  | MAGNE 2025-50A A1                                      | CUSIP: 55956MAA7<br>LEI: 529900LA8YF5OY74OD31 | Long             | ABS-CBDO         | CORP              | KY        |    650000 | PA      | $651120.60    | 0.21%             | 2038-07-25      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                          | GNR 2021-29 AS                                         | CUSIP: 38382NP76<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |   1901390 | PA      | $11488.77     | 0.00%             | 2051-02-20      | Floating      | 0.01%                 | No            |                  2 | On Loan: No      |
| APLD COMPUTECO 2 LLC                                                              | PFORGE 6.75 03/15/31 144A                              | CUSIP: 03772CAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    190000 | PA      | $188110.50    | 0.06%             | 2031-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| American Credit Acceptance Rec                                                    | American Credit Acceptance Receivables Trust 2026-2    | CUSIP: 02528FAG0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    580000 | PA      | $577316.05    | 0.19%             | 2032-06-08      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                                            | VENLNG 9.875 02/01/32 144A                             | CUSIP: 92332YAD3<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     75000 | PA      | $80464.13     | 0.03%             | 2032-02-01      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| COMM 2014-CCRE20 MORTGAGE TRUST                                                   | COMM 2014-CR20 D                                       | CUSIP: 12592LAN2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    293837 | PA      | $186589.32    | 0.06%             | 2047-11-13      | Fixed         | 3.22%                 | No            |                  2 | On Loan: No      |
| ASBURY AUTOMOTIVE GROUP INC                                                       | ABG 5 02/15/32 144A                                    | CUSIP: 043436AX2<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95893.00     | 0.03%             | 2032-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EASTMAN CHEMICAL COMPANY                                                          | EMN 4.5 02/20/31                                       | CUSIP: 277432BB5<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | DBT              | CORP              | US        |    415000 | PA      | $407591.03    | 0.13%             | 2031-02-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CLARIVATE SCIENCE HOLDINGS CORP                                                   | CLVTSC 3.875 07/01/28 144A                             | CUSIP: 18064PAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $289743.24    | 0.09%             | 2028-07-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES INC                                                         | HBAN V6.141 11/18/39                                   | CUSIP: 446150BF0<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    755000 | PA      | $769272.94    | 0.25%             | 2039-11-18      | Fixed         | 6.14%                 | No            |                  2 | On Loan: No      |
| ARCOSA INC                                                                        | ACA 4.375 04/15/29 144A                                | CUSIP: 039653AA8<br>LEI: 549300WFHLTCZV7D6V29 | Long             | DBT              | CORP              | US        |    425000 | PA      | $414561.49    | 0.13%             | 2029-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                              | BAC V5.489 04/23/37                                    | CUSIP: 06051GNC9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    455000 | PA      | $452378.54    | 0.15%             | 2037-04-23      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| CSMC TRUST 2014-USA                                                               | CSMC 2014-USA A2                                       | CUSIP: 12649AAC3<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-O            | CORP              | US        |    505000 | PA      | $470209.04    | 0.15%             | 2037-09-17      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                                              | WSTP V3.02 11/18/36                                    | CUSIP: 961214EX7<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    975000 | PA      | $872805.33    | 0.28%             | 2036-11-18      | Fixed         | 3.02%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST 2025-1                                     | SDART 2025-1 D                                         | CUSIP: 80288DAF3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    430000 | PA      | $433872.41    | 0.14%             | 2031-03-15      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| TRANSMONTAIGNE PARTNERS LLC                                                       | TLP 8.5 06/15/30 144A                                  | CUSIP: 89377AAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $103493.20    | 0.03%             | 2030-06-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Super 30Y Fixed                                                             | FR SL2053                                              | CUSIP: 31427PH72<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    574272 | PA      | $586298.52    | 0.19%             | 2055-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HOLDINGS INC                                                | CCO 7.75 04/15/28 144A                                 | CUSIP: 18453HAC0<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |    105000 | PA      | $105753.48    | 0.03%             | 2028-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                             | FN MA4492                                              | CUSIP: 31418D7E6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    357214 | PA      | $287360.51    | 0.09%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES LTD                                                       | RCL 5.375 01/15/36                                     | CUSIP: 78017TAB9<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    295000 | PA      | $289840.90    | 0.09%             | 2036-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ZAYO ISSUER LLC                                                                   | ZAYO 2025-1A A2                                        | CUSIP: 98919WAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    840000 | PA      | $847408.63    | 0.28%             | 2055-03-20      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| WILLIAMS SCOTSMAN INC                                                             | WLSC 6.625 04/15/30 144A                               | CUSIP: 96949VAN3<br>LEI: 549300DAKDS8SCO1OT57 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51496.05     | 0.02%             | 2030-04-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| CHURCHILL DOWNS INC                                                               | CHDN 5.5 04/01/27 144A                                 | CUSIP: 171484AG3<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |    375000 | PA      | $374650.24    | 0.12%             | 2027-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                                                         | XYZ 6 08/15/33 144A                                    | CUSIP: 852234AU7<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99807.00     | 0.03%             | 2033-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| LAD AUTO RECEIVABLES TRUST 2024-3                                                 | LADAR 2024-3A D                                        | CUSIP: 505709AG0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    885000 | PA      | $885775.35    | 0.29%             | 2032-02-17      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                   | FHR 5315 OQ                                            | CUSIP: 3137HAA48<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    401301 | PA      | $330021.84    | 0.11%             | 2055-01-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PUGET ENERGY INC                                                                  | PSD 4.224 03/15/32                                     | CUSIP: 745310AN2<br>LEI: SYBSJ96YIDMIUY7WDR33 | Long             | DBT              | CORP              | US        |    855000 | PA      | $816500.70    | 0.27%             | 2032-03-15      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                   | FHR 4994 TS                                            | CUSIP: 3137FUFU3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    640769 | PA      | $79136.83     | 0.03%             | 2050-07-25      | Floating      | 2.34%                 | No            |                  2 | On Loan: No      |
| KODIAK GAS SERVICES LLC                                                           | KGS 6.5 10/01/33 144A                                  | CUSIP: 50012LAD6<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102290.20    | 0.03%             | 2033-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                                                    | BNP V4.625 PERP 144a                                   | CUSIP: 05565AB28<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    350000 | PA      | $347812.05    | 0.11%             | N/A             | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC MSCR TRUST MN9                                                        | MSCR 2024-MN9 M2                                       | CUSIP: 355917AB1<br>LEI: 529900KWKEUIIIV9P337 | Long             | ABS-O            | USGSE             | US        |    780000 | PA      | $791414.44    | 0.26%             | 2044-10-25      | Floating      | 6.90%                 | No            |                  2 | On Loan: No      |
| FIVE CORNERS FUNDING TRUST III                                                    | PRU 5.791 02/15/33                                     | CUSIP: 33830GAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    545000 | PA      | $565718.71    | 0.18%             | 2033-02-15      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                    | AMZN 5.8 03/13/56                                      | CUSIP: 023135DH6<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    395000 | PA      | $388775.10    | 0.13%             | 2056-03-13      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                          | GNR 2021-146 IN                                        | CUSIP: 38382WH26<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    944028 | PA      | $162678.95    | 0.05%             | 2051-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BLACKROCK RAINIER CLO VI LTD                                                      | BLKMM 2021-6A A1R                                      | CUSIP: 09261MAQ9<br>LEI: 549300HF4E86WXQDUX86 | Long             | ABS-CBDO         | CORP              | KY        |    400000 | PA      | $399838.00    | 0.13%             | 2037-04-20      | Variable      | 5.82%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                   | FHR 5514 SA                                            | CUSIP: 3137HKCT9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   1219707 | PA      | $36314.45     | 0.01%             | 2055-03-25      | Floating      | 1.45%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                                                      | CNC 3.375 02/15/30                                     | CUSIP: 15135BAV3<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    100000 | PA      | $92923.82     | 0.03%             | 2030-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE SA                                                               | SOCGEN V5.375 PERP 144a                                | CUSIP: 83370RAA6<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    675000 | PA      | $647737.43    | 0.21%             | N/A             | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ARETEC GROUP INC                                                                  | RCAP 7.5 04/01/29 144A                                 | CUSIP: 040133AA8<br>LEI: 549300NV2T8A33L0PQ58 | Long             | DBT              | CORP              | US        |    125000 | PA      | $125156.15    | 0.04%             | 2029-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CCO HOLDINGS LLC / CCO HOLDINGS CAPITAL CORP                                      | CHTR 5 02/01/28 144A                                   | CUSIP: 1248EPBX0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $197652.51    | 0.06%             | 2028-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BROOKLYN UNION GAS COMPANY (THE)                                                  | NGGLN 6.388 09/15/33 144A                              | CUSIP: 114259AX2<br>LEI: 83BQ1DXS6VA5GZFK8S35 | Long             | DBT              | CORP              | US        |    225000 | PA      | $239261.32    | 0.08%             | 2033-09-15      | Fixed         | 6.39%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                                                                | VOD V7 04/04/79                                        | CUSIP: 92857WBQ2<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $104287.80    | 0.03%             | 2079-04-04      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ARETEC ESCROW ISSUER 2 INC                                                        | RCAP 10 08/15/30 144A                                  | CUSIP: 04020JAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    210000 | PA      | $222412.26    | 0.07%             | 2030-08-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| BLOCK INC                                                                         | XYZ 6.5 05/15/32                                       | CUSIP: 852234AS2<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101905.36    | 0.03%             | 2032-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| KODIAK GAS SERVICES LLC                                                           | KGS 5.875 04/01/31 144A                                | CUSIP: 50012LAF1<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |    175000 | PA      | $176271.53    | 0.06%             | 2031-04-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| 1011778 B.C. ULC / NEW RED FINANCE INC                                            | BCULC 4 10/15/30 144A                                  | CUSIP: 68245XAM1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    500000 | PA      | $475679.19    | 0.15%             | 2030-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES TRUST 2015-GC30                                            | GSMS 2015-GC30 B                                       | CUSIP: 36250GAU9<br>LEI: 549300L45M7638EL0H21 | Long             | ABS-O            | CORP              | US        |    228650 | PA      | $221107.27    | 0.07%             | 2050-05-12      | Variable      | 4.09%                 | No            |                  2 | On Loan: No      |
| INSTALLED BUILDING PRODUCTS INC                                                   | IBP 5.625 02/01/34 144A                                | CUSIP: 45780RAB7<br>LEI: 549300I95Y9P9YM5FI86 | Long             | DBT              | CORP              | US        |    110000 | PA      | $109454.31    | 0.04%             | 2034-02-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                           | BPCEGP V6.714 10/19/29 144A                            | CUSIP: 05571AAR6<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    250000 | PA      | $261596.16    | 0.09%             | 2029-10-19      | Fixed         | 6.71%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                             | FN CB3155                                              | CUSIP: 3140QNQH8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    347707 | PA      | $278901.51    | 0.09%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GATES CORP                                                                        | GTES 6.875 07/01/29 144A                               | CUSIP: 367398AA2<br>LEI: 984500F43C791F4C7894 | Long             | DBT              | CORP              | US        |    200000 | PA      | $205747.52    | 0.07%             | 2029-07-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                   | FR SD8407                                              | CUSIP: 3132DWKU6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    601364 | PA      | $593525.31    | 0.19%             | 2054-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| INDIANAPOLIS POWER & LIGHT COMPANY                                                | AES 5.65 12/01/32 144A                                 | CUSIP: 455434BV1<br>LEI: 2T85JNP2R2B2GTSFND21 | Long             | DBT              | CORP              | US        |    370000 | PA      | $382994.53    | 0.12%             | 2032-12-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Aretec Group Inc                                                                  | ARETEC GROU 08/09/30                                   | CUSIP: 04009DAJ3<br>LEI: 549300NV2T8A33L0PQ58 | Long             | LON              | CORP              | US        |     99250 | PA      | $99467.16     | 0.03%             | 2030-08-09      | Floating      | 6.65%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                  | FG Z40283                                              | CUSIP: 3132FCJ48<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    498941 | PA      | $463008.14    | 0.15%             | 2047-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SIXTH STREET CLO XIV LTD                                                          | SIXST 2019-14A A1R2                                    | CUSIP: 83013NAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    700000 | PA      | $699671.00    | 0.23%             | 2038-01-20      | Floating      | 4.83%                 | No            |                  2 | On Loan: No      |
| Cloud Software Group Inc                                                          | CLOUD SOFTWARE G 08/13/32                              | CUSIP: 88632NBL3<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | LON              | CORP              | US        |       312 | PA      | $288.23       | 0.00%             | 2032-08-16      | Floating      | 6.95%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                                                         | XYZ 5.625 08/15/30 144A                                | CUSIP: 852234AT0<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |     85000 | PA      | $85085.77     | 0.03%             | 2030-08-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Cloud Software Group Inc                                                          | CLOUD SOFTWARE G 08/13/32                              | CUSIP: 88632NBL3<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | LON              | CORP              | US        |    124062 | PA      | $114425.45    | 0.04%             | 2032-08-16      | Floating      | 6.95%                 | No            |                  2 | On Loan: No      |
| WEEKLEY HOMES LLC                                                                 | WEEKHM 4.875 09/15/28 144A                             | CUSIP: 948565AD8<br>LEI: 5493009MTTQO8ZN53F13 | Long             | DBT              | CORP              | US        |    150000 | PA      | $146659.88    | 0.05%             | 2028-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| RHP HOTEL PROPERTIES LP                                                           | RHP 7.25 07/15/28 144A                                 | CUSIP: 749571AJ4<br>LEI: 549300SJMSMA2471GA96 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102326.90    | 0.03%             | 2028-07-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST 2025-3                                        | EART 2025-3A D                                         | CUSIP: 30166XAF1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    225000 | PA      | $227011.25    | 0.07%             | 2031-10-15      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| PERFORMANCE FOOD GROUP INC                                                        | PFGC 6.125 09/15/32 144A                               | CUSIP: 71376LAF7<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |     80000 | PA      | $81093.60     | 0.03%             | 2032-09-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                          | GNR 2020-34 SC                                         | CUSIP: 38382DM30<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    760406 | PA      | $91509.08     | 0.03%             | 2050-03-20      | Floating      | 2.27%                 | No            |                  2 | On Loan: No      |
| C&S Wholesale Grocers Inc                                                         | CS WHSL GROCER 08/06/30                                | CUSIP: 000000000<br>LEI: 54930093F8X1FEZBGJ91 | Long             | LON              | CORP              | US        |     99500 | PA      | $96483.96     | 0.03%             | 2030-09-23      | Floating      | 8.70%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOURCES OPERATING LLC                                                   | PR 5.875 07/01/29 144A                                 | CUSIP: 19416MAB5<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |    450000 | PA      | $450364.95    | 0.15%             | 2029-07-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| KNIFE RIVER CORP                                                                  | KNIRIV 7.75 05/01/31 144a                              | CUSIP: 498894AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    400000 | PA      | $415334.80    | 0.14%             | 2031-05-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                             | FNR 2021-34 MI                                         | CUSIP: 3136BHWC9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |   1157655 | PA      | $151252.66    | 0.05%             | 2051-03-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| LCM INVESTMENTS HOLDINGS II LLC                                                   | MAGLLC 4.875 05/01/29 144A                             | CUSIP: 50190EAA2<br>LEI: 549300P5V78NNQTG4428 | Long             | DBT              | CORP              | US        |    290000 | PA      | $283924.27    | 0.09%             | 2029-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                     | F 7.2 06/10/30                                         | CUSIP: 345397D42<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    390000 | PA      | $412590.40    | 0.13%             | 2030-06-10      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                          | LLOYDS V4.976 08/11/33                                 | CUSIP: 53944YAU7<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    305000 | PA      | $304324.38    | 0.10%             | 2033-08-11      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| MATTAMY GROUP CORP                                                                | MATHOM 6 12/15/33 144A                                 | CUSIP: 57701RAQ5<br>LEI: 5493008TNY7A82WCXU31 | Long             | DBT              | CORP              | CA        |    155000 | PA      | $148810.15    | 0.05%             | 2033-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| OBX 2019-INV2 TRUST                                                               | OBX 2019-INV2 A5                                       | CUSIP: 67112VAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    229060 | PA      | $214013.72    | 0.07%             | 2049-05-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                                                      | CNC 4.625 12/15/29                                     | CUSIP: 15135BAT8<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |     75000 | PA      | $73117.37     | 0.02%             | 2029-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                                    | NRG 5.75 01/15/28                                      | CUSIP: 629377CE0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100116.40    | 0.03%             | 2028-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                                     | CCL 5.75 08/01/32 144A                                 | CUSIP: 143658CA8<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    150000 | PA      | $150754.20    | 0.05%             | 2032-08-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                                            | VENLNG 8.375 06/01/31 144A                             | CUSIP: 92332YAB7<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    420000 | PA      | $437906.28    | 0.14%             | 2031-06-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS (NORTH AMERICA) INC                                                | URI 3.875 02/15/31                                     | CUSIP: 911363AM1<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94697.35     | 0.03%             | 2031-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BRIDGECREST LENDING AUTO SECURITIZATION TRUST 2025-3                              | BLAST 2025-3 E                                         | CUSIP: 107920AG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    775000 | PA      | $775013.56    | 0.25%             | 2032-05-17      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| RHP HOTEL PROPERTIES LP                                                           | RHP 4.5 02/15/29 144A                                  | CUSIP: 749571AG0<br>LEI: 549300SJMSMA2471GA96 | Long             | DBT              | CORP              | US        |    250000 | PA      | $245769.90    | 0.08%             | 2029-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                          | GNR 2022-185 DI                                        | CUSIP: 38381HVY4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |   1276341 | PA      | $84921.07     | 0.03%             | 2065-10-16      | Variable      | 1.02%                 | No            |                  2 | On Loan: No      |
| MATADOR RESOURCES COMPANY                                                         | MTDR 6 04/15/34 144A                                   | CUSIP: 576485AJ5<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |    140000 | PA      | $140532.00    | 0.05%             | 2034-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TGNR INTERMEDIATE HOLDINGS LLC                                                    | RCKENE 5.5 10/15/29 144A                               | CUSIP: 77289KAA3<br>LEI: 5493007AZNVKZ5HEMT23 | Long             | DBT              | CORP              | US        |    250000 | PA      | $246598.13    | 0.08%             | 2029-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                          | T 3.5 09/15/53                                         | CUSIP: 00206RKJ0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    585000 | PA      | $378854.11    | 0.12%             | 2053-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                          | GNR 2025-112 IO                                        | CUSIP: 38381MUH1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |   3424133 | PA      | $170362.28    | 0.06%             | 2066-03-16      | Variable      | 0.57%                 | No            |                  2 | On Loan: No      |
| RYAN SPECIALTY LLC                                                                | RYASPE 5.875 08/01/32 144A                             | CUSIP: 78351GAA3<br>LEI: 549300K52N7QBO3PYY45 | Long             | DBT              | CORP              | US        |    135000 | PA      | $134979.29    | 0.04%             | 2032-08-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| COMM 2016-DC2 MORTGAGE TRUST                                                      | COMM 2016-DC2 D                                        | CUSIP: 12594CAL4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1260000 | PA      | $1150354.80   | 0.37%             | 2049-02-12      | Variable      | 4.01%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                   | FHR 5328 JY                                            | CUSIP: 3137HADW3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    664468 | PA      | $462124.73    | 0.15%             | 2050-09-25      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| RIVERS ENTERPRISE BORROWER LLC / RIVERS ENTERPRISE FINANCE CORP                   | RIVENT 6.625 02/01/33 144A                             | CUSIP: 76883NAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    115000 | PA      | $117419.26    | 0.04%             | 2033-02-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| WEEKLEY HOMES LLC                                                                 | WEEKHM 6.75 01/15/34 144A                              | CUSIP: 948565AF3<br>LEI: 5493009MTTQO8ZN53F13 | Long             | DBT              | CORP              | US        |    140000 | PA      | $138387.70    | 0.04%             | 2034-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CALDERYS FINANCING II LLC                                                         | CALDER 11.75 06/01/28 144A                             | CUSIP: 12878AAA9<br>LEI: 254900CB1N9CREDQAK86 | Long             | DBT              | CORP              | US        |    212500 | PA      | $215580.19    | 0.07%             | 2028-06-01      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| MGIC INVESTMENT CORP                                                              | MTG 5.25 08/15/28                                      | CUSIP: 552848AG8<br>LEI: 254900S8483WM4M98R28 | Long             | DBT              | CORP              | US        |    250000 | PA      | $249806.40    | 0.08%             | 2028-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                            | 2-Year T-Note Futures, Jun-2026,ETH                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       -50 | NC      | $85420.27     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                                            | VENLNG 7 01/15/30 144A                                 | CUSIP: 92332YAE1<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     85000 | PA      | $87433.38     | 0.03%             | 2030-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BROOKLYN UNION GAS COMPANY (THE)                                                  | NGGLN 4.866 08/05/32 144A                              | CUSIP: 114259AW4<br>LEI: 83BQ1DXS6VA5GZFK8S35 | Long             | DBT              | CORP              | US        |    910000 | PA      | $891248.79    | 0.29%             | 2032-08-05      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAPITAL DAC                                                        | AER 3 10/29/28                                         | CUSIP: 00774MAW5<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |    200000 | PA      | $192716.22    | 0.06%             | 2028-10-29      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PERFORMANCE FOOD GROUP INC                                                        | PFGC 5.625 03/01/34 144A                               | CUSIP: 71376LAH3<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |     75000 | PA      | $73437.13     | 0.02%             | 2034-03-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| FLAGSHIP CREDIT AUTO TRUST 2022-2                                                 | FCAT 2022-2 D                                          | CUSIP: 33844XAL2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    729000 | PA      | $621223.11    | 0.20%             | 2028-04-17      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| ITT HOLDINGS LLC                                                                  | INTMAT 6.5 08/01/29 144A                               | CUSIP: 45074JAA2<br>LEI: 549300TH2PHOLK31LB42 | Long             | DBT              | CORP              | US        |    195000 | PA      | $192228.99    | 0.06%             | 2029-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ARCOS DORADOS BV                                                                  | ARCO 6.375 01/29/32 144A                               | CUSIP: 03965TAC7<br>LEI: 549300T91OYP6I7P8G39 | Long             | DBT              | CORP              | NL        |    820000 | PA      | $857720.00    | 0.28%             | 2032-01-29      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| EAGLE FUNDING LUXCO SARL                                                          | MEXPCP 5.5 08/17/30 144A                               | CUSIP: 26951TAA8<br>LEI: 894500VDP08MVIZ6OA60 | Long             | DBT              | CORP              | LU        |    885000 | PA      | $891814.50    | 0.29%             | 2030-08-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| 1011778 B.C. ULC / NEW RED FINANCE INC                                            | BCULC 6.125 06/15/29 144A                              | CUSIP: 68245XAR0<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    100000 | PA      | $101763.92    | 0.03%             | 2029-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| OSAIC HOLDINGS INC                                                                | ADVGRO 6.75 08/01/32 144A                              | CUSIP: 00791GAB3<br>LEI: 549300XL60BDV6UW5C86 | Long             | DBT              | CORP              | US        |    210000 | PA      | $213295.69    | 0.07%             | 2032-08-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| MILLROSE PROPERTIES INC                                                           | MRP 6.25 09/15/32 144A                                 | CUSIP: 601137AB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $100438.14    | 0.03%             | 2032-09-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| WILLIAM CARTER COMPANY (THE)                                                      | CRI 7.375 02/15/31 144A                                | CUSIP: 96926JAG2<br>LEI: TGI2A0HXEYNQPU7TYV27 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41118.41     | 0.01%             | 2031-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: —       |
| AEP TEXAS INC                                                                     | AEP 5.85 10/15/55                                      | CUSIP: 00108WAU4<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |    255000 | PA      | $245175.28    | 0.08%             | 2055-10-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| MPT OPERATING PARTNERSHIP LP                                                      | MPW 5 10/15/27                                         | CUSIP: 55342UAH7<br>LEI: WUQXXXF7PXTUPGROE843 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97499.60     | 0.03%             | 2027-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CCO HOLDINGS LLC / CCO HOLDINGS CAPITAL CORP                                      | CHTR 4.5 05/01/32                                      | CUSIP: 1248EPCN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    635000 | PA      | $557630.08    | 0.18%             | 2032-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GRUPO NUTRESA SA                                                                  | NUTRES 8 05/12/30 REGS                                 | CUSIP: 000000000<br>LEI: 254900KKAX7B7RJUE255 | Long             | DBT              | CORP              | CO        |    200000 | PA      | $210952.07    | 0.07%             | 2030-05-12      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| ABBOTT LABORATORIES                                                               | ABT 5.5 03/15/56                                       | CUSIP: 002824BW9<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |    430000 | PA      | $415746.26    | 0.14%             | 2056-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BX TRUST 2018-BILT                                                                | BX 2025-ARIA C                                         | CUSIP: 05619TAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    635000 | PA      | $636939.23    | 0.21%             | 2042-12-15      | Variable      | 5.70%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATING COMPANY INC                                             | HLT 4 05/01/31 144A                                    | CUSIP: 432833AL5<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    225000 | PA      | $213079.66    | 0.07%             | 2031-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| COMM 2018-HCLV MORTGAGE TRUST                                                     | COMM 2018-HCLV A                                       | CUSIP: 20048KAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $470491.80    | 0.15%             | 2033-09-15      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| Rin V LLC                                                                         | RIN 2023-2A A1R                                        | CUSIP: 74970TAG2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    650000 | PA      | $650284.05    | 0.21%             | 2036-10-14      | Variable      | 5.01%                 | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                                                            | WCC 5.25 04/15/31 144A                                 | CUSIP: 95081QAT1<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |     95000 | PA      | $94940.83     | 0.03%             | 2031-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NES FIRCROFT BONDCO AS                                                            | NESFIR 8 09/30/29                                      | CUSIP: 000000000<br>LEI: 636700CUSS22I12S3R10 | Long             | DBT              | CORP              | NO        |    125000 | PA      | $127177.86    | 0.04%             | 2029-09-30      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| TRICON AMERICAN HOMES 2020-SFR1                                                   | TAH 2020-SFR1 A                                        | CUSIP: 89613GAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    266319 | PA      | $264540.93    | 0.09%             | 2038-07-19      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| DARLING INGREDIENTS INC                                                           | DAR 6 06/15/30 144A                                    | CUSIP: 237266AJ0<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201734.60    | 0.07%             | 2030-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PLANET FINANCIAL GROUP LLC                                                        | PLNFIN 10.5 12/15/29 144A                              | CUSIP: 72702AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $97191.39     | 0.03%             | 2029-12-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| ENCOMPASS HEALTH CORP                                                             | EHC 4.625 04/01/31                                     | CUSIP: 29261AAE0<br>LEI: 549300FVRPM9DRQZRG64 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97256.97     | 0.03%             | 2031-04-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| C&S GROUP ENTERPRISES LLC                                                         | CSWHOL 5 12/15/28 144A                                 | CUSIP: 12467AAF5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     85000 | PA      | $79286.74     | 0.03%             | 2028-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MANHATTAN WEST 2020-1MW MORTGAGE TRUST                                            | OMW 2020-1MW C                                         | CUSIP: 563136AG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    485000 | PA      | $466736.11    | 0.15%             | 2039-09-12      | Variable      | 2.41%                 | No            |                  2 | On Loan: No      |
| DISCOVERY GLOBAL HOLDINGS INC                                                     | WBD 5.05 03/15/42 *                                    | CUSIP: 55903VBW2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    115000 | PA      | $82055.95     | 0.03%             | 2042-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                                  | PARA 4.95 01/15/31                                     | CUSIP: 92556HAB3<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    125000 | PA      | $117913.56    | 0.04%             | 2031-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT HOLDINGS INC                                                            | OTEXCN 4.125 12/01/31 144A                             | CUSIP: 683720AC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     70000 | PA      | $59771.19     | 0.02%             | 2031-12-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CLEAN HARBORS INC                                                                 | CLH 6.375 02/01/31 144A                                | CUSIP: 184496AQ0<br>LEI: 5493000SJVZVZJKHJF48 | Long             | DBT              | CORP              | US        |    150000 | PA      | $152660.70    | 0.05%             | 2031-02-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES CORP TRUST 2017-GPTX                                       | GSMS 2017-GPTX A                                       | CUSIP: 36257CAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    513367 | PA      | $457650.87    | 0.15%             | 2034-05-12      | Fixed         | 2.86%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                                    | NRG 5.875 05/15/34 144A                                | CUSIP: 629377DF6<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     80000 | PA      | $79712.19     | 0.03%             | 2034-05-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| OSAIC HOLDINGS INC                                                                | ADVGRO 8 08/01/33 144A                                 | CUSIP: 00791GAC1<br>LEI: 549300XL60BDV6UW5C86 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76482.83     | 0.02%             | 2033-08-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| MILLROSE PROPERTIES INC                                                           | MRP 6.375 08/01/30 144A                                | CUSIP: 601137AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $101276.40    | 0.03%             | 2030-08-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| TREEHOUSE 02/03/33                                                                | TREEHOUSE 02/03/33                                     | CUSIP: 89468XAX3<br>LEI: 5493007M7EVHE470Q576 | Long             | LON              | CORP              | US        |    100000 | PA      | $100687.50    | 0.03%             | 2033-02-11      | Floating      | 7.90%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                             | FNR 2021-12 JI                                         | CUSIP: 3136BFKM4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    548328 | PA      | $85796.28     | 0.03%             | 2051-03-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CARMAX SELECT RECEIVABLES TRUST 2025-B                                            | CMXS 2025-B E                                          | CUSIP: 14320BAG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    605000 | PA      | $605543.05    | 0.20%             | 2032-09-15      | Fixed         | 6.89%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAINMENT INC                                                         | CZR 6 10/15/32 144A                                    | CUSIP: 12769GAD2<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |    150000 | PA      | $134434.89    | 0.04%             | 2032-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST 2013-2                                        | EART 2023-4A D                                         | CUSIP: 30166TAF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    260000 | PA      | $265111.08    | 0.09%             | 2029-12-17      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL COMPANY INC                                              | GM 2.35 01/08/31                                       | CUSIP: 37045XDE3<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    640000 | PA      | $573200.59    | 0.19%             | 2031-01-08      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| TRANSALTA CORP                                                                    | TACN 5.875 02/01/34                                    | CUSIP: 89346DAL1<br>LEI: 984500EE2ADD850F1C96 | Long             | DBT              | CORP              | CA        |    115000 | PA      | $114712.31    | 0.04%             | 2034-02-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| VOYAGER PARENT LLC                                                                | EVRI 9.25 07/01/32 144A                                | CUSIP: 92921EAA0<br>LEI: 2549002DYVI4ACSV4V71 | Long             | DBT              | CORP              | US        |    137000 | PA      | $145691.69    | 0.05%             | 2032-07-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FUNDING LTD                                                       | AVOL 5.75 11/15/29 144A                                | CUSIP: 05401AAV3<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    890000 | PA      | $911821.80    | 0.30%             | 2029-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| COGENT COMMUNICATIONS GROUP LLC                                                   | CCOI 6.5 07/01/32 144A                                 | CUSIP: 19240WAB5<br>LEI: 549300KFWFYF8Q1U0Y26 | Long             | DBT              | CORP              | US        |    140000 | PA      | $129829.00    | 0.04%             | 2032-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS COMPANY LLC                                                     | VST 5.25 04/30/33 144A                                 | CUSIP: 92840VBB7<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    390000 | PA      | $388616.21    | 0.13%             | 2033-04-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SOUTH BOW CANADIAN INFRASTRUCTURE HOLDINGS LTD                                    | SOBOCN V7.625 03/01/55                                 | CUSIP: 836720AG7<br>LEI: 2549004FYUSYLPBT1G26 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $104371.40    | 0.03%             | 2055-03-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| BAMLL COMMERCIAL MORTGAGE SECURITIES TRUST 2014-520M                              | BAMLL 2014-520M A                                      | CUSIP: 05525MAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    475000 | PA      | $432470.26    | 0.14%             | 2046-08-16      | Variable      | 4.33%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                      | BACR V5.207 02/24/37                                   | CUSIP: 06738EDK8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    215000 | PA      | $208945.09    | 0.07%             | 2037-02-24      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| WENDY'S FUNDING LLC                                                               | WEN 2018-1A A2II                                       | CUSIP: 95058XAE8<br>LEI: 5493009DRVSTWJOXUL48 | Long             | ABS-O            | CORP              | US        |    403566 | PA      | $394987.82    | 0.13%             | 2048-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON COMPANY                                                | EIX 5.7 03/01/53                                       | CUSIP: 842400HV8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    270000 | PA      | $247315.03    | 0.08%             | 2053-03-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ALTAGAS LTD                                                                       | ALACN V7.2 10/15/54 144A                               | CUSIP: 021361AD2<br>LEI: 2549008X5V70MOS4HM10 | Long             | DBT              | CORP              | CA        |    135000 | PA      | $140256.50    | 0.05%             | 2054-10-15      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                          | GNR 2021-57 SD                                         | CUSIP: 38382QAM2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |   1861944 | PA      | $238467.74    | 0.08%             | 2051-03-20      | Floating      | 2.52%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUEMINES LNG LLC                                                | VEGLPL 6.125 12/15/30 144A                             | CUSIP: 922966AE6<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |     60000 | PA      | $61876.68     | 0.02%             | 2030-12-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                                    | NRG 5.75 01/15/34 144A                                 | CUSIP: 629377DC3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    135000 | PA      | $134002.69    | 0.04%             | 2034-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CHOBANI LLC / CHOBANI FINANCE CORP INC                                            | CHBANI 6.375 04/15/34 144A                             | CUSIP: 17027NAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $102030.58    | 0.03%             | 2034-04-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                                    | NRG 5.407 10/15/35 144A                                | CUSIP: 629377DB5<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    340000 | PA      | $333474.52    | 0.11%             | 2035-10-15      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| ABBOTT LABORATORIES                                                               | ABT 4.65 03/15/36                                      | CUSIP: 002824BU3<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |    420000 | PA      | $407862.08    | 0.13%             | 2036-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| SHENTEL ISSUER LLC                                                                | SHENTL 2025-1A A2                                      | CUSIP: 82321AAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    565000 | PA      | $571133.53    | 0.19%             | 2055-12-20      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| NEXT PROPERTIES (TRUST 2401)                                                      | NEXTPR 7.375 02/13/34 144A                             | CUSIP: 89834MAC0<br>LEI: 254900QDKZ8ZURT6FD83 | Long             | DBT              | CORP              | MX        |    685000 | PA      | $743567.50    | 0.24%             | 2034-02-13      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| PERFORMANCE FOOD GROUP COMPANY                                                    | PFGC 4.25 08/01/29 144A                                | CUSIP: 71376LAE0<br>LEI: 549300EUK8GR9IT1YK57 | Long             | DBT              | CORP              | US        |    250000 | PA      | $242376.03    | 0.08%             | 2029-08-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| NEXSTAR MEDIA GROUP INC                                                           | NXST 6.5 09/15/33 144A                                 | CUSIP: 65346UAB5<br>LEI: 52990083ZRR5UT591988 | Long             | DBT              | CORP              | US        |    220000 | PA      | $221693.12    | 0.07%             | 2033-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST 2013-2                                        | EART 2025-4A E                                         | CUSIP: 30167KAG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    440000 | PA      | $441203.80    | 0.14%             | 2033-04-15      | Fixed         | 6.99%                 | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                              | T 4.125 02/15/36                                       | CUSIP: 91282CPZ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    960000 | PA      | $939750.00    | 0.31%             | 2036-02-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: —       |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                          | GNR 2021-16 AS                                         | CUSIP: 38382NAB3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |   2024710 | PA      | $11434.96     | 0.00%             | 2051-01-20      | Floating      | 0.01%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STRUCTURED AGENCY CREDIT RISK TRUST 2019-HQA2                         | STACR 2019-HQA2 B2                                     | CUSIP: 35564MBE4<br>LEI: 549300NKHCH87PYOHD44 | Long             | ABS-O            | USGSE             | US        |    790000 | PA      | $936913.30    | 0.30%             | 2049-04-26      | Floating      | 15.01%                | No            |                  2 | On Loan: No      |
| SMITHFIELD FOODS INC                                                              | SFD 4.25 02/01/27 144A                                 | CUSIP: 832248AZ1<br>LEI: CVTIPZRZJC0JQEZLL598 | Long             | DBT              | CORP              | US        |    715000 | PA      | $712227.57    | 0.23%             | 2027-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CENTURY ALUMINUM COMPANY                                                          | CENX 6.875 08/01/32 144A                               | CUSIP: 156431AS7<br>LEI: 549300U5ODNGEYWKSW73 | Long             | DBT              | CORP              | US        |    205000 | PA      | $212214.16    | 0.07%             | 2032-08-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                                    | NRG 6 01/15/36 144A                                    | CUSIP: 629377DD1<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    220000 | PA      | $218494.47    | 0.07%             | 2036-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATING COMPANY INC                                             | HLT 3.625 02/15/32 144A                                | CUSIP: 432833AN1<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    100000 | PA      | $91548.34     | 0.03%             | 2032-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT HOLDINGS INC                                                            | OTEXCN 4.125 02/15/30 144A                             | CUSIP: 683720AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    340000 | PA      | $306079.49    | 0.10%             | 2030-02-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL COMPANY INC                                              | GM 5.625 04/04/32                                      | CUSIP: 37045XFG6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    715000 | PA      | $733448.99    | 0.24%             | 2032-04-04      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| NA RAIL HOLD C 03/08/32                                                           | NA RAIL HOLD C 03/08/32                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     99250 | PA      | $99250.00     | 0.03%             | 2032-03-08      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                   | FHR 5038 IB                                            | CUSIP: 3137FXMY1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    426758 | PA      | $66238.25     | 0.02%             | 2050-10-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL I TRUST 2015-420                                           | MSC 2015-420 A                                         | CUSIP: 61765BAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    384394 | PA      | $389345.75    | 0.13%             | 2050-10-17      | Variable      | 7.98%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                    | MS V2.511 10/20/32 MTN                                 | CUSIP: 61747YEH4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    595000 | PA      | $527635.26    | 0.17%             | 2032-10-20      | Fixed         | 2.51%                 | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP                                                                     | SATS 6.75 11/30/30                                     | CUSIP: 278768AA4<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |    347599 | PA      | $352679.60    | 0.11%             | 2030-11-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ASP UNIFRAX HOLDINGS INC                                                          | FRAX 11.175 09/30/29 144A                              | CUSIP: 00218LAG6<br>LEI: 549300RRU6BWJLD0YT71 | Long             | DBT              | CORP              | US        |    107339 | PA      | $43740.46     | 0.01%             | 2029-09-30      | Fixed         | 11.18%                | No            |                  2 | On Loan: No      |
| BOYD GAMING CORP                                                                  | BYD 4.75 06/15/31 144A                                 | CUSIP: 103304BV2<br>LEI: 254900787YGRYS2A1Z35 | Long             | DBT              | CORP              | US        |    125000 | PA      | $120472.01    | 0.04%             | 2031-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST 2022-2                                     | SDART 2026-1 D                                         | CUSIP: 80288FAF8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    585000 | PA      | $576339.19    | 0.19%             | 2032-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| WILLIAMS SCOTSMAN INTERNATIONAL INC                                               | WLSC 4.625 08/15/28 144A                               | CUSIP: 96950GAE2<br>LEI: 549300V3TCHCBOBTGH07 | Long             | DBT              | CORP              | US        |    150000 | PA      | $148489.34    | 0.05%             | 2028-08-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| GENMAB A/S                                                                        | GMABDC 7.25 12/15/33 144A                              | CUSIP: 37230JAB8<br>LEI: 529900MTJPDPE4MHJ122 | Long             | DBT              | CORP              | DK        |     75000 | PA      | $78200.06     | 0.03%             | 2033-12-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                              | BAC V2.572 10/20/32                                    | CUSIP: 06051GKD0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    815000 | PA      | $726071.41    | 0.24%             | 2032-10-20      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| GEN DIGITAL INC                                                                   | GEN 6.75 09/30/27 144A                                 | CUSIP: 668771AK4<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |     55000 | PA      | $55226.82     | 0.02%             | 2027-09-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                          | GNR 2023-53 PO                                         | CUSIP: 38383XYN8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    182938 | PA      | $148780.78    | 0.05%             | 2053-04-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAINMENT INC                                                         | CZR 4.625 10/15/29 144A                                | CUSIP: 12769GAA8<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |     75000 | PA      | $72388.67     | 0.02%             | 2029-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                          | GNR 2021-188 IO                                        | CUSIP: 38383CTL4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |   3169212 | PA      | $513999.03    | 0.17%             | 2051-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CIPHER COMPUTE LLC                                                                | CIFR 7.125 11/15/30 144A                               | CUSIP: 17253NAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $310952.75    | 0.10%             | 2030-11-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| CLARIVATE SCIENCE HOLDINGS CORP                                                   | CLVTSC 4.875 07/01/29 144A                             | CUSIP: 18064PAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    425000 | PA      | $385437.94    | 0.13%             | 2029-07-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                          | GNR 2020-129 SB                                        | CUSIP: 38382JXP6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |   1477666 | PA      | $12406.19     | 0.00%             | 2050-09-20      | Floating      | 0.01%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                          | GNR 2019-159 P                                         | CUSIP: 38382BJL8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    507377 | PA      | $441217.02    | 0.14%             | 2049-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ARCHES BUYER INC                                                                  | ACOM 4.25 06/01/28 144A                                | CUSIP: 039524AA1<br>LEI: 2549009ADY4208OH2Y47 | Long             | DBT              | CORP              | US        |     80000 | PA      | $78292.56     | 0.03%             | 2028-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| NEXSTAR MEDIA GROUP INC                                                           | NXST 7.25 04/15/34 144A                                | CUSIP: 65346UAA7<br>LEI: 52990083ZRR5UT591988 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150957.90    | 0.05%             | 2034-04-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| SS&C TECHNOLOGIES INC                                                             | SSNC 6.5 06/01/32 144A                                 | CUSIP: 78466CAD8<br>LEI: 549300KY09TR3J12JU49 | Long             | DBT              | CORP              | US        |    300000 | PA      | $303549.80    | 0.10%             | 2032-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                             | FNR 2022-10 SA                                         | CUSIP: 3136BL3H1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    710565 | PA      | $79932.66     | 0.03%             | 2052-02-25      | Floating      | 2.10%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2021-1440                    | JPMCC 2021-1440 A                                      | CUSIP: 46653DAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    350000 | PA      | $328607.44    | 0.11%             | 2036-03-17      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| PERIMETER HOLDINGS LLC                                                            | PRM 5 10/30/29 144A                                    | CUSIP: 29977LAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    255000 | PA      | $251276.90    | 0.08%             | 2029-10-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                          | GNR 2021-67 PI                                         | CUSIP: 38382RR75<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    640134 | PA      | $106884.66    | 0.03%             | 2051-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                          | GNR 2020-146 SA                                        | CUSIP: 38382KWJ8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    733587 | PA      | $94779.81     | 0.03%             | 2050-10-20      | Floating      | 2.52%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COMPANIES INC                                                       | BHCCN 11 09/30/28 144A                                 | CUSIP: 071734AQ0<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |     70000 | PA      | $72800.00     | 0.02%             | 2028-09-30      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                              | T 4.75 02/15/56                                        | CUSIP: 912810UR7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8305000 | PA      | $7996157.81   | 2.60%             | 2056-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ESAB CORP                                                                         | ESAB 5.625 04/01/31 144A                               | CUSIP: 29605JAB2<br>LEI: 549300ZNV0SWBXEIWT04 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100920.88    | 0.03%             | 2031-04-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                   | FHS 311 S1                                             | CUSIP: 31325URK4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    669007 | PA      | $65487.75     | 0.02%             | 2043-08-15      | Floating      | 2.16%                 | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP                                                                     | SATS 10.75 11/30/29 .                                  | CUSIP: 278768AC0<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |    100000 | PA      | $108575.24    | 0.04%             | 2029-11-30      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| UNITED AIRLINES PASS THROUGH TRUST SERIES 2020-1A                                 | UAL 5.875 10/15/27 20-1                                | CUSIP: 90931GAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    166467 | PA      | $169435.90    | 0.06%             | 2027-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CRESCENT ENERGY FINANCE LLC                                                       | CRGYFN 7.875 04/15/32 144A                             | CUSIP: 516806AK2<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51835.25     | 0.02%             | 2032-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATING COMPANY INC                                             | HLT 5.75 09/15/33 144A                                 | CUSIP: 432833AS0<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100671.50    | 0.03%             | 2033-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                                                            | WCC 5.5 04/15/34 144A                                  | CUSIP: 95081QAU8<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |     55000 | PA      | $54858.54     | 0.02%             | 2034-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                            | Ultra 10-Year U.S. Treasury Note Futures, Jun-2026,ETH | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |         4 | NC      | $-2134.28     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN AIRLINES INC                                                             | AAL 5.75 04/20/29 144A                                 | CUSIP: 00253XAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15000 | PA      | $15010.19     | 0.00%             | 2029-04-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BAYVIEW COMMERCIAL ASSET TRUST                                                    | BVCLN 2024-EDU1 C                                      | CUSIP: 07336PAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    296789 | PA      | $297818.52    | 0.10%             | 2047-06-25      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| EUSHI FINANCE INC                                                                 | EMACN V6.25 04/01/56                                   | CUSIP: 29882DAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     85000 | PA      | $84181.82     | 0.03%             | 2056-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                             | FNR 2023-24 OQ                                         | CUSIP: 3136BP5A5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    450352 | PA      | $379663.38    | 0.12%             | 2054-07-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| VIASAT INC                                                                        | VSAT 6.5 07/15/28 144A                                 | CUSIP: 92552VAN0<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | DBT              | CORP              | US        |     90000 | PA      | $89646.38     | 0.03%             | 2028-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GULFPORT ENERGY OPERATING CORP                                                    | GPOR 6.75 09/01/29 144A                                | CUSIP: 402635AT3<br>LEI: 549300FJX18IDUFPHD40 | Long             | DBT              | CORP              | US        |    200000 | PA      | $205182.20    | 0.07%             | 2029-09-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| FLASH COMPUTE LLC                                                                 | FLASHC 7.25 12/31/30 144A                              | CUSIP: 33853QAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    135000 | PA      | $137709.46    | 0.04%             | 2030-12-31      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| GO DADDY OPERATING COMPANY LLC                                                    | GDDY 5.25 12/01/27 144A                                | CUSIP: 38016LAA3<br>LEI: 5493005GJOH8HLL11157 | Long             | DBT              | CORP              | US        |    450000 | PA      | $449084.75    | 0.15%             | 2027-12-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                          | GNR 2023-194 CI                                        | CUSIP: 38381JN94<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |   2119219 | PA      | $128548.44    | 0.04%             | 2065-10-16      | Variable      | 0.84%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                             | FN FS3603                                              | CUSIP: 3140XKAD2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    549977 | PA      | $560038.06    | 0.18%             | 2053-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                     | F 6.054 11/05/31                                       | CUSIP: 345397G31<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    345000 | PA      | $349969.61    | 0.11%             | 2031-11-05      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| VELOCITY VEHICLE GROUP LLC                                                        | VLCYVG 8 06/01/29 144A                                 | CUSIP: 92262TAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     95000 | PA      | $93484.02     | 0.03%             | 2029-06-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                                  | PARA 4.2 05/19/32                                      | CUSIP: 92556HAD9<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     40000 | PA      | $34955.88     | 0.01%             | 2032-05-19      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| DISCOVERY GLOBAL HOLDINGS INC                                                     | WBD 4.279 03/15/32 *                                   | CUSIP: 55903VBQ5<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    180000 | PA      | $163031.40    | 0.05%             | 2032-03-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                             | FNS 440 C46                                            | CUSIP: 31424U8A7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1978098 | PA      | $417131.07    | 0.14%             | 2053-10-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| STACR TRUST 2018-HRP1                                                             | STACR 2018-HRP1 B2                                     | CUSIP: 3137G0VB2<br>LEI: 549300D2VO9JVX6KU482 | Long             | ABS-O            | USGSE             | US        |    395730 | PA      | $466998.77    | 0.15%             | 2043-05-25      | Floating      | 15.51%                | No            |                  2 | On Loan: No      |
| SS&C TECHNOLOGIES INC                                                             | SSNC 5.5 09/30/27 144A                                 | CUSIP: 78466CAC0<br>LEI: 549300KY09TR3J12JU49 | Long             | DBT              | CORP              | US        |    500000 | PA      | $499561.50    | 0.16%             | 2027-09-30      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LEEWARD RENEWABLE ENERGY OPERATIONS LLC                                           | LEEREN 4.25 07/01/29 144A                              | CUSIP: 524590AA4<br>LEI: 254900EVJU1A57NUX379 | Long             | DBT              | CORP              | US        |     75000 | PA      | $71757.74     | 0.02%             | 2029-07-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SHEA HOMES LP                                                                     | SHEAHM 4.75 02/15/28                                   | CUSIP: 82088KAK4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $98816.55     | 0.03%             | 2028-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| COMSTOCK RESOURCES INC                                                            | CRK 6.75 03/01/29 144A                                 | CUSIP: 205768AS3<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |    105000 | PA      | $104962.91    | 0.03%             | 2029-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                              | T 4.625 02/15/46                                       | CUSIP: 912810UT3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11130000 | PA      | $10629150.00  | 3.46%             | 2046-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: —       |
| BX COMMERCIAL MORTGAGE TRUST 2024-VLT5                                            | BX 2024-VLT5 E                                         | CUSIP: 05614JAJ4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    555000 | PA      | $579855.84    | 0.19%             | 2046-11-16      | Variable      | 8.13%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                      | BACR V8 PERP                                           | CUSIP: 06738EBX2<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    195000 | PA      | $204661.67    | 0.07%             | N/A             | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| SEASPAN CORP                                                                      | SSW 5.5 08/01/29 144A                                  | CUSIP: 81254UAK2<br>LEI: 5493007Z8Q1H45KT7W98 | Long             | DBT              | CORP              | MH        |    125000 | PA      | $119470.93    | 0.04%             | 2029-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                             | FNS 426 C32                                            | CUSIP: 31422MZU3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2478101 | PA      | $233332.82    | 0.08%             | 2052-02-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                             | FNR 2016-19 SD                                         | CUSIP: 3136ARD62<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |   1027766 | PA      | $86764.72     | 0.03%             | 2046-04-25      | Floating      | 2.34%                 | No            |                  2 | On Loan: No      |
| GENMAB A/S                                                                        | GMABDC 6.25 12/15/32 144A                              | CUSIP: 37230JAA0<br>LEI: 529900MTJPDPE4MHJ122 | Long             | DBT              | CORP              | DK        |    155000 | PA      | $159068.75    | 0.05%             | 2032-12-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| NCMF TRUST 2025-MFS                                                               | NCMF 2025-MFS D                                        | CUSIP: 62887TAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    925000 | PA      | $930192.12    | 0.30%             | 2033-06-10      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| COLOMBIA, REPUBLIC OF - MINISTERO DE HACIENDA Y CREDITO PUBLICO                   | COLOM 7.75 11/07/36                                    | CUSIP: 195325EP6<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    675000 | PA      | $711112.50    | 0.23%             | 2036-11-07      | Fixed         | 7.75%                 | No            |                  2 | On Loan: —       |
| Federal Home Loan Mortgage Corp.                                                  | FR SD5184                                              | CUSIP: 3132DSXM9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    399277 | PA      | $376166.25    | 0.12%             | 2053-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                                                                         | IQV 6.25 06/01/32 144A                                 | CUSIP: 46266TAG3<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |    240000 | PA      | $244415.04    | 0.08%             | 2032-06-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT LP                                                          | AMH 2.375 07/15/31                                     | CUSIP: 02666TAC1<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |    905000 | PA      | $798802.98    | 0.26%             | 2031-07-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                             | FNR 2025-44 SD                                         | CUSIP: 3136BWDC7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |   2074685 | PA      | $75121.01     | 0.02%             | 2055-06-25      | Floating      | 1.45%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST 2021-4                                                   | JPMMT 2021-4 B1                                        | CUSIP: 46652VBT1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1403232 | PA      | $1173707.60   | 0.38%             | 2051-08-25      | Variable      | 2.89%                 | No            |                  2 | On Loan: No      |
| MERCER INTERNATIONAL INC                                                          | MERC 5.125 02/01/29                                    | CUSIP: 588056BB6<br>LEI: 549300Z5IAG39VRTY874 | Long             | DBT              | CORP              | US        |    395000 | PA      | $158000.00    | 0.05%             | 2029-02-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                  | FHS 402 PO                                             | CUSIP: 3133Q3C33<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    348229 | PA      | $291273.67    | 0.09%             | 2053-09-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                   | FHS 397 C61                                            | CUSIP: 3142G4PC9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    794115 | PA      | $156732.71    | 0.05%             | 2053-01-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                          | GNR 2022-87 SA                                         | CUSIP: 38383RYT8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |   2029539 | PA      | $19463.28     | 0.01%             | 2052-05-20      | Floating      | 0.01%                 | No            |                  2 | On Loan: No      |
| MSWF COMMERCIAL MORTGAGE TRUST 2023-2                                             | MSWF 2023-2 AS                                         | CUSIP: 55361AAX2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    395000 | PA      | $423830.54    | 0.14%             | 2056-12-15      | Variable      | 6.49%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                          | GNR 2021-42 BI                                         | CUSIP: 38382PYU0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    510825 | PA      | $73259.38     | 0.02%             | 2051-03-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| WINNEBAGO INDUSTRIES INC                                                          | WGO 6.25 07/15/28 144A                                 | CUSIP: 974637AC4<br>LEI: 549300B7OYKYJLTE3G11 | Long             | DBT              | CORP              | US        |     60000 | PA      | $59863.43     | 0.02%             | 2028-07-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| GROUP 1 AUTOMOTIVE INC                                                            | GPI 4 08/15/28 144A                                    | CUSIP: 398905AN9<br>LEI: 549300US8QAZJLWYAF63 | Long             | DBT              | CORP              | US        |    200000 | PA      | $194723.00    | 0.06%             | 2028-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BANK 2020-BNK25                                                                   | BANK 2020-BN25 D                                       | CUSIP: 06539WAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    490000 | PA      | $368079.18    | 0.12%             | 2063-01-18      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                          | GNR 2023-114 MO                                        | CUSIP: 38384EBR5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    163328 | PA      | $136370.10    | 0.04%             | 2053-08-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                   | FHR 5070 PI                                            | CUSIP: 3137F9Y54<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    740956 | PA      | $131526.15    | 0.04%             | 2050-08-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                          | GNR 2016-93 AI                                         | CUSIP: 38379XY20<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    896896 | PA      | $203638.40    | 0.07%             | 2044-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| J.B. POINDEXTER & CO. INC                                                         | JBPOIN 8.75 12/15/31 144A                              | CUSIP: 465965AC5<br>LEI: 549300W6P81HOZZGPQ16 | Long             | DBT              | CORP              | US        |    280000 | PA      | $290148.04    | 0.09%             | 2031-12-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                          | GNR 2023-159 CI                                        | CUSIP: 38381JZC4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |   2828651 | PA      | $192141.78    | 0.06%             | 2065-07-16      | Variable      | 0.96%                 | No            |                  2 | On Loan: No      |
| HYATT HOTELS CORP                                                                 | H 5.25 06/30/29                                        | CUSIP: 448579AR3<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |    885000 | PA      | $898868.84    | 0.29%             | 2029-06-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATIONAL INFORMATION SERVICES INC                                        | FIS 4.55 03/10/29                                      | CUSIP: 31620MCD6<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |    455000 | PA      | $453223.17    | 0.15%             | 2029-03-10      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| COOPER-STANDARD AUTOMOTIVE INC                                                    | CPS 9.25 03/01/31 144A                                 | CUSIP: 216762AK0<br>LEI: ITCH5B3Q4RTX2PH9UN62 | Long             | DBT              | CORP              | US        |    140000 | PA      | $134524.60    | 0.04%             | 2031-03-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                             | FNR 2025-31 ZJ                                         | CUSIP: 3136BVZT8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    546604 | PA      | $530316.51    | 0.17%             | 2054-06-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HESS MIDSTREAM OPERATIONS LP                                                      | HESM 5.5 10/15/30 144A                                 | CUSIP: 428102AF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $300138.60    | 0.10%             | 2030-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                             | FNR 2025-103 SA                                        | CUSIP: 3136BX6G4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |   1192998 | PA      | $72053.74     | 0.02%             | 2055-06-25      | Floating      | 2.18%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                             | FN MA4919                                              | CUSIP: 31418EPD6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    381027 | PA      | $384515.98    | 0.13%             | 2053-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUEMINES LNG LLC                                                | VEGLPL 6.5 06/15/34 144A                               | CUSIP: 922966AF3<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41857.32     | 0.01%             | 2034-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| OT MIDCO INC                                                                      | OB 10 02/15/30 144A                                    | CUSIP: 68877AAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    125000 | PA      | $48750.00     | 0.02%             | 2030-02-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                             | FN FS7587                                              | CUSIP: 3140XPND7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    535541 | PA      | $544652.67    | 0.18%             | 2054-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELECTRIC & POWER COMPANY                                                 | D 4.625 05/15/52 C                                     | CUSIP: 927804GJ7<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    500000 | PA      | $413705.58    | 0.13%             | 2052-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| SPECTRUM MANAGEMENT HOLDING COMPANY LLC                                           | CHTR 6.75 06/15/39                                     | CUSIP: 88732JAU2<br>LEI: B1WXCWLJVJXMWJX6O298 | Long             | DBT              | CORP              | US        |    635000 | PA      | $629812.37    | 0.20%             | 2039-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                          | GNR 2021-57 SA                                         | CUSIP: 38382QAD2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |   1776634 | PA      | $220772.15    | 0.07%             | 2051-03-20      | Floating      | 2.52%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                             | FN FS8275                                              | CUSIP: 3140XQFR3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1683287 | PA      | $1694705.19   | 0.55%             | 2054-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PTC INC                                                                           | PTC 4 02/15/28 144A                                    | CUSIP: 69370CAC4<br>LEI: 54930050SSMU8SKDJ030 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97620.84     | 0.03%             | 2028-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL TRUST VII                                                  | MSC 2021-230P A                                        | CUSIP: 61772WAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    325000 | PA      | $314843.75    | 0.10%             | 2038-12-15      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                   | FR SL0849                                              | CUSIP: 31427M5K3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    368166 | PA      | $375987.27    | 0.12%             | 2055-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CF HIPPOLYTA ISSUER LLC                                                           | SORT 2020-1 A2                                         | CUSIP: 12530MAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    531092 | PA      | $433754.41    | 0.14%             | 2060-07-15      | Fixed         | 1.99%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                      | UBS V4.875 PERP 144A                                   | CUSIP: 902613AJ7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    150000 | PA      | $149951.15    | 0.05%             | N/A             | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SINCLAIR TELEVISION GROUP INC                                                     | SBGI 8.125 02/15/33 144A                               | CUSIP: 829259BH2<br>LEI: 549300CQGEN0CH65UD62 | Long             | DBT              | CORP              | US        |    125000 | PA      | $129446.25    | 0.04%             | 2033-02-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| HLF FINANCING SARL LLC / HERBALIFE INTERNATIONAL INC                              | HLF 7.75 05/01/33 144A                                 | CUSIP: 40390DAE5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     60000 | PA      | $61283.77     | 0.02%             | 2033-05-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATING COMPANY INC                                             | HLT 4.875 01/15/30                                     | CUSIP: 432833AF8<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    500000 | PA      | $496333.60    | 0.16%             | 2030-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                          | GNR 2021-98 IN                                         | CUSIP: 38382TM27<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    519124 | PA      | $92648.98     | 0.03%             | 2051-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MOSS CREEK RESOURCES HOLDINGS INC                                                 | MSSCRK 8.25 09/01/31 144A                              | CUSIP: 61965RAC9<br>LEI: 54930037SLMSPWKYIX36 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60741.42     | 0.02%             | 2031-09-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| PRESTIGE BRANDS INC                                                               | PBH 3.75 04/01/31 144A                                 | CUSIP: 74112BAM7<br>LEI: 549300JBVP4J6D42I235 | Long             | DBT              | CORP              | US        |    300000 | PA      | $277098.12    | 0.09%             | 2031-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA GAS COMPANY                                                   | SRE 6 06/15/55                                         | CUSIP: 842434DD1<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |    605000 | PA      | $606808.10    | 0.20%             | 2055-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| LITHIA MOTORS INC                                                                 | LAD 5.5 10/01/30 144A                                  | CUSIP: 536797AJ2<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |     60000 | PA      | $59682.00     | 0.02%             | 2030-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SIMMONS FOODS INC                                                                 | SIMFOO 4.625 03/01/29 144A                             | CUSIP: 82873MAA1<br>LEI: 5493002Z1TVWRIL6NM97 | Long             | DBT              | CORP              | US        |    300000 | PA      | $289448.52    | 0.09%             | 2029-03-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| SMITHFIELD FOODS INC                                                              | SFD 3 10/15/30 144A                                    | CUSIP: 832248BC1<br>LEI: CVTIPZRZJC0JQEZLL598 | Long             | DBT              | CORP              | US        |    170000 | PA      | $155727.89    | 0.05%             | 2030-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP INC                                                      | CFG V5.299 01/29/36                                    | CUSIP: 174610BK0<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |    695000 | PA      | $689026.48    | 0.22%             | 2036-01-29      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC                                                              | RGCARE 7 05/01/34 144A                                 | CUSIP: 53219LBA6<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |    190000 | PA      | $185262.73    | 0.06%             | 2034-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                  | FG Z40296                                              | CUSIP: 3132FCKH7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    792582 | PA      | $725711.65    | 0.24%             | 2043-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Windstream Services LLC / Windstream Escrow Finance Corp.                         | WIN 8.25 10/01/31 144A                                 | CUSIP: 97381AAA0<br>LEI: 549300KT9GVEBYCD2N29 | Long             | DBT              | CORP              | US        |    150000 | PA      | $158654.70    | 0.05%             | 2031-10-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| BRAVO RESIDENTIAL FUNDING TRUST 2024-NQM8                                         | BRAVO 2024-NQM8 A1A                                    | CUSIP: 10571DAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    278867 | PA      | $274617.74    | 0.09%             | 2053-08-01      | Variable      | 4.29%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                             | CAS 2025-R01 1B1                                       | CUSIP: 20755JAG8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    770000 | PA      | $766635.10    | 0.25%             | 2045-01-25      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| SV RNO PROPERTY OWNER 1 LLC                                                       | TRACTC 5.875 03/01/31 144A                             | CUSIP: 78488XAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $196229.74    | 0.06%             | 2031-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| XPLR INFRASTRUCTURE OPERATING PARTNERS LP                                         | XIFR 7.75 04/15/34 144A                                | CUSIP: 98379YAA0<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52407.55     | 0.02%             | 2034-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| CF HIPPOLYTA ISSUER LLC                                                           | SORT 2020-1 B1                                         | CUSIP: 12530MAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    845485 | PA      | $519090.02    | 0.17%             | 2060-07-15      | Fixed         | 2.28%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                                          | CE 7.33 07/15/29                                       | CUSIP: 15089QAN4<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52454.10     | 0.02%             | 2029-07-15      | Fixed         | 7.33%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMERICAN PIPELINE LP                                                   | PAA V0 PERP B                                          | CUSIP: 726503AE5<br>LEI: 5521FA2ITF25TVH63740 | Long             | DBT              | CORP              | US        |    550000 | PA      | $549748.32    | 0.18%             | N/A             | Floating      | 8.02%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST 2017-C40                                    | WFCM 2017-C40 D                                        | CUSIP: 95000YAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    635000 | PA      | $557261.08    | 0.18%             | 2050-10-17      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| BRITISH AIRWAYS PLC                                                               | IAGLN 2.9 03/15/35 144A                                | CUSIP: 11042CAA8<br>LEI: 375X9PSJLLOV7F21O626 | Long             | ABS-O            | CORP              | GB        |    758658 | PA      | $699417.27    | 0.23%             | 2035-03-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| CCO HOLDINGS LLC / CCO HOLDINGS CAPITAL CORP                                      | CHTR 4.75 03/01/30 144A                                | CUSIP: 1248EPCD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $94792.94     | 0.03%             | 2030-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PARK OHIO INDUSTRIES INC                                                          | PKOH 8.5 08/01/30 144A                                 | CUSIP: 700677AS6<br>LEI: 5493006LQUO5SLMNYM18 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41632.44     | 0.01%             | 2030-08-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                          | GNR 2022-34 HS                                         | CUSIP: 38383MCW6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |   2031003 | PA      | $88760.92     | 0.03%             | 2052-02-20      | Floating      | 0.46%                 | No            |                  2 | On Loan: No      |
| PRESTIGE BRANDS INC                                                               | PBH 5.125 01/15/28 144A                                | CUSIP: 74112BAL9<br>LEI: 549300JBVP4J6D42I235 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99851.64     | 0.03%             | 2028-01-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| HUB INTERNATIONAL LTD                                                             | HBGCN 7.25 06/15/30 144A                               | CUSIP: 44332PAH4<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |    175000 | PA      | $181032.43    | 0.06%             | 2030-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| SCOTTS MIRACLE-GRO COMPANY (THE)                                                  | SMG 4.375 02/01/32                                     | CUSIP: 810186AW6<br>LEI: 2TH9E0JTOUXOEGI2R879 | Long             | DBT              | CORP              | US        |    250000 | PA      | $233271.33    | 0.08%             | 2032-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ASURION LLC / ASURION CO-ISSUER INC                                               | ASUCOR 8.375 02/01/34 144A                             | CUSIP: 045941AB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $98660.79     | 0.03%             | 2034-02-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                  | FG Z40295                                              | CUSIP: 3132FCKG9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    919794 | PA      | $853159.30    | 0.28%             | 2047-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| COLUMBUS MCKINNON CORP                                                            | CMCO 7.125 02/01/33 144A                               | CUSIP: 199333AK1<br>LEI: 549300W3HQB0HO1F3G69 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100570.50    | 0.03%             | 2033-02-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Gray Television Inc                                                               | GRAY TELEVISIO 12/01/28                                | CUSIP: 389376AZ7<br>LEI: 529900TM5726KDN7UU35 | Long             | LON              | CORP              | US        |     53391 | PA      | $53461.11     | 0.02%             | 2028-12-01      | Floating      | 3.14%                 | No            |                  2 | On Loan: No      |
| MAXIM CRANE WORKS HOLDINGS CAPITAL LLC                                            | CLDCRN 11.5 09/01/28 144A                              | CUSIP: 57779EAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    135000 | PA      | $140896.26    | 0.05%             | 2028-09-01      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                                                 | NWL 8.5 06/01/28 144A                                  | CUSIP: 651229BG0<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |     70000 | PA      | $73147.55     | 0.02%             | 2028-06-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                             | FNR 2016-57 SN                                         | CUSIP: 3136ATEN0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    489221 | PA      | $50371.79     | 0.02%             | 2046-06-25      | Floating      | 2.29%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                             | FN MA4511                                              | CUSIP: 31418EAM2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    251935 | PA      | $202467.66    | 0.07%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| 1261229 B.C. LTD                                                                  | BHCCN 10 04/15/32 144A                                 | CUSIP: 68288AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     95000 | PA      | $98113.91     | 0.03%             | 2032-04-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| NESCO HOLDINGS II INC                                                             | NSCO 5.5 04/15/29 144A                                 | CUSIP: 64083YAA9<br>LEI: 254900FAHT0HW9T6L409 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149251.95    | 0.05%             | 2029-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JPMCC COMMERCIAL MORTGAGE SECURITIES TRUST 2019-COR5                              | JPMCC 2019-COR5 D                                      | CUSIP: 46591EAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    155000 | PA      | $121432.77    | 0.04%             | 2052-06-14      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                                    | NRG 6 02/01/33 144A                                    | CUSIP: 629377CW0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    250000 | PA      | $251933.00    | 0.08%             | 2033-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DT MIDSTREAM INC                                                                  | DTMINC 4.3 04/15/32 144A                               | CUSIP: 23345MAC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    605000 | PA      | $578916.09    | 0.19%             | 2032-04-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| UNITI GROUP LP / UNITI GROUP FINANCE 2019 INC / CSL CAP LLC                       | UNIT 6.5 02/15/29 144A                                 | CUSIP: 91327BAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $98251.58     | 0.03%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                            | U.S. Treasury Bond Futures, Jun-2026,ETH               | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |        35 | NC      | $-133083.65   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| SALESFORCE INC                                                                    | CRM 5.55 03/15/36                                      | CUSIP: 79466LAU8<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |    690000 | PA      | $688094.00    | 0.22%             | 2036-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ELDORADO GOLD CORP                                                                | ELDCN 6.25 09/01/29 144A                               | CUSIP: 284902AF0<br>LEI: 5493004PWQ01YDD1IH62 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $199576.44    | 0.06%             | 2029-09-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                          | GNR 2023-172 IO                                        | CUSIP: 38381JA72<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |   1934695 | PA      | $171737.22    | 0.06%             | 2066-02-16      | Variable      | 1.33%                 | No            |                  2 | On Loan: No      |
| ASURION LLC / ASURION CO-ISSUER INC                                               | ASUCOR 8 12/31/32 144A                                 | CUSIP: 045941AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    125000 | PA      | $130573.63    | 0.04%             | 2032-12-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| AMENTUM HOLDINGS INC                                                              | AMNTEC 7.25 08/01/32 144A                              | CUSIP: 02352BAA3<br>LEI: 2549009FJIBLW40CU216 | Long             | DBT              | CORP              | US        |    125000 | PA      | $129388.72    | 0.04%             | 2032-08-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                                                 | POST 6.5 03/15/36 144A                                 | CUSIP: 737446AY0<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49671.30     | 0.02%             | 2036-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CCO HOLDINGS LLC / CCO HOLDINGS CAPITAL CORP                                      | CHTR 4.25 02/01/31 144A                                | CUSIP: 1248EPCK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $90826.22     | 0.03%             | 2031-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| EMRLD BORROWER LP                                                                 | EMECLI 6.625 12/15/30 144A                             | CUSIP: 29103CAA6<br>LEI: 5493000GJYE7GAQCUC61 | Long             | DBT              | CORP              | US        |    375000 | PA      | $383917.13    | 0.12%             | 2030-12-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                          | GNR 2021-205 DS                                        | CUSIP: 38383C3X6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |   2731545 | PA      | $30428.86     | 0.01%             | 2051-11-20      | Floating      | 0.01%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                                | ET V6.5 02/15/56                                       | CUSIP: 29273VBG4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    110000 | PA      | $110296.45    | 0.04%             | 2056-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA SECURED FINANCE PLC                                                  | VMED 5.5 05/15/29 144A                                 | CUSIP: 92769XAP0<br>LEI: 213800X3RLP4NOTPY579 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $192973.08    | 0.06%             | 2029-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| RHP HOTEL PROPERTIES LP                                                           | RHP 6.5 04/01/32 144A                                  | CUSIP: 749571AK1<br>LEI: 549300SJMSMA2471GA96 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102611.20    | 0.03%             | 2032-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SCOTTS MIRACLE-GRO COMPANY (THE)                                                  | SMG 4 04/01/31                                         | CUSIP: 810186AX4<br>LEI: 2TH9E0JTOUXOEGI2R879 | Long             | DBT              | CORP              | US        |    210000 | PA      | $195392.76    | 0.06%             | 2031-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                             | FNR 2021-3 TI                                          | CUSIP: 3136BDR42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    628575 | PA      | $104070.77    | 0.03%             | 2051-02-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                          | GNR 2021-97 SM                                         | CUSIP: 38382VAW9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |   1066946 | PA      | $140289.46    | 0.05%             | 2051-06-20      | Floating      | 2.52%                 | No            |                  2 | On Loan: No      |
| HEALTHEQUITY INC                                                                  | HQY 4.5 10/01/29 144A                                  | CUSIP: 42226AAA5<br>LEI: 529900LRJU1RAFQHM467 | Long             | DBT              | CORP              | US        |    125000 | PA      | $121327.36    | 0.04%             | 2029-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ARCHROCK SERVICES LP / ARCHROCK PARTNERS FINANCE CORP                             | AROC 6 02/01/34 144A                                   | CUSIP: 03958CAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    115000 | PA      | $115749.33    | 0.04%             | 2034-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                                                 | POST 6.25 10/15/34 144A                                | CUSIP: 737446AX2<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    110000 | PA      | $108587.82    | 0.04%             | 2034-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                                    | NRG 6.25 11/01/34 144A                                 | CUSIP: 629377CX8<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75872.25     | 0.02%             | 2034-11-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ADVANCED DRAINAGE SYSTEMS INC                                                     | WMS 6.375 06/15/30 144A                                | CUSIP: 00790RAB0<br>LEI: 6QQTOZ5MF5DHM7K92I60 | Long             | DBT              | CORP              | US        |    300000 | PA      | $304307.70    | 0.10%             | 2030-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                                         | SUN 4.625 05/01/30 144A                                | CUSIP: 86765KAK5<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    500000 | PA      | $486272.00    | 0.16%             | 2030-05-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| COGENT COMMUNICATIONS GROUP LLC                                                   | CCOI 7 06/15/27 144A                                   | CUSIP: 19240CAE3<br>LEI: 549300KFWFYF8Q1U0Y26 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74622.54     | 0.02%             | 2027-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BELRON UK FINANCE PLC                                                             | BELRON 5.75 10/15/29 144a                              | CUSIP: 080782AA3<br>LEI: 9845006BC9D1A77B8178 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $202008.28    | 0.07%             | 2029-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| GPD COMPANIES INC                                                                 | NEXEOP 12.5 12/31/29 144A                              | CUSIP: 36260VAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    131663 | PA      | $82289.38     | 0.03%             | 2029-12-31      | Fixed         | 12.50%                | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                                                 | NWL 6.625 05/15/32                                     | CUSIP: 651229BE5<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |     75000 | PA      | $72808.75     | 0.02%             | 2032-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: —       |
| OAK-EAGLE ACQUIRECO INC                                                           | EA 8.75 07/01/34 144A                                  | CUSIP: 67124CAB9<br>LEI: 6488ICS9P20290MA1H31 | Long             | DBT              | CORP              | US        |    200000 | PA      | $208125.38    | 0.07%             | 2034-07-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                   | MSCR 2026-MN13 M2                                      | CUSIP: 355921AB3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    285000 | PA      | $285609.47    | 0.09%             | 2046-03-26      | Floating      | 6.60%                 | No            |                  2 | On Loan: No      |
| QTS ISSUER ABS II, LLC                                                            | QTSII 2026-3A A2                                       | CUSIP: 74690FAY2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    545000 | PA      | $538547.96    | 0.18%             | 2056-01-05      | Fixed         | 6.16%                 | No            |                  2 | On Loan: No      |
| ALPHA GENERATION LLC                                                              | ALPGEN 6.75 10/15/32 144A                              | CUSIP: 02073LAA9<br>LEI: 254900K5V62L4YGVKF49 | Long             | DBT              | CORP              | US        |    225000 | PA      | $230446.35    | 0.07%             | 2032-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                      | BACR V4.375 PERP                                       | CUSIP: 06738EBT1<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    810000 | PA      | $782864.19    | 0.25%             | N/A             | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| AGATE BAY MORTGAGE TRUST 2015-5                                                   | ABMT 2015-5 B3                                         | CUSIP: 00842BAV9<br>LEI: 549300RM62GNIVQ1WJ04 | Long             | ABS-O            | CORP              | US        |    130595 | PA      | $103638.30    | 0.03%             | 2045-07-25      | Variable      | 3.57%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                   | FR SD8215                                              | CUSIP: 3132DWDU4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    214338 | PA      | $201726.87    | 0.07%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ENERGEAN ISRAEL FINANCE LTD                                                       | ENOIGA 5.375 03/30/28                                  | CUSIP: 000000000<br>LEI: 98450044QACBL3F8EB03 | Long             | DBT              | CORP              | IL        |     95000 | PA      | $93439.39     | 0.03%             | 2028-03-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: —       |
| AGL CLO 17 LTD                                                                    | AGL 2022-17A BR                                        | CUSIP: 00120DAL0<br>LEI: 254900ISUA07JPVCOS18 | Long             | ABS-CBDO         | CORP              | KY        |    700000 | PA      | $699990.20    | 0.23%             | 2035-01-22      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| ALLY AUTO RECEIVABLES TRUST 2022-3                                                | ABCLN 2024-B G                                         | CUSIP: 02007G4H3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    391093 | PA      | $398059.08    | 0.13%             | 2032-09-15      | Fixed         | 11.39%                | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                   | FR SD8257                                              | CUSIP: 3132DWE66<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1326043 | PA      | $1281211.87   | 0.42%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                                                 | NWL 6.375 05/15/30                                     | CUSIP: 651229BF2<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |    160000 | PA      | $156704.91    | 0.05%             | 2030-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: —       |
| FEDERAL HOME LOAN MORTGAGE CORP                                                   | MSCR 2026-MN13 B1                                      | CUSIP: 355921AC1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    220000 | PA      | $219436.36    | 0.07%             | 2046-03-26      | Floating      | 8.15%                 | No            |                  2 | On Loan: No      |
| OAK-EAGLE ACQUIRECO INC                                                           | EA 7.25 07/01/33 144A                                  | CUSIP: 67124CAA1<br>LEI: 6488ICS9P20290MA1H31 | Long             | DBT              | CORP              | US        |    250000 | PA      | $257604.01    | 0.08%             | 2033-07-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Sunoco LP                                                                         | SUN 5.375 07/15/31 144A                                | CUSIP: 86765KAM1<br>LEI: 5493006LL0CKP8WQW329 | Long             | DBT              | CORP              | US        |    140000 | PA      | $139344.16    | 0.05%             | 2031-07-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                          | GNR 2025-2 WZ                                          | CUSIP: 38385B3C2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |   1009914 | PA      | $646385.36    | 0.21%             | 2052-08-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                   | FR SD6766                                              | CUSIP: 3132DUQT7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    343206 | PA      | $346806.20    | 0.11%             | 2054-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST 2023-REV1                                            | FORDR 2023-1 D                                         | CUSIP: 34535QAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    425000 | PA      | $432227.85    | 0.14%             | 2035-08-15      | Fixed         | 6.26%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                          | GNR 2020-1 YS                                          | CUSIP: 38382CDW8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |   1163748 | PA      | $8084.67      | 0.00%             | 2050-01-20      | Floating      | 0.01%                 | No            |                  2 | On Loan: No      |
| GLOBAL MEDICAL RESPONSE INC                                                       | AIMEGR 7.375 10/01/32 144A                             | CUSIP: 37960BAD7<br>LEI: 549300ZFWD4ZFCEJCQ87 | Long             | DBT              | CORP              | US        |    100000 | PA      | $104244.00    | 0.03%             | 2032-10-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| UNITI GROUP LP / UNITI GROUP FINANCE 2019 INC / CSL CAP LLC                       | UNIT 4.75 04/15/28 144A                                | CUSIP: 91327BAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $99616.39     | 0.03%             | 2028-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MURPHY OIL CORP                                                                   | MUR 6 10/01/32                                         | CUSIP: 626717AP7<br>LEI: QBKYQD0ODE7DC7PDIN91 | Long             | DBT              | CORP              | US        |     95000 | PA      | $95625.73     | 0.03%             | 2032-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| MSCI INC                                                                          | MSCI 5.15 03/15/36                                     | CUSIP: 55354GAS9<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |    145000 | PA      | $140468.27    | 0.05%             | 2036-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| INVITATION HOMES OPERATING PARTNERSHIP LP                                         | INVH 2 08/15/31                                        | CUSIP: 46188BAA0<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |    585000 | PA      | $502770.08    | 0.16%             | 2031-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                                | META 5.625 11/15/55 .                                  | CUSIP: 30303MAE2<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    300000 | PA      | $275464.23    | 0.09%             | 2055-11-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                                        | BRKHEC V7.375 09/15/55                                 | CUSIP: 695114DF2<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202774.20    | 0.07%             | 2055-09-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                          | GNR 2021-97 SA                                         | CUSIP: 38382VET2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |   3850903 | PA      | $27522.79     | 0.01%             | 2051-06-20      | Floating      | 0.01%                 | No            |                  2 | On Loan: No      |
| GENESEE & WYOMING INC                                                             | GWR 6.25 04/15/32 144A                                 | CUSIP: 371559AB1<br>LEI: G617XSG94Z7G0RMW3L02 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102349.30    | 0.03%             | 2032-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                          | TOYOTA 4.6 03/11/33 B                                  | CUSIP: 89236TPS8<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    430000 | PA      | $424019.64    | 0.14%             | 2033-03-11      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| CONNECT FINCO SARL / CONNECT US FINCO LLC                                         | ISATLN 9 09/15/29 144A                                 | CUSIP: 20752TAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    200000 | PA      | $210937.40    | 0.07%             | 2029-09-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| BALTIMORE GAS & ELECTRIC COMPANY                                                  | EXC 4.55 06/01/52                                      | CUSIP: 059165EP1<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |    720000 | PA      | $596596.08    | 0.19%             | 2052-06-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| CFK TRUST 2020-MF2                                                                | CFK 2020-MF2 E                                         | CUSIP: 12529AAJ3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    775000 | PA      | $601042.96    | 0.20%             | 2039-03-17      | Variable      | 3.57%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                          | GNR 2021-46 TS                                         | CUSIP: 38382P5E8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    591111 | PA      | $74263.73     | 0.02%             | 2051-03-20      | Floating      | 2.52%                 | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                              | T 3.875 04/15/29                                       | CUSIP: 91282CQJ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    730000 | PA      | $729258.60    | 0.24%             | 2029-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS INC                                                         | RCICN V6.875 07/31/56                                  | CUSIP: 775109DL2<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $101559.65    | 0.03%             | 2056-07-31      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| BX TRUST 2018-BILT                                                                | BX 2024-BRBK D                                         | CUSIP: 05613NAL1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    495000 | PA      | $492871.45    | 0.16%             | 2041-10-15      | Floating      | 9.64%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES TRUST 2022-R07                                      | CAS 2022-R07 1M2                                       | CUSIP: 20754MCB1<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |    100000 | PA      | $104028.91    | 0.03%             | 2042-06-25      | Floating      | 8.30%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL COMPANY INC                                              | GM 4.3 04/06/29                                        | CUSIP: 37045XDV5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    365000 | PA      | $361450.93    | 0.12%             | 2029-04-06      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CD 2017-CD4 MORTGAGE TRUST                                                        | CD 2017-CD4 D                                          | CUSIP: 12515DAF1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    495000 | PA      | $401004.10    | 0.13%             | 2050-05-12      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| BANK 2017-BNK7                                                                    | BANK 2017-BNK7 C                                       | CUSIP: 06541XAL4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    245000 | PA      | $222536.02    | 0.07%             | 2060-09-17      | Variable      | 4.10%                 | No            |                  2 | On Loan: No      |
| CWMBS INC MORTGAGE PASS THROUGH CERTIFICATES SERIES 2003-J11                      | CWHL 2005-9 1A1                                        | CUSIP: 12669GYY1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     31455 | PA      | $28008.84     | 0.01%             | 2035-05-25      | Floating      | 4.37%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                    | MS V2.484 09/16/36                                     | CUSIP: 61747YEF8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $908947.38    | 0.30%             | 2036-09-16      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| ORGANON & COMPANY                                                                 | OGN 5.125 04/30/31 144A                                | CUSIP: 68622TAB7<br>LEI: 549300AMCKY57OK2CO56 | Long             | DBT              | CORP              | US        |    400000 | PA      | $397458.86    | 0.13%             | 2031-04-30      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| SEADRILL FINANCE LTD                                                              | SDRLNO 8.375 08/01/30 144A                             | CUSIP: 81172QAA2<br>LEI: 213800WMN3OHFUDHD642 | Long             | DBT              | CORP              | BM        |    150000 | PA      | $157248.18    | 0.05%             | 2030-08-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                      | BACR V5.367 02/25/31                                   | CUSIP: 06738ECY9<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $407179.84    | 0.13%             | 2031-02-25      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                                | SANTAN 2.749 12/03/30                                  | CUSIP: 05971KAG4<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $180911.34    | 0.06%             | 2030-12-03      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CLUE OPCO LLC                                                                     | FWRD 9.5 10/15/31 144A                                 | CUSIP: 36267QAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    135000 | PA      | $137957.18    | 0.04%             | 2031-10-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                   | FHR 5191 IO                                            | CUSIP: 3137H5N86<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    745825 | PA      | $143155.32    | 0.05%             | 2050-09-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                          | GNR 2021-46 QS                                         | CUSIP: 38382P5H1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    462261 | PA      | $57726.74     | 0.02%             | 2051-03-20      | Floating      | 2.52%                 | No            |                  2 | On Loan: No      |
| REALTRUCK GROUP 01/31/31                                                          | REALTRUCK GROUP 01/31/31                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     56107 | PA      | $56738.69     | 0.02%             | 2031-01-31      | Floating      | 0.01%                 | No            |                  2 | On Loan: No      |
| ORGANON & COMPANY                                                                 | OGN 4.125 04/30/28 144a                                | CUSIP: 68622TAA9<br>LEI: 549300AMCKY57OK2CO56 | Long             | DBT              | CORP              | US        |    575000 | PA      | $567517.39    | 0.18%             | 2028-04-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| FLEX INTERMEDIATE HOLDCO LLC                                                      | FLEXIH 3.363 06/30/31 144A                             | CUSIP: 33939HAA7<br>LEI: 549300290TQIGM30A243 | Long             | DBT              | CORP              | US        |    635000 | PA      | $581935.96    | 0.19%             | 2031-06-30      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| RHP HOTEL PROPERTIES LP                                                           | RHP 6.5 06/15/33 144A                                  | CUSIP: 749571AL9<br>LEI: 549300SJMSMA2471GA96 | Long             | DBT              | CORP              | US        |     80000 | PA      | $82401.04     | 0.03%             | 2033-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ENERSYS                                                                           | ENS 6.625 01/15/32 144A                                | CUSIP: 29275YAF9<br>LEI: 7ZS3DE5PN30BYUJFWP05 | Long             | DBT              | CORP              | US        |    150000 | PA      | $154362.45    | 0.05%             | 2032-01-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| INSIGHT ENTERPRISES INC                                                           | NSIT 6.625 05/15/32 144A                               | CUSIP: 45765UAC7<br>LEI: 529900S8991TYW6YP792 | Long             | DBT              | CORP              | US        |     60000 | PA      | $59513.59     | 0.02%             | 2032-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                          | GNR 2020-146 KI                                        | CUSIP: 38382KVX8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |   1261672 | PA      | $183000.69    | 0.06%             | 2050-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                              | BAC V2.687 04/22/32                                    | CUSIP: 06051GJT7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    605000 | PA      | $548976.72    | 0.18%             | 2032-04-22      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                                          | CE 7.05 11/15/30                                       | CUSIP: 15089QAX2<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    100000 | PA      | $107342.00    | 0.03%             | 2030-11-15      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                             | FNS 438 C34                                            | CUSIP: 31424UWR3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    963975 | PA      | $219058.84    | 0.07%             | 2053-08-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GOLUB CAPITAL CLO 86(B) LTD                                                       | GCBSL 2026-86A C                                       | CUSIP: 38182NAG4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    300000 | PA      | $299315.70    | 0.10%             | 2039-01-25      | Variable      | 5.28%                 | No            |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC                                                              | RGCARE 8.375 02/15/32 144A                             | CUSIP: 53219LAY5<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |    110000 | PA      | $115411.34    | 0.04%             | 2032-02-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| MARB BONDCO PLC                                                                   | MRFGBZ 3.95 01/29/31 144A                              | CUSIP: 566007AC4<br>LEI: 254900PVA1EU6QM1JN57 | Long             | DBT              | CORP              | GB        |   1010000 | PA      | $904612.76    | 0.29%             | 2031-01-29      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| ZIGGO BV                                                                          | ZIGGO 4.875 01/15/30 144a                              | CUSIP: 98955DAA8<br>LEI: 213800TQASLF9JXH5J59 | Long             | DBT              | CORP              | NL        |    225000 | PA      | $211652.24    | 0.07%             | 2030-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CLEARWAY ENERGY OPERATING LLC                                                     | CWENA 5.75 01/15/34 144A                               | CUSIP: 18539UAG0<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60015.12     | 0.02%             | 2034-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Camelot US Acquisition LLC                                                        | Camelot U.S. Acq 01/31/31                              | CUSIP: 000000000<br>LEI: 549300U6VBJHQP2SFL81 | Long             | LON              | CORP              | US        |    100000 | PA      | $93500.00     | 0.03%             | 2031-01-31      | Floating      | 6.90%                 | No            |                  2 | On Loan: No      |
| WASTE PRO USA INC                                                                 | WASPRO 7 02/01/33 144A                                 | CUSIP: 94107JAC7<br>LEI: 549300BY1QXU5BI3UF28 | Long             | DBT              | CORP              | US        |     85000 | PA      | $86589.96     | 0.03%             | 2033-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                                          | CE 6.85 11/15/28                                       | CUSIP: 15089QAW4<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    113000 | PA      | $118190.54    | 0.04%             | 2028-11-15      | Fixed         | 6.85%                 | No            |                  2 | On Loan: —       |
| CDI ESCROW ISSUER INC                                                             | CHDN 5.75 04/01/30 144A                                | CUSIP: 12511VAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    375000 | PA      | $373775.59    | 0.12%             | 2030-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                             | FN FP0087                                              | CUSIP: 3140XTCZ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1557244 | PA      | $1256094.80   | 0.41%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MURPHY OIL CORP                                                                   | MUR 6.5 02/15/34                                       | CUSIP: 626717AQ5<br>LEI: QBKYQD0ODE7DC7PDIN91 | Long             | DBT              | CORP              | US        |     70000 | PA      | $70539.56     | 0.02%             | 2034-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                             | FNR 2021-8 ID                                          | CUSIP: 3136BFES8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |   1291679 | PA      | $276709.06    | 0.09%             | 2051-03-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS (NORTH AMERICA) INC                                                | URI 5.375 11/15/33 144A                                | CUSIP: 911365BS2<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |    120000 | PA      | $118653.91    | 0.04%             | 2033-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| MOLINA HEALTHCARE INC                                                             | MOH 6.5 02/15/31 144A                                  | CUSIP: 60855RAN0<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76308.73     | 0.02%             | 2031-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| KINETIC ABS ISSUER LLC                                                            | UNITK 2026-1A A2                                       | CUSIP: 49459AAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    580000 | PA      | $578160.41    | 0.19%             | 2056-02-25      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                   | FHR 5351 EO                                            | CUSIP: 3137HAZG4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    207286 | PA      | $169226.65    | 0.06%             | 2053-10-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                                        | BRKHEC V7.125 08/15/56                                 | CUSIP: 695114DG0<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    700000 | PA      | $697716.18    | 0.23%             | 2056-08-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                                          | EDF V9.125 PERP 144A                                   | CUSIP: 28504KAA5<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |    100000 | PA      | $116604.60    | 0.04%             | N/A             | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC                                                              | RGCARE 10 06/01/32 144A                                | CUSIP: 53219LAX7<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |    190000 | PA      | $194465.00    | 0.06%             | 2032-06-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                                      | GOOGL 5.75 02/15/66                                    | CUSIP: 02079KBQ9<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    255000 | PA      | $248097.58    | 0.08%             | 2066-02-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                          | GNR 2021-158 SB                                        | CUSIP: 38382XY58<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    874027 | PA      | $22855.18     | 0.01%             | 2051-09-20      | Floating      | 0.06%                 | No            |                  2 | On Loan: No      |
| NOVA CHEMICALS CORP                                                               | NCX 8.5 11/15/28 144A                                  | CUSIP: 66977WAT6<br>LEI: 549300ZOD6N7RI2FJP09 | Long             | DBT              | CORP              | CA        |    300000 | PA      | $311090.78    | 0.10%             | 2028-11-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMERICAN PIPELINE LP                                                   | PAA 5.6 01/15/36                                       | CUSIP: 72650RBS0<br>LEI: 5521FA2ITF25TVH63740 | Long             | DBT              | CORP              | US        |    285000 | PA      | $285484.52    | 0.09%             | 2036-01-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                                | ALLY V6.992 06/13/29                                   | CUSIP: 02005NBT6<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    465000 | PA      | $483602.25    | 0.16%             | 2029-06-13      | Fixed         | 6.99%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG NEW YORK BRANCH                                                  | DB V3.729 01/14/32                                     | CUSIP: 251526CF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    570000 | PA      | $529681.67    | 0.17%             | 2032-01-14      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| CENTRAL GARDEN & PET COMPANY                                                      | CENT 5.125 02/01/28                                    | CUSIP: 153527AM8<br>LEI: 5493004DVZLD37DJ0H83 | Long             | DBT              | CORP              | US        |    450000 | PA      | $448127.82    | 0.15%             | 2028-02-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                            | Ultra U.S. Treasury Bond Futures, Jun-2026,ETH         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |        46 | NC      | $-246230.82   | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| CONSOLIDATED COMMUNICATIONS INC                                                   | CNSL 2025-4A A2                                        | CUSIP: 315961AA0<br>LEI: 549300WW675Y48HDVX34 | Long             | ABS-O            | CORP              | US        |    515000 | PA      | $519078.80    | 0.17%             | 2055-12-20      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                   | CVSPAS 5.926 01/10/34 144A                             | CUSIP: 126650BY5<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    100936 | PA      | $102557.94    | 0.03%             | 2034-01-10      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GROUP HOLDINGS INC                                                 | TIBX 6.5 03/31/29 144A                                 | CUSIP: 88632QAE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $486828.00    | 0.16%             | 2029-03-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                     | F 4.125 08/17/27                                       | CUSIP: 345397A86<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    760000 | PA      | $750928.03    | 0.24%             | 2027-08-17      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORP                                                        | COF V4.722 01/30/32                                    | CUSIP: 14040HDP7<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    470000 | PA      | $464422.60    | 0.15%             | 2032-01-30      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| LCPR SENIOR SECURED FINANCING DAC                                                 | LILAPR 6.75 10/15/27 144A                              | CUSIP: 50201DAA1<br>LEI: 549300LE5FM8IKMXSP90 | Long             | DBT              | CORP              | IE        |    200000 | PA      | $134430.00    | 0.04%             | 2027-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BLACK PEARL COMPUTE LLC                                                           | BLKPRL 6.125 02/15/31 144A                             | CUSIP: 09216NAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    115000 | PA      | $116677.59    | 0.04%             | 2031-02-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| BELROSE FUNDING TRUST II                                                          | Belrose Funding Trust II                               | CUSIP: 08079KAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    650000 | PA      | $656092.57    | 0.21%             | 2055-05-15      | Fixed         | 6.79%                 | No            |                  2 | On Loan: No      |
| FLUTTER TREASURY DAC                                                              | FLTR 5.875 06/04/31 144A                               | CUSIP: 344045AB5<br>LEI: 635400JE8VLL9UFVIC38 | Long             | DBT              | CORP              | IE        |    200000 | PA      | $199252.00    | 0.06%             | 2031-06-04      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ZF NORTH AMERICA CAPITAL INC                                                      | ZFFNGR 7.5 03/24/31 144A                               | CUSIP: 98877DAH8<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200257.51    | 0.07%             | 2031-03-24      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS COMPANY LLC                                                     | VST 6.875 04/15/32 144A                                | CUSIP: 92840VAR3<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    100000 | PA      | $104397.30    | 0.03%             | 2032-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CFCRE 2016-C4 MORTGAGE TRUST                                                      | CFCRE 2016-C4 D                                        | CUSIP: 12531YAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    617007 | PA      | $598749.76    | 0.19%             | 2058-05-10      | Variable      | 4.73%                 | No            |                  2 | On Loan: No      |
| GRAHAM HOLDINGS CO                                                                | GHC 5.625 12/01/33 144A                                | CUSIP: 384637AC8<br>LEI: 529900BOSCEEEMAFQJ29 | Long             | DBT              | CORP              | US        |    200000 | PA      | $197961.14    | 0.06%             | 2033-12-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| M&T BANK CORP                                                                     | MTB V5.295 04/18/36                                    | CUSIP: 55261FBA1<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |    710000 | PA      | $704176.79    | 0.23%             | 2036-04-18      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| PRAIRIE ACQUIROR LP                                                               | TGE 9 08/01/29 144A                                    | CUSIP: 73943NAA4<br>LEI: 254900Q6KU2LVSIISH22 | Long             | DBT              | CORP              | US        |     75000 | PA      | $78320.40     | 0.03%             | 2029-08-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| AECOM                                                                             | ACM 6 08/01/33 144A                                    | CUSIP: 00766TAE0<br>LEI: 0EEB8GF0W0NPCIHZX097 | Long             | DBT              | CORP              | US        |    120000 | PA      | $120979.56    | 0.04%             | 2033-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GRAY MEDIA INC                                                                    | GTN 4.75 10/15/30 144A                                 | CUSIP: 389375AL0<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |    100000 | PA      | $80053.40     | 0.03%             | 2030-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                          | GNR 2024-48 JI                                         | CUSIP: 38384KHH7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |   1111265 | PA      | $193490.71    | 0.06%             | 2051-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Talen Energy Supply LLC                                                           | Talen Energy Sup 12/11/31                              | CUSIP: 87422LAY6<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | LON              | CORP              | US        |    543125 | PA      | $544558.31    | 0.18%             | 2031-12-15      | Floating      | 6.89%                 | No            |                  2 | On Loan: No      |
| CYPRIUM CORP / CYPRIUM HOLDINGS LUXEMBOURG SARL                                   | VGNT 6.125 04/15/31 144A                               | CUSIP: 23292NAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $100690.40    | 0.03%             | 2031-04-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERATING LP                                                    | WES 5.25 02/01/50                                      | CUSIP: 958667AA5<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    485000 | PA      | $410915.16    | 0.13%             | 2050-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SWITCH ABS ISSUER LLC                                                             | SWTCH 2025-2A B                                        | CUSIP: 871044AY9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    410000 | PA      | $393721.16    | 0.13%             | 2055-10-25      | Fixed         | 6.24%                 | No            |                  2 | On Loan: No      |
| SESI LLC                                                                          | SPN 7.875 09/30/30 144A                                | CUSIP: 78412FAX2<br>LEI: XDZ56K6RXS5J1ESBZS35 | Long             | DBT              | CORP              | US        |    165000 | PA      | $170386.10    | 0.06%             | 2030-09-30      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC                                                              | RGCARE 9.875 08/15/30 144A                             | CUSIP: 53219LAV1<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |    100000 | PA      | $106019.60    | 0.03%             | 2030-08-15      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FUNDING LTD                                                       | AVOL 4.7 01/30/31 144A                                 | CUSIP: 05401ABD2<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    390000 | PA      | $383097.03    | 0.12%             | 2031-01-30      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| GARRETT MOTION HOLDINGS INC                                                       | GTX 7.75 05/31/32 144A                                 | CUSIP: 366504AA6<br>LEI: 5493001N1N6Z0SR83G07 | Long             | DBT              | CORP              | US        |     90000 | PA      | $93965.76     | 0.03%             | 2032-05-31      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORP                                                                     | APH 5.3 11/15/55                                       | CUSIP: 032095BB6<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |     75000 | PA      | $70250.93     | 0.02%             | 2055-11-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE CORP                                                       | HNDA 5.15 07/09/32                                     | CUSIP: 02665WGF2<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    715000 | PA      | $717714.14    | 0.23%             | 2032-07-09      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| UBS COMMERCIAL MORTGAGE TRUST 2018-C9                                             | UBSCM 2018-C9 C                                        | CUSIP: 90291JBB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    550000 | PA      | $375005.57    | 0.12%             | 2051-03-17      | Variable      | 5.11%                 | No            |                  2 | On Loan: No      |
| API GROUP DE INC                                                                  | APG 4.125 07/15/29 144A                                | CUSIP: 001877AA7<br>LEI: 549300XP4G7B4QYA0G83 | Long             | DBT              | CORP              | US        |     80000 | PA      | $77965.06     | 0.03%             | 2029-07-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                          | GNR 2021-49 SB                                         | CUSIP: 38382PZ47<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    677996 | PA      | $84890.05     | 0.03%             | 2051-03-20      | Floating      | 2.52%                 | No            |                  2 | On Loan: No      |
| BRISTOW GROUP INC                                                                 | VTOL 6.75 02/01/33 144A                                | CUSIP: 11040GAB9<br>LEI: 5493005Q24EN3UC1PV68 | Long             | DBT              | CORP              | US        |    180000 | PA      | $183165.89    | 0.06%             | 2033-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| PETSMART LLC                                                                      | PETM 7.5 09/15/32                                      | CUSIP: 71677KAC2<br>LEI: 894500NGJMHSFNESGA67 | Long             | DBT              | CORP              | US        |    535000 | PA      | $541740.26    | 0.18%             | 2032-09-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                                                 | POST 4.625 04/15/30 144A                               | CUSIP: 737446AQ7<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |     75000 | PA      | $72865.07     | 0.02%             | 2030-04-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| PERRIGO FINANCE PUC                                                               | PRGO 6.125 09/30/32 USD                                | CUSIP: 71429MAD7<br>LEI: 549300E86RB6YCTMRM83 | Long             | DBT              | CORP              | IE        |    125000 | PA      | $117620.99    | 0.04%             | 2032-09-30      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                   | FHR 5351 DO                                            | CUSIP: 3137HAYG5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    288390 | PA      | $241031.91    | 0.08%             | 2053-09-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PG&E CORP                                                                         | PCG V7.375 03/15/55                                    | CUSIP: 69331CAM0<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102855.70    | 0.03%             | 2055-03-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| LIGHT AND WONDER INTERNATIONAL INC                                                | LNW 6.25 10/01/33 144A                                 | CUSIP: 531968AB1<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99171.25     | 0.03%             | 2033-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| COTY INC                                                                          | COTY 4.75 01/15/29 144A                                | CUSIP: 222070AG9<br>LEI: 549300BO9IWPF3S48F93 | Long             | DBT              | CORP              | US        |   1420000 | PA      | $1375333.90   | 0.45%             | 2029-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC                                                              | RGCARE 5.375 01/15/29 144A                             | CUSIP: 53219LAU3<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |     90000 | PA      | $86806.37     | 0.03%             | 2029-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| WATCO COMPANIES LLC                                                               | WATCOS 7.125 08/01/32 144A                             | CUSIP: 941130AD8<br>LEI: 549300UK74AMHGBXZG45 | Long             | DBT              | CORP              | US        |    375000 | PA      | $389456.63    | 0.13%             | 2032-08-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2019-B11 MORTGAGE TRUST                                                 | BMARK 2019-B11 A5                                      | CUSIP: 08162BBE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    315000 | PA      | $304418.02    | 0.10%             | 2052-05-17      | Variable      | 3.54%                 | No            |                  2 | On Loan: No      |
| VERSANT MEDIA GROUP INC                                                           | VSNT 7.25 01/30/31 144A                                | CUSIP: 925283AA1<br>LEI: 254900D2Q5F5F229PU30 | Long             | DBT              | CORP              | US        |    240000 | PA      | $249183.48    | 0.08%             | 2031-01-30      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| XPLR INFRASTRUCTURE OPERATING PARTNERS LP                                         | XIFR 7.25 01/15/29 144A                                | CUSIP: 65342QAM4<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103993.30    | 0.03%             | 2029-01-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| TRINET GROUP INC                                                                  | TNET 3.5 03/01/29 144A                                 | CUSIP: 896288AA5<br>LEI: 5299003FJVBETSFKE990 | Long             | DBT              | CORP              | US        |    200000 | PA      | $185905.01    | 0.06%             | 2029-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LIGHT AND WONDER INTERNATIONAL INC                                                | LNW 7.5 09/01/31 144A                                  | CUSIP: 531968AA3<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |    200000 | PA      | $208435.40    | 0.07%             | 2031-09-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CANTOR FITZGERALD LP                                                              | CANTOR 7.2 12/12/28 144A                               | CUSIP: 138616AM9<br>LEI: 549300RLUEEVQEMX0450 | Long             | DBT              | CORP              | US        |    490000 | PA      | $511533.67    | 0.17%             | 2028-12-12      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| BMO 2022-C1 MORTGAGE TRUST                                                        | BMO 2022-C1 111A                                       | CUSIP: 05609MCJ2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    840000 | PA      | $798792.54    | 0.26%             | 2055-02-18      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| DIAMETER CAPITAL CLO 5 LTD                                                        | DCLO 2023-5A A1R                                       | CUSIP: 25255RAL3<br>LEI: 254900DQ6NEBLANVO137 | Long             | ABS-CBDO         | CORP              | KY        |    700000 | PA      | $701050.00    | 0.23%             | 2039-01-15      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                   | SCRT 2025-1 MTU                                        | CUSIP: 35563PYZ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   1084976 | PA      | $933293.51    | 0.30%             | 2064-11-25      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                          | GNR 2023-80 SA                                         | CUSIP: 38384BPQ8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |   1843396 | PA      | $77925.89     | 0.03%             | 2053-06-20      | Floating      | 1.61%                 | No            |                  2 | On Loan: No      |
| LCPR SENIOR SECURED FINANCING DAC                                                 | LILAPR 5.125 07/15/29 144A                             | CUSIP: 50201DAD5<br>LEI: 549300LE5FM8IKMXSP90 | Long             | DBT              | CORP              | IE        |    200000 | PA      | $129630.00    | 0.04%             | 2029-07-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                   | FHR 5326 QO                                            | CUSIP: 3137HAFC5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    309304 | PA      | $207223.71    | 0.07%             | 2050-09-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                     | TDG 6.75 08/15/28 144A                                 | CUSIP: 893647BR7<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1013508.00   | 0.33%             | 2028-08-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                          | GNR 2021-226 SA                                        | CUSIP: 38383FAC7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |   1589014 | PA      | $4072.32      | 0.00%             | 2051-12-20      | Floating      | 0.01%                 | No            |                  2 | On Loan: No      |
| TK Elevator US Newco Inc                                                          | TK Elevator Midc 04/30/30                              | CUSIP: 000000000<br>LEI: 549300C2AFWPAYWS5574 | Long             | LON              | CORP              | US        |    102670 | PA      | $103525.72    | 0.03%             | 2030-04-30      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| LIVE NATION ENTERTAINMENT INC                                                     | LYV 4.75 10/15/27 144A                                 | CUSIP: 538034AR0<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |    500000 | PA      | $498505.45    | 0.16%             | 2027-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CABLE ONE INC                                                                     | CABO 4 11/15/30 144A                                   | CUSIP: 12685JAC9<br>LEI: 549300648QS85T0XSH18 | Long             | DBT              | CORP              | US        |    160000 | PA      | $111567.81    | 0.04%             | 2030-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| PG&E CORP                                                                         | PCG V6.85 09/15/56                                     | CUSIP: 69331CAN8<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |     65000 | PA      | $64986.98     | 0.02%             | 2056-09-15      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| JAMES HARDIE INTERNATIONAL FINANCE DAC                                            | JHXAU 5 01/15/28 144A                                  | CUSIP: 47032FAB5<br>LEI: 635400G32A4Q1LVQ8M88 | Long             | DBT              | CORP              | IE        |    200000 | PA      | $199372.44    | 0.06%             | 2028-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                      | UBS V6.442 08/11/28 144A                               | CUSIP: 225401AV0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    550000 | PA      | $562930.23    | 0.18%             | 2028-08-11      | Fixed         | 6.44%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL I TRUST                                                    | MSC 2014-150E A                                        | CUSIP: 61764BAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1050000 | PA      | $987376.74    | 0.32%             | 2032-09-13      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP                                                                    | GLPI 4 01/15/30                                        | CUSIP: 361841AP4<br>LEI: 2549005PXW31DRW8EC44 | Long             | DBT              | CORP              | US        |    930000 | PA      | $893779.01    | 0.29%             | 2030-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| STAR LEASING COMPANY LLC                                                          | TRAILR 7.625 02/15/30 144A                             | CUSIP: 854938AA5<br>LEI: 549300WXKNX4PT3HSN71 | Long             | DBT              | CORP              | US        |    400000 | PA      | $387070.04    | 0.13%             | 2030-02-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                             | CAS 2022-R08 1B1                                       | CUSIP: 20755DAF3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    865000 | PA      | $910412.50    | 0.30%             | 2042-07-25      | Floating      | 9.25%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST 2025-DNA1                                           | STACR 2025-DNA1 M2                                     | CUSIP: 35564NGA5<br>LEI: 529900WZAMS87JCAOC53 | Long             | ABS-O            | USGSE             | US        |    455000 | PA      | $454432.02    | 0.15%             | 2045-01-25      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| TK Elevator US Newco Inc                                                          | TK Elevator Midc 04/30/30                              | CUSIP: 000000000<br>LEI: 549300C2AFWPAYWS5574 | Long             | LON              | CORP              | US        |     95337 | PA      | $96131.77     | 0.03%             | 2030-04-30      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                                | ALLY V5.548 07/31/33                                   | CUSIP: 02005NCA6<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    630000 | PA      | $626118.68    | 0.20%             | 2033-07-31      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| CHORD ENERGY CORP                                                                 | CHRD 6 10/01/30 144A                                   | CUSIP: 674215AQ1<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50964.70     | 0.02%             | 2030-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                             | CAS 2024-R05 2B1                                       | CUSIP: 20754XAG8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |   1340000 | PA      | $1340844.20   | 0.44%             | 2044-07-25      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| IHO VERWALTUNGS GMBH                                                              | IHOVER 7.375 05/15/33 144A                             | CUSIP: 44963BAJ7<br>LEI: 529900JL0HDVGZMUJF32 | Long             | DBT              | CORP              | DE        |    200000 | PA      | $203435.70    | 0.07%             | 2033-05-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN MORTGAGE TRUST 2025-NQM1                                              | JPMMT 2025-NQM4 A1F                                    | CUSIP: 46660HAE6<br>LEI: 529900AW45JIN41HJ284 | Long             | ABS-O            | CORP              | US        |    432542 | PA      | $432130.40    | 0.14%             | 2066-03-25      | Variable      | 4.86%                 | No            |                  2 | On Loan: No      |
| XPLR INFRASTRUCTURE OPERATING PARTNERS LP                                         | XIFR 8.625 03/15/33 144A                               | CUSIP: 98380MAB1<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |     75000 | PA      | $80371.18     | 0.03%             | 2033-03-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| SHEA HOMES LP                                                                     | SHEAHM 4.75 04/01/29                                   | CUSIP: 82088KAJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     85000 | PA      | $82337.41     | 0.03%             | 2029-04-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MSCI INC                                                                          | MSCI 3.875 02/15/31 144A                               | CUSIP: 55354GAL4<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |    145000 | PA      | $137695.34    | 0.04%             | 2031-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| JACOBS ENTERTAINMENT INC                                                          | JACENT 6.75 02/15/29 144a                              | CUSIP: 469815AK0<br>LEI: 5493004U9JIWY3HSUO63 | Long             | DBT              | CORP              | US        |    160000 | PA      | $156800.00    | 0.05%             | 2029-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Fortress Credit Opportunities                                                     | Fortress Credit Opportunities XXI CLO LLC              | CUSIP: 34964UAN6<br>LEI: 254900WDNXJI5BDB6170 | Long             | ABS-CBDO         | CORP              | US        |    600000 | PA      | $599991.00    | 0.20%             | 2037-01-21      | Floating      | 5.24%                 | No            |                  2 | On Loan: No      |
| BFLD COMMERCIAL MORTGAGE TRUST 2025-5MW                                           | BFLD 2025-5MW A                                        | CUSIP: 088921AA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    595000 | PA      | $590045.89    | 0.19%             | 2042-10-10      | Variable      | 4.67%                 | No            |                  2 | On Loan: No      |
| XPLR INFRASTRUCTURE OPERATING PARTNERS LP                                         | XIFR 8.375 01/15/31 144A                               | CUSIP: 98380MAA3<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |     90000 | PA      | $96170.94     | 0.03%             | 2031-01-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES TRUST 2023-R07                                      | CAS 2023-R07 2M2                                       | CUSIP: 20753BAB8<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |    540000 | PA      | $554826.08    | 0.18%             | 2043-09-25      | Floating      | 6.90%                 | No            |                  2 | On Loan: No      |
| MPT OPERATING PARTNERSHIP LP                                                      | MPW 8.5 02/15/32 144a                                  | CUSIP: 55342UAQ7<br>LEI: WUQXXXF7PXTUPGROE843 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103889.90    | 0.03%             | 2032-02-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST INC                                                       | STWD 5.75 01/15/31 144A                                | CUSIP: 85571BBG9<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |    135000 | PA      | $134867.93    | 0.04%             | 2031-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                          | GNR 2023-66 OQ                                         | CUSIP: 38384AQK2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    689453 | PA      | $555905.79    | 0.18%             | 2052-07-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                             | FN FM5299                                              | CUSIP: 3140X83H8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    212390 | PA      | $194019.93    | 0.06%             | 2050-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SKEENA RESOURCES LTD                                                              | SKECN 8.5 04/01/31 144A                                | CUSIP: 83056PAA1<br>LEI: 549300DCWSQFVVZ21289 | Long             | DBT              | CORP              | CA        |    210000 | PA      | $219863.68    | 0.07%             | 2031-04-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| GRAY MEDIA INC                                                                    | GTN 10.5 07/15/29 144A                                 | CUSIP: 389375AM8<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |     36000 | PA      | $38220.62     | 0.01%             | 2029-07-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| ABBOTT LABORATORIES                                                               | ABBOTT LABORATORIES COM                                | CUSIP: 65441V200<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |      6510 | NS      | $61910.10     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                             | FN MA4562                                              | CUSIP: 31418EB82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2426929 | PA      | $1949663.17   | 0.63%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| JANE STREET GROUP LLC                                                             | JANEST 6.125 11/01/32 144A                             | CUSIP: 47077WAD0<br>LEI: 5493002N1IVX6KHGYO08 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201051.48    | 0.07%             | 2032-11-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| BOSTON GAS COMPANY                                                                | NGGLN 3.757 03/16/32 144A                              | CUSIP: 100743AM5<br>LEI: FN7P4E7K9JOBORDEUX61 | Long             | DBT              | CORP              | US        |    275000 | PA      | $257340.25    | 0.08%             | 2032-03-16      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| EDGEWELL PERSONAL CARE COMPANY                                                    | EPC 5.5 06/01/28 144A                                  | CUSIP: 28035QAA0<br>LEI: 549300CY8QZDL4Z3RU59 | Long             | DBT              | CORP              | US        |    300000 | PA      | $299384.84    | 0.10%             | 2028-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NATIXIS COMMERCIAL MORTGAGE SECURITIES TRUST 2019-MILE                            | NCMS 2019-MILE A                                       | CUSIP: 63875FAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    381986 | PA      | $374177.72    | 0.12%             | 2036-07-15      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| SM ENERGY COMPANY                                                                 | SM 6.75 08/01/29 144A                                  | CUSIP: 78454LAX8<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102579.60    | 0.03%             | 2029-08-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ILIAD HOLDING SAS                                                                 | ILIADH 8.5 04/15/31 144A                               | CUSIP: 449691AF1<br>LEI: 9695009BGMXB527HV965 | Long             | DBT              | CORP              | FR        |    215000 | PA      | $228094.94    | 0.07%             | 2031-04-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| QNITY ELECTRONICS INC                                                             | QNTELE 5.75 08/15/32 144A                              | CUSIP: 74743LAA8<br>LEI: 254900RSUG4J9TFFZX53 | Long             | DBT              | CORP              | US        |    175000 | PA      | $176683.68    | 0.06%             | 2032-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                          | GNR 2023-101 KO                                        | CUSIP: 38384CBE8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |   1014084 | PA      | $668130.77    | 0.22%             | 2051-01-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CYPRIUM CORP / CYPRIUM HOLDINGS LUXEMBOURG SARL                                   | VGNT 6.375 04/15/34 144A                               | CUSIP: 23292NAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     95000 | PA      | $94879.40     | 0.03%             | 2034-04-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST 2025-R2                                                | VERUS 2025-R2 A1                                       | CUSIP: 92541EAC6<br>LEI: 2138003KWTZZS4PBW772 | Long             | ABS-O            | CORP              | US        |    606594 | PA      | $604045.72    | 0.20%             | 2067-07-25      | Variable      | 5.09%                 | No            |                  2 | On Loan: No      |
| HOME PARTNERS OF AMERICA 2021-2 TRUST                                             | HPA 2021-2 B                                           | CUSIP: 43732VAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     95935 | PA      | $94392.31     | 0.03%             | 2026-12-17      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES TRUST 2023-R03                                      | CAS 2023-R03 2M2                                       | CUSIP: 20753AAA2<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |    275000 | PA      | $287448.59    | 0.09%             | 2043-04-27      | Floating      | 7.55%                 | No            |                  2 | On Loan: No      |
| BAMLL COMMERCIAL MORTGAGE SECURITIES TRUST 2016-ASHF                              | BAMLL 2016-ISQ A                                       | CUSIP: 05523GAA9<br>LEI: 549300MWBLMUUG6B8094 | Long             | ABS-O            | CORP              | US        |    735000 | PA      | $610064.70    | 0.20%             | 2034-08-16      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                          | GNR 2021-122 HS                                        | CUSIP: 38382WBD8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |   1028063 | PA      | $136842.32    | 0.04%             | 2051-07-20      | Floating      | 2.52%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                          | GNR 2021-1 PI                                          | CUSIP: 38382ML56<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGSE             | US        |    599338 | PA      | $89826.28     | 0.03%             | 2050-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| VISTRA CORP                                                                       | VST V8 PERP 144A                                       | CUSIP: 92840MAB8<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201757.60    | 0.07%             | N/A             | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| GRAY MEDIA INC                                                                    | GTN 9.625 07/15/32 144A                                | CUSIP: 389375AN6<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |     60000 | PA      | $61002.90     | 0.02%             | 2032-07-15      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                         | AMGN 5.75 03/02/63                                     | CUSIP: 031162DU1<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    725000 | PA      | $692923.68    | 0.23%             | 2063-03-02      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| WILDFIRE INTERMEDIATE HOLDINGS LLC                                                | WILDFI 7.5 10/15/29 144A                               | CUSIP: 96812HAA6<br>LEI: 5493003RHEMQJZEXIR02 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102920.50    | 0.03%             | 2029-10-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CABLE ONE INC                                                                     | CABO 1.125 03/15/28                                    | CUSIP: 12685JAG0<br>LEI: 549300648QS85T0XSH18 | Long             | DBT              | CORP              | US        |    180000 | PA      | $134370.00    | 0.04%             | 2028-03-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| MULTIFAMILY CONNECTICUT AVENUE SECURITIES TRUST 2020-01                           | MCAS 2020-01 CE                                        | CUSIP: 62548QAF8<br>LEI: 5493002KQF9IH3CTQZ40 | Long             | ABS-O            | CORP              | US        |    200000 | PA      | $206389.42    | 0.07%             | 2050-03-25      | Floating      | 11.26%                | No            |                  2 | On Loan: No      |
| QNITY ELECTRONICS INC                                                             | QNTELE 6.25 08/15/33 144A                              | CUSIP: 74743LAB6<br>LEI: 254900RSUG4J9TFFZX53 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76734.45     | 0.02%             | 2033-08-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                            | 10-Year T-Note Futures, Jun-2026,ETH                   | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |        37 | NC      | $-93695.22    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| DEUTSCHE BANK AG NEW YORK BRANCH                                                  | DB V4.725 02/06/32                                     | CUSIP: 25160PAR8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    580000 | PA      | $570591.73    | 0.19%             | 2032-02-06      | Fixed         | 4.72%                 | No            |                  2 | On Loan: —       |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                          | GNR 2021-74 HI                                         | CUSIP: 38382RLF3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    150035 | PA      | $22062.06     | 0.01%             | 2051-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                   | FHR 5013 DI                                            | CUSIP: 3137FW2G4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   1434051 | PA      | $256090.60    | 0.08%             | 2050-09-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DATABANK ISSUER II LLC                                                            | HYPER 2025-1A B                                        | CUSIP: 23802YAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    520000 | PA      | $507266.86    | 0.16%             | 2055-09-27      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| IHO VERWALTUNGS GMBH                                                              | IHOVER 8 11/15/32 144A                                 | CUSIP: 44963BAG3<br>LEI: 529900JL0HDVGZMUJF32 | Long             | DBT              | CORP              | DE        |    200000 | PA      | $206786.00    | 0.07%             | 2032-11-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| VORNADO REALTY LP                                                                 | VNO 5.75 02/01/33                                      | CUSIP: 929043AN7<br>LEI: 549300BMOJ05INE4YK86 | Long             | DBT              | CORP              | US        |     90000 | PA      | $90152.61     | 0.03%             | 2033-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| VOLTAGRID LLC                                                                     | VOLTAG 7.375 11/01/30 144A                             | CUSIP: 92874BAA3<br>LEI: 254900R5BEUGIKK1FM03 | Long             | DBT              | CORP              | US        |    175000 | PA      | $181636.35    | 0.06%             | 2030-11-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST INC                                                       | STWD 6.5 07/01/30 144A                                 | CUSIP: 85571BBD6<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102454.60    | 0.03%             | 2030-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BELL CANADA                                                                       | BCECN V6.875 09/15/55                                  | CUSIP: 0778FPAP4<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |    125000 | PA      | $128243.75    | 0.04%             | 2055-09-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS INC                                                      | UVN 7.375 06/30/30 144A                                | CUSIP: 914906AX0<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |     70000 | PA      | $69933.40     | 0.02%             | 2030-06-30      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| DAVITA INC                                                                        | DVA 4.625 06/01/30 144A                                | CUSIP: 23918KAS7<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96805.26     | 0.03%             | 2030-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| KEN GARFF AUTOMOTIVE LLC                                                          | KENGAR 4.875 09/15/28 144A                             | CUSIP: 48850PAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    700000 | PA      | $691581.52    | 0.22%             | 2028-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| AUTONATION INC                                                                    | AN 4.75 06/01/30                                       | CUSIP: 05329WAQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    313000 | PA      | $311629.26    | 0.10%             | 2030-06-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC (REIT)                                                          | IRM 5.25 03/15/28 144A                                 | CUSIP: 46284VAE1<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99908.96     | 0.03%             | 2028-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP INC                                                      | CFG 3.25 04/30/30                                      | CUSIP: 174610AT2<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |    445000 | PA      | $421431.85    | 0.14%             | 2030-04-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| XPLR INFRASTRUCTURE OPERATING PARTNERS LP                                         | XIFR 4.5 09/15/27 144A                                 | CUSIP: 65342QAB8<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49632.64     | 0.02%             | 2027-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                                                               | SYF V5.45 03/06/31                                     | CUSIP: 87165BAW3<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    850000 | PA      | $852310.81    | 0.28%             | 2031-03-06      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                              | T 4.125 04/30/33                                       | CUSIP: 91282CQN4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  13995000 | PA      | $13922838.28  | 4.53%             | 2033-04-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: —       |
| MOTION BONDCO DAC                                                                 | MERLLN 6.625 11/15/27 144A                             | CUSIP: 61978XAA5<br>LEI: 635400KFD3IETNQLA755 | Long             | DBT              | CORP              | IE        |    140000 | PA      | $134386.94    | 0.04%             | 2027-11-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING LLC                                                       | HERTZ 2025-6A A                                        | CUSIP: 42806MDQ9<br>LEI: 5493004IHDYOZ9K9WF47 | Long             | ABS-O            | CORP              | US        |    735000 | PA      | $732730.83    | 0.24%             | 2032-05-25      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| IHO VERWALTUNGS GMBH                                                              | IHOVER 7.75 11/15/30 144A                              | CUSIP: 44963BAF5<br>LEI: 529900JL0HDVGZMUJF32 | Long             | DBT              | CORP              | DE        |    500000 | PA      | $515258.50    | 0.17%             | 2030-11-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| COMMERCIAL METALS COMPANY                                                         | CMC 5.75 11/15/33 144A                                 | CUSIP: 201723AS2<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |     92000 | PA      | $92153.82     | 0.03%             | 2033-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD                                       | ANZ V5.731 09/18/34 144A                               | CUSIP: 052528AR7<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |    610000 | PA      | $625305.24    | 0.20%             | 2034-09-18      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                                                 | HRI 5.75 03/15/31 144A                                 | CUSIP: 42704LAH7<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25060.03     | 0.01%             | 2031-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| APOLLO GLOBAL MANAGEMENT INC                                                      | APO 5.7 03/30/36                                       | CUSIP: 03769MAG1<br>LEI: 254900LMFT1CY9IYB476 | Long             | DBT              | CORP              | US        |     65000 | PA      | $65242.86     | 0.02%             | 2036-03-30      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| NEW YORK CITY MUNICIPAL WATER FINANCE AUTHORITY (NY)                              | USRE 2021-1 B1                                         | CUSIP: 643821AB7<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | ABS-O            | CORP              | US        |    865000 | PA      | $514675.00    | 0.17%             | 2061-10-20      | Fixed         | 2.41%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                          | GNR 2022-101 SB                                        | CUSIP: 38383F6G3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |   1015232 | PA      | $10097.60     | 0.00%             | 2052-06-20      | Floating      | 0.01%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                             | FNR 2020-57 LJ                                         | CUSIP: 3136BBCM2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    790000 | PA      | $600867.21    | 0.20%             | 2050-08-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| QXO INC                                                                           | BECN 6.75 04/30/32 144A                                | CUSIP: 74825NAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $204008.09    | 0.07%             | 2032-04-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                                          | CE 7.2 11/15/33                                        | CUSIP: 15089QAY0<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    100000 | PA      | $108118.80    | 0.04%             | 2033-11-15      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| SOLSTICE ADVANCED MATERIALS INC                                                   | SOLADV 5.625 09/30/33 144A                             | CUSIP: 83443QAA1<br>LEI: 2138004GZ4H9TW6HK435 | Long             | DBT              | CORP              | US        |    135000 | PA      | $134280.91    | 0.04%             | 2033-09-30      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| American Rock Salt Co LLC                                                         | AMR ROCK SALT 06/12/28                                 | CUSIP: 02932JAP2<br>LEI: 549300FBKBNV4GSVVR46 | Long             | LON              | CORP              | US        |    196899 | PA      | $176470.93    | 0.06%             | 2028-06-12      | Floating      | 4.15%                 | No            |                  2 | On Loan: No      |
| TELUS CORP                                                                        | TCN V6.375 06/09/56 .                                  | CUSIP: 87971MCQ4<br>LEI: 894500TX134IMF6NW757 | Long             | DBT              | CORP              | CA        |     60000 | PA      | $60006.84     | 0.02%             | 2056-06-09      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                             | FN MA4918                                              | CUSIP: 31418EPC8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    510056 | PA      | $504992.81    | 0.16%             | 2053-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Clarios Global LP                                                                 | CLARIOS GL 01/14/32                                    | CUSIP: 000000000<br>LEI: 549300474L1ZLXZY2P98 | Long             | LON              | CORP              | US        |     99500 | PA      | $99935.31     | 0.03%             | 2032-01-28      | Floating      | 7.06%                 | No            |                  2 | On Loan: No      |
| PROVIDENT FUNDING ASSOCIATES LP / PFG FINANCE CORP                                | PROFUN 9.75 09/15/29 144A                              | CUSIP: 74387UAK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $104139.00    | 0.03%             | 2029-09-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                          | GNR 2024-51 SX                                         | CUSIP: 38384KVY4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |   4692061 | PA      | $183219.36    | 0.06%             | 2054-03-20      | Floating      | 1.56%                 | No            |                  2 | On Loan: No      |
| OBX 2022-J1 TRUST                                                                 | OBX 2022-J1 A14                                        | CUSIP: 67116WAP4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    707443 | PA      | $576790.57    | 0.19%             | 2052-02-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| BLACK HILLS CORP                                                                  | BKH 4.55 01/31/31                                      | CUSIP: 092113AY5<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |    950000 | PA      | $940777.49    | 0.31%             | 2031-01-31      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                             | CAS 2022-R02 2B2                                       | CUSIP: 20754BAJ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    490000 | PA      | $511207.20    | 0.17%             | 2042-01-27      | Floating      | 11.30%                | No            |                  2 | On Loan: No      |
| NEW YORK CITY MUNICIPAL WATER FINANCE AUTHORITY (NY)                              | USRE 2021-1 A1                                         | CUSIP: 643821AA9<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | ABS-O            | CORP              | US        |    420000 | PA      | $352800.00    | 0.11%             | 2061-10-20      | Fixed         | 1.91%                 | No            |                  2 | On Loan: No      |
| ULTIMATE KRONOS GROUP INC                                                         | ULTI 6.875 02/01/31 144A                               | CUSIP: 90279XAA0<br>LEI: 529900FKHWSTQ1GXK240 | Long             | DBT              | CORP              | US        |    400000 | PA      | $389325.37    | 0.13%             | 2031-02-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC MSCR TRUST MN10                                                       | MSCR 2025-MN10 M2                                      | CUSIP: 35563UAB4<br>LEI: 529900M14O2Z3FO2N217 | Long             | ABS-O            | USGSE             | US        |    465000 | PA      | $466382.49    | 0.15%             | 2045-02-27      | Floating      | 6.50%                 | No            |                  2 | On Loan: No      |
| ALGONQUIN POWER & UTILITIES CORP                                                  | AQNCN 5.365 06/15/26                                   | CUSIP: 015857AF2<br>LEI: 549300K5VIUTJXQL7X75 | Long             | DBT              | CORP              | CA        |    950000 | PA      | $949975.99    | 0.31%             | 2026-06-15      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| EVERGY MISSOURI WEST INC                                                          | EVRG 5.25 12/15/35 144A                                | CUSIP: 30037EAC7<br>LEI: EZIFUDC0VSUS6T6LCG85 | Long             | DBT              | CORP              | US        |    245000 | PA      | $241684.71    | 0.08%             | 2035-12-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                                    | NRG 6.125 05/15/36 144A                                | CUSIP: 629377DG4<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    125000 | PA      | $124527.69    | 0.04%             | 2036-05-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| DELL INTERNATIONAL LLC / EMC CORP                                                 | DELL 3.375 12/15/41                                    | CUSIP: 24703DBF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    340000 | PA      | $256176.61    | 0.08%             | 2041-12-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN INTERNATIONAL LTD                                                      | RIG 8.75 02/15/30 144A                                 | CUSIP: 893830BX6<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |    175000 | PA      | $183295.18    | 0.06%             | 2030-02-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                                  | CSCHLD 5.5 04/15/27 144A                               | CUSIP: 126307AQ0<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    250000 | PA      | $210886.15    | 0.07%             | 2027-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| DURST COMMERCIAL MORTGAGE TRUST 2025-151                                          | DURST 2025-151 D                                       | CUSIP: 266895AG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    655000 | PA      | $676932.35    | 0.22%             | 2042-08-12      | Variable      | 7.02%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                   | FR SD8199                                              | CUSIP: 3132DWDC4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2490491 | PA      | $2002205.90   | 0.65%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| USB REALTY CORP                                                                   | USB V0 PERP                                            | CUSIP: 903312AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    480000 | PA      | $434581.92    | 0.14%             | N/A             | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| ROCKET COMPANIES INC                                                              | RKT 6.375 08/01/33 144A                                | CUSIP: 77311WAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     95000 | PA      | $96158.53     | 0.03%             | 2033-08-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| IHO VERWALTUNGS GMBH                                                              | IHOVER 6.375 05/15/29 144A                             | CUSIP: 44963BAD0<br>LEI: 529900JL0HDVGZMUJF32 | Long             | DBT              | CORP              | DE        |    125000 | PA      | $125562.38    | 0.04%             | 2029-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| 1261229 BC Ltd                                                                    | 1261229 B 10/08/30                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     99749 | PA      | $96880.96     | 0.03%             | 2030-10-08      | Floating      | 9.90%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                   | FHR 5471 SK                                            | CUSIP: 3137HHAB7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   3839531 | PA      | $137985.84    | 0.04%             | 2054-08-25      | Floating      | 1.70%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                   | FHR 5040 IO                                            | CUSIP: 3137F6PH4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    634256 | PA      | $113964.16    | 0.04%             | 2050-11-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DCLI BIDCO LLC                                                                    | DIRCHA 7.75 11/15/29 144A                              | CUSIP: 233104AA6<br>LEI: 2549007UUVJTHHNK9T70 | Long             | DBT              | CORP              | US        |     85000 | PA      | $87321.27     | 0.03%             | 2029-11-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                             | FNR 2019-32 SB                                         | CUSIP: 3136B4XC7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    802352 | PA      | $83077.45     | 0.03%             | 2049-06-25      | Floating      | 2.29%                 | No            |                  2 | On Loan: No      |
| RealTruck Group, 01/31/31                                                         | RealTruck Group, 01/31/31                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    247856 | PA      | $141525.99    | 0.05%             | 2031-01-31      | Floating      | 9.77%                 | No            |                  2 | On Loan: No      |
| NEXSTAR MEDIA INC                                                                 | NXST 4.75 11/01/28 144A                                | CUSIP: 65336YAN3<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49263.04     | 0.02%             | 2028-11-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Flexential Issuer LLC                                                             | FLX 2025-1A C                                          | CUSIP: 33938MAL3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    460000 | PA      | $465491.48    | 0.15%             | 2060-10-25      | Fixed         | 8.54%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS (NORTH AMERICA) INC                                                | URI 4.875 01/15/28                                     | CUSIP: 911365BG8<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |    350000 | PA      | $349381.41    | 0.11%             | 2028-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ROCKET COMPANIES INC                                                              | RKT 6.125 08/01/30 144A                                | CUSIP: 77311WAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    130000 | PA      | $131928.55    | 0.04%             | 2030-08-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| STONEX GROUP INC                                                                  | SNEX 7.875 03/01/31 144A                               | CUSIP: 861896AA6<br>LEI: 549300JUF07L8VF02M60 | Long             | DBT              | CORP              | US        |    375000 | PA      | $394849.88    | 0.13%             | 2031-03-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| COMMERCIAL METALS COMPANY                                                         | CMC 6 12/15/35 144A                                    | CUSIP: 201723AV5<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |     68000 | PA      | $67932.73     | 0.02%             | 2035-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| JANE STREET GROUP LLC                                                             | JANEST 7.125 04/30/31 144A                             | CUSIP: 47077WAC2<br>LEI: 5493002N1IVX6KHGYO08 | Long             | DBT              | CORP              | US        |    550000 | PA      | $570223.91    | 0.19%             | 2031-04-30      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| ONEMAIN DIRECT AUTO RECEIVABLES TRUST 2019-1                                      | ODART 2019-1A D                                        | CUSIP: 68267EAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    385000 | PA      | $385000.96    | 0.13%             | 2031-04-14      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                          | GNR 2025-131 S                                         | CUSIP: 38381QQF1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    945870 | PA      | $74248.91     | 0.02%             | 2055-08-20      | Floating      | 2.41%                 | No            |                  2 | On Loan: No      |
| TRICON RESIDENTIAL 2024-SFR4 TRUST                                                | TCN 2024-SFR4 A                                        | CUSIP: 895975AA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    488006 | PA      | $479376.07    | 0.16%             | 2041-11-17      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| RANGE RESOURCES CORP                                                              | RRC 4.75 02/15/30 144A                                 | CUSIP: 75281ABK4<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | DBT              | CORP              | US        |    200000 | PA      | $196231.86    | 0.06%             | 2030-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                             | FN MA5139                                              | CUSIP: 31418EV98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    320888 | PA      | $328449.26    | 0.11%             | 2053-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ALUMINA PTY LTD                                                                   | AA 6.375 09/15/32 144A                                 | CUSIP: 02220AAB3<br>LEI: 2138002VD9MW2WT8HR38 | Long             | DBT              | CORP              | AU        |    200000 | PA      | $205632.20    | 0.07%             | 2032-09-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| STL HOLDING COMPANY LLC                                                           | DSLDHM 8.75 02/15/29 144A                              | CUSIP: 861036AB7<br>LEI: 984500BC2I63E7F48656 | Long             | DBT              | CORP              | US        |     85000 | PA      | $88201.95     | 0.03%             | 2029-02-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| ALLIANCE RESOURCE OPERATING PARTNERS LP / ALLIANCE RESOURCE FINANCE CORP          | ARLP 8.625 06/15/29 144A                               | CUSIP: 01879NAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    175000 | PA      | $182778.05    | 0.06%             | 2029-06-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| STONEX ESCROW ISSUER LLC                                                          | SNEX 6.875 07/15/32 144A                               | CUSIP: 86189AAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    155000 | PA      | $160261.48    | 0.05%             | 2032-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS LP                                                       | LNG 5.2 07/30/36 144A                                  | CUSIP: 16411RAP4<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    425000 | PA      | $420156.00    | 0.14%             | 2036-07-30      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| JETBLUE AIRWAYS CORP                                                              | JBLU 2.75 05/15/32 2019                                | CUSIP: 477143AH4<br>LEI: 54930070J9H97ZO93T57 | Long             | ABS-O            | CORP              | US        |    697977 | PA      | $616567.45    | 0.20%             | 2032-05-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| PERIMETER HOLDINGS LLC                                                            | PRM 6.25 01/15/34 144A                                 | CUSIP: 71384AAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $149277.00    | 0.05%             | 2034-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| TALEN ENERGY SUPPLY LLC                                                           | TLN 6.375 05/01/33 144A                                | CUSIP: 87422VAP3<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |    250000 | PA      | $250325.36    | 0.08%             | 2033-05-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                                                             | FABSJV 6.2 01/25/37                                    | CUSIP: 350930AJ2<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    595000 | PA      | $626636.43    | 0.20%             | 2037-01-25      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| LifePoint Health Inc                                                              | LIFEPOINT H 05/16/31                                   | CUSIP: 75915TAK8<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | LON              | CORP              | US        |    100000 | PA      | $99575.00     | 0.03%             | 2031-05-19      | Floating      | 8.69%                 | No            |                  2 | On Loan: No      |
| YUM! BRANDS INC                                                                   | YUM 4.625 01/31/32                                     | CUSIP: 988498AP6<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |    400000 | PA      | $384822.91    | 0.13%             | 2032-01-31      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                             | FNR 2020-70 SD                                         | CUSIP: 3136BBX23<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    689462 | PA      | $81873.01     | 0.03%             | 2050-10-25      | Floating      | 2.49%                 | No            |                  2 | On Loan: No      |
| OUTFRONT MEDIA CAPITAL LLC (CBS OUTDOOR AMERICAS CAPITAL LLC)                     | OUT 5 08/15/27 144A                                    | CUSIP: 69007TAB0<br>LEI: 5493005WC7J0FDMW0610 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149777.72    | 0.05%             | 2027-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PENNYMAC FINANCIAL SERVICES INC                                                   | PFSI 4.25 02/15/29 144A                                | CUSIP: 70932MAB3<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |    250000 | PA      | $238874.78    | 0.08%             | 2029-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AMSTED INDUSTRIES INC                                                             | AMSIND 6.375 03/15/33 144A                             | CUSIP: 032177AK3<br>LEI: N2VLGYMEEBIU3PFSUY86 | Long             | DBT              | CORP              | US        |    125000 | PA      | $127164.00    | 0.04%             | 2033-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE-BACKED SECURITIES TRUST 2023-PJ1                                      | GSMBS 2023-PJ1 A4                                      | CUSIP: 36267TAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    441544 | PA      | $396625.45    | 0.13%             | 2053-02-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| AXON ENTERPRISE INC                                                               | AXON 6.25 03/15/33 144A                                | CUSIP: 05464CAD3<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102616.10    | 0.03%             | 2033-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST 2022-1                                                   | JPMMT 2022-1 B3                                        | CUSIP: 46654WCK5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    715036 | PA      | $582676.03    | 0.19%             | 2052-07-25      | Variable      | 3.08%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES TRUST 2019-HRP1                                     | CAS 2019-HRP1 B1                                       | CUSIP: 20754PAD2<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-O            | USGSE             | US        |    568467 | PA      | $591312.52    | 0.19%             | 2039-11-25      | Floating      | 13.01%                | No            |                  2 | On Loan: No      |
| BX TRUST 2018-BILT                                                                | BX 2025-VLT7 C                                         | CUSIP: 123913AE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    585000 | PA      | $582623.44    | 0.19%             | 2044-07-15      | Floating      | 6.01%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                   | FR SD3770                                              | CUSIP: 3132E0FK3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    178857 | PA      | $152896.78    | 0.05%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| B&G FOOD 10/10/29                                                                 | B&G FOOD 10/10/29                                      | CUSIP: 05508TAV4<br>LEI: 549300TRW1LZMDJZAQ78 | Long             | LON              | CORP              | US        |    100000 | PA      | $96500.00     | 0.03%             | 2029-10-10      | Floating      | 8.85%                 | No            |                  2 | On Loan: No      |
| OCTAGON INVESTMENT PARTNERS 49 LTD                                                | OCT49 2020-5A ARR                                      | CUSIP: 67578FBA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    450000 | PA      | $448701.75    | 0.15%             | 2037-04-15      | Variable      | 4.79%                 | No            |                  2 | On Loan: No      |
| M&T BANK CORP                                                                     | MTB V5.385 01/16/36 MTN                                | CUSIP: 55261FAV6<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |    430000 | PA      | $428457.40    | 0.14%             | 2036-01-16      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| TALEN ENERGY SUPPLY LLC                                                           | TLN 6.25 02/01/34 144A                                 | CUSIP: 87422VAM0<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |    325000 | PA      | $322574.46    | 0.10%             | 2034-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| PENNYMAC FINANCIAL SERVICES INC                                                   | PFSI 5.75 09/15/31 144A                                | CUSIP: 70932MAC1<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95164.47     | 0.03%             | 2031-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HILTON USA TRUST 2016-SFP                                                         | HILT 2016-SFP A                                        | CUSIP: 43289VAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    485000 | PA      | $407404.85    | 0.13%             | 2035-11-07      | Fixed         | 2.83%                 | No            |                  2 | On Loan: No      |
| BFLD COMMERCIAL MORTGAGE TRUST 2025-5MW                                           | BFLD 2025-5MW C                                        | CUSIP: 088921AC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $499103.76    | 0.16%             | 2042-10-10      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                                              | EIX 5.25 03/15/32                                      | CUSIP: 281020BB2<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    850000 | PA      | $838702.34    | 0.27%             | 2032-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| EXCELERATE ENERGY LP                                                              | EXCENE 8 05/15/30 144A                                 | CUSIP: 30069UAA6<br>LEI: LGL4IE90TNTFYJ55BK06 | Long             | DBT              | CORP              | US        |    150000 | PA      | $159073.35    | 0.05%             | 2030-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2019-B14 MORTGAGE TRUST                                                 | BMARK 2019-B14 C                                       | CUSIP: 08162YAJ1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    450000 | PA      | $318909.74    | 0.10%             | 2062-12-15      | Variable      | 3.90%                 | No            |                  2 | On Loan: No      |
| HPEFS EQUIPMENT TRUST 2024-1                                                      | HPEFS 2024-1A D                                        | CUSIP: 403963AF8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    260000 | PA      | $261961.15    | 0.09%             | 2031-11-20      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| ENDO FINANCE HOLDINGS INC                                                         | ENDP 8.5 04/15/31 144A                                 | CUSIP: 29281RAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    210000 | PA      | $222610.50    | 0.07%             | 2031-04-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| MACQUARIE AIRFINANCE HOLDINGS LTD                                                 | MCAIRH 6.4 03/26/29 144A                               | CUSIP: 55609NAC2<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |    850000 | PA      | $878711.82    | 0.29%             | 2029-03-26      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA INC                                                        | SANUSA V6.499 03/09/29                                 | CUSIP: 80282KBF2<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    855000 | PA      | $881632.14    | 0.29%             | 2029-03-09      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AMSTED INDUSTRIES INC                                                             | AMSIND 4.625 05/15/30 144A                             | CUSIP: 032177AJ6<br>LEI: N2VLGYMEEBIU3PFSUY86 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48475.88     | 0.02%             | 2030-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                                             | THC 6.125 06/15/30                                     | CUSIP: 88033GDQ0<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    400000 | PA      | $402377.60    | 0.13%             | 2030-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                          | GNR 2021-179 SA                                        | CUSIP: 38383CYH7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |   1169461 | PA      | $157429.89    | 0.05%             | 2050-11-20      | Floating      | 2.52%                 | No            |                  2 | On Loan: No      |
| GOLUB CAPITAL PARTNERS CLO 78(M)                                                  | GOCAP 2025-78A A1                                      | CUSIP: 381934AC2<br>LEI: 254900PSE4IZIZUH7U62 | Long             | ABS-CBDO         | CORP              | US        |    600000 | PA      | $595350.00    | 0.19%             | 2039-04-21      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| SKY1 TRUST 2025-LINE                                                              | SKY1 2025-LINE B                                       | CUSIP: 830941AC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    359669 | PA      | $360116.56    | 0.12%             | 2042-04-15      | Fixed         | 8.01%                 | No            |                  2 | On Loan: No      |
| JAZZ SECURITIES DAC                                                               | JAZZ 4.375 01/15/29 144A                               | CUSIP: 47216FAA5<br>LEI: 6354009DV8VV7K6KOO02 | Long             | DBT              | CORP              | IE        |    950000 | PA      | $929088.60    | 0.30%             | 2029-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| TALEN ENERGY SUPPLY LLC                                                           | TLN 6.5 02/01/36 144A                                  | CUSIP: 87422VAN8<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |    240000 | PA      | $240908.84    | 0.08%             | 2036-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FIRST HORIZON CORP                                                                | FHN V5.514 03/07/31                                    | CUSIP: 320517AE5<br>LEI: TF3RXI1ZB1TQ30H9JV10 | Long             | DBT              | CORP              | US        |    600000 | PA      | $609039.29    | 0.20%             | 2031-03-07      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES INC                                                         | HBAN V5.605 01/28/41                                   | CUSIP: 446150BL7<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    390000 | PA      | $381102.46    | 0.12%             | 2041-01-28      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| LAMAR MEDIA CORP (DELAWARE)                                                       | LAMR 5.375 11/01/33 144A                               | CUSIP: 513075CA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     75000 | PA      | $74204.26     | 0.02%             | 2033-11-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS INC                                                      | UVN 9.375 08/01/32 144A                                | CUSIP: 914906BA9<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |    115000 | PA      | $119007.52    | 0.04%             | 2032-08-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                   | FHR 5304 UB                                            | CUSIP: 3137H9YM5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    304574 | PA      | $284284.18    | 0.09%             | 2052-02-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GROUP INC                                                          | TIBX 9 09/30/29 144A                                   | CUSIP: 18912UAA0<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98188.51     | 0.03%             | 2029-09-30      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES HOLDINGS INC                                                      | UAL 5.375 03/01/31                                     | CUSIP: 910047AL3<br>LEI: 98450079DA0B78DD6764 | Long             | DBT              | CORP              | US        |     75000 | PA      | $73921.04     | 0.02%             | 2031-03-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| OLYMPUS WATER US HOLDING CORP                                                     | SOLEIN 7.25 02/15/33 144*                              | CUSIP: 681639AE0<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |     90000 | PA      | $87969.85     | 0.03%             | 2033-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| RIN XIII LTD                                                                      | RIN 2026-1A A1                                         | CUSIP: 74990KAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    450000 | PA      | $450450.45    | 0.15%             | 2039-04-15      | Floating      | 0.01%                 | No            |                  2 | On Loan: No      |
| BLOCK COMMUNICATIONS INC                                                          | BLOCKC 10.25 03/01/31 144A                             | CUSIP: 093645AK5<br>LEI: M5G68A9OHJWIL4SFC742 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46293.40     | 0.02%             | 2031-03-01      | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| NOBLE FINANCE II LLC                                                              | NEFINA 8 04/15/30 144A                                 | CUSIP: 65505PAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $260016.50    | 0.08%             | 2030-04-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                          | GNR 2023-38 WT                                         | CUSIP: 38383WJT4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    252719 | PA      | $263033.25    | 0.09%             | 2051-12-20      | Variable      | 6.42%                 | No            |                  2 | On Loan: No      |
| TOTAL PLAY TELECOMUNICACIONES SAPI DE CV                                          | TOTALP 11.125 12/31/32 REGS                            | CUSIP: 000000000<br>LEI: 4469000001BSAPAMOQ06 | Long             | DBT              | CORP              | MX        |    280000 | PA      | $261768.83    | 0.09%             | 2032-12-31      | Fixed         | 11.12%                | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                          | GNR 2023-55 CG                                         | CUSIP: 38383X4E1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    398181 | PA      | $449478.54    | 0.15%             | 2051-07-20      | Variable      | 7.88%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                     | TDG 6.75 01/31/34 144a                                 | CUSIP: 893647CA3<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    110000 | PA      | $113002.56    | 0.04%             | 2034-01-31      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| RB GLOBAL HOLDINGS INC                                                            | RBACN 7.75 03/15/31 144A                               | CUSIP: 76774LAC1<br>LEI: 254900LH3N0EGB1LQ203 | Long             | DBT              | CORP              | US        |    500000 | PA      | $519139.76    | 0.17%             | 2031-03-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU PASS LLC                                                 | VENTGL 6 05/01/36 144A                                 | CUSIP: 92328MAF0<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100778.31    | 0.03%             | 2036-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                          | GNR 2020-189 SU                                        | CUSIP: 38382MGE3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGSE             | US        |    701617 | PA      | $95960.84     | 0.03%             | 2050-12-20      | Floating      | 2.52%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS INC                                                      | UVN 8.875 04/15/33 144A                                | CUSIP: 914906BB7<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75408.78     | 0.02%             | 2033-04-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST 2020-HQA1                                           | STACR 2020-HQA1 B2                                     | CUSIP: 35565JBE0<br>LEI: 549300TCRXCIFPAC3B85 | Long             | ABS-O            | USGSE             | US        |    815000 | PA      | $897979.71    | 0.29%             | 2050-01-25      | Floating      | 8.86%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                          | GNR 2023-66 MP                                         | CUSIP: 38384AWS8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    507383 | PA      | $475206.02    | 0.15%             | 2053-05-20      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| DISCOVERY COMMUNICATIONS LLC                                                      | WBD 3.625 05/15/30 *                                   | CUSIP: 25470DCC1<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |     80000 | PA      | $75207.20     | 0.02%             | 2030-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| GLOBAL PARTNERS LP                                                                | GLP 7.125 07/01/33 144A                                | CUSIP: 37954FAL8<br>LEI: 549300PCHWTW9P4DU444 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25620.98     | 0.01%             | 2033-07-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE EQUITIES INC                                               | ARE 5.25 03/15/36                                      | CUSIP: 015271BF5<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |    405000 | PA      | $393760.60    | 0.13%             | 2036-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Arches Buyer Inc                                                                  | ANCESTRY (ARCHES 12/06/27                              | CUSIP: 03952HAD6<br>LEI: 2549009ADY4208OH2Y47 | Long             | LON              | CORP              | US        |     98956 | PA      | $98723.66     | 0.03%             | 2027-12-06      | Floating      | 3.44%                 | No            |                  2 | On Loan: No      |
| ZORLU ENERJI ELEKTRIK UERETIM AS                                                  | ZOREN 11 04/23/30 REGS                                 | CUSIP: 000000000<br>LEI: 7890005B5CSNL39OYO75 | Long             | DBT              | CORP              | TR        |    420000 | PA      | $371506.25    | 0.12%             | 2030-04-23      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| NATIONAL FUEL GAS COMPANY                                                         | NFG 5.95 03/15/35                                      | CUSIP: 636180BU4<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |   1155000 | PA      | $1199907.54   | 0.39%             | 2035-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| TALLGRASS ENERGY PARTNERS LP                                                      | TEP 6 12/31/30 144A                                    | CUSIP: 87470LAJ0<br>LEI: 549300IQ3DN0F3VERF65 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75397.80     | 0.02%             | 2030-12-31      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SENSATA TECHNOLOGIES BV                                                           | ST 5.875 09/01/30 144A                                 | CUSIP: 81725WAL7<br>LEI: PUCKW5P5O3XMOZVH7T53 | Long             | DBT              | CORP              | NL        |    350000 | PA      | $352662.45    | 0.11%             | 2030-09-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BX TRUST 2019-IMC                                                                 | BX 2019-IMC F                                          | CUSIP: 05608BAQ3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    480000 | PA      | $475268.69    | 0.15%             | 2034-04-17      | Floating      | 6.60%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                          | GNR 2020-175 CS                                        | CUSIP: 38382LLE9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGSE             | US        |    808709 | PA      | $100150.33    | 0.03%             | 2050-11-20      | Floating      | 2.52%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                     | TDG 6.125 07/31/34 144A                                | CUSIP: 893647CB1<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     80000 | PA      | $80087.99     | 0.03%             | 2034-07-31      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                          | GNR 2022-107 SA                                        | CUSIP: 38383TLA9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |   5110213 | PA      | $46682.30     | 0.02%             | 2052-06-20      | Floating      | 0.01%                 | No            |                  2 | On Loan: No      |
| FAIR ISAAC CORP                                                                   | FAIRIC 6.25 09/15/34 144A                              | CUSIP: 303250AJ3<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |    125000 | PA      | $123043.43    | 0.04%             | 2034-09-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                             | FNR 2024-48 SB                                         | CUSIP: 3136BSLE3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |   2971320 | PA      | $160340.44    | 0.05%             | 2054-07-25      | Floating      | 2.25%                 | No            |                  2 | On Loan: No      |
| PENNYMAC FINANCIAL SERVICES INC                                                   | PFSI 6.75 02/15/34 144A                                | CUSIP: 70932MAH0<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48391.68     | 0.02%             | 2034-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| COMPOSECURE HOLDINGS LLC                                                          | COMPOS 5.625 02/01/33 144A                             | CUSIP: 20459XAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    175000 | PA      | $171533.25    | 0.06%             | 2033-02-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| INNOPHOS HOLDINGS INC                                                             | IPHS 11.5 06/15/29 144A                                | CUSIP: 45774NAD0<br>LEI: XQ0331QX53IRX25OY417 | Long             | DBT              | CORP              | US        |    305000 | PA      | $281362.50    | 0.09%             | 2029-06-15      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                          | G2 MA7409                                              | CUSIP: 36179WGS1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    505986 | PA      | $406982.91    | 0.13%             | 2051-06-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                   | FHR 5021 SA                                            | CUSIP: 3137FWMZ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    712289 | PA      | $13915.85     | 0.00%             | 2050-10-25      | Floating      | 0.01%                 | No            |                  2 | On Loan: No      |
| SUBWAY FUNDING LLC                                                                | SUBWAY 2024-1A A2I                                     | CUSIP: 864300AA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    651750 | PA      | $656488.74    | 0.21%             | 2054-07-30      | Fixed         | 6.03%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                             | FNR 2025-18 SM                                         | CUSIP: 3136BVKJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    569193 | PA      | $49494.97     | 0.02%             | 2054-09-25      | Floating      | 3.45%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                          | GNR 2023-56 SK                                         | CUSIP: 38383XP99<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |   1994854 | PA      | $205125.45    | 0.07%             | 2051-04-20      | Floating      | 2.27%                 | No            |                  2 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC                                                          | BLDR 6.375 03/01/34 144A                               | CUSIP: 12008RAS6<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99503.72     | 0.03%             | 2034-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                   | FHS 272 PO                                             | CUSIP: 3128HXY25<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    427631 | PA      | $329768.17    | 0.11%             | 2042-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TALLGRASS ENERGY PARTNERS LP                                                      | TEP 6.75 03/15/34 144A                                 | CUSIP: 87470LAM3<br>LEI: 549300IQ3DN0F3VERF65 | Long             | DBT              | CORP              | US        |     90000 | PA      | $91960.73     | 0.03%             | 2034-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| TALEN ENERGY SUPPLY LLC                                                           | TLN 6.125 05/01/31 144A                                | CUSIP: 87422VAQ1<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |    230000 | PA      | $230410.15    | 0.07%             | 2031-05-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES TRUST 2020-SBT1                                     | CAS 2020-SBT1 1B1                                      | CUSIP: 20753VBT4<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |   1050000 | PA      | $1090457.87   | 0.35%             | 2040-02-27      | Floating      | 10.51%                | No            |                  2 | On Loan: No      |
| RCKT MORTGAGE TRUST 2021-5                                                        | RCKT 2021-5 A1                                         | CUSIP: 749384AA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4142698 | PA      | $3423993.92   | 1.11%             | 2051-11-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| DREYFUS GOVERNMENT CASH MANAGE                                                    | DREYFUS GOVERNMENT CASH MANAGE                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | RF                | US        |   2712208 | NS      | $2712208.18   | 0.88%             |  |  |  | No            |                  2 | On Loan: No      |
| ANTERO MIDSTREAM PARTNERS LP                                                      | AM 5.75 10/15/33 144A                                  | CUSIP: 03690AAM8<br>LEI: 529900HFO1BDEIT4QU11 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99802.26     | 0.03%             | 2033-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                          | GNR 2025-2 Z                                           | CUSIP: 38385B2H2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |   1154343 | PA      | $925168.64    | 0.30%             | 2055-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST 2025-HQA1                                           | STACR 2025-HQA1 M2                                     | CUSIP: 35564NHA4<br>LEI: 529900MBUPRSJMB6GN48 | Long             | ABS-O            | USGSE             | US        |   1000000 | PA      | $1000000.00   | 0.33%             | 2045-02-27      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| SG COMMERCIAL MORTGAGE SECURITIES TRUST 2016-C5                                   | SGCMS 2016-C5 B                                        | CUSIP: 78419CAK0<br>LEI: 549300SZQW4U3UN4A157 | Long             | ABS-O            | CORP              | US        |    400000 | PA      | $381162.80    | 0.12%             | 2048-10-13      | Fixed         | 3.93%                 | No            |                  2 | On Loan: No      |
| KEYBANK NA                                                                        | KEY 4.9 08/08/32 BKNT                                  | CUSIP: 49327V2C7<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |    720000 | PA      | $707388.70    | 0.23%             | 2032-08-08      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CRESCENT ENERGY FINANCE LLC                                                       | CRGYFN 7.75 07/31/29 144A                              | CUSIP: 45344LAH6<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100625.00    | 0.03%             | 2029-07-31      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| WE SODA INVESTMENTS HOLDING PLC                                                   | WESODA 9.375 02/14/31 144A                             | CUSIP: 92943TAC7<br>LEI: 984500SE38C07DB47A90 | Long             | DBT              | CORP              | GB        |    765000 | PA      | $760192.64    | 0.25%             | 2031-02-14      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| AMKOR TECHNOLOGY INC                                                              | AMKR 5.875 10/01/33 144A                               | CUSIP: 031652BL3<br>LEI: 529900VHLRTKPWZJBM84 | Long             | DBT              | CORP              | US        |    165000 | PA      | $165896.78    | 0.05%             | 2033-10-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                  | FR SD5040                                              | CUSIP: 3132DSS52<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    519794 | PA      | $528525.79    | 0.17%             | 2054-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                             | FNS 429 C5                                             | CUSIP: 31423YVM8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1751004 | PA      | $317707.54    | 0.10%             | 2052-10-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                   | FHMS K758 A2                                           | CUSIP: 3137HHJF9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   1260000 | PA      | $1277135.62   | 0.42%             | 2031-10-25      | Variable      | 4.68%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                          | GNR 2023-55 LB                                         | CUSIP: 38383X4D3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    388887 | PA      | $438241.38    | 0.14%             | 2051-11-20      | Variable      | 7.72%                 | No            |                  2 | On Loan: No      |
| LAMAR MEDIA CORP (DELAWARE)                                                       | LAMR 4 02/15/30                                        | CUSIP: 513075BT7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     75000 | PA      | $71914.97     | 0.02%             | 2030-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                          | GNR 2022-78 S                                          | CUSIP: 38383P8S3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |   1077254 | PA      | $18106.17     | 0.01%             | 2052-04-20      | Floating      | 0.06%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST                              | JPMCC 2022-NLP A                                       | CUSIP: 466317AA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    544779 | PA      | $540012.65    | 0.18%             | 2037-04-15      | Floating      | 4.25%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                             | FN FS9453                                              | CUSIP: 3140XRQF5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    740147 | PA      | $716116.13    | 0.23%             | 2053-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                         | OKE 6.25 10/15/55                                      | CUSIP: 682680DD2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    575000 | PA      | $565045.19    | 0.18%             | 2055-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                     | TDG 7.125 12/01/31 144A                                | CUSIP: 893647BT3<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103627.00    | 0.03%             | 2031-12-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| MINERAL RESOURCES LTD                                                             | MINAU 6 05/01/32 144A                                  | CUSIP: 603051AG8<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |     75000 | PA      | $74418.54     | 0.02%             | 2032-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| WEATHERFORD INTERNATIONAL LTD (BM)                                                | WFRD 6.75 10/15/33 144A                                | CUSIP: 947075AW7<br>LEI: 549300A2JKMG5PGOGF82 | Long             | DBT              | CORP              | BM        |    100000 | PA      | $103743.98    | 0.03%             | 2033-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ARIZONA PUBLIC SERVICE COMPANY                                                    | PNW 5.7 08/15/34                                       | CUSIP: 040555DH4<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |    575000 | PA      | $594507.60    | 0.19%             | 2034-08-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| DIRECTV FINANCING LLC / DIRECTV FINANCING CO-OBLIGOR INC                          | DTV 8.875 02/01/30 144a                                | CUSIP: 254945AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $152770.80    | 0.05%             | 2030-02-01      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| BIOMARIN PHARMACEUTICAL INC                                                       | BMRN 5.5 02/15/34 144A                                 | CUSIP: 09061GAL5<br>LEI: NSLL8ITTRR0J5HEMR848 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99296.83     | 0.03%             | 2034-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                             | FNR 2021-54 HI                                         | CUSIP: 3136BGKA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    158277 | PA      | $18159.16     | 0.01%             | 2051-06-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST 2022-DNA3                                           | STACR 2022-DNA3 M2                                     | CUSIP: 35564KVE6<br>LEI: 5493000IS4M3TZMRB410 | Long             | ABS-O            | USGSE             | US        |    565000 | PA      | $582737.16    | 0.19%             | 2042-04-25      | Floating      | 8.00%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                                | ALLY V4.7 PERP C                                       | CUSIP: 02005NBN9<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    330000 | PA      | $317488.55    | 0.10%             | N/A             | Fixed         | 4.70%                 | No            |                  2 | On Loan: —       |
| EXETER AUTOMOBILE RECEIVABLES TRUST 2022-2                                        | EART 2022-2A E                                         | CUSIP: 30166QAG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    615000 | PA      | $595011.09    | 0.19%             | 2029-10-15      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| CATURUS ENERGY LLC                                                                | KTGLLC 7.125 05/15/31 144A                             | CUSIP: 149482AA9<br>LEI: 254900LM244SIFQ1QY31 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60165.47     | 0.02%             | 2031-05-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                                              | EIX V7.875 06/15/54                                    | CUSIP: 281020AZ0<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    335000 | PA      | $345565.90    | 0.11%             | 2054-06-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                   | FHR 4993 KS                                            | CUSIP: 3137FU6G4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   1331220 | PA      | $166262.17    | 0.05%             | 2050-07-25      | Floating      | 2.29%                 | No            |                  2 | On Loan: No      |
| MINERAL RESOURCES LTD                                                             | MINAU 7 04/01/31 144A                                  | CUSIP: 603051AF0<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |    150000 | PA      | $155695.18    | 0.05%             | 2031-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                          | GNR 2021-47 IO                                         | CUSIP: 38380RA75<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |   3409584 | PA      | $220920.59    | 0.07%             | 2061-03-16      | Variable      | 0.99%                 | No            |                  2 | On Loan: No      |
| CITIGROUP COMMERCIAL MORTGAGE TRUST 2018-B2                                       | CGCMT 2018-B2 D                                        | CUSIP: 17327FAJ5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1120000 | PA      | $846581.12    | 0.28%             | 2051-03-10      | Variable      | 3.30%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                          | GNR 2023-60 ES                                         | CUSIP: 38383XSW5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    358115 | PA      | $327533.19    | 0.11%             | 2053-04-20      | Floating      | 3.92%                 | No            |                  2 | On Loan: No      |
| TALOS PRODUCTION INC                                                              | TALO 9.375 02/01/31 144A                               | CUSIP: 87485LAE4<br>LEI: 549300GZ2DZZE2Y8TX15 | Long             | DBT              | CORP              | US        |    360000 | PA      | $383018.04    | 0.12%             | 2031-02-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE COMPANY LLC                                               | NSANY 1.85 09/16/26 144A                               | CUSIP: 65480CAC9<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |    650000 | PA      | $641284.88    | 0.21%             | 2026-09-16      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST 2026-ACES1                                               | JPMMT 2026-ACES1 A2                                    | CUSIP: 46664MAH4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    465000 | PA      | $459575.87    | 0.15%             | 2065-10-25      | Variable      | 8.15%                 | No            |                  2 | On Loan: No      |
| RETAINED VANTAGE DATA CENTERS ISSUER LLC                                          | VDCR 2023-1A A2A                                       | CUSIP: 76134KAA2<br>LEI: 254900N4NW6XZ9B4HM15 | Long             | ABS-O            | CORP              | US        |    435000 | PA      | $432882.99    | 0.14%             | 2048-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                   | FHR 5547 ES                                            | CUSIP: 3137HLKW1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    670289 | PA      | $51941.66     | 0.02%             | 2055-06-25      | Floating      | 3.35%                 | No            |                  2 | On Loan: No      |
| FLAGSHIP CREDIT AUTO TRUST 2022-1                                                 | FCAT 2022-1 D                                          | CUSIP: 33845VAG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    780000 | PA      | $765261.35    | 0.25%             | 2028-03-15      | Fixed         | 3.64%                 | No            |                  2 | On Loan: No      |
| ZAYO ISSUER LLC                                                                   | ZAYO 2025-3A A2                                        | CUSIP: 98919WAN3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    710000 | PA      | $706745.79    | 0.23%             | 2055-10-20      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                                                    | BNP V3.052 01/13/31 144A                               | CUSIP: 09659W2K9<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    440000 | PA      | $413208.58    | 0.13%             | 2031-01-13      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| PATTERN ENERGY OPERATIONS LP                                                      | PEGI 4.5 08/15/28 144A                                 | CUSIP: 70339PAA7<br>LEI: 254900P898KPCM50SP51 | Long             | DBT              | CORP              | US        |     75000 | PA      | $73687.17     | 0.02%             | 2028-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2015-C22                       | MSBAM 2015-C22 D                                       | CUSIP: 61690FAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    900000 | PA      | $357399.00    | 0.12%             | 2048-04-17      | Variable      | 4.10%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                          | GNR 2018-173 ZA                                        | CUSIP: 38380MYW5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    566809 | PA      | $424978.34    | 0.14%             | 2060-07-16      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MINERAL RESOURCES LTD                                                             | MINAU 9.25 10/01/28 144A                               | CUSIP: 603051AE3<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |    206000 | PA      | $213805.45    | 0.07%             | 2028-10-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE SA                                                               | SOCGEN V2.889 06/09/32 144A                            | CUSIP: 83368RBD3<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    470000 | PA      | $423664.49    | 0.14%             | 2032-06-09      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| VEDANTA RESOURCES FINANCE II PLC                                                  | VEDLN 10.875 09/17/29 REGS                             | CUSIP: 000000000<br>LEI: 8945002DGA3BBXO3N634 | Long             | DBT              | CORP              | GB        |    390000 | PA      | $414308.36    | 0.13%             | 2029-09-17      | Fixed         | 10.88%                | No            |                  2 | On Loan: No      |
| AMERICAN AXLE & MANUFACTURING INC                                                 | AXL 7.75 10/15/33 144A                                 | CUSIP: 02406PBD1<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |     65000 | PA      | $63461.30     | 0.02%             | 2033-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                   | FHR 5472 SB                                            | CUSIP: 3137HHEW7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   4280053 | PA      | $163494.62    | 0.05%             | 2054-11-25      | Floating      | 1.70%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINES OPERATING CO LLC                                               | CPGX 5.962 02/15/55 144A                               | CUSIP: 19828TAH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1040000 | PA      | $1014294.00   | 0.33%             | 2055-02-15      | Fixed         | 5.96%                 | No            |                  2 | On Loan: No      |
| HUDSON YARDS 2025-SPRL MORTGAGE TRUST                                             | HY 2025-SPRL D                                         | CUSIP: 44855PAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    345000 | PA      | $353643.35    | 0.11%             | 2040-01-13      | Variable      | 6.55%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MORTGAGE LOAN TRUST 2025-4                                              | CMLTI 2025-4 A2                                        | CUSIP: 17332NAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    310046 | PA      | $308604.75    | 0.10%             | 2055-10-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                             | CAS 2024-R02 1B1                                       | CUSIP: 20754GAF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    220000 | PA      | $222745.93    | 0.07%             | 2044-02-25      | Floating      | 6.15%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                          | GNR 2021-1 IT                                          | CUSIP: 38382MV97<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGSE             | US        |   1121895 | PA      | $192102.56    | 0.06%             | 2051-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TIDEWATER INC                                                                     | TDW 9.125 07/15/30 144A                                | CUSIP: 88642RAE9<br>LEI: 2549000JA5GRUPLMUH98 | Long             | DBT              | CORP              | US        |    190000 | PA      | $204534.62    | 0.07%             | 2030-07-15      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| DIAMOND FOREIGN ASSET COMPANY / DIAMOND FINANCE LLC                               | DO 8.5 10/01/30 144A                                   | CUSIP: 25260WAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    180000 | PA      | $189814.32    | 0.06%             | 2030-10-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| MAJORDRIVE HOLDINGS IV LLC                                                        | CLUCAR 6.375 06/01/29 144A                             | CUSIP: 56085RAA8<br>LEI: 25490044R1FR5N8FIT62 | Long             | DBT              | CORP              | US        |     85000 | PA      | $71075.95     | 0.02%             | 2029-06-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUEMINES LNG LLC                                                | VEGLPL 6.5 01/15/34 144A                               | CUSIP: 922966AC0<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    150000 | PA      | $157125.15    | 0.05%             | 2034-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GLOBAL PARTNERS LP                                                                | GLP 6.875 01/15/29                                     | CUSIP: 37954FAJ3<br>LEI: 549300PCHWTW9P4DU444 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151377.45    | 0.05%             | 2029-01-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| MINERAL RESOURCES LTD                                                             | MINAU 8.5 05/01/30 144A                                | CUSIP: 603051AD5<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |    350000 | PA      | $360516.83    | 0.12%             | 2030-05-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                     | TDG 6 01/15/33 144A                                    | CUSIP: 893647BW6<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100955.97    | 0.03%             | 2033-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS INC                                                         | RCICN V7 04/15/55                                      | CUSIP: 775109DG3<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    190000 | PA      | $193931.10    | 0.06%             | 2055-04-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ROCK TRUST 2024-CNTR                                                              | ROCC 2024-CNTR C                                       | CUSIP: 74970WAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    455000 | PA      | $469959.54    | 0.15%             | 2041-11-15      | Fixed         | 6.47%                 | No            |                  2 | On Loan: No      |
| STENA INTERNATIONAL SA                                                            | STENA 7.625 02/15/31 144A                              | CUSIP: 85858EAE3<br>LEI: 213800A4LTGG4W55QP46 | Long             | DBT              | CORP              | LU        |    750000 | PA      | $768753.75    | 0.25%             | 2031-02-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| JANE STREET GROUP LLC                                                             | JANEST 6.75 05/01/33 144A                              | CUSIP: 47077WAE8<br>LEI: 5493002N1IVX6KHGYO08 | Long             | DBT              | CORP              | US        |     60000 | PA      | $61638.66     | 0.02%             | 2033-05-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                          | GNR 2020-168 IA                                        | CUSIP: 38380REA4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |   1458726 | PA      | $101704.26    | 0.03%             | 2062-12-16      | Variable      | 0.97%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                             | FN MA5353                                              | CUSIP: 31418E5P1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    431990 | PA      | $434622.32    | 0.14%             | 2054-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I LP / HILCORP FINANCE CO                                          | HILCRP 6 02/01/31 144A                                 | CUSIP: 431318AV6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $296489.25    | 0.10%             | 2031-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE LTD / AIRCASTLE IRELAND DAC                                             | AYR 5 09/15/30 144A                                    | CUSIP: 00929JAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    525000 | PA      | $524711.70    | 0.17%             | 2030-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GARDEN SPINCO CORP                                                                | NEOG 8.625 07/20/30 144A                               | CUSIP: 365417AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     75000 | PA      | $78849.60     | 0.03%             | 2030-07-20      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| AAR CORP                                                                          | AIR 6.75 03/15/29 144A                                 | CUSIP: 00253PAA6<br>LEI: MP76T5YQX3YK5VVAQ802 | Long             | DBT              | CORP              | US        |    140000 | PA      | $144221.42    | 0.05%             | 2029-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BUCKEYE PARTNERS LP                                                               | BPL 6.875 07/01/29 144A                                | CUSIP: 118230AV3<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |    250000 | PA      | $258126.75    | 0.08%             | 2029-07-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CLIP 2026-NQM1 TR                                                                 | CLIP 2026-NQM1 A1                                      | CUSIP: 12570SAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    615000 | PA      | $614627.00    | 0.20%             | 2071-05-25      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS INC                                                         | RCICN V7.125 04/15/55                                  | CUSIP: 775109DH1<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    135000 | PA      | $139267.42    | 0.05%             | 2055-04-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                             | FNR 2021-34 IS                                         | CUSIP: 3136BHVP1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |   2459794 | PA      | $50775.57     | 0.02%             | 2042-11-25      | Floating      | 0.18%                 | No            |                  2 | On Loan: No      |
| VALLOUREC SA                                                                      | VKFP 7.5 04/15/32 144A                                 | CUSIP: 92023RAA8<br>LEI: 969500P2Q1B47H4MCJ34 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $210879.00    | 0.07%             | 2032-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST 2024-INV1                                                | JPMMT 2024-INV1 A4                                     | CUSIP: 46658PAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    341553 | PA      | $342574.32    | 0.11%             | 2055-04-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                                  | PARA 4.2 06/01/29                                      | CUSIP: 124857AZ6<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96342.51     | 0.03%             | 2029-06-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICATES WMALT SERIES 2005-AR18 TRUST | WAMU 2004-AR13 A2B                                     | CUSIP: 92922FB80<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     32445 | PA      | $31658.31     | 0.01%             | 2034-11-25      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| NYC COMMERCIAL MORTGAGE TRUST 2021-909                                            | NYC 2025-1155 E                                        | CUSIP: 67122BAF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    635000 | PA      | $629733.82    | 0.20%             | 2042-06-12      | Variable      | 7.60%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES CORP TRUST 2012-BWTR                                       | GSMS 2012-BWTR A                                       | CUSIP: 36192RAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    467431 | PA      | $409972.47    | 0.13%             | 2034-11-07      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                   | FHR 5031 IQ                                            | CUSIP: 3137FXFB9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    447173 | PA      | $70053.03     | 0.02%             | 2050-10-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                     | TDG 6.375 05/31/33 144A                                | CUSIP: 893647BY2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    300000 | PA      | $302306.70    | 0.10%             | 2033-05-31      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| BUCKEYE PARTNERS LP                                                               | BPL 6.75 02/01/30 144A                                 | CUSIP: 118230AW1<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103448.50    | 0.03%             | 2030-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| HARBORVIEW MORTGAGE LOAN TRUST 2005-4                                             | HVMLT 2005-2 2A1A                                      | CUSIP: 41161PLR2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     53487 | PA      | $51967.46     | 0.02%             | 2035-05-19      | Floating      | 4.22%                 | No            |                  2 | On Loan: No      |
| EVERGY KANSAS CENTRAL INC                                                         | EVRG 5.25 03/15/35                                     | CUSIP: 30036FAD3<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1259953.13   | 0.41%             | 2035-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE MORTGAGE TRUST INC                                                     | BXMT 7.75 12/01/29 144A                                | CUSIP: 09257WAF7<br>LEI: 549300OLDJ20R2Y2UW20 | Long             | DBT              | CORP              | US        |    145000 | PA      | $153807.16    | 0.05%             | 2029-12-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| MERLIN ENTERTAINMENTS GROUP US HOLDINGS INC                                       | MERLLN 7.375 02/15/31 144A                             | CUSIP: 59010UAA5<br>LEI: 549300HBQPPKS1187K54 | Long             | DBT              | CORP              | US        |    200000 | PA      | $164892.10    | 0.05%             | 2031-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| DIRECTV FINANCING LLC / DIRECTV FINANCING CO-OBLIGOR INC                          | DTV 5.875 08/15/27 144A                                | CUSIP: 25461LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     82000 | PA      | $82060.84     | 0.03%             | 2027-08-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                                  | PARA 6.875 04/30/36                                    | CUSIP: 925524AX8<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    100000 | PA      | $93025.20     | 0.03%             | 2036-04-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: —       |
| AMERICAN AIRLINES INC                                                             | AAL 3.95 07/11/30 B                                    | CUSIP: 02376LAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    202075 | PA      | $192709.71    | 0.06%             | 2030-07-11      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                   | FHR 5531 SD                                            | CUSIP: 3137HKSD7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   1709080 | PA      | $108398.93    | 0.04%             | 2055-04-25      | Floating      | 2.25%                 | No            |                  2 | On Loan: No      |
| LAMAR MEDIA CORP (DELAWARE)                                                       | LAMR 4.875 01/15/29                                    | CUSIP: 513075BW0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $297866.13    | 0.10%             | 2029-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| GLS AUTO RECEIVABLES ISSUER TRUST 2024-3                                          | GCAR 2024-3A D                                         | CUSIP: 37989AAL8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    660000 | PA      | $666630.76    | 0.22%             | 2031-02-18      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| PBF HOLDING COMPANY LLC / PBF FINANCE CORP                                        | PBFENE 9.875 03/15/30 144A                             | CUSIP: 69318FAM0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     55000 | PA      | $59098.27     | 0.02%             | 2030-03-15      | Fixed         | 9.88%                 | No            |                  2 | On Loan: —       |
| MILL CITY MORTGAGE LOAN TRUST 2018-3                                              | MCMLT 2018-3 B2                                        | CUSIP: 59980XAL1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1092671 | PA      | $839934.67    | 0.27%             | 2058-08-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                             | CAS 2024-R03 2M2                                       | CUSIP: 207941AB1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    200000 | PA      | $201812.00    | 0.07%             | 2044-03-25      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                                               | GPN 4.875 11/15/30                                     | CUSIP: 37940XAW2<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    535000 | PA      | $525813.56    | 0.17%             | 2030-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| STUDIO CITY FINANCE LTD                                                           | STCITY 5 01/15/29 144A                                 | CUSIP: 86389QAG7<br>LEI: 254900D6R731QAUIG324 | Long             | DBT              | CORP              | VG        |    490000 | PA      | $466985.25    | 0.15%             | 2029-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PAPA JOHN'S INTERNATIONAL INC                                                     | PZZA 3.875 09/15/29 144A                               | CUSIP: 698813AA0<br>LEI: HZYLD3DK5XOX0WBVNB56 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95719.30     | 0.03%             | 2029-09-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| TALOS PRODUCTION INC                                                              | TALO 9 02/01/29 144A                                   | CUSIP: 87485LAD6<br>LEI: 549300GZ2DZZE2Y8TX15 | Long             | DBT              | CORP              | US        |    300000 | PA      | $312967.80    | 0.10%             | 2029-02-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| ARIZONA PUBLIC SERVICE COMPANY                                                    | PNW 6.35 12/15/32                                      | CUSIP: 040555DE1<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |    665000 | PA      | $709893.23    | 0.23%             | 2032-12-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| KEYCORP                                                                           | KEY V6.401 03/06/35                                    | CUSIP: 49326EEP4<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |    240000 | PA      | $255155.34    | 0.08%             | 2035-03-06      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Extended Stay America Trust 2026-ESH2                                             | ESA 2026-ESH2 D                                        | CUSIP: 30227WAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    545362 | PA      | $547407.10    | 0.18%             | 2043-02-18      | Floating      | 5.90%                 | No            |                  2 | On Loan: No      |
| APLD COMPUTECO LLC                                                                | APLD 9.25 12/15/30 144A                                | CUSIP: 00202DAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    115000 | PA      | $123611.76    | 0.04%             | 2030-12-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                   | FHR 5363 PO                                            | CUSIP: 3137HB5E0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    235450 | PA      | $199138.29    | 0.06%             | 2053-12-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                                                               | SIRI 5 08/01/27 144A                                   | CUSIP: 82967NBA5<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |    334000 | PA      | $333039.05    | 0.11%             | 2027-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SKYMILES IP LTD / DELTA AIR LINE INC                                              | DAL 4.75 10/20/28 144A                                 | CUSIP: 830867AB3<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    879167 | PA      | $879861.11    | 0.29%             | 2028-10-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL COMPANY (THE)                                                        | DOW 5.65 03/15/36                                      | CUSIP: 260543DP5<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    550000 | PA      | $548061.18    | 0.18%             | 2036-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: —       |
| Great Outdoors Group LLC                                                          | GREAT OUTDOORS G 01/16/32                              | CUSIP: 07014QAP6<br>LEI: 549300IYLDI2E8I2AU46 | Long             | LON              | CORP              | US        |    493750 | PA      | $496116.05    | 0.16%             | 2032-01-23      | Floating      | 6.90%                 | No            |                  2 | On Loan: No      |
| BLACKROCK TREASURY TRUST                                                          | BLACKROCK TREASURY TRUST                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | RF                | US        |   4428969 | NS      | $4428969.08   | 1.44%             |  |  |  | No            |                  1 | On Loan: No      |
| MILL CITY MORTGAGE LOAN TRUST 2018-3                                              | MCMLT 2018-3 B1                                        | CUSIP: 59980XAK3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    406134 | PA      | $340319.04    | 0.11%             | 2058-08-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| BOYNE USA INC                                                                     | BIGSKY 4.75 05/15/29 144A                              | CUSIP: 103557AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $244392.80    | 0.08%             | 2029-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| RHP HOTEL PROPERTIES LP                                                           | RHP 5.75 03/15/34 144A                                 | CUSIP: 74984CAA6<br>LEI: 549300SJMSMA2471GA96 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74550.59     | 0.02%             | 2034-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| COMPASS GROUP DIVERSIFIED HOLDINGS LLC                                            | CODI 5.25 04/15/29 144A                                | CUSIP: 20451RAB8<br>LEI: 549300I6PTUQPX21TE93 | Long             | DBT              | CORP              | US        |    133818 | PA      | $126637.67    | 0.04%             | 2029-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                          | GNR 2023-59 YC                                         | CUSIP: 38383XXB5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    557235 | PA      | $608549.87    | 0.20%             | 2051-09-20      | Variable      | 7.09%                 | No            |                  2 | On Loan: No      |
| TENNECO LLC                                                                       | TENINC 8 11/17/28 144A                                 | CUSIP: 880349AU9<br>LEI: 549300U0EXXFAQFAD785 | Long             | DBT              | CORP              | US        |    375000 | PA      | $379455.75    | 0.12%             | 2028-11-17      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| PBF HOLDING COMPANY LLC / PBF FINANCE CORP                                        | PBFENE 6 02/15/28                                      | CUSIP: 69318FAJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $99913.15     | 0.03%             | 2028-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| KORN FERRY                                                                        | KFY 4.625 12/15/27 144A                                | CUSIP: 50067PAA7<br>LEI: 549300FOD20OM0GT5G40 | Long             | DBT              | CORP              | US        |    175000 | PA      | $173499.81    | 0.06%             | 2027-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2025-CRM1                                               | TPMT 2026-1 A1A                                        | CUSIP: 891959AA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    482346 | PA      | $477834.48    | 0.16%             | 2066-01-25      | Variable      | 4.11%                 | No            |                  2 | On Loan: No      |
| Aspire Mortgage Trust 2026-1                                                      | SPIRE 2026-1 A1                                        | CUSIP: 04539FAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    485713 | PA      | $482787.80    | 0.16%             | 2066-01-25      | Variable      | 4.86%                 | No            |                  2 | On Loan: No      |
| CLEARWAY ENERGY OPERATING LLC                                                     | CWENA 4.75 03/15/28 144A                               | CUSIP: 18539UAC9<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |    425000 | PA      | $422298.45    | 0.14%             | 2028-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                                                             | QUIKHO 6.75 03/01/33 144A                              | CUSIP: 74843PAB6<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |    115000 | PA      | $116617.45    | 0.04%             | 2033-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BELLRING BRANDS INC                                                               | BRBR 7 03/15/30 144A                                   | CUSIP: 07831CAA1<br>LEI: 549300S3BOK5CMTS8054 | Long             | DBT              | CORP              | US        |    200000 | PA      | $203099.03    | 0.07%             | 2030-03-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                                                               | SIRI 5.875 04/15/32 144A                               | CUSIP: 82966BAA3<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |     75000 | PA      | $73746.92     | 0.02%             | 2032-04-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| RAVEN ACQUISITION HOLDINGS LLC                                                    | RCM 6.875 11/15/31 144A                                | CUSIP: 75420NAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     75000 | PA      | $74242.62     | 0.02%             | 2031-11-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| UNITED NATURAL FOODS INC                                                          | UNFI 6.75 10/15/28 144A                                | CUSIP: 911163AA1<br>LEI: 549300GKGW6WPZ282D40 | Long             | DBT              | CORP              | US        |    119000 | PA      | $119074.61    | 0.04%             | 2028-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| MINERAL RESOURCES LTD                                                             | MINAU 6.25 05/01/34 144A                               | CUSIP: 603051AH6<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |     60000 | PA      | $59245.63     | 0.02%             | 2034-05-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| LUNA 1.5 SARL                                                                     | URBPIK 12 07/01/32 144A                                | CUSIP: 550356AA7<br>LEI: 64884UZ60Y77J5XK5C41 | Long             | DBT              | CORP              | LU        |     55000 | PA      | $58442.86     | 0.02%             | 2032-07-01      | Fixed         | 12.00%                | No            |                  2 | On Loan: No      |
| TALLGRASS ENERGY PARTNERS LP                                                      | TEP 5.5 01/15/28 144A                                  | CUSIP: 87470LAD3<br>LEI: 549300IQ3DN0F3VERF65 | Long             | DBT              | CORP              | US        |    600000 | PA      | $598555.14    | 0.19%             | 2028-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL 2025-SFR3 TRUST                                              | PROG 2025-SFR3 D                                       | CUSIP: 74334BAG2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    540000 | PA      | $492330.58    | 0.16%             | 2042-07-17      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| PLS GROUP LTD                                                                     | PLSAU 6.875 05/01/31 144A                              | CUSIP: 69393GAA2<br>LEI: 5299000VV1CZVF5K9C16 | Long             | DBT              | CORP              | AU        |    155000 | PA      | $158662.94    | 0.05%             | 2031-05-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| YUM! BRANDS INC                                                                   | YUM 5.375 04/01/32                                     | CUSIP: 988498AR2<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100069.90    | 0.03%             | 2032-04-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2019-B9 MORTGAGE TRUST                                                  | BMARK 2019-B9 C                                        | CUSIP: 08160JAK3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    600000 | PA      | $529244.58    | 0.17%             | 2052-03-15      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                   | FR SD3392                                              | CUSIP: 3132DQXV3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    260479 | PA      | $263523.24    | 0.09%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                     | C V2.52 11/03/32                                       | CUSIP: 172967NE7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    560000 | PA      | $496334.23    | 0.16%             | 2032-11-03      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| IAMGOLD CORP                                                                      | IMGCN 5.75 10/15/28 144A                               | CUSIP: 450913AF5<br>LEI: 254900E7II30XAB9LA72 | Long             | DBT              | CORP              | CA        |    275000 | PA      | $273304.87    | 0.09%             | 2028-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                                  | CSCHLD 5.75 01/15/30 144A                              | CUSIP: 126307BA4<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    200000 | PA      | $71012.70     | 0.02%             | 2030-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| TREEHOUSE FOODS INC                                                               | THS 7.75 02/11/33 144A                                 | CUSIP: 456142AA6<br>LEI: 5493007M7EVHE470Q576 | Long             | DBT              | CORP              | US        |    215000 | PA      | $217258.82    | 0.07%             | 2033-02-11      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                          | GNR 2023-86 SE                                         | CUSIP: 38384A3B7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    714711 | PA      | $107157.50    | 0.03%             | 2050-09-20      | Floating      | 3.01%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                                                             | QUIKHO 6.375 03/01/32 144A                             | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |    315000 | PA      | $319970.08    | 0.10%             | 2032-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| ALPHA STAR HOLDING IX LTD                                                         | DAMACR 7 08/26/28                                      | CUSIP: 000000000<br>LEI: 254900IL2SBV9ANGBE89 | Long             | DBT              | CORP              | AE        |    200000 | PA      | $198773.14    | 0.06%             | 2028-08-26      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ANTERO MIDSTREAM PARTNERS LP                                                      | AM 5.75 01/15/28 144A                                  | CUSIP: 03690AAF3<br>LEI: 529900HFO1BDEIT4QU11 | Long             | DBT              | CORP              | US        |    300000 | PA      | $299959.56    | 0.10%             | 2028-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                              | B 0 05/05/26                                           | CUSIP: 912797TL1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1245000 | PA      | $1244510.30   | 0.40%             | 2026-05-05      | None          | 0.00%                 | No            |                  2 | On Loan: —       |
| RIVERS ENTERPRISE BORROWER LLC / RIVERS ENTERPRISE FINANCE CORP                   | RIVENT 6.25 10/15/30 144A                              | CUSIP: 76884GAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $203454.40    | 0.07%             | 2030-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| WYNDHAM HOTELS & RESORTS INC                                                      | WH 5.625 03/01/33 144A                                 | CUSIP: 98311AAE5<br>LEI: 549300FE3MQ4RVXXC673 | Long             | DBT              | CORP              | US        |    140000 | PA      | $138538.29    | 0.05%             | 2033-03-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| CALDERYS FINANCING LLC                                                            | CALDER 11.25 06/01/28 144A                             | CUSIP: 128786AA8<br>LEI: 254900ZIKDM74XNEFV84 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102905.10    | 0.03%             | 2028-06-01      | Fixed         | 11.25%                | No            |                  2 | On Loan: No      |
| ALBERTSONS COMPANIES INC                                                          | ACI 5.625 03/31/32 144A                                | CUSIP: 01309QAE8<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49325.81     | 0.02%             | 2032-03-31      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                             | CAS 2022-R01 1B2                                       | CUSIP: 20754LAJ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    425000 | PA      | $436853.25    | 0.14%             | 2041-12-26      | Floating      | 9.65%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2018-BIOA                                            | BX 2026-VLT9 C                                         | CUSIP: 05618UAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    480000 | PA      | $478950.00    | 0.16%             | 2045-03-15      | Floating      | 6.20%                 | No            |                  2 | On Loan: No      |
| ASBURY AUTOMOTIVE GROUP INC                                                       | ABG 4.75 03/01/30                                      | CUSIP: 043436AV6<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |    250000 | PA      | $243471.43    | 0.08%             | 2030-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATING COMPANY INC                                             | HLT 5.5 03/31/34 144A                                  | CUSIP: 432833AT8<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99260.96     | 0.03%             | 2034-03-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                             | FN MA5108                                              | CUSIP: 31418EVA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    771830 | PA      | $791768.13    | 0.26%             | 2053-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| WESTERN ALLIANCE BANK                                                             | WAL V6.537 11/15/35                                    | CUSIP: 95758BCL1<br>LEI: SI7YQSVPFZBSQ878IC17 | Long             | DBT              | CORP              | US        |    425000 | PA      | $420121.00    | 0.14%             | 2035-11-15      | Fixed         | 6.54%                 | No            |                  2 | On Loan: No      |
| CORE SCIENTIFIC FINANCE I LLC                                                     | CORZ 7.75 05/15/31 144A                                | CUSIP: 21874LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    395000 | PA      | $394014.16    | 0.13%             | 2031-05-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| UWM MORTGAGE TRUST 2021-INV5                                                      | UWM 2021-INV5 A14                                      | CUSIP: 90355DAY9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    824927 | PA      | $705055.36    | 0.23%             | 2052-01-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-06-26

**Name of Applicant:** New York Life Investments Active ETF Trust

**Signature:** Adefolahan Oyefeso

**Name of Signer:** Adefolahan Oyefeso

**Title:** Director and Vice President, IndexIQ