# EDGAR Filing Document

**Accession Number:** 0001091439
**File Stem:** 0001004726-26-004475
**Filing Date:** 2026-6
**Character Count:** 478148
**Document Hash:** 3beb2af49d0b766dbd54873b59a05fc5
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001004726-26-004475.hdr.sgml**: 20260601

**ACCESSION NUMBER**: 0001004726-26-004475

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20260331

**FILED AS OF DATE**: 20260601

**DATE AS OF CHANGE**: 20260601

**PERIOD START**: 20261231

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-09491
- **FILM NUMBER:** 261049316

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

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

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

## Series and Classes Contracts Data

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Minneapolis

  - **State:** MN

  - **Foreign country:** US

  - **Zip / Postal Code:** 55416

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

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

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

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

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

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

- **a. Date of fiscal year-end:** 2026-12-31

- **b. Date as of which information is reported:** 2026-03-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $130352576.67

**Total Liabilities:** $5377439.08

**Net Assets:** $124975137.59

**Delayed Delivery Securities:** $286493.75

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -171.34809089 | **1-Year:** -2921.30611882 | **5-Year:** -9995.97372397 | **10-Year:** -7417.49867853 | **30-Year:** -1628.42092234

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

- **3-Month:** -40.49487821 | **1-Year:** -1053.06672338 | **5-Year:** -2515.11113379 | **10-Year:** -813.15589272 | **30-Year:** -135.73989988

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000116967 | 0.12%                | 1.73%                | -2.05%               |
| Class ID C000173961 | 0.12%                | 1.82%                | -2.03%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-211830.57              | $-3163.92                                  |
| Month 2  | $-368261.38              | $2126213.13                                |
| Month 3  | $-15287.68               | $-3624447.09                               |

**Designated Index Information**

- **Index Name:** Securities Portfolio

- **Index Identifier:** N/A

### Schedule of Portfolio Investments

| Name                                                              | Title                                              | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| NEXSTAR MEDIA INC.                                                | NEXSTAR MEDIA INC                                  | CUSIP: 65346UAB5<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15112.50     | 0.01%             | 2033-09-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| CALIFORNIA RESOURCES CORPORATION                                  | CALIFORNIA RESOURCES CRP                           | CUSIP: 13057QAK3<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15675.00     | 0.01%             | 2029-06-15      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                        | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36180M2R7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     25107 | PA      | $23288.34     | 0.02%             | 2043-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 01F032633<br>LEI: B1V7KEBTPIMZEU4LTD58 | Short            | ABS-MBS          | USGSE             | US        |    -75000 | PA      | $-68754.98    | -0.06%            | 2056-03-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ZF NORTH AMERICA CAPITAL, INC.                                    | ZF NA CAPITAL                                      | CUSIP: 98877DAG0<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9500.00      | 0.01%             | 2032-04-23      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| VERISK ANALYTICS, INC.                                            | VERISK ANALYTICS INC                               | CUSIP: 92345YAP1<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14740.07     | 0.01%             | 2031-03-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Transocean Aquila Limited                                         | TRANSOCEAN AQUILA LTD                              | CUSIP: 893790AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |      7231 | PA      | $7393.46      | 0.01%             | 2028-09-30      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| BARINGS CLO LTD                                                   | BARINGS CLO LTD 2020 IV                            | CUSIP: 06762BAS9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $249879.20    | 0.20%             | 2037-10-20      | Floating      | 5.04%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132J92P2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     14160 | PA      | $13662.82     | 0.01%             | 2043-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Smyrna Ready Mix Concrete, LLC                                    | SMYRNA READY MIX CONCRETE LLC                      | CUSIP: 85236FAA1<br>LEI: 549300S7RFWHQFOIOY93 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24812.50     | 0.02%             | 2028-11-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| BLACKROCK LIQUIDITY FUNDS FEDFUND PORTFOLIO                       | BLACKROCK LIQUIDITY FEDFUND INSTITUTIONAL SHARES   | CUSIP: 09248U700<br>LEI: N/A                  | Long             | STIV             | RF                | US        |   1155163 | NS      | $1155162.69   | 0.92%             |  |  |  | No            |                  1 | On Loan: No      |
| JETBLUE AIRWAYS CORPORATION                                       | JETBLUE AIRWAYS LOYALTY                            | CUSIP: 476920AA1<br>LEI: 54930070J9H97ZO93T57 | Long             | DBT              | CORP              | US        |     22000 | PA      | $20790.00     | 0.02%             | 2031-09-20      | Fixed         | 9.88%                 | Yes           |                  2 | On Loan: No      |
| GGAM MASTER TRUST INTERNATIONAL LTD                               | GGAM MASTER TRUST INTERNATIONAL LTD                | CUSIP: 36173XAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    226808 | PA      | $225991.29    | 0.18%             | 2060-09-30      | Fixed         | 5.92%                 | Yes           |                  2 | On Loan: No      |
| LEVEL 3 FINANCING, INC.                                           | LEVEL 3 FINANCING INC                              | CUSIP: 527298CN1<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20425.00     | 0.02%             | 2034-03-31      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| LONZA SPECIALTY INGREDIENTS TERM B                                | LONZA SPECIALTY INGREDIENTS TERM B                 | CUSIP: L4780EAC8<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |     49550 | PA      | $43149.37     | 0.03%             | 2028-07-03      | Floating      | 7.72%                 | Yes           |                  2 | On Loan: No      |
| STAR HOLDING LLC                                                  | STAR HOLDING LLC                                   | CUSIP: 85513AAA6<br>LEI: 254900BDGPE9N1WAKD59 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10137.50     | 0.01%             | 2031-08-01      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31401WEM7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       527 | PA      | $530.00       | 0.00%             | 2033-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA RESOURCES CORPORATION                                  | CALIFORNIA RESOURCES CORP                          | CUSIP: 13057QAL1<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20100.00     | 0.02%             | 2034-01-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 312946Q25<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     18967 | PA      | $18757.92     | 0.02%             | 2041-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNITI SERVICES LLC                                                | UNITI GROUP LP UNITI GROUP FINANCE 2019 INC        | CUSIP: 91327CAA6<br>LEI: 549300KT9GVEBYCD2N29 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25437.50     | 0.02%             | 2032-06-15      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| UBER TECHNOLOGIES, INC.                                           | UBER TECHNOLOGIES INC                              | CUSIP: 90353TAT7<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |     57000 | PA      | $55516.63     | 0.04%             | 2031-01-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| JEFFERSON CAPITAL HOLDINGS, LLC                                   | JEFFERSON CAPITAL HOLDINGS LLC                     | CUSIP: 472481AC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      7000 | PA      | $7227.50      | 0.01%             | 2030-05-15      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132DTD23<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     28200 | PA      | $29851.87     | 0.02%             | 2054-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| HARVEST MIDSTREAM I, L.P.                                         | HARVEST MIDSTREAM I LP                             | CUSIP: 417558AB9<br>LEI: 549300DW5M17KJOXCY66 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20350.00     | 0.02%             | 2032-05-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138WFHL3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     69758 | PA      | $63379.45     | 0.05%             | 2045-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QSMX6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    231636 | PA      | $235971.06    | 0.19%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                         | SUNOCO LP                                          | CUSIP: 86765KAM1<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19775.00     | 0.02%             | 2031-07-15      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138EJLL0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9201 | PA      | $9487.91      | 0.01%             | 2034-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                        | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36179MX39<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     15454 | PA      | $14256.26     | 0.01%             | 2043-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TERAWULF INC.                                                     | TERAWULF INC                                       | CUSIP: 88080TAE4<br>LEI: 254900CVMW1SX2T78A64 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25393.75     | 0.02%             | 2032-05-01      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| PLYM COMMERCIAL MORTGAGE TRUST                                    | PLYM COMMERCIAL MORTGAGE TRUST 2026 IND            | CUSIP: 69292BAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $99251.32     | 0.08%             | 2043-03-15      | Floating      | 5.12%                 | Yes           |                  2 | On Loan: No      |
| CORNERSTONE BUILDING BRANDS, INC.                                 | CORNERSTONE BUILDING BRANDS INC                    | CUSIP: 21925DAB5<br>LEI: 549300IW41QEWQ6T0H29 | Long             | DBT              | CORP              | US        |      5000 | PA      | $2950.00      | 0.00%             | 2029-08-15      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING, LLC                             | CHARTER COMM OPT LLC CAP                           | CUSIP: 161175BT0<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    103000 | PA      | $75811.61     | 0.06%             | 2050-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| KOSMOS ENERGY LTD.                                                | KOSMOS ENERGY LTD                                  | CUSIP: 500688AH9<br>LEI: 213800YDFJ3OT9B5P157 | Long             | DBT              | CORP              | US        |     62000 | PA      | $48543.95     | 0.04%             | 2030-03-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL CORPORATION                                        | CARRIER GLOBAL CORP                                | CUSIP: 14448CBD5<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |      8000 | PA      | $8308.02      | 0.01%             | 2054-03-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| PBF HOLDING COMPANY LLC                                           | PBF HOLDING CO LLC                                 | CUSIP: 69318FAJ7<br>LEI: 549300TILVIIV9FLL461 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24875.00     | 0.02%             | 2028-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SABLE INTERNATIONAL FINANCE LIMITED                               | SABLE INTERNATIONAL FINANCE LTD                    | CUSIP: 785712AK6<br>LEI: 2138009IE9A35LO5JS73 | Long             | DBT              | CORP              | KY        |     31000 | PA      | $30457.50     | 0.02%             | 2032-10-15      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| WHIRLPOOL CORPORATION                                             | WHIRLPOOL CORP                                     | CUSIP: 963320BE5<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |     57000 | PA      | $53865.00     | 0.04%             | 2033-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                        | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 3617GM3Q3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     36959 | PA      | $35363.89     | 0.03%             | 2048-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DELL INTERNATIONAL L.L.C.                                         | DELL INTERNATIONAL LLC EMC CORP                    | CUSIP: 24703DBU4<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |    130000 | PA      | $126932.52    | 0.10%             | 2036-02-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK OF AUSTRALIA                                    | COMMONWEALTH BANK AUST                             | CUSIP: 202712BK0<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |    200000 | PA      | $191621.80    | 0.15%             | 2034-09-12      | Fixed         | 3.61%                 | Yes           |                  2 | On Loan: No      |
| JANE STREET GROUP, LLC                                            | JANE STREET GROUP JSG FINANCE INC                  | CUSIP: 47077WAE8<br>LEI: 5493002N1IVX6KHGYO08 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30450.00     | 0.02%             | 2033-05-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| THE GOLDMAN SACHS GROUP, INC.                                     | GOLDMAN SACHS GROUP INC                            | CUSIP: 38141GFD1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     90000 | PA      | $96425.82     | 0.08%             | 2037-10-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST                                      | BX COMMERCIAL MORTGAGE TRUST 2026 ALOHA            | CUSIP: 12434HAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $99990.82     | 0.08%             | 2043-04-15      | Floating      | 5.05%                 | Yes           |                  2 | On Loan: No      |
| MOLINA HEALTHCARE, INC.                                           | MOLINA HEALTHCARE INC                              | CUSIP: 60855RAM2<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |     31000 | PA      | $29876.25     | 0.02%             | 2033-01-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| FERTITTA ENTERTAINMENT, LLC                                       | FERTITTA ENTERTAINMENT LLC                         | CUSIP: 31556TAC3<br>LEI: 984500A0805D8V551D35 | Long             | DBT              | CORP              | US        |     48000 | PA      | $44640.00     | 0.04%             | 2030-01-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3128P7RY1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    106477 | PA      | $105740.54    | 0.08%             | 2032-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132QVYJ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      2755 | PA      | $2661.52      | 0.00%             | 2045-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MILLICOM INTERNATIONAL CELLULAR S.A.                              | MILLICOM INTL CELLULAR                             | CUSIP: 600814AR8<br>LEI: 549300CTHC1CP86P2G96 | Long             | DBT              | CORP              | LU        |     30000 | PA      | $27375.00     | 0.02%             | 2031-04-27      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| GLOBAL AIRCRAFT LEASING CO., LTD                                  | GLOBAL AIRCRAFT LEASING CO LTD                     | CUSIP: 37960JAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     32000 | PA      | $32440.00     | 0.03%             | 2027-09-01      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| PINE STREET TRUST II                                              | PINE STREET TRUST II                               | CUSIP: 72284LAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $90764.30     | 0.07%             | 2049-02-15      | Fixed         | 5.57%                 | Yes           |                  2 | On Loan: No      |
| VISTAJET MALTA FINANCE P.L.C.                                     | VISTAJET MALTA XO MGMT                             | CUSIP: 92840JAB5<br>LEI: 5299001UK94VGT0CPQ36 | Long             | DBT              | CORP              | MT        |     21000 | PA      | $18007.50     | 0.01%             | 2030-02-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| WHITE IRIS TEMP SHARES                                            | WHITE IRIS TEMP SHARES                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       327 | NS      | $4434.12      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EMRLD BORROWER LP                                                 | EMERALD DEBT MERGER SUB LLC                        | CUSIP: 29103CAA6<br>LEI: 5493000GJYE7GAQCUC61 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25437.50     | 0.02%             | 2030-12-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| WHIRLPOOL CORPORATION                                             | WHIRLPOOL CORP                                     | CUSIP: 963320BD7<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24250.00     | 0.02%             | 2030-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| MAGNETITE CLO, LIMITED                                            | MAGNETITE CLO LTD                                  | CUSIP: 55955LAS1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $249649.83    | 0.20%             | 2038-01-15      | Floating      | 4.91%                 | Yes           |                  2 | On Loan: No      |
| DCP MIDSTREAM OPERATING, LP                                       | DCP MIDSTREAM OPERATING LP                         | CUSIP: 23311VAH0<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60772.68     | 0.05%             | 2029-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| AECOM                                                             | AECOM                                              | CUSIP: 00766TAE0<br>LEI: 0EEB8GF0W0NPCIHZX097 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24968.75     | 0.02%             | 2033-08-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132KFL34<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     16493 | PA      | $15966.73     | 0.01%             | 2031-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP.                                             | TARGA RESOURCES CORP                               | CUSIP: 87612GAT8<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |     33000 | PA      | $32302.45     | 0.03%             | 2031-04-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                              | ONEMAIN FINANCE CORP                               | CUSIP: 682691AK6<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9825.00      | 0.01%             | 2032-09-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COMPANIES INC.                                      | BAUSCH HEALTH COS INC                              | CUSIP: 071734AQ0<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |      3000 | PA      | $3052.50      | 0.00%             | 2028-09-30      | Fixed         | 11.00%                | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY                                                    | MORGAN STANLEY                                     | CUSIP: 61747YFZ3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     82000 | PA      | $83194.00     | 0.07%             | 2031-04-17      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| KINETIK HOLDINGS LP                                               | KINETIK HOLDINGS LP                                | CUSIP: 49461MAB6<br>LEI: 549300RD6AJIMYC0HY12 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25406.25     | 0.02%             | 2028-12-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST                                      | BX TRUST                                           | CUSIP: 12433FAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    176795 | PA      | $176816.34    | 0.14%             | 2040-04-15      | Floating      | 5.12%                 | Yes           |                  2 | On Loan: No      |
| ICAHN ENTERPRISES L.P.                                            | ICAHN ENTERPRISES FIN                              | CUSIP: 451102CK1<br>LEI: 549300T0G4GS0SINS786 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9825.00      | 0.01%             | 2029-11-15      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| LIFEPOINT HEALTH, INC.                                            | LIFEPOINT HEALTH INC                               | CUSIP: 53219LAX7<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |     14000 | PA      | $14262.50     | 0.01%             | 2032-06-01      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                 | ROYAL BANK OF SCOTLAND GROUP PLC                   | CUSIP: 780097BP5<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    286000 | PA      | $280948.38    | 0.22%             | 2028-05-22      | Fixed         | 3.07%                 | No            |                  2 | On Loan: No      |
| MKS, INCORPORATED.                                                | MKS INC                                            | CUSIP: 55306NAB0<br>LEI: 549300KEQATBHAGVF505 | Long             | DBT              | CORP              | US        |      9000 | PA      | $14498.82     | 0.01%             | 2030-06-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| TAKEOFF MERGER SUB INC.                                           | TAKEOFF MERGER SUB INC                             | CUSIP: 873923AA4<br>LEI: 984500DF5ACB4A114F45 | Long             | DBT              | CORP              | US        |     42000 | PA      | $41775.64     | 0.03%             | 2028-03-24      | Fixed         | 4.40%                 | Yes           |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST, INC.                                     | STARWOOD PROPERTY TRUST INC                        | CUSIP: 85571BBD6<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15168.75     | 0.01%             | 2030-07-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| 1261229 B.C. LTD.                                                 | 1261229 BC LTD                                     | CUSIP: 68288AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     46000 | PA      | $47035.00     | 0.04%             | 2032-04-15      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| DELL INTERNATIONAL L.L.C.                                         | DELL INTERNATIONAL LLC EMC CORP                    | CUSIP: 24703DBT7<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |     75000 | PA      | $73836.83     | 0.06%             | 2032-10-06      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| DTP COMMERCIAL MORTGAGE TRUST                                     | DTP COMMERCIAL MORTGAGE TRUST 2023 STE2            | CUSIP: 23346GAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $101167.72    | 0.08%             | 2041-01-15      | Variable      | 6.04%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138EMUG4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    111913 | PA      | $110930.85    | 0.09%             | 2044-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                        | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36179VVX5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     84733 | PA      | $69909.59     | 0.06%             | 2050-10-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| TALEN ENERGY SUPPLY, LLC                                          | TALEN ENERGY SUPPLY LLC                            | CUSIP: 87422VAM0<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19775.00     | 0.02%             | 2034-02-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST                                      | BX 2021 LBA3 MORTGAGE TRUST                        | CUSIP: 05609PAN8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    302000 | PA      | $299938.30    | 0.24%             | 2036-10-15      | Floating      | 5.73%                 | Yes           |                  2 | On Loan: No      |
| NRG ENERGY, INC.                                                  | NRG ENERGY INC                                     | CUSIP: 629377CR1<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     25000 | PA      | $22899.93     | 0.02%             | 2031-02-15      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| RHP HOTEL PROPERTIES, LP                                          | RHP HOTEL PROPERTIES LP RHP FINANCE CORP           | CUSIP: 74984CAA6<br>LEI: 549300SJMSMA2471GA96 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9862.50      | 0.01%             | 2034-03-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST                                      | BX COMMERCIAL MORTGAGE TRUST 2026 XL6              | CUSIP: 12433NAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    122000 | PA      | $121395.13    | 0.10%             | 2043-03-15      | Floating      | 4.87%                 | Yes           |                  2 | On Loan: No      |
| JERSEY MIKES FUNDING LLC                                          | JERSEY MIKE S FUNDING LLC                          | CUSIP: 476681AE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     49750 | PA      | $50313.36     | 0.04%             | 2055-08-16      | Fixed         | 5.61%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                          | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 3622A2VZ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     94444 | PA      | $90729.45     | 0.07%             | 2046-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| APH SOMERSET INVESTOR 2 LLC                                       | APH APH2 APH23 AQUARIAN                            | CUSIP: 00188QAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     22000 | PA      | $19855.00     | 0.02%             | 2029-11-01      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| WALKER & DUNLOP, INC.                                             | WALKER DUNLOP INC                                  | CUSIP: 93148PAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $9700.00      | 0.01%             | 2033-04-01      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QMTE4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     73664 | PA      | $60477.68     | 0.05%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION, INC.                                          | WESCO DISTRIBUTION INC                             | CUSIP: 95081QAU8<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19750.00     | 0.02%             | 2034-04-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Petroleos Mexicanos                                               | PETROLEOS MEXICANOS                                | CUSIP: 71654QCC4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    662000 | PA      | $528772.50    | 0.42%             | 2047-09-21      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ZF NORTH AMERICA CAPITAL, INC.                                    | ZF NORTH AMERICA CAPITAL INC                       | CUSIP: 98877DAH8<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4875.00      | 0.00%             | 2031-03-24      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| MINERAL RESOURCES LIMITED                                         | MINERAL RESOURCES LTD                              | CUSIP: 603051AF0<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |     10000 | PA      | $10175.00     | 0.01%             | 2031-04-01      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| EQUITABLE HOLDINGS, INC.                                          | EQUITABLE HOLDINGS INC                             | CUSIP: 054561AN5<br>LEI: 549300FIBAKMNHPZ4009 | Long             | DBT              | CORP              | US        |     60000 | PA      | $59519.28     | 0.05%             | 2029-02-15      | Fixed         | 4.57%                 | Yes           |                  2 | On Loan: No      |
| DOMINO'S PIZZA MASTER ISSUER LLC                                  | DOMINOS PIZZA MASTER                               | CUSIP: 25755TAK6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    128860 | PA      | $127940.56    | 0.10%             | 2048-07-25      | Fixed         | 4.33%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                        | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36179VTV2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     46184 | PA      | $38104.28     | 0.03%             | 2050-09-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AASET TRUST                                                       | AASET 2024 1                                       | CUSIP: 00255JAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    225656 | PA      | $228721.42    | 0.18%             | 2049-05-16      | Fixed         | 6.26%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                        | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36202FQ74<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    147865 | PA      | $146777.00    | 0.12%             | 2041-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NOVELIS CORPORATION                                               | NOVELIS CORP                                       | CUSIP: 670001AN6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9787.50      | 0.01%             | 2033-08-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| TARGA RESOURCES CORP.                                             | TARGA RESOURCES CORP                               | CUSIP: 87612GAP6<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |     43000 | PA      | $43300.96     | 0.03%             | 2030-09-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| THE BOEING COMPANY                                                | BOEING CO THE                                      | CUSIP: 097023CY9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    214000 | PA      | $217323.85    | 0.17%             | 2030-05-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| NEPTUNE BIDCO US INC.                                             | NIELSEN HOLDINGS TERM                              | CUSIP: 64069JAK8<br>LEI: 549300VG15T3VCYZ4531 | Long             | LON              | CORP              | US        |     28000 | PA      | $26684.00     | 0.02%             | 2033-01-28      | Floating      | 8.76%                 | Yes           |                  2 | On Loan: No      |
| RIOT PLATFORMS, INC.                                              | RIOT PLATFORMS INC                                 | CUSIP: 767292AB1<br>LEI: 5299005LKZAJQDQZDF73 | Long             | DBT              | CORP              | US        |     31000 | PA      | $35402.31     | 0.03%             | 2030-01-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORPORATION                                      | TENET HEALTHCARE CORP                              | CUSIP: 88033GDV9<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10100.00     | 0.01%             | 2033-11-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| SUN COMMUNITIES OPERATING LIMITED PARTNERSHIP                     | SUN COMMUNITIES OPERATING LP                       | CUSIP: 866677AF4<br>LEI: 549300PUNBPJCGT6X741 | Long             | DBT              | CORP              | US        |     87000 | PA      | $82330.71     | 0.07%             | 2028-11-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST                                      | BX TRUST                                           | CUSIP: 05611VAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     79918 | PA      | $79964.36     | 0.06%             | 2039-02-15      | Floating      | 5.46%                 | Yes           |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                              | ONEMAIN FINANCE CORP                               | CUSIP: 682691AA8<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     30000 | PA      | $26775.00     | 0.02%             | 2030-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| KODIAK GAS SERVICES, LLC                                          | KODIAK GAS SERVICES LLC                            | CUSIP: 50012LAE4<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10150.00     | 0.01%             | 2035-10-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| HA SUSTAINABLE INFRASTRUCTURE CAPITAL, INC.                       | HA SUSTAINABLE INFRASTRUCTURE CAPITAL INC          | CUSIP: 41068XAK6<br>LEI: 254900ZZRL7MWL1X8E92 | Long             | DBT              | CORP              | US        |     21000 | PA      | $20265.00     | 0.02%             | 2036-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BLUEBERRY PARK CLO LTD                                            | BLUEBERRY PARK CLO                                 | CUSIP: 09609QAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $249878.71    | 0.20%             | 2037-10-20      | Floating      | 5.02%                 | Yes           |                  2 | On Loan: No      |
| BUILDERS FIRSTSOURCE, INC.                                        | BUILDERS FIRSTSOURCE INC                           | CUSIP: 12008RAP2<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9200.00      | 0.01%             | 2032-02-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| ANYWHERE REAL ESTATE GROUP LLC                                    | ANYWHERE REAL EST CO ISS                           | CUSIP: 75606DAS0<br>LEI: LF6PBYTYG3BDVEF4FI12 | Long             | DBT              | CORP              | US        |      9000 | PA      | $9000.00      | 0.01%             | 2030-04-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                        | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36179SUU9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    134713 | PA      | $122357.36    | 0.10%             | 2047-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST                                      | BX 2021 LBA3 MORTGAGE TRUST                        | CUSIP: 05609PAL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $99504.52     | 0.08%             | 2036-10-15      | Floating      | 5.08%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3128M8UV4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     95528 | PA      | $98524.05     | 0.08%             | 2041-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATING COMPANY INC.                            | HILTON DOMESTIC OPERATING CO INC                   | CUSIP: 432833AT8<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9737.50      | 0.01%             | 2034-03-31      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3133KNAB9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    145756 | PA      | $118842.51    | 0.10%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Cenovus Energy Inc.                                               | CENOVUS ENERGY INC                                 | CUSIP: 15135UBB4<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |     18000 | PA      | $17840.39     | 0.01%             | 2036-03-20      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CCO HOLDINGS, LLC                                                 | CCO HLDGS LLC CAP CORP                             | CUSIP: 1248EPCN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $22281.25     | 0.02%             | 2032-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| THE GEO GROUP, INC.                                               | GEO GROUP INC THE                                  | CUSIP: 36162JAG1<br>LEI: 54930024XOXET7NQVZ63 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15581.25     | 0.01%             | 2029-04-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| BX TRUST                                                          | BX TRUST 2025 DIME                                 | CUSIP: 05613UAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     99000 | PA      | $98327.61     | 0.08%             | 2030-02-15      | Floating      | 4.82%                 | Yes           |                  2 | On Loan: No      |
| FORVIA SE                                                         | FORVIA SE                                          | CUSIP: 31209DAC9<br>LEI: 969500F0VMZLK2IULV85 | Long             | DBT              | CORP              | FR        |     15000 | PA      | $14662.50     | 0.01%             | 2033-09-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132DUK97<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     33955 | PA      | $35942.81     | 0.03%             | 2054-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3142GTBS4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    106933 | PA      | $109746.40    | 0.09%             | 2054-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31402ETM0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5438 | PA      | $5475.70      | 0.00%             | 2033-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                          | U S TREASURY NOTE                                  | CUSIP: 91282CNT4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2395700 | PA      | $2387090.45   | 1.91%             | 2035-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                    | CITIGROUP INC                                      | CUSIP: 172967QJ3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19950.00     | 0.02%             | 2199-12-31      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| THE BOEING COMPANY                                                | BOEING CO THE                                      | CUSIP: 097023DS1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     29000 | PA      | $31576.56     | 0.03%             | 2034-05-01      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| CVR ENERGY, INC.                                                  | CVR ENERGY INC                                     | CUSIP: 12662PAJ7<br>LEI: 529900SOYZIXZBTXB558 | Long             | DBT              | CORP              | US        |      7000 | PA      | $7017.50      | 0.01%             | 2034-02-15      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| BLOCK, INC.                                                       | BLOCK INC                                          | CUSIP: 852234AT0<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14868.75     | 0.01%             | 2030-08-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Coherent Corp.                                                    | II VI INC                                          | CUSIP: 902104AC2<br>LEI: 549300O5C25A0MMHHU33 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19575.00     | 0.02%             | 2029-12-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Carnival Corporation                                              | CARNIVAL CORP                                      | CUSIP: 143658BZ4<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     20000 | PA      | $20250.00     | 0.02%             | 2031-06-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST                                      | BX TRUST                                           | CUSIP: 05611VAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    111086 | PA      | $111122.19    | 0.09%             | 2039-02-15      | Floating      | 5.11%                 | Yes           |                  2 | On Loan: No      |
| CORNERSTONE BUILDING BRANDS, INC.                                 | CORNERSTONE BUILDING PRODUCTS                      | CUSIP: 21925FAB0<br>LEI: 549300IW41QEWQ6T0H29 | Long             | LON              | CORP              | US        |      4974 | PA      | $2661.28      | 0.00%             | 2028-08-01      | Floating      | 9.30%                 | Yes           |                  2 | On Loan: No      |
| ARES CLO LTD                                                      | ARES CLO LTD                                       | CUSIP: 04018AAY5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $99854.31     | 0.08%             | 2038-04-15      | Floating      | 4.91%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                        | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 3622A2X98<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    135184 | PA      | $129944.30    | 0.10%             | 2047-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                              | EDISON INTERNATIONAL                               | CUSIP: 281020BC0<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15513.45     | 0.01%             | 2030-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| OLYMPUS WATER US HOLDING CORPORATION                              | OLYMPUS WATER US HOLDING CORP                      | CUSIP: 681639AE0<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |     94000 | PA      | $88947.50     | 0.07%             | 2033-02-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                        | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36180NCL7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     27161 | PA      | $25193.43     | 0.02%             | 2043-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132QNGS2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     27443 | PA      | $26100.58     | 0.02%             | 2045-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MAGNETITE CLO, LIMITED                                            | MAGNETITE CLO LTD                                  | CUSIP: 55953UAL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    400000 | PA      | $399806.87    | 0.32%             | 2037-10-25      | Floating      | 5.02%                 | Yes           |                  2 | On Loan: No      |
| CONNECT HOLDING II LLC                                            | BRIGHTSPEED TERM B DD 1LN                          | CUSIP: 20752KAP8<br>LEI: 254900LCX7S2QHYUOI31 | Long             | LON              | CORP              | US        |     35000 | PA      | $32541.25     | 0.03%             | 2031-04-03      | Floating      | 7.93%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XAHS4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    194627 | PA      | $168111.12    | 0.13%             | 2051-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132L6BT7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     16884 | PA      | $16241.91     | 0.01%             | 2044-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CIFC FUNDING LTD                                                  | CIFC FUNDING LTD                                   | CUSIP: 12554XAY8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $249237.87    | 0.20%             | 2038-10-15      | Floating      | 4.94%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QS4U2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    107901 | PA      | $112999.13    | 0.09%             | 2053-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CLEAN HARBORS, INC.                                               | CLEAN HARBORS INC                                  | CUSIP: 184496AQ0<br>LEI: 5493000SJVZVZJKHJF48 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5062.50      | 0.00%             | 2031-02-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Altice France Lux 3 S.a r.l.                                      | ALTICE FRANCE LUX 3 ALTICE HOLDINGS 1              | CUSIP: 020956AA6<br>LEI: 213800KN5HWZ17ATLB25 | Long             | DBT              | CORP              | LU        |      8000 | PA      | $7250.00      | 0.01%             | 2033-01-15      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| CYPRIUM CORPORATION                                               | CYPRIUM CORP CYPRIUM HOLDINGS LUXEMBOURG SARL      | CUSIP: 23292NAB4<br>LEI: 254900V7LN9S9W17X250 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19475.00     | 0.02%             | 2034-04-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132KFMW9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     27916 | PA      | $26904.09     | 0.02%             | 2031-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| HOWARD MIDSTREAM ENERGY PARTNERS, LLC                             | HOWARD MIDSTREAM ENERGY                            | CUSIP: 442722AD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $9975.00      | 0.01%             | 2034-01-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132QNFQ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     20617 | PA      | $19607.69     | 0.02%             | 2045-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC.                                               | ALLY FINANCIAL INC                                 | CUSIP: 02005NBR0<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    370000 | PA      | $383236.38    | 0.31%             | 2027-11-15      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| HOWARD MIDSTREAM ENERGY PARTNERS, LLC                             | HOWARD MIDSTREAM ENERGY PARTNERS LLC               | CUSIP: 442722AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $10337.50     | 0.01%             | 2032-07-15      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS INC.                                     | UNIVISION COMMUNICATIONS INC                       | CUSIP: 914906BA9<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15431.25     | 0.01%             | 2032-08-01      | Fixed         | 9.38%                 | Yes           |                  2 | On Loan: No      |
| TENET HEALTHCARE CORPORATION                                      | TENET HEALTHCARE CORP                              | CUSIP: 88033GDK3<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     87000 | PA      | $86782.50     | 0.07%             | 2028-10-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 01F022634<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    550000 | PA      | $462598.95    | 0.37%             | 2056-03-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| VLS COMMERCIAL MORTGAGE TRUST                                     | VLS COMMERCIAL MORTGAGE TRUST                      | CUSIP: 92858TAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     20000 | PA      | $16335.44     | 0.01%             | 2042-10-10      | Fixed         | 2.45%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3142GUDE0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     20294 | PA      | $21458.75     | 0.02%             | 2055-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| EXTENDED STAY AMERICA TRUST                                       | EXTENDED STAY AMERICA TRUST 2026 ESH2              | CUSIP: 30227WAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      9907 | PA      | $9923.85      | 0.01%             | 2043-02-15      | Floating      | 5.27%                 | Yes           |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATING COMPANY INC.                            | HILTON DOMESTIC OPERATING                          | CUSIP: 432833AS0<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14906.25     | 0.01%             | 2033-09-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| TCO COMMERCIAL MORTGAGE TRUST                                     | TCO COMMERCIAL MORTGAGE TRUST 2024 DPM             | CUSIP: 87231EAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $99870.25     | 0.08%             | 2039-12-15      | Floating      | 5.66%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 01F060642<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    100000 | PA      | $101906.25    | 0.08%             | 2056-04-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GLOBAL MEDICAL RESPONSE, INC.                                     | GLOBAL MEDICAL RESPONSE INC                        | CUSIP: 37960BAD7<br>LEI: 549300ZFWD4ZFCEJCQ87 | Long             | DBT              | CORP              | US        |      6000 | PA      | $6210.00      | 0.00%             | 2032-10-01      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| CIFC FUNDING LTD                                                  | CIFC FUNDING 2025 VI LTD                           | CUSIP: 171933AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $99843.61     | 0.08%             | 2038-10-23      | Floating      | 5.12%                 | Yes           |                  2 | On Loan: No      |
| SABINE PASS LIQUEFACTION, LLC                                     | SABINE PASS LIQUEFACTION LLC                       | CUSIP: 785592AX4<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |    230000 | PA      | $228005.90    | 0.18%             | 2030-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| C&W SENIOR FINANCE LIMITED                                        | C W SENIOR FINANCE LTD                             | CUSIP: 12665MAA0<br>LEI: 213800CG16G1YMJRCG10 | Long             | DBT              | CORP              | KY        |     25000 | PA      | $25062.50     | 0.02%             | 2033-01-15      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| MPT OPERATING PARTNERSHIP, L.P.                                   | MPT OPER PARTNERSP FINL                            | CUSIP: 55342UAH7<br>LEI: WUQXXXF7PXTUPGROE843 | Long             | DBT              | CORP              | US        |     66000 | PA      | $61297.50     | 0.05%             | 2027-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| United States of America                                          | U S TREASURY BOND                                  | CUSIP: 912810UC0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    810000 | PA      | $725677.74    | 0.58%             | 2054-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CENTURY ALUMINUM COMPANY                                          | CENTURY ALUMINUM CO                                | CUSIP: 156431AS7<br>LEI: 549300U5ODNGEYWKSW73 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15468.75     | 0.01%             | 2032-08-01      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| AUTONATION, INC.                                                  | AUTONATION INC                                     | CUSIP: 05329WAQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     47000 | PA      | $46572.25     | 0.04%             | 2030-06-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING, INC.                                           | LEVEL 3 FINANCING INC                              | CUSIP: 527298CM3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30450.00     | 0.02%             | 2033-06-30      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                          | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36196HQJ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     44484 | PA      | $42488.19     | 0.03%             | 2047-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CANO HEALTH INC WARRANTS                                          | CANO HEALTH INC WARRANTS                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       156 | NS      | $213.72       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Accendra Health, Inc.                                             | OWENS MINOR INC                                    | CUSIP: 690732AG7<br>LEI: 549300LMT5KQQXCEZ733 | Long             | DBT              | CORP              | US        |     39000 | PA      | $18427.50     | 0.01%             | 2030-04-01      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                          | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36196HPQ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     46142 | PA      | $44118.92     | 0.04%             | 2047-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC.                                             | CLEVELAND CLIFFS INC                               | CUSIP: 18589GAA3<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9775.00      | 0.01%             | 2034-01-15      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| MARS, INCORPORATED                                                | MARS INC                                           | CUSIP: 571676AY1<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |     88000 | PA      | $88927.70     | 0.07%             | 2030-03-01      | Fixed         | 4.80%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DVLW3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    102745 | PA      | $84752.85     | 0.07%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| PHILLIPS EDISON GROCERY CENTER OPERATING PARTNERSHIP I, L.P.      | PHILLIPS EDISON GROCERY CENTER OPERATING           | CUSIP: 71845JAE8<br>LEI: 549300WUPIVS6ZE0ZI51 | Long             | DBT              | CORP              | US        |     31000 | PA      | $30124.87     | 0.02%             | 2033-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MARS, INCORPORATED                                                | MARS INC                                           | CUSIP: 571676AZ8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |     66000 | PA      | $66705.41     | 0.05%             | 2032-03-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                        | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36179XHX7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     40584 | PA      | $38486.18     | 0.03%             | 2052-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HESS MIDSTREAM OPERATIONS LP                                      | HESS MIDSTREAM PARTNERS LP                         | CUSIP: 428104AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $24875.00     | 0.02%             | 2028-06-15      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| COLUMBUS MCKINNON CORPORATION                                     | COLUMBUS MCKINNON CORP NY                          | CUSIP: 199333AK1<br>LEI: 549300W3HQB0HO1F3G69 | Long             | DBT              | CORP              | US        |     14000 | PA      | $13895.00     | 0.01%             | 2033-02-01      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| MOSS CREEK RESOURCES HOLDINGS, INC.                               | MOSS CREEK RESOURCES HOLDINGS INC                  | CUSIP: 61965RAC9<br>LEI: 54930037SLMSPWKYIX36 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19975.00     | 0.02%             | 2031-09-01      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132L65K3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     28290 | PA      | $26462.43     | 0.02%             | 2040-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TCO COMMERCIAL MORTGAGE TRUST                                     | TCO COMMERCIAL MORTGAGE TRUST 2024 DPM             | CUSIP: 87231EAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $99635.09     | 0.08%             | 2039-12-15      | Floating      | 5.26%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XJUV3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     39366 | PA      | $39318.17     | 0.03%             | 2052-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31417SBL3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     12376 | PA      | $12341.58     | 0.01%             | 2039-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES LTD.                                      | ROYAL CARIBBEAN CRUISES LTD                        | CUSIP: 780153BV3<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |     22000 | PA      | $22192.50     | 0.02%             | 2033-02-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                             | ATHENE GLOBAL FUNDING                              | CUSIP: 04685A4X6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    120000 | PA      | $120115.39    | 0.10%             | 2027-04-19      | Floating      | 4.58%                 | Yes           |                  2 | On Loan: No      |
| W. R. GRACE HOLDINGS LLC                                          | WR GRACE HOLDINGS LLC                              | CUSIP: 92943GAE1<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15037.50     | 0.01%             | 2031-03-01      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Carnival Corporation                                              | CARNIVAL CORP                                      | CUSIP: 143658CA8<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     10000 | PA      | $9962.50      | 0.01%             | 2032-08-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| UBER TECHNOLOGIES, INC.                                           | UBER TECHNOLOGIES INC                              | CUSIP: 90353TAU4<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |     45000 | PA      | $43753.50     | 0.04%             | 2035-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| BURFORD CAPITAL GLOBAL FINANCE LLC                                | BURFORD CAPITAL GLOBAL FINANCE                     | CUSIP: 12116LAG4<br>LEI: 549300JVAOO67CSCH406 | Long             | DBT              | CORP              | US        |     15000 | PA      | $12487.50     | 0.01%             | 2033-07-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| MAGNETITE CLO, LIMITED                                            | MAGNETITE CLO LTD                                  | CUSIP: 559922AL3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $250233.16    | 0.20%             | 2038-07-25      | Floating      | 4.99%                 | Yes           |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                | ORACLE CORP                                        | CUSIP: 68389XDV4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9932.47      | 0.01%             | 2029-02-04      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| LIGHT AND WONDER INTERNATIONAL, INC.                              | LIGHT WONDER INTERNATIONAL INC                     | CUSIP: 531968AB1<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |     19000 | PA      | $18572.50     | 0.01%             | 2033-10-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| ANGUS CHEMICAL TERM B 1LN                                         | ANGUS CHEMICAL TERM B 1LN                          | CUSIP: 04317JAB4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     15000 | PA      | $14306.25     | 0.01%             | 2027-11-24      | Floating      | 7.77%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                        | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 21H052652<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    100000 | PA      | $100390.63    | 0.08%             | 2056-05-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                          | U S TREASURY NOTE                                  | CUSIP: 91282CNC1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2140000 | PA      | $2134399.21   | 1.71%             | 2035-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418DEG3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     36870 | PA      | $35791.64     | 0.03%             | 2029-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                          | CELANESE US HOLDINGS LLC                           | CUSIP: 15089QBD5<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |     41000 | PA      | $41973.75     | 0.03%             | 2034-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| COMMERCIAL METALS COMPANY                                         | COMMERCIAL METALS CO                               | CUSIP: 201723AQ6<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9475.00      | 0.01%             | 2030-01-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| AMERICAN ROCK SALT COMPANY LLC                                    | AMERICAN ROCK SALT TERM 1ST OUT TL                 | CUSIP: 02932JAT4<br>LEI: 549300FBKBNV4GSVVR46 | Long             | LON              | CORP              | US        |         0 | PA      | $0.02         | 0.00%             | 2028-06-12      | Floating      | 10.78%                | Yes           |                  2 | On Loan: No      |
| DELEK LOGISTICS PARTNERS, LP                                      | DELEK LOGISTICS PARTNERS LP                        | CUSIP: 24665FAC6<br>LEI: 549300UVYITDIU51P724 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24968.75     | 0.02%             | 2028-06-01      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| KINETIK HOLDINGS LP                                               | KINETIK HOLDINGS LP                                | CUSIP: 49461MAA8<br>LEI: 549300RD6AJIMYC0HY12 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14981.25     | 0.01%             | 2030-06-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| VICI PROPERTIES L.P.                                              | VICI PROPERTIES LP                                 | CUSIP: 925650AF0<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |     17000 | PA      | $17131.94     | 0.01%             | 2034-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                         | SUNOCO LP                                          | CUSIP: 86765KAL3<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20300.00     | 0.02%             | 2032-08-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| CITIGROUP INC.                                                    | CITIGROUP INC                                      | CUSIP: 172967NU1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    150000 | PA      | $148837.20    | 0.12%             | 2033-05-24      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| PG&E CORPORATION                                                  | PG E CORP                                          | CUSIP: 69331CAJ7<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |     60000 | PA      | $58875.00     | 0.05%             | 2030-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ATLANTICA SUSTAINABLE INFRASTRUCTURE GROUP PLC                    | CALIFORNIA BUYER LTD ATLANTI                       | CUSIP: 13005HAA8<br>LEI: 254900V5SMQ1UP1CLC26 | Long             | DBT              | CORP              | GB        |     37000 | PA      | $36121.25     | 0.03%             | 2032-02-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| SPLAT SUPER HOLDCO, LLC                                           | SIZZLING PLATTER TERM 1LN                          | CUSIP: 84862VAC6<br>LEI: 254900DZVRH41XW33M96 | Long             | LON              | CORP              | US        |     23019 | PA      | $20673.71     | 0.02%             | 2032-06-24      | Floating      | 8.67%                 | Yes           |                  2 | On Loan: No      |
| Petroleos Mexicanos                                               | PETROLEOS MEXICANOS                                | CUSIP: 71643VAB1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    665000 | PA      | $650868.75    | 0.52%             | 2032-02-16      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| IQVIA INC.                                                        | IQVIA INC                                          | CUSIP: 46266TAG3<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |     22000 | PA      | $22247.50     | 0.02%             | 2032-06-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| ASCENT RESOURCES UTICA HOLDINGS, LLC                              | ASCENT RESOURCES ARU FIN                           | CUSIP: 04364VAX1<br>LEI: 549300EGLQ2M2CL7JZ89 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10125.00     | 0.01%             | 2032-10-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| ALTICE FINANCING S.A.                                             | ALTICE FINANCING TERM                              | CUSIP: L0178UAM8<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | LON              | CORP              | LU        |      1990 | PA      | $1438.84      | 0.00%             | 2027-10-31      | Floating      | 8.67%                 | Yes           |                  2 | On Loan: No      |
| CSC HOLDINGS, LLC                                                 | CSC HOLDINGS LLC                                   | CUSIP: 126307BD8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |     24000 | PA      | $8520.00      | 0.01%             | 2030-12-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| AerCap Ireland Capital Designated Activity Company                | AERCAP IRELAND CAPITAL DAC                         | CUSIP: 00774MAV7<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |    209000 | PA      | $206741.55    | 0.17%             | 2026-10-29      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                          | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36292EP79<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     61733 | PA      | $63095.82     | 0.05%             | 2039-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HUDSON PACIFIC PROPERTIES, L.P.                                   | HUDSON PACIFIC PROPERTIE                           | CUSIP: 44409MAB2<br>LEI: 5493007NTUGLGZ8T3526 | Long             | DBT              | CORP              | US        |    290000 | PA      | $246500.00    | 0.20%             | 2029-04-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: —       |
| VIRGIN MEDIA FINANCE PLC                                          | VIRGIN MEDIA FINANCE PLC                           | CUSIP: 92769VAJ8<br>LEI: 2138001LVYC87DDHT482 | Long             | DBT              | CORP              | GB        |     40000 | PA      | $32800.00     | 0.03%             | 2030-07-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| STRATEGY INC                                                      | MICROSTRATEGY INC                                  | CUSIP: 594972853<br>LEI: 549300WQTWEJUEHXQX21 | Long             | EP               | CORP              | US        |       140 | NS      | $14002.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| CLEAR CHANNEL OUTDOOR HOLDINGS, INC.                              | CLEAR CHANNEL OUTDOOR HOLDINGS INC                 | CUSIP: 18453HAD8<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20050.00     | 0.02%             | 2029-06-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                          | CELANESE US HOLDINGS LLC                           | CUSIP: 15089QBA1<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30759.99     | 0.02%             | 2033-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| INTL COMMERCIAL MORTGAGE TRUST                                    | INT COMMERCIAL MORTGAGE TRUST 2025 PLAZA           | CUSIP: 44989YAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $99742.99     | 0.08%             | 2037-11-05      | Variable      | 5.04%                 | Yes           |                  2 | On Loan: No      |
| DREAM FINDERS HOMES, INC.                                         | DREAM FINDERS HOMES INC                            | CUSIP: 26154DAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     14000 | PA      | $13335.00     | 0.01%             | 2030-09-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| BEAZER HOMES USA, INC.                                            | BEAZER HOMES USA                                   | CUSIP: 07556QBU8<br>LEI: 549300DUPYT2T0F60I45 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14587.50     | 0.01%             | 2031-03-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| SIXTH STREET SPECIALTY LENDING, INC.                              | SIXTH STREET SPECIALTY                             | CUSIP: 83012AAC3<br>LEI: 549300TX61566GJWCN05 | Long             | DBT              | CORP              | US        |     52000 | PA      | $52322.30     | 0.04%             | 2029-03-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: —       |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138YVEA3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9079 | PA      | $8250.09      | 0.01%             | 2045-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                        | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 3622A2X80<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    120497 | PA      | $115825.98    | 0.09%             | 2047-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FUNDING LIMITED                                   | AVOLON HOLDINGS FUNDING LTD                        | CUSIP: 05401ABD2<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    250000 | PA      | $246295.75    | 0.20%             | 2031-01-30      | Fixed         | 4.70%                 | Yes           |                  2 | On Loan: No      |
| PLAINS ALL AMERICAN PIPELINE, L.P.                                | PLAINS ALL AMERICAN PIPELINE                       | CUSIP: 726503AE5<br>LEI: 5521FA2ITF25TVH63740 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35088.56     | 0.03%             | 2199-12-31      | Fixed         | 8.02%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital Designated Activity Company                | AERCAP IRELAND CAP GLOBA                           | CUSIP: 00774MAX3<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |    234000 | PA      | $212316.86    | 0.17%             | 2032-01-30      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| BLACK PEARL COMPUTE LLC                                           | BLACK PEARL COMPUTE LLC                            | CUSIP: 09216NAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15000 | PA      | $15243.75     | 0.01%             | 2031-02-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| SIERRA PACIFIC POWER COMPANY                                      | SIERRA PACIFIC POWER CO                            | CUSIP: 826418BS3<br>LEI: QB888G5GSVGE1LD1WV84 | Long             | DBT              | CORP              | US        |     27000 | PA      | $26797.50     | 0.02%             | 2056-09-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC.                                                    | TRANSDIGM INC                                      | CUSIP: 893647CA3<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20225.00     | 0.02%             | 2034-01-31      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| MAJORDRIVE HOLDINGS IV, LLC                                       | CLUB CAR TERM                                      | CUSIP: 56085UAB9<br>LEI: 25490044R1FR5N8FIT62 | Long             | LON              | CORP              | US        |     26659 | PA      | $24117.14     | 0.02%             | 2028-06-01      | Floating      | 7.96%                 | Yes           |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                             | ATHENE GLOBAL FUNDING                              | CUSIP: 04685A3Q2<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    101000 | PA      | $102003.44    | 0.08%             | 2029-01-09      | Fixed         | 5.58%                 | Yes           |                  2 | On Loan: No      |
| THE BOEING COMPANY                                                | BOEING CO THE                                      | CUSIP: 097023DQ5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10472.33     | 0.01%             | 2029-05-01      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| UNITED PF HOLDINGS LLC                                            | UNITED PF HOLDINGS LLC                             | CUSIP: 91132UAG8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     72003 | PA      | $68978.65     | 0.06%             | 2026-12-30      | Floating      | 7.93%                 | Yes           |                  2 | On Loan: No      |
| BOMBARDIER INC.                                                   | BOMBARDIER INC                                     | CUSIP: 097751CC3<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |     30000 | PA      | $31012.50     | 0.02%             | 2032-06-01      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| EXTENDED STAY AMERICA TRUST                                       | EXTENDED STAY AMERICA TRUST 2025 ESH               | CUSIP: 30227TAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    160000 | PA      | $159999.27    | 0.13%             | 2042-10-15      | Floating      | 4.97%                 | Yes           |                  2 | On Loan: No      |
| WESCO DISTRIBUTION, INC.                                          | WESCO DISTRIBUTION INC                             | CUSIP: 95081QAT1<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |     14000 | PA      | $13912.50     | 0.01%             | 2031-04-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Volcan Compania Minera S.A.A.                                     | VOLCAN CIA MINERA SAA                              | CUSIP: 92863UAD8<br>LEI: 549300XKJ91C4SZLG750 | Long             | DBT              | CORP              | PE        |     13000 | PA      | $13185.43     | 0.01%             | 2032-10-28      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| CARLYLE US CLO LTD                                                | CARLYLE US CLO 2021 10 LTD                         | CUSIP: 14316YAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $250104.79    | 0.20%             | 2038-01-20      | Floating      | 4.98%                 | Yes           |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST                                      | BX COMMERCIAL MORTGAGE TRUST 2024 XL5              | CUSIP: 05612GAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     70000 | PA      | $70001.32     | 0.06%             | 2039-03-15      | Floating      | 5.61%                 | Yes           |                  2 | On Loan: No      |
| LEVEL 3 FINANCING, INC.                                           | LEVEL 3 FINANCING INC                              | CUSIP: 527298CQ4<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     35000 | PA      | $36356.25     | 0.03%             | 2036-01-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| PACIFICORP                                                        | PACIFICORP                                         | CUSIP: 695114DF2<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14306.25     | 0.01%             | 2055-09-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| ARES STRATEGIC INCOME FUND                                        | ARES STRATEGIC INCOME FUND                         | CUSIP: 04020EAK3<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |     58000 | PA      | $56329.31     | 0.05%             | 2030-09-09      | Fixed         | 5.80%                 | Yes           |                  2 | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands III B.V.                  | TEVA PHARMACEUTICAL NE                             | CUSIP: 88167AAT8<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $204500.00    | 0.16%             | 2032-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TKC HOLDINGS, INC.                                                | TKC HOLDINGS TERM 1LN                              | CUSIP: 87256FAN4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     15000 | PA      | $14892.15     | 0.01%             | 2030-08-10      | Floating      | 8.18%                 | Yes           |                  2 | On Loan: No      |
| MARS, INCORPORATED                                                | MARS INC                                           | CUSIP: 571676BA2<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |     55000 | PA      | $55371.86     | 0.04%             | 2035-03-01      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| NAVIENT CORPORATION                                               | NAVIENT CORP                                       | CUSIP: 63938CAL2<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9400.00      | 0.01%             | 2028-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD.                                              | NCL CORP LTD                                       | CUSIP: 62886HBZ3<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |     15000 | PA      | $14568.75     | 0.01%             | 2033-09-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| ARTERA SERVICES, LLC                                              | ARTERA SERVICES TERM                               | CUSIP: 73937UAL2<br>LEI: 549300J2G34D0WX8Z443 | Long             | LON              | CORP              | US        |     17932 | PA      | $15241.82     | 0.01%             | 2031-02-15      | Floating      | 8.17%                 | Yes           |                  2 | On Loan: No      |
| SIXTH STREET LENDING PARTNERS                                     | SIXTH STREET LENDING PARTNERS                      | CUSIP: 829932AF9<br>LEI: 549300S9P1HMDERGCR64 | Long             | DBT              | CORP              | US        |     84000 | PA      | $83509.10     | 0.07%             | 2030-07-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| LIFE MORTGAGE TRUST                                               | LIFE 2021 BMR MORTGAGE TRUST                       | CUSIP: 53218CAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     10680 | PA      | $10615.73     | 0.01%             | 2038-03-15      | Floating      | 4.89%                 | Yes           |                  2 | On Loan: No      |
| PALMER SQUARE CLO                                                 | PALMER SQUARE CLO LTD                              | CUSIP: 696914AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $249700.37    | 0.20%             | 2038-10-20      | Floating      | 4.97%                 | Yes           |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING, LLC                             | CHARTER COMM OPT LLC                               | CUSIP: 161175BN3<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    109000 | PA      | $90742.72     | 0.07%             | 2048-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING, LLC                             | CHARTER COMMUNICATIONS OPERATING LLC               | CUSIP: 161175CJ1<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    137000 | PA      | $127488.09    | 0.10%             | 2033-04-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| CBRE SERVICES, INC.                                               | CBRE SERVICES INC                                  | CUSIP: 12505BAE0<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |    150000 | PA      | $133795.80    | 0.11%             | 2031-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: —       |
| CELANESE US HOLDINGS LLC                                          | CELANESE US HOLDINGS LLC                           | CUSIP: 15089QBC7<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20425.00     | 0.02%             | 2031-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| DISH DBS Corporation                                              | DISH DBS CORP                                      | CUSIP: 25470XBE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     14000 | PA      | $13842.50     | 0.01%             | 2026-12-01      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| COLUMBIA PIPELINES OPERATING COMPANY LLC                          | COLUMBIA PIPELINES OPERATING CO LLC                | CUSIP: 19828TAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     16000 | PA      | $16598.32     | 0.01%             | 2043-08-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| COLUMBIA PIPELINES OPERATING COMPANY LLC                          | COLUMBIA PIPELINES OPERATING CO LLC                | CUSIP: 19828TAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30000 | PA      | $31400.55     | 0.03%             | 2053-11-15      | Fixed         | 6.54%                 | Yes           |                  2 | On Loan: No      |
| MOOG INC.                                                         | MOOG INC                                           | CUSIP: 615394AP8<br>LEI: 549300WM2I4U7OBAHG07 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4993.75      | 0.00%             | 2034-10-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| ACADIA HEALTHCARE COMPANY, INC.                                   | ACADIA HEALTHCARE CO INC                           | CUSIP: 00404AAQ2<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |     22000 | PA      | $22522.50     | 0.02%             | 2033-03-15      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: —       |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418DW65<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     14978 | PA      | $13015.04     | 0.01%             | 2041-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS, INC.                                           | QUIKRETE HOLDINGS INC                              | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15131.25     | 0.01%             | 2032-03-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                          | U S TREASURY BOND                                  | CUSIP: 912810UM8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    628000 | PA      | $612005.63    | 0.49%             | 2055-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS INC.                                     | UNIVISION COMMUNICATIONS                           | CUSIP: 914906AZ5<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |     42000 | PA      | $42262.50     | 0.03%             | 2031-07-31      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                          | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36295KJR5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      1092 | PA      | $1110.61      | 0.00%             | 2038-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Smyrna Ready Mix Concrete, LLC                                    | SMYRNA READY MIX CONCRET                           | CUSIP: 83283WAE3<br>LEI: 549300S7RFWHQFOIOY93 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15356.25     | 0.01%             | 2031-11-15      | Fixed         | 8.88%                 | Yes           |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                | ORACLE CORP                                        | CUSIP: 68389XDY8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14563.26     | 0.01%             | 2033-05-04      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| SGUS LLC                                                          | SGUS LLC                                           | CUSIP: 81881KAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |        84 | PA      | $77.23        | 0.00%             | 2026-07-07      | Floating      | 14.67%                | No            |                  2 | On Loan: No      |
| SUNNOVA ENERGY CORPORATION                                        | SUNNOVA ENERGY CORP                                | CUSIP: 86745GAF0<br>LEI: 549300TH3GCD8YQUDR46 | Long             | DBT              | CORP              | US        |     20000 | PA      | $41.04        | 0.00%             | 2026-09-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                | CRESTWOOD MID PARTNER LP                           | CUSIP: 226373AT5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25934.65     | 0.02%             | 2031-02-01      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| First-Citizens Bank & Trust Company                               | CIT GROUP INC                                      | CUSIP: 125581GX0<br>LEI: L9VVX1KT5TFTKS0MLF66 | Long             | DBT              | CORP              | US        |    120000 | PA      | $122958.84    | 0.10%             | 2028-03-09      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING, LLC                             | CHARTER COMMUNICATIONS OPT LLC                     | CUSIP: 161175BL7<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |     80000 | PA      | $64039.92     | 0.05%             | 2047-05-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BAIN CAPITAL CREDIT CLO                                           | BAIN CAPITAL CREDIT CLO LIMITED                    | CUSIP: 05684GAS5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $250233.06    | 0.20%             | 2038-07-18      | Floating      | 4.99%                 | Yes           |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL HOLDINGS (US), INC.                             | GFL ENVIRONMENTAL HOLDINGS US INC                  | CUSIP: 36273TAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $4906.25      | 0.00%             | 2034-02-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| CORNERSTONE BUILDING BRANDS, INC.                                 | CORNERSTONE BUILDING BRANDS TERM B                 | CUSIP: 72431HAD2<br>LEI: 549300IW41QEWQ6T0H29 | Long             | LON              | CORP              | US        |     49914 | PA      | $28129.93     | 0.02%             | 2028-04-12      | Floating      | 7.02%                 | Yes           |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYSTEMS, INC.                                | CHS COMMUNITY HEALTH SYS                           | CUSIP: 12543DBK5<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |     95000 | PA      | $87518.75     | 0.07%             | 2031-02-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                          | CELANESE US HOLDINGS LLC                           | CUSIP: 15089QAZ7<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10200.93     | 0.01%             | 2030-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                                    | BNP PARIBAS SA                                     | CUSIP: 09659W3A0<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    129000 | PA      | $133192.50    | 0.11%             | 2033-01-13      | Fixed         | 5.79%                 | Yes           |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                | ORACLE CORP                                        | CUSIP: 68389XDZ5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6715.13      | 0.01%             | 2036-02-04      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XLTZ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     91418 | PA      | $94438.57     | 0.08%             | 2053-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                | ORACLE CORP                                        | CUSIP: 68389XDP7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     40000 | PA      | $34503.96     | 0.03%             | 2045-09-26      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| DUQUESNE LIGHT HOLDINGS, INC.                                     | DUQUESNE LIGHT HOLDINGS INC                        | CUSIP: 266233AJ4<br>LEI: 4CUJ1D8WDXK9X7QI6B93 | Long             | DBT              | CORP              | US        |    169000 | PA      | $149048.20    | 0.12%             | 2032-01-07      | Fixed         | 2.77%                 | Yes           |                  2 | On Loan: No      |
| IHS Holding Limited                                               | IHS HOLDING LTD                                    | CUSIP: 44963HAA3<br>LEI: 213800CLGMKL63VKTD94 | Long             | DBT              | CORP              | KY        |     20000 | PA      | $19926.10     | 0.02%             | 2026-11-29      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| AIMCO CLO LTD                                                     | AIMCO CLO 11 LTD                                   | CUSIP: 00140NAW0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $249885.39    | 0.20%             | 2037-07-17      | Floating      | 5.01%                 | Yes           |                  2 | On Loan: No      |
| ORGANON & CO.                                                     | ORGANON FINANCE 1 LLC                              | CUSIP: 68622TAA9<br>LEI: 549300AMCKY57OK2CO56 | Long             | DBT              | CORP              | US        |     31000 | PA      | $30031.25     | 0.02%             | 2028-04-30      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| BX TRUST                                                          | BX TRUST                                           | CUSIP: 05612HAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     71296 | PA      | $71257.97     | 0.06%             | 2029-04-15      | Floating      | 5.36%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QSLY5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     34859 | PA      | $35592.95     | 0.03%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ON SEMICONDUCTOR CORPORATION                                      | ON SEMICONDUCTOR CORP                              | CUSIP: 682189AS4<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | DBT              | CORP              | US        |     13000 | PA      | $16603.21     | 0.01%             | 2027-05-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BMP COMMERCIAL MORTGAGE TRUST                                     | BMP 2024 MF23                                      | CUSIP: 05593JAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $99945.35     | 0.08%             | 2041-06-15      | Floating      | 5.04%                 | Yes           |                  2 | On Loan: No      |
| Horizon Midco 2 Limited                                           | THE TRAVEL CORP                                    | CUSIP: 44057XAB3<br>LEI: N/A                  | Long             | LON              | CORP              | GG        |     21855 | PA      | $20324.75     | 0.02%             | 2031-10-31      | Floating      | 8.20%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132WDWH3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     38259 | PA      | $35758.27     | 0.03%             | 2046-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| APLD COMPUTECO LLC                                                | APLD COMPUTECO LLC                                 | CUSIP: 00202DAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     61000 | PA      | $62830.00     | 0.05%             | 2030-12-15      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| NAVIENT CORPORATION                                               | NAVIENT CORP                                       | CUSIP: 63938CAM0<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6335.00      | 0.01%             | 2029-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Olin Corporation                                                  | OLIN CORP                                          | CUSIP: 680665AN6<br>LEI: 549300GKK294V7W57P06 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48937.50     | 0.04%             | 2033-04-01      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132QNSS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     13232 | PA      | $12584.87     | 0.01%             | 2045-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                        | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36202FZX7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    140430 | PA      | $133410.78    | 0.11%             | 2041-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS, LLC                                                 | CSC HOLDINGS LLC                                   | CUSIP: 126307BB2<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    100000 | PA      | $59750.00     | 0.05%             | 2030-12-01      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                          | U S TREASURY BOND                                  | CUSIP: 912810UT3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     34000 | PA      | $32776.80     | 0.03%             | 2046-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| TALLGRASS ENERGY PARTNERS, LP                                     | TALLGRASS ENERGY PARTNERS LP                       | CUSIP: 87470LAJ0<br>LEI: 549300IQ3DN0F3VERF65 | Long             | DBT              | CORP              | US        |     45000 | PA      | $44662.50     | 0.04%             | 2030-12-31      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| JEFFERIES FINANCE LLC                                             | JEFFERIES FINANCE LLC JFIN CO ISSUER CORP          | CUSIP: 47232MAG7<br>LEI: 549300SKVB18YSSIDT75 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23787.55     | 0.02%             | 2031-10-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| PLANET FITNESS MASTER ISSUER LLC                                  | PLANET FITNESS MASTER ISSUER LLC                   | CUSIP: 72703PAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    141120 | PA      | $129517.04    | 0.10%             | 2051-12-05      | Fixed         | 4.01%                 | Yes           |                  2 | On Loan: No      |
| THE CHEMOURS COMPANY                                              | CHEMOURS CO                                        | CUSIP: 163851AF5<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |     38000 | PA      | $37525.00     | 0.03%             | 2028-11-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| HEXION HOLDINGS CORPORATION                                       | HEXION TERM 2LN                                    | CUSIP: 42829JAB5<br>LEI: 549300LBB370MUHGLV84 | Long             | LON              | CORP              | US        |      8500 | PA      | $7883.75      | 0.01%             | 2030-03-15      | Floating      | 11.21%                | Yes           |                  2 | On Loan: No      |
| Life Time, Inc.                                                   | LIFE TIME INC                                      | CUSIP: 53190FAE5<br>LEI: 549300PALKE96VYH4X17 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15056.25     | 0.01%             | 2031-11-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| TEAM SERVICES HOLDING, INC.                                       | TEAM SERVICES HOLDING INC                          | CUSIP: 87821TAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     28000 | PA      | $27300.00     | 0.02%             | 2033-02-15      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: —       |
| REWORLD HOLDING CORPORATION                                       | REWORLD HOLDING CORP                               | CUSIP: 22303XAA3<br>LEI: 40XIFLS8XDQGGHGPGC04 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9362.50      | 0.01%             | 2029-12-01      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| HAMLIN PARK CLO LTD                                               | HAMLIN PARK CLO LTD                                | CUSIP: 407907AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $249879.69    | 0.20%             | 2037-10-20      | Floating      | 5.01%                 | Yes           |                  2 | On Loan: No      |
| M2S GROUP INTERMEDIATE HOLDINGS, INC.                             | M2S GROUP                                          | CUSIP: 55287CAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     32890 | PA      | $32040.59     | 0.03%             | 2031-08-22      | Floating      | 8.42%                 | Yes           |                  2 | On Loan: No      |
| ON SEMICONDUCTOR CORPORATION                                      | ON SEMICONDUCTOR CORP                              | CUSIP: 682189AQ8<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9637.50      | 0.01%             | 2028-09-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| SEAGATE DATA STORAGE TECHNOLOGY PTE. LTD.                         | SEAGATE DATA STORAGE TECHNOLOGY PTE LTD            | CUSIP: 81180LAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |     10000 | PA      | $10137.50     | 0.01%             | 2030-07-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HOLDINGS, INC.                              | CLEAR CHANNEL OUTDOOR HOLDINGS INC                 | CUSIP: 18453HAH9<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |     20000 | PA      | $21100.00     | 0.02%             | 2033-03-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                | ENERGY TRANSFER LP                                 | CUSIP: 29273VBH2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1982.50      | 0.00%             | 2056-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ORGANON & CO.                                                     | ORGANON FINANCE 1 LLC                              | CUSIP: 68622TAB7<br>LEI: 549300AMCKY57OK2CO56 | Long             | DBT              | CORP              | US        |     19000 | PA      | $15461.25     | 0.01%             | 2031-04-30      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Enpro Inc.                                                        | ENPRO INC                                          | CUSIP: 29355XAH0<br>LEI: 549300Y5CFT2LKCFDN54 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5043.75      | 0.00%             | 2033-06-01      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| TACO BELL FUNDING, LLC                                            | TACO BELL FUNDING LLC                              | CUSIP: 87342RAK0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    115000 | PA      | $113318.72    | 0.09%             | 2055-08-25      | Fixed         | 4.82%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                          | U S TREASURY NOTE                                  | CUSIP: 91282CNF4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1915100 | PA      | $1920411.41   | 1.54%             | 2032-05-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ADVANCION SCIENCES, INC.                                          | KOBE US MIDCO 2 INC                                | CUSIP: 499894AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     81438 | PA      | $63114.45     | 0.05%             | 2026-11-01      | Variable      | 10.00%                | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31417FMP0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    103503 | PA      | $92290.50     | 0.07%             | 2043-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| TALLGRASS ENERGY PARTNERS, LP                                     | TALLGRASS ENERGY PARTNERS LP TALLGRASS ENERGY FIN  | CUSIP: 87470LAM3<br>LEI: 549300IQ3DN0F3VERF65 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15018.75     | 0.01%             | 2034-03-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| REDFIN CORPORATION                                                | REDFIN CORP                                        | CUSIP: 75737FAE8<br>LEI: 549300HXWD3JEMZU3O57 | Long             | DBT              | CORP              | US        |     59000 | PA      | $56377.86     | 0.05%             | 2027-04-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| CARPENTER TECHNOLOGY CORPORATION                                  | CARPENTER TECHNOLOGY CORP                          | CUSIP: 144285AN3<br>LEI: DX6I6ZD3X5WNNCDJKP85 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9887.50      | 0.01%             | 2034-03-01      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| BX TRUST                                                          | BX TRUST                                           | CUSIP: 05612HAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    142592 | PA      | $142599.34    | 0.11%             | 2029-04-15      | Floating      | 5.11%                 | Yes           |                  2 | On Loan: No      |
| BX TRUST                                                          | BX TRUST                                           | CUSIP: 05612HAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     71296 | PA      | $71257.34     | 0.06%             | 2029-04-15      | Floating      | 5.61%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                        | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36202FTK2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    107390 | PA      | $104549.35    | 0.08%             | 2041-05-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JACKSON FINANCIAL INC.                                            | JACKSON FINANCIAL INC                              | CUSIP: 46817MAL1<br>LEI: 213800WXW2KG1N4CO374 | Long             | DBT              | CORP              | US        |     17000 | PA      | $15057.73     | 0.01%             | 2031-11-23      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132QRJD3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     21167 | PA      | $19398.03     | 0.02%             | 2045-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TRONOX FINANCE LLC                                                | TRONOX TERM B                                      | CUSIP: 89705DAP7<br>LEI: 549300LMZ1DX1PWSP524 | Long             | LON              | CORP              | US        |     25952 | PA      | $19664.72     | 0.02%             | 2031-09-30      | Floating      | 6.17%                 | Yes           |                  2 | On Loan: No      |
| Herens Holdco S.a r.l.                                            | HERENS HOLDCO SARL                                 | CUSIP: 427169AA5<br>LEI: 2221002FZ55AMAUX4G64 | Long             | DBT              | CORP              | LU        |     58000 | PA      | $48551.80     | 0.04%             | 2028-05-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: —       |
| UBS Group AG                                                      | UBS GROUP AG                                       | CUSIP: 902613AH1<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    314000 | PA      | $310490.11    | 0.25%             | 2027-08-10      | Fixed         | 1.49%                 | Yes           |                  2 | On Loan: No      |
| BLOCK, INC.                                                       | BLOCK INC                                          | CUSIP: 852234AP8<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13631.25     | 0.01%             | 2031-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                              | ONEMAIN FINANCE CORP                               | CUSIP: 682691AL4<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14643.75     | 0.01%             | 2030-05-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| ACUSHNET COMPANY                                                  | ACUSHNET CO                                        | CUSIP: 005095AB0<br>LEI: 549300H805O14KEFES79 | Long             | DBT              | CORP              | US        |      8000 | PA      | $7920.00      | 0.01%             | 2033-12-01      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| GRAND RIVER FUNDING TRUST I                                       | GRAND RIVER FUNDING TRUST I                        | CUSIP: 38644BAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $100296.90    | 0.08%             | 2036-02-15      | Fixed         | 6.31%                 | Yes           |                  2 | On Loan: No      |
| CONSOLIDATED ENERGY                                               | CONSOLIDATED ENERGY                                | CUSIP: L1957LAF8<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |     10000 | PA      | $9518.80      | 0.01%             | 2030-11-18      | Floating      | 8.41%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QBEW4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     85000 | PA      | $81977.73     | 0.07%             | 2032-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Champion Iron Canada Inc.                                         | CHAMPION IRON CANADA INC                           | CUSIP: 15853BAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      5000 | PA      | $5193.75      | 0.00%             | 2032-07-15      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31412QPP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     98940 | PA      | $103347.39    | 0.08%             | 2037-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                          | U S TREASURY NOTE                                  | CUSIP: 91282CPJ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2258300 | PA      | $2202901.08   | 1.76%             | 2035-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VORNADO REALTY L.P.                                               | VORNADO REALTY LP                                  | CUSIP: 929043AK3<br>LEI: 549300BMOJ05INE4YK86 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49686.80     | 0.04%             | 2026-06-01      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| ADVANCED DRAINAGE SYSTEMS, INC.                                   | ADVANCED DRAINAGE SYSTEMS INC                      | CUSIP: 00790RAC8<br>LEI: 6QQTOZ5MF5DHM7K92I60 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14531.25     | 0.01%             | 2034-03-01      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 01F032633<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     75000 | PA      | $68754.98     | 0.06%             | 2056-03-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| VOLOFIN FINANCE (IRELAND) DESIGNATED ACTIVITY COMPANY             | VOLOFIN FINANCE DESIGNATED ACTIVITY CO             | CUSIP: 92873RAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    111719 | PA      | $111060.09    | 0.09%             | 2037-06-15      | Fixed         | 5.93%                 | Yes           |                  2 | On Loan: No      |
| GOLAR LNG LIMITED                                                 | GOLAR LNG LTD                                      | CUSIP: 38046YAC5<br>LEI: 213800C2VSFZG3EZLO34 | Long             | DBT              | CORP              | BM        |     25000 | PA      | $29487.75     | 0.02%             | 2030-12-15      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| OT MIDCO INC.                                                     | OT MIDCO INC                                       | CUSIP: 68877AAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $10500.00     | 0.01%             | 2030-02-15      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| ASHTON WOODS USA L.L.C.                                           | ASHTON WOODS USA LLC ASHTON WOODS FINANCE CO       | CUSIP: 045086AR6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $9650.00      | 0.01%             | 2033-08-01      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| LIFE MORTGAGE TRUST                                               | LIFE MORTGAGE TRUST US                             | CUSIP: 53218DAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    194000 | PA      | $172711.44    | 0.14%             | 2039-05-15      | Floating      | 5.77%                 | Yes           |                  2 | On Loan: No      |
| DAVITA INC.                                                       | DAVITA INC                                         | CUSIP: 23918KAS7<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |     40000 | PA      | $38450.00     | 0.03%             | 2030-06-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| WBI OPERATING LLC                                                 | WBI OPERATING LLC                                  | CUSIP: 92944BAA9<br>LEI: 254900POBWB4RX0ODY78 | Long             | DBT              | CORP              | US        |      6000 | PA      | $6045.00      | 0.00%             | 2030-10-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132QUWP4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      6868 | PA      | $6620.76      | 0.01%             | 2045-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                          | CELANESE US HOLDINGS LLC                           | CUSIP: 15089QAW4<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |     45000 | PA      | $46800.00     | 0.04%             | 2028-11-15      | Variable      | 6.85%                 | No            |                  2 | On Loan: No      |
| NXP B.V.                                                          | NXP BV NXP FDG NXP USA                             | CUSIP: 62954HBH0<br>LEI: 724500RKKW4NOJ9YQF60 | Long             | DBT              | CORP              | NL        |    102000 | PA      | $101480.11    | 0.08%             | 2035-08-19      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MPT OPERATING PARTNERSHIP, L.P.                                   | MPT OPERATING PARTNERSHIP LP                       | CUSIP: 55342UAM6<br>LEI: WUQXXXF7PXTUPGROE843 | Long             | DBT              | CORP              | US        |     25000 | PA      | $16343.75     | 0.01%             | 2031-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                                    | BNP PARIBAS SA                                     | CUSIP: 05602XQQ4<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |     15000 | PA      | $15018.75     | 0.01%             | 2199-12-31      | Fixed         | 7.45%                 | Yes           |                  2 | On Loan: No      |
| PBF HOLDING COMPANY LLC                                           | PBF HOLDING CO LLC                                 | CUSIP: 69318FAL2<br>LEI: 549300TILVIIV9FLL461 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10275.00     | 0.01%             | 2030-09-15      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| AVOLON HOLDINGS FUNDING LIMITED                                   | AVOLON HOLDINGS FNDG LTD                           | CUSIP: 05401AAS0<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |     14000 | PA      | $14414.82     | 0.01%             | 2028-05-04      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| SES INTELSAT CVR                                                  | SES INTELSAT CVR                                   | CUSIP: L8176HAF7<br>LEI: N/A                  | Long             | EC               |  | LU        |        13 | NS      | $189.05       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XDS56<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    166327 | PA      | $136547.76    | 0.11%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                          | U S TREASURY BOND                                  | CUSIP: 912810TL2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    946000 | PA      | $813079.61    | 0.65%             | 2052-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133KQGP5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     55811 | PA      | $57928.75     | 0.05%             | 2052-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                        | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36202F2M7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    247074 | PA      | $240536.91    | 0.19%             | 2042-01-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PAYCHEX, INC.                                                     | PAYCHEX INC                                        | CUSIP: 704326AC1<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |     12000 | PA      | $11996.94     | 0.01%             | 2035-04-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| TGP HOLDINGS III LLC                                              | TRAEGER GRILLS TERM B                              | CUSIP: 87251RAK9<br>LEI: 549300LURVM6CQ1MNO41 | Long             | LON              | CORP              | US        |     27978 | PA      | $24075.34     | 0.02%             | 2028-06-29      | Floating      | 7.02%                 | Yes           |                  2 | On Loan: No      |
| AVOLON HOLDINGS FUNDING LIMITED                                   | AVOLON HOLDINGS FNDG LTD                           | CUSIP: 05401AAZ4<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |     49000 | PA      | $49541.25     | 0.04%             | 2030-05-30      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| CHENIERE ENERGY, INC.                                             | CHENIERE ENERGY INC                                | CUSIP: 16411RAQ2<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |     32000 | PA      | $31701.70     | 0.03%             | 2056-07-30      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands III B.V.                  | TEVA PHARMACEUTICALS NE                            | CUSIP: 88167AAE1<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |     11000 | PA      | $10890.00     | 0.01%             | 2026-10-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| SPLAT SUPER HOLDCO, LLC                                           | SIZZLING PLATTER TERM DD 1LN                       | CUSIP: 84862VAD4<br>LEI: 254900DZVRH41XW33M96 | Long             | LON              | CORP              | US        |       981 | PA      | $881.42       | 0.00%             | 2032-06-24      | Floating      | 8.92%                 | Yes           |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HOLDINGS, INC.                              | CLEAR 7 875 4 1 2030                               | CUSIP: 18453HAF3<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15675.00     | 0.01%             | 2030-04-01      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| PG&E CORPORATION                                                  | PG E CORP                                          | CUSIP: 69331CAH1<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19825.00     | 0.02%             | 2028-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ELECTRIC POWER COMPANY                               | SOUTHWESTERN ELECTRIC POWER CO                     | CUSIP: 845437BV3<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |     36000 | PA      | $35306.50     | 0.03%             | 2036-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132QQTN2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     90036 | PA      | $82176.14     | 0.07%             | 2045-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138A7FW3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     18134 | PA      | $18116.06     | 0.01%             | 2041-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BX TRUST                                                          | BX TRUST                                           | CUSIP: 05608BAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    188392 | PA      | $187460.93    | 0.15%             | 2034-04-15      | Floating      | 4.72%                 | Yes           |                  2 | On Loan: No      |
| HESS CORPORATION                                                  | HESS CORP                                          | CUSIP: 023551AJ3<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |    109000 | PA      | $122193.47    | 0.10%             | 2031-08-15      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| CNX MIDSTREAM PARTNERS LP                                         | CNX MIDSTREAM PARTNERS LP                          | CUSIP: 12654AAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     40000 | PA      | $38100.00     | 0.03%             | 2030-04-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| TKC HOLDINGS, INC.                                                | TKC HOLDINGS INC                                   | CUSIP: 87256YAG8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     13000 | PA      | $13406.25     | 0.01%             | 2031-02-15      | Fixed         | 12.00%                | Yes           |                  2 | On Loan: No      |
| MESQUITE ENERGY INC                                               | MESQUITE ENERGY INC                                | CUSIP: 799ESCAK4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    408000 | PA      | $40.80        | 0.00%             | 2199-12-31      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XDT22<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    263438 | PA      | $217309.16    | 0.17%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                    | MORGAN STANLEY                                     | CUSIP: 61747YGA7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     65000 | PA      | $66574.24     | 0.05%             | 2036-04-17      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS COMPANY LLC                                     | VISTRA OPERATIONS CO LLC                           | CUSIP: 92840VAF9<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     45000 | PA      | $44887.50     | 0.04%             | 2027-07-31      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31402EZZ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1277 | PA      | $1285.61      | 0.00%             | 2033-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORPORATION                                            | CVS HEALTH CORP                                    | CUSIP: 126650EG1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     56000 | PA      | $55933.70     | 0.04%             | 2054-12-10      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                        | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 21H052645<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    125000 | PA      | $125722.66    | 0.10%             | 2056-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC.                                                    | TRANSDIGM INC                                      | CUSIP: 893647BW6<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24906.25     | 0.02%             | 2033-01-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 01F020653<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     50000 | PA      | $40164.06     | 0.03%             | 2056-05-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BLOCK, INC.                                                       | BLOCK INC                                          | CUSIP: 852234AU7<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14681.25     | 0.01%             | 2033-08-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Post Holdings, Inc.                                               | POST HOLDINGS INC                                  | CUSIP: 737446AY0<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14662.50     | 0.01%             | 2036-03-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| BX TRUST                                                          | BX TRUST 2025 ROIC                                 | CUSIP: 05593VAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     37089 | PA      | $36783.73     | 0.03%             | 2030-03-15      | Floating      | 5.07%                 | Yes           |                  2 | On Loan: No      |
| JANE STREET GROUP, LLC                                            | JANE STREET GROUP JSG FIN                          | CUSIP: 47077WAD0<br>LEI: 5493002N1IVX6KHGYO08 | Long             | DBT              | CORP              | US        |     27000 | PA      | $26662.50     | 0.02%             | 2032-11-01      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| CEDAR FUNDING LTD                                                 | CEDAR FUNDING LTD                                  | CUSIP: 15033XAU0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    264000 | PA      | $263872.55    | 0.21%             | 2037-10-20      | Floating      | 5.24%                 | Yes           |                  2 | On Loan: No      |
| ENTEGRIS, INC.                                                    | ENTEGRIS INC                                       | CUSIP: 29365BAB9<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40250.00     | 0.03%             | 2030-06-15      | Fixed         | 5.95%                 | Yes           |                  2 | On Loan: No      |
| THE WILLIAMS COMPANIES, INC.                                      | WILLIAMS COS INC THE                               | CUSIP: 969457BZ2<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    220000 | PA      | $217314.68    | 0.17%             | 2032-08-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3128MAEW5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     59958 | PA      | $58447.25     | 0.05%             | 2045-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LIFE MORTGAGE TRUST                                               | LIFE 2021 BMR MORTGAGE TRUST                       | CUSIP: 53218CAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     70000 | PA      | $66682.85     | 0.05%             | 2038-03-15      | Floating      | 5.19%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140Y67A2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     69313 | PA      | $73371.42     | 0.06%             | 2055-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                | ENERGY TRANSFER PARTNERS                           | CUSIP: 29278NAF0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    190000 | PA      | $191404.10    | 0.15%             | 2028-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| TEAM SERVICES TERM B 1LN                                          | TEAM SERVICES TERM B 1LN                           | CUSIP: MDW410000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      7000 | PA      | $6608.42      | 0.01%             | 2033-01-31      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31416VBV5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     23357 | PA      | $23518.03     | 0.02%             | 2039-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132JBDB6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     18753 | PA      | $18093.98     | 0.01%             | 2043-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MINERAL RESOURCES LIMITED                                         | MINERAL RESOURCES LTD                              | CUSIP: 603051AD5<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |     15000 | PA      | $15412.50     | 0.01%             | 2030-05-01      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST, INC.                                     | STARWOOD PROPERTY TRUST INC                        | CUSIP: 85571BBG9<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9787.50      | 0.01%             | 2031-01-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| COMPOSECURE HOLDINGS, L.L.C.                                      | COMPOSECURE HOLDINGS LLC                           | CUSIP: 20459XAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     27000 | PA      | $26190.00     | 0.02%             | 2033-02-01      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| 1011778 B.C. UNLIMITED LIABILITY COMPANY                          | 1011778 BC ULC NEW RED FINANCE INC                 | CUSIP: 68245XAM1<br>LEI: 549300RHSHNRWI5LLA86 | Long             | DBT              | CORP              | CA        |     30000 | PA      | $28087.50     | 0.02%             | 2030-10-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                        | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36179WG36<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1136158 | PA      | $977416.09    | 0.78%             | 2051-06-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                         | SUNOCO LP                                          | CUSIP: 86765KAG4<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9862.50      | 0.01%             | 2034-03-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| CARVANA CO.                                                       | CARVANA CO                                         | CUSIP: 146869AD4<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |     41000 | PA      | $40282.50     | 0.03%             | 2028-10-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| LEVEL 3 FINANCING, INC.                                           | LEVEL 3 TERM B 1LN                                 | CUSIP: 52729KAT3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | LON              | CORP              | US        |      5000 | PA      | $4994.80      | 0.00%             | 2032-03-20      | Floating      | 8.57%                 | Yes           |                  2 | On Loan: No      |
| DISH DBS Corporation                                              | DISH DBS CORP                                      | CUSIP: 25470XAY1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      8000 | PA      | $7950.00      | 0.01%             | 2026-07-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QF3P2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    156678 | PA      | $120879.17    | 0.10%             | 2050-12-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| SGUS LLC                                                          | SGUS LLC TERM FIRST OUT DIP 1LN                    | CUSIP: 81881KAD1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |        61 | PA      | $55.81        | 0.00%             | 2026-07-15      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| COGENT COMMUNICATIONS GROUP, LLC                                  | COGENT COMMUNICATIONS GROUP INC                    | CUSIP: 19240WAA7<br>LEI: 549300KFWFYF8Q1U0Y26 | Long             | DBT              | CORP              | US        |     36000 | PA      | $35460.00     | 0.03%             | 2027-06-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| TPC GROUP INC.                                                    | TPC GROUP TERM 1LN                                 | CUSIP: 87266EAG0<br>LEI: 549300K276KVW5JD1583 | Long             | LON              | CORP              | US        |     14805 | PA      | $13524.45     | 0.01%             | 2031-12-16      | Floating      | 9.39%                 | Yes           |                  2 | On Loan: No      |
| FTAI AVIATION INVESTORS LLC                                       | FORTRESS TRANSPORTATION                            | CUSIP: 34960PAG6<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10225.00     | 0.01%             | 2032-06-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| THE CHEMOURS COMPANY                                              | CHEMOURS CO THE                                    | CUSIP: 163851AL2<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15000.00     | 0.01%             | 2034-03-15      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132QUJM6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    116850 | PA      | $111133.15    | 0.09%             | 2045-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NXP B.V.                                                          | NXP BV NXP FDG NXP USA                             | CUSIP: 62954HBG2<br>LEI: 724500RKKW4NOJ9YQF60 | Long             | DBT              | CORP              | NL        |     35000 | PA      | $34312.04     | 0.03%             | 2032-08-19      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| UNITI SERVICES LLC                                                | UNITI GROUP LP UNITI GROUP FINANCE 2019 INC CS     | CUSIP: 91327TAC5<br>LEI: 549300KT9GVEBYCD2N29 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50937.50     | 0.04%             | 2032-06-15      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132L67D7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     25703 | PA      | $24042.03     | 0.02%             | 2040-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                                               | SYNCHRONY FINANCIAL                                | CUSIP: 87165BAM5<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    215000 | PA      | $212280.47    | 0.17%             | 2027-12-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| MILLICOM INTERNATIONAL CELLULAR S.A.                              | MILLICOM INTL CELLULAR                             | CUSIP: 600814AQ0<br>LEI: 549300CTHC1CP86P2G96 | Long             | DBT              | CORP              | LU        |    315000 | PA      | $313031.25    | 0.25%             | 2029-03-25      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: —       |
| GPD COMPANIES, INC.                                               | GPD COS INC                                        | CUSIP: 36260VAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     12152 | PA      | $6592.46      | 0.01%             | 2029-12-31      | Fixed         | 12.50%                | Yes           |                  2 | On Loan: No      |
| COMMERCIAL METALS COMPANY                                         | COMMERCIAL METALS CO                               | CUSIP: 201723AV5<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19725.00     | 0.02%             | 2035-12-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUEMINES LNG, LLC                               | VENTURE GLOBAL PLAQUEMINES LNG LLC                 | CUSIP: 922966AA4<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |     15000 | PA      | $16443.75     | 0.01%             | 2033-05-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133KYVY2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     17036 | PA      | $14802.33     | 0.01%             | 2041-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NOVELIS CORPORATION                                               | NOVELIS CORP                                       | CUSIP: 670001AH9<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |     20000 | PA      | $17800.00     | 0.01%             | 2031-08-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                          | U S TREASURY BOND                                  | CUSIP: 912810UK2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1601000 | PA      | $1558973.75   | 1.25%             | 2055-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GRAPHIC PACKAGING INTERNATIONAL, LLC                              | GRAPHIC PACKAGING INTERN                           | CUSIP: 38869AAD9<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18275.00     | 0.01%             | 2030-02-01      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Kingdom of Saudi Arabia                                           | SAUDI INTERNATIONAL BOND                           | CUSIP: 80413TAT6<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |    230000 | PA      | $214795.39    | 0.17%             | 2030-10-22      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| CITGO PETROLEUM CORPORATION                                       | CITGO PETROLEUM CORP                               | CUSIP: 17302XAN6<br>LEI: YX52P86PXMLYDOTUQ225 | Long             | DBT              | CORP              | US        |      6000 | PA      | $6195.00      | 0.00%             | 2029-01-15      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XECK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     65891 | PA      | $58797.60     | 0.05%             | 2051-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| WOLFSPEED, INC.                                                   | WOLFSPEED INC                                      | CUSIP: 977852AQ5<br>LEI: 549300OGU88P3AW3TO93 | Long             | DBT              | CORP              | US        |      3000 | PA      | $4225.26      | 0.00%             | 2031-06-15      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS LTD.                                       | FIRST QUANTUM MINERALS LTD                         | CUSIP: 335934AW5<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |     25000 | PA      | $26000.00     | 0.02%             | 2033-03-01      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 01F060634<br>LEI: B1V7KEBTPIMZEU4LTD58 | Short            | ABS-MBS          | USGSE             | US        |   -200000 | PA      | $-203794.00   | -0.16%            | 2056-03-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PALMER SQUARE LOAN FUNDING LTD.                                   | PALMER SQUARE LOAN FUNDING LTD                     | CUSIP: 69704AAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    222923 | PA      | $222781.13    | 0.18%             | 2033-07-15      | Floating      | 4.61%                 | Yes           |                  2 | On Loan: No      |
| TANGER PROPERTIES LIMITED PARTNERSHIP                             | TANGER PROPERTIES LP                               | CUSIP: 875484AL1<br>LEI: PQPGJDNFN35EXH363L31 | Long             | DBT              | CORP              | US        |    237000 | PA      | $211697.17    | 0.17%             | 2031-09-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUEMINES LNG, LLC                               | VENTURE GLOBAL PLAQUE                              | CUSIP: 922966AC0<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20850.00     | 0.02%             | 2034-01-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| GILDAN ACTIVEWEAR INC.                                            | GILDAN ACTIVEWEAR INC                              | CUSIP: 375916AF0<br>LEI: 549300SB3IBI34M00Z45 | Long             | DBT              | CORP              | CA        |     10000 | PA      | $9885.84      | 0.01%             | 2030-10-07      | Fixed         | 4.70%                 | Yes           |                  2 | On Loan: No      |
| Dreyfus Treasury Securities Cash Management; Institutional Shares | DREYFUS TREASURY SECURITIES CASH MANAGEMENT        | CUSIP: 261941108<br>LEI: N/A                  | Long             | STIV             | RF                | US        |   4847883 | NS      | $4847882.66   | 3.88%             |  |  |  | No            |                  1 | On Loan: No      |
| OMEGA HEALTHCARE INVESTORS, INC.                                  | OMEGA HEALTHCARE INVESTORS INC                     | CUSIP: 681936BN9<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |     20000 | PA      | $17587.50     | 0.01%             | 2033-04-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ECHOSTAR CORPORATION                                              | ECHOSTAR CORP                                      | CUSIP: 278768AB2<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |     17845 | PA      | $64180.26     | 0.05%             | 2030-11-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XJTE3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     70865 | PA      | $70885.90     | 0.06%             | 2052-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JH NORTH AMERICA HOLDINGS INC.                                    | JH NORTH AMERICA HOLDING                           | CUSIP: 46593WAB1<br>LEI: 254900A6FXA0D81TL967 | Long             | DBT              | CORP              | US        |      6000 | PA      | $5955.00      | 0.00%             | 2032-07-31      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3128P77E7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    142815 | PA      | $139353.76    | 0.11%             | 2034-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MPT OPERATING PARTNERSHIP, L.P.                                   | MPT OPER PARTNERSP FINL                            | CUSIP: 55342UAJ3<br>LEI: WUQXXXF7PXTUPGROE843 | Long             | DBT              | CORP              | US        |     10000 | PA      | $7762.50      | 0.01%             | 2029-08-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| DB MASTER FINANCE LLC                                             | DB MASTER FINANCE LLC                              | CUSIP: 233046AW1<br>LEI: 549300F17UZJL70BPB08 | Long             | ABS-MBS          | CORP              | US        |     49875 | PA      | $49148.86     | 0.04%             | 2055-11-20      | Fixed         | 5.17%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418DU67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     13979 | PA      | $12203.81     | 0.01%             | 2040-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                       | BANK OF AMERICA CORP                               | CUSIP: 06051GKY4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    790000 | PA      | $792719.18    | 0.63%             | 2033-07-22      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132XYUS4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     88671 | PA      | $85072.19     | 0.07%             | 2048-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                        | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36179VXX3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    234532 | PA      | $193508.10    | 0.15%             | 2050-11-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                          | U S TREASURY NOTE                                  | CUSIP: 91282CLW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2170000 | PA      | $2169321.88   | 1.74%             | 2034-11-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| THE ADT SECURITY CORPORATION                                      | ADT SECURITY CORP THE                              | CUSIP: 00109LAB9<br>LEI: 5493009JEEDYLVRA0J13 | Long             | DBT              | CORP              | US        |     11000 | PA      | $10656.25     | 0.01%             | 2033-10-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Petroleos Mexicanos                                               | PETROLEOS MEXICANOS                                | CUSIP: 71654QDE9<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    120000 | PA      | $114450.00    | 0.09%             | 2031-01-28      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| CANACOL ENERGY LTD                                                | CANACOL ENERGY LTD                                 | CUSIP: N/A<br>LEI: 549300X5MNRWPMSM9N14       | Long             | LON              | CORP              | CA        |      7337 | PA      | $7336.98      | 0.01%             | 2026-06-30      | Fixed         | 13.00%                | Yes           |                  2 | On Loan: No      |
| AASET TRUST                                                       | APOLLO AVIATION SECURITIZATION EQUITY TRUST        | CUSIP: 00255UAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     43758 | PA      | $43241.58     | 0.03%             | 2040-01-16      | Fixed         | 4.33%                 | Yes           |                  2 | On Loan: No      |
| CORECIVIC, INC.                                                   | CORECIVIC INC                                      | CUSIP: 21871NAC5<br>LEI: 529900JFA3K6PTLT8B15 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10400.00     | 0.01%             | 2029-04-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| APLD COMPUTECO 2 LLC                                              | APLD COMPUTECO 2 LLC                               | CUSIP: 03772CAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $24812.50     | 0.02%             | 2031-03-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| DISCOVERY PURCHASER CORPORATION                                   | ENVU TERM                                          | CUSIP: 25471NAC0<br>LEI: 2549001LSO1ZBIPA5D65 | Long             | LON              | CORP              | US        |     41910 | PA      | $41166.10     | 0.03%             | 2029-10-04      | Floating      | 7.42%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XKEA4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     79237 | PA      | $75557.38     | 0.06%             | 2050-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132DVLK9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    387324 | PA      | $333175.66    | 0.27%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31402HHC8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1108 | PA      | $1114.98      | 0.00%             | 2033-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                          | 10 YEAR US TREASURY NOTE FUTURE JUN26              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        10 | NC      | $-18534.33    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XDRX6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    573949 | PA      | $491831.07    | 0.39%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138EJLK2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     35884 | PA      | $37677.42     | 0.03%             | 2040-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GRAPHIC PACKAGING INTERNATIONAL, LLC                              | GRAPHIC PACKAGING INTERNATIONAL LLC                | CUSIP: 38869AAE7<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14906.25     | 0.01%             | 2032-07-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: —       |
| TELUS CORPORATION                                                 | TELUS CORP                                         | CUSIP: 87971MCM3<br>LEI: 894500TX134IMF6NW757 | Long             | DBT              | CORP              | CA        |      8000 | PA      | $8110.00      | 0.01%             | 2055-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                          | U S TREASURY NOTE                                  | CUSIP: 91282CHC8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3200000 | PA      | $3048875.01   | 2.44%             | 2033-05-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| SPIN HOLDCO INC.                                                  | SPIN HOLDCO INC                                    | CUSIP: 84850XAK8<br>LEI: 549300QAS44U2GUXGK45 | Long             | LON              | CORP              | US        |     97774 | PA      | $74369.62     | 0.06%             | 2028-03-06      | Floating      | 8.02%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 312944WL1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     17300 | PA      | $17118.82     | 0.01%             | 2041-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FTAI AVIATION INVESTORS LLC                                       | FORTRESS TRANSPORTATION                            | CUSIP: 34960PAE1<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10375.00     | 0.01%             | 2030-12-01      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| EXTENDED STAY AMERICA TRUST                                       | EXTENDED STAY AMERICA TRUST 2026 ESH2              | CUSIP: 30227WAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     13870 | PA      | $13881.47     | 0.01%             | 2043-02-15      | Floating      | 5.07%                 | Yes           |                  2 | On Loan: No      |
| SUBWAY FUNDING LLC                                                | SUBWAY FUNDING LLC                                 | CUSIP: 864300AJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     57275 | PA      | $57045.98     | 0.05%             | 2054-07-30      | Fixed         | 5.57%                 | Yes           |                  2 | On Loan: No      |
| CANO HEALTH, LLC                                                  | CANO HEALTH LLC                                    | CUSIP: 13781HAS9<br>LEI: 254900OGI2T8V1NXN639 | Long             | LON              | CORP              | US        |     31907 | PA      | $22334.97     | 0.02%             | 2029-06-28      | Floating      | 13.70%                | Yes           |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HOLDINGS, INC.                              | CLEAR CHANNEL OUTDOOR HOLD                         | CUSIP: 18453HAC0<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10012.50     | 0.01%             | 2028-04-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| NRG ENERGY, INC.                                                  | NRG ENERGY INC                                     | CUSIP: 629377CE0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14981.25     | 0.01%             | 2028-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BCPE FLAVOR DEBT MERGER SUB, LLC                                  | BCPE FLAVOR DEBT ISSUER                            | CUSIP: 072933AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     21000 | PA      | $18926.25     | 0.02%             | 2032-07-01      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: —       |
| MOLINA HEALTHCARE, INC.                                           | MOLINA HEALTHCARE INC                              | CUSIP: 60855RAN0<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |     21000 | PA      | $20580.00     | 0.02%             | 2031-02-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| HTA Group, Ltd                                                    | HTA GROUP LTD MAURITIUS                            | CUSIP: 40435WAD2<br>LEI: 213800WEFU8O8X6EPU13 | Long             | DBT              | CORP              | MU        |     25000 | PA      | $24656.25     | 0.02%             | 2031-04-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| STANDARD BUILDING SOLUTIONS INC.                                  | STANDARD BUILDING SOLUTIONS INC                    | CUSIP: 853192AA0<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14343.75     | 0.01%             | 2034-03-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| UNITED AIRLINES HOLDINGS, INC.                                    | UNITED AIRLINES HOLDINGS INC                       | CUSIP: 910047AM1<br>LEI: 98450079DA0B78DD6764 | Long             | DBT              | CORP              | US        |     13000 | PA      | $12740.00     | 0.01%             | 2029-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| TOPBUILD CORP.                                                    | TOPBUILD CORP                                      | CUSIP: 89055FAC7<br>LEI: 5493007YSKHOL4RWII46 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13743.75     | 0.01%             | 2032-02-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| CALUMET SPECIALTY PRODUCTS PARTNERS, L.P.                         | CALUMET SPECIALTY PROD                             | CUSIP: 131477AW1<br>LEI: 529900QWK0FGLES9BA18 | Long             | DBT              | CORP              | US        |     26000 | PA      | $26845.00     | 0.02%             | 2028-07-15      | Fixed         | 9.75%                 | Yes           |                  2 | On Loan: No      |
| RR LTD                                                            | RR 7 LTD                                           | CUSIP: 74980EAQ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    420000 | PA      | $419715.01    | 0.34%             | 2037-01-15      | Floating      | 5.01%                 | Yes           |                  2 | On Loan: No      |
| THE HOWARD HUGHES CORPORATION                                     | HOWARD HUGHES CORP THE                             | CUSIP: 44267DAF4<br>LEI: 549300BVHY25JZC1KI49 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18250.00     | 0.01%             | 2031-02-01      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| C&S WHOLESALE GROCERS, LLC                                        | WHOLESALE GROCERS TERM                             | CUSIP: 12676AAB1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     14925 | PA      | $14564.26     | 0.01%             | 2030-08-05      | Floating      | 8.70%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132L7CX5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     16496 | PA      | $15429.11     | 0.01%             | 2040-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORPORATION                                       | WESTPAC BANKING CORP                               | CUSIP: 961214EF6<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    135000 | PA      | $131591.12    | 0.11%             | 2034-07-24      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| BX TRUST                                                          | BX TRUST 2022 IND                                  | CUSIP: 05609WAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     32200 | PA      | $32219.46     | 0.03%             | 2037-04-15      | Floating      | 5.96%                 | Yes           |                  2 | On Loan: No      |
| CORNERSTONE BUILDING BRANDS, INC.                                 | CAMELOT RETURN MERGER SUB INC                      | CUSIP: 13323NAA0<br>LEI: 549300IW41QEWQ6T0H29 | Long             | DBT              | CORP              | US        |      5000 | PA      | $2925.00      | 0.00%             | 2028-08-01      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: —       |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31410KCG7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     25361 | PA      | $26630.09     | 0.02%             | 2038-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES HOLDINGS, INC.                                    | UNITED AIRLINES HOLDINGS INC                       | CUSIP: 910047AL3<br>LEI: 98450079DA0B78DD6764 | Long             | DBT              | CORP              | US        |     14000 | PA      | $13720.00     | 0.01%             | 2031-03-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ALTDE TRUST                                                       | ALTDE TRUST                                        | CUSIP: 00166NAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    231420 | PA      | $233063.04    | 0.19%             | 2050-08-15      | Fixed         | 5.90%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133KYVK2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     16346 | PA      | $14203.31     | 0.01%             | 2041-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ASCENT RESOURCES UTICA HOLDINGS, LLC                              | ASCENT RESOURCES UTICA HOLDINGS LLC                | CUSIP: 04364VBA0<br>LEI: 549300EGLQ2M2CL7JZ89 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5068.75      | 0.00%             | 2033-07-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| OCP CLO LTD                                                       | OCP CLO 2025 44 LTD                                | CUSIP: 67570UAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $249361.31    | 0.20%             | 2038-10-24      | Floating      | 4.97%                 | Yes           |                  2 | On Loan: No      |
| ALLEGRO CLO LTD                                                   | ALLEGRO CLO XV LTD                                 | CUSIP: 01749WAL7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    150000 | PA      | $149708.73    | 0.12%             | 2038-04-20      | Floating      | 4.85%                 | Yes           |                  2 | On Loan: No      |
| TransAlta Corporation                                             | TRANSALTA CORP                                     | CUSIP: 89346DAL1<br>LEI: 984500EE2ADD850F1C96 | Long             | DBT              | CORP              | CA        |     20000 | PA      | $19825.00     | 0.02%             | 2034-02-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| EXELON CORPORATION                                                | EXELON CORP                                        | CUSIP: 30161NAX9<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    110000 | PA      | $107853.57    | 0.09%             | 2030-04-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORPORATION                                 | CAPITAL ONE FINANCIAL CORP                         | CUSIP: 14040HCV5<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    275000 | PA      | $278131.70    | 0.22%             | 2030-07-26      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XBXV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     31873 | PA      | $27974.39     | 0.02%             | 2041-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CONSTANT CONTACT, INC.                                            | CONSTANT CONTACT INC                               | CUSIP: 21031HAE1<br>LEI: 2549000JW50H0AI5B946 | Long             | LON              | CORP              | US        |      2000 | PA      | $1588.52      | 0.00%             | 2029-02-10      | Floating      | 11.43%                | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418DFB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    110432 | PA      | $100427.08    | 0.08%             | 2039-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| LIFE MORTGAGE TRUST                                               | LIFE 2021 BMR MORTGAGE TRUST                       | CUSIP: 53218CAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     70000 | PA      | $65373.08     | 0.05%             | 2038-03-15      | Floating      | 5.54%                 | Yes           |                  2 | On Loan: No      |
| W. R. GRACE HOLDINGS LLC                                          | WR GRACE HOLDINGS LLC                              | CUSIP: 92943GAH4<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9700.00      | 0.01%             | 2033-08-01      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| SOTHEBY'S                                                         | SOTHEBY S BIDFAIR HOLDINGS INC                     | CUSIP: 83600GAA2<br>LEI: 549300P5BAAMQQ7VL735 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4712.50      | 0.00%             | 2029-06-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST                                      | BX TRUST                                           | CUSIP: 123910AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     25092 | PA      | $25094.33     | 0.02%             | 2039-12-15      | Floating      | 4.97%                 | Yes           |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST                                      | BX TRUST                                           | CUSIP: 12433BAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    111975 | PA      | $111978.94    | 0.09%             | 2041-05-15      | Floating      | 5.31%                 | Yes           |                  2 | On Loan: No      |
| LEVEL 3 FINANCING, INC.                                           | LEVEL 3 FINANCING INC                              | CUSIP: 527298BT9<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |      9000 | PA      | $8313.75      | 0.01%             | 2029-07-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| TGS ASA                                                           | TGS ASA                                            | CUSIP: 87243KAA7<br>LEI: 549300NUPLAXPB0WYH90 | Long             | DBT              | CORP              | NO        |     10000 | PA      | $10400.00     | 0.01%             | 2030-01-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| HUMANA INC.                                                       | HUMANA INC                                         | CUSIP: 444859BT8<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     64000 | PA      | $62157.76     | 0.05%             | 2029-03-23      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| SYNERGY INFRASTRUCTURE HOLDINGS, LLC                              | SYNERGY INFRASTRUCTURE HOLDINGS LLC                | CUSIP: 87191JAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $5081.25      | 0.00%             | 2030-12-01      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| SUBWAY FUNDING LLC                                                | SUBWAY FUNDING LLC                                 | CUSIP: 864300AL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    115538 | PA      | $112022.21    | 0.09%             | 2054-07-30      | Fixed         | 5.91%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QL7M2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    186865 | PA      | $152830.70    | 0.12%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DVLQ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     30427 | PA      | $26268.05     | 0.02%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MAGNETITE CLO, LIMITED                                            | MAGNETITE XLV LTD                                  | CUSIP: 55956CAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $99760.29     | 0.08%             | 2038-04-15      | Floating      | 4.82%                 | Yes           |                  2 | On Loan: No      |
| XPLR INFRASTRUCTURE OPERATING PARTNERS, LP                        | XPLR INFRASTRUCTURE OPERATING PARTNERS LP          | CUSIP: 98380MAB1<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |     22000 | PA      | $23127.50     | 0.02%             | 2033-03-15      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| VOYA CLO                                                          | VOYA CLO LTD                                       | CUSIP: 92918HAT7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $249414.74    | 0.20%             | 2038-01-20      | Floating      | 4.98%                 | Yes           |                  2 | On Loan: No      |
| RAILWORKS HOLDINGS, LP                                            | RAILWORKS HOLDINGS LP R                            | CUSIP: 75079MAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $24937.50     | 0.02%             | 2028-11-15      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| SUBWAY FUNDING LLC                                                | SUBWAY FUNDING LLC                                 | CUSIP: 864300AC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     96775 | PA      | $97810.88     | 0.08%             | 2054-07-30      | Fixed         | 6.27%                 | Yes           |                  2 | On Loan: No      |
| ASHTON WOODS USA L.L.C.                                           | ASHTON WOODS USA LLC ASHTON WOODS FINANCE CO       | CUSIP: 045086AP0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15000 | PA      | $13837.50     | 0.01%             | 2030-04-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| RITHM CAPITAL CORP.                                               | RITHM CAPITAL CORP                                 | CUSIP: 64828TAC6<br>LEI: 549300WNTHGEO5LP2G31 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9637.50      | 0.01%             | 2030-07-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| EMERGENT BIOSOLUTIONS INC.                                        | EMERGENT BIOSOLUTIONS                              | CUSIP: 29089QAC9<br>LEI: 549300YW6TUOX8BE5103 | Long             | DBT              | CORP              | US        |     35000 | PA      | $29400.00     | 0.02%             | 2028-08-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC.                                            | GFL ENVIRONMENTAL INC                              | CUSIP: 36168QAQ7<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     15000 | PA      | $15468.75     | 0.01%             | 2031-01-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31416VBM5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    111884 | PA      | $112665.31    | 0.09%             | 2039-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| C&S GROUP ENTERPRISES LLC                                         | C S GROUP ENTERPRISES LLC                          | CUSIP: 12467AAF5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     13000 | PA      | $12025.00     | 0.01%             | 2028-12-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| ADAPTHEALTH, LLC                                                  | ADAPTHEALTH LLC                                    | CUSIP: 00653VAE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $4775.00      | 0.00%             | 2030-03-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| United States of America                                          | U S TREASURY NOTE                                  | CUSIP: 91282CQD6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    660000 | PA      | $647135.15    | 0.52%             | 2031-02-28      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Swiss Re Finance (Luxembourg) S.A.                                | SWISS RE FINANCE LUX                               | CUSIP: 87089NAA8<br>LEI: 549300CLQZ6TM98LW631 | Long             | DBT              | CORP              | LU        |    200000 | PA      | $197769.40    | 0.16%             | 2049-04-02      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| CVS HEALTH CORPORATION                                            | CVS HEALTH CORP                                    | CUSIP: 126650DW7<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     62000 | PA      | $62677.78     | 0.05%             | 2029-01-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ENTEGRIS, INC.                                                    | ENTEGRIS INC                                       | CUSIP: 29362UAD6<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23625.00     | 0.02%             | 2029-05-01      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| LFS TOPCO LLC                                                     | LFS TOPCO LLC                                      | CUSIP: 50203TAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     22000 | PA      | $20927.50     | 0.02%             | 2030-07-15      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132L7RM3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     20011 | PA      | $19734.15     | 0.02%             | 2046-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PLANET FITNESS MASTER ISSUER LLC                                  | PLANET FITNESS MASTER ISSUER LLC                   | CUSIP: 72703PAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    137812 | PA      | $132075.60    | 0.11%             | 2049-12-05      | Fixed         | 3.86%                 | Yes           |                  2 | On Loan: No      |
| STAPLES, INC.                                                     | STAPLES INC                                        | CUSIP: 855030AS1<br>LEI: XQM2JINI1UL7642TU573 | Long             | DBT              | CORP              | US        |     20000 | PA      | $13400.00     | 0.01%             | 2030-01-15      | Fixed         | 12.75%                | Yes           |                  2 | On Loan: No      |
| ALBERTSONS COMPANIES, INC.                                        | ALBERTSONS COS INC                                 | CUSIP: 01309QAD0<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19575.00     | 0.02%             | 2034-03-31      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| CCO HOLDINGS, LLC                                                 | CCO HOLDINGS LLC CCO HOLDINGS CAPITAL CORP         | CUSIP: 1248EPCV3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $4937.50      | 0.00%             | 2036-02-01      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: —       |
| FLATIRON CLO LTD                                                  | FLATIRON CLO 26 LTD                                | CUSIP: 33888AAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $249877.45    | 0.20%             | 2038-01-15      | Floating      | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138WEQ28<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     32874 | PA      | $29868.03     | 0.02%             | 2045-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PG&E CORPORATION                                                  | PG E CORP                                          | CUSIP: 69331CAM0<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |     16000 | PA      | $16060.00     | 0.01%             | 2055-03-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| KOSMOS ENERGY LTD.                                                | KOSMOS ENERGY LTD                                  | CUSIP: 500688AD8<br>LEI: 213800YDFJ3OT9B5P157 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14287.50     | 0.01%             | 2028-03-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| STAPLES, INC.                                                     | STAPLES INC                                        | CUSIP: 855030AQ5<br>LEI: XQM2JINI1UL7642TU573 | Long             | DBT              | CORP              | US        |     19000 | PA      | $17527.50     | 0.01%             | 2029-09-01      | Fixed         | 10.75%                | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132L7E70<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     11205 | PA      | $10481.28     | 0.01%             | 2040-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ALTICE FINANCING S.A.                                             | ALTICE FINANCING SA                                | CUSIP: 02154CAH6<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | DBT              | CORP              | LU        |     42000 | PA      | $29400.00     | 0.02%             | 2029-08-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| ONEOK, INC.                                                       | ONEOK INC                                          | CUSIP: 682680CC5<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     34000 | PA      | $33755.61     | 0.03%             | 2029-10-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING, LLC                             | CHARTER COMMUNICATIONS OPERATING LLC               | CUSIP: 161175CR3<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |     69000 | PA      | $71420.24     | 0.06%             | 2034-06-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY, INC.                                                  | NRG ENERGY INC                                     | CUSIP: 629377DD1<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14850.00     | 0.01%             | 2036-01-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| KAISER ALUMINUM CORPORATION                                       | KAISER ALUMINUM CORP                               | CUSIP: 483007AM2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     11000 | PA      | $10766.25     | 0.01%             | 2034-03-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3128P8EK3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    306167 | PA      | $300649.10    | 0.24%             | 2037-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Carnival Corporation                                              | CARNIVAL CORP                                      | CUSIP: 143658BX9<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     40000 | PA      | $40400.00     | 0.03%             | 2033-02-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31410G4C4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9516 | PA      | $10022.01     | 0.01%             | 2038-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CENTURY COMMUNITIES, INC.                                         | CENTURY COMMUNITIES INC                            | CUSIP: 156504AN2<br>LEI: 5299002QMB2O7ZL1CA26 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14587.50     | 0.01%             | 2033-09-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132QQF98<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     15886 | PA      | $14923.12     | 0.01%             | 2045-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                         | SUNOCO LP                                          | CUSIP: 86765KAN9<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14700.00     | 0.01%             | 2034-07-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| CIPHER COMPUTE LLC                                                | CIPHER COMPUTE LLC                                 | CUSIP: 17253NAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     19000 | PA      | $19736.25     | 0.02%             | 2030-11-15      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| CENT TRUST                                                        | CENT 2025 CITY                                     | CUSIP: 12517TAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $100218.24    | 0.08%             | 2040-07-10      | Variable      | 5.09%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132DVMS1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     79393 | PA      | $82101.28     | 0.07%             | 2054-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC.                                                    | TRANSDIGM INC                                      | CUSIP: 893647CB1<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19600.00     | 0.02%             | 2034-07-31      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31402QPF2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2627 | PA      | $2644.96      | 0.00%             | 2033-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LIFE MORTGAGE TRUST                                               | LIFE MORTGAGE TRUST US                             | CUSIP: 53218DAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    173000 | PA      | $146644.32    | 0.12%             | 2039-05-15      | Floating      | 6.21%                 | Yes           |                  2 | On Loan: No      |
| ERO COPPER CORP.                                                  | ERO COPPER CORP                                    | CUSIP: 296006AA7<br>LEI: 549300KL8A21SEIO8I47 | Long             | DBT              | CORP              | CA        |     20000 | PA      | $19850.00     | 0.02%             | 2030-02-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132WGTP2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    117441 | PA      | $110042.41    | 0.09%             | 2046-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QKDW5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     44279 | PA      | $38862.41     | 0.03%             | 2041-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| LAKESIDE PARK CLO LTD                                             | LAKESIDE CLO LTD                                   | CUSIP: 51218YAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $249396.74    | 0.20%             | 2038-04-15      | Floating      | 4.82%                 | Yes           |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYSTEMS, INC.                                | CHS COMMUNITY HEALTH SYSTEMS INC                   | CUSIP: 12543DBL3<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |     30000 | PA      | $25875.00     | 0.02%             | 2030-04-01      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| CSMC TRUST                                                        | CREDIT SUISSE MORTGAGE TRUST                       | CUSIP: 12595KAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    137000 | PA      | $126716.80    | 0.10%             | 2030-12-15      | Floating      | 5.97%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QMMN1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    152491 | PA      | $136287.84    | 0.11%             | 2051-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CANO HEALTH LLC COMMON STOCK LINE                                 | CANO HEALTH LLC COMMON STOCK LINE                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      4657 | NS      | $39305.08     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| WEBER BLACKSTONE TERM                                             | WEBER BLACKSTONE TERM                              | CUSIP: LQC580000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     21000 | PA      | $20485.50     | 0.02%             | 2032-09-17      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| GRAN TIERRA ENERGY INC.                                           | GRAN TIERRA ENERGY INC                             | CUSIP: 38500TAD3<br>LEI: 549300IH2S17MAIUCM32 | Long             | DBT              | CORP              | US        |     25000 | PA      | $21937.50     | 0.02%             | 2031-04-15      | Fixed         | 9.75%                 | Yes           |                  2 | On Loan: No      |
| CONNECT HOLDING II LLC                                            | CONNECT HOLDING II LLC                             | CUSIP: 20753PAD3<br>LEI: 254900LCX7S2QHYUOI31 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14812.50     | 0.01%             | 2031-04-03      | Fixed         | 10.50%                | Yes           |                  2 | On Loan: No      |
| U.S. ACUTE CARE SOLUTIONS, LLC                                    | US ACUTE CARE SOLUTIONS                            | CUSIP: 90367UAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     34000 | PA      | $32810.00     | 0.03%             | 2029-05-15      | Fixed         | 9.75%                 | Yes           |                  2 | On Loan: No      |
| SGUS LLC                                                          | SGUS LLC                                           | CUSIP: MBV882000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      3295 | PA      | $988.50       | 0.00%             | 2026-07-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| DELL INTERNATIONAL L.L.C.                                         | DELL INTERNATIONAL LLC EMC CORP                    | CUSIP: 24703DBS9<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98710.90     | 0.08%             | 2031-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138EM4F5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     12459 | PA      | $12546.92     | 0.01%             | 2033-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132QP2A1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     10046 | PA      | $9260.69      | 0.01%             | 2045-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING, LLC                             | CHARTER COMMUNICATIONS OPERATING LLC CHARTER COM   | CUSIP: 161175CQ5<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |     68000 | PA      | $70325.19     | 0.06%             | 2029-06-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 01F060634<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    200000 | PA      | $203794.00    | 0.16%             | 2056-03-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NAVIENT CORPORATION                                               | NAVIENT CORP                                       | CUSIP: 63938CAK4<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9762.50      | 0.01%             | 2027-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                              | EDISON INTERNATIONAL                               | CUSIP: 281020AX5<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10162.50     | 0.01%             | 2053-06-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3133KLH26<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     20171 | PA      | $17201.43     | 0.01%             | 2051-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                                  | PACIFIC GAS AND ELECTRIC CO                        | CUSIP: 694308LB1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      9000 | PA      | $8488.15      | 0.01%             | 2056-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QMVN1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     47729 | PA      | $42655.61     | 0.03%             | 2051-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132XWUS8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      8144 | PA      | $7812.87      | 0.01%             | 2048-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                        | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36179M2Q2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    194199 | PA      | $183636.49    | 0.15%             | 2043-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| EXTENDED STAY AMERICA TRUST                                       | EXTENDED STAY AMERICA TRUST 2026 ESH2              | CUSIP: 30227WAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    135723 | PA      | $135722.45    | 0.11%             | 2043-02-15      | Floating      | 4.87%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QK5L8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    399928 | PA      | $355991.45    | 0.28%             | 2051-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CMG MEDIA CORPORATION                                             | COX MEDIA GROUP                                    | CUSIP: 88145LAF1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     16298 | PA      | $15222.02     | 0.01%             | 2029-06-18      | Floating      | 7.30%                 | Yes           |                  2 | On Loan: No      |
| J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST            | JP MORGAN CHASE COMMERCIAL MORTGAGE SE             | CUSIP: 46645WBC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     63000 | PA      | $42536.79     | 0.03%             | 2033-07-05      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| NATIONAL MENTOR HOLDINGS, INC.                                    | NATIONAL MENTOR HOLDINGS INC                       | CUSIP: 63688RAF4<br>LEI: 5493004QULJVJP3CNZ62 | Long             | DBT              | CORP              | US        |     21000 | PA      | $21498.75     | 0.02%             | 2030-12-15      | Fixed         | 10.50%                | Yes           |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP                                                 | CLARIOS GLOBAL LP CLARIOS US FINANCE CO            | CUSIP: 18060TAE5<br>LEI: 549300474L1ZLXZY2P98 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15056.25     | 0.01%             | 2032-09-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| TRANSDIGM INC.                                                    | TRANSDIGM INC                                      | CUSIP: 893647BY2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24812.50     | 0.02%             | 2033-05-31      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| RESIDEO FUNDING INC                                               | RESIDEO FUNDING INC                                | CUSIP: 76119LAD3<br>LEI: 5493000IFJ6XJKH66598 | Long             | DBT              | CORP              | US        |      6000 | PA      | $5895.00      | 0.00%             | 2032-07-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                          | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36291JKE9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      1898 | PA      | $1921.79      | 0.00%             | 2034-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ASTON MARTIN CAPITAL HOLDINGS LIMITED                             | ASTON MARTIN CAPITAL HOLDINGS LTD                  | CUSIP: 04625HAJ8<br>LEI: 213800H4GKEF3CJ8C774 | Long             | DBT              | CORP              | JE        |     22000 | PA      | $16720.00     | 0.01%             | 2029-03-31      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| 1261229 B.C. LTD.                                                 | BAUSCH HEALTH                                      | CUSIP: C6903HAB0<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |     96382 | PA      | $92875.00     | 0.07%             | 2030-09-25      | Floating      | 9.92%                 | Yes           |                  2 | On Loan: No      |
| WBI OPERATING LLC                                                 | WBI OPERATING LLC                                  | CUSIP: 92944BAB7<br>LEI: 254900POBWB4RX0ODY78 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14850.00     | 0.01%             | 2033-10-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31410KPS7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4092 | PA      | $4309.44      | 0.00%             | 2038-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| KODIAK GAS SERVICES, LLC                                          | KODIAK GAS SERVICES LLC                            | CUSIP: 50012LAD6<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |     11000 | PA      | $11082.50     | 0.01%             | 2033-10-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| TRONOX INCORPORATED                                               | TRONOX INC                                         | CUSIP: 897051AC2<br>LEI: 549300EPZ4YXC7E5P181 | Long             | DBT              | CORP              | US        |     37000 | PA      | $29646.25     | 0.02%             | 2029-03-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: —       |
| CELANESE US HOLDINGS LLC                                          | CELANESE US HOLDINGS LLC                           | CUSIP: 15089QAX2<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |     82000 | PA      | $86407.50     | 0.07%             | 2030-11-15      | Variable      | 7.05%                 | No            |                  2 | On Loan: No      |
| DELEK LOGISTICS PARTNERS, LP                                      | DELEK LOGISTICS PART FINANCE                       | CUSIP: 24665FAE2<br>LEI: 549300UVYITDIU51P724 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10037.50     | 0.01%             | 2033-06-30      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                             | WELLS FARGO CO                                     | CUSIP: 95000U3W1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    123000 | PA      | $125145.61    | 0.10%             | 2031-04-23      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132D9EH3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    102644 | PA      | $90092.61     | 0.07%             | 2041-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                       | BANK OF AMERICA CORP                               | CUSIP: 06051GMT3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    269000 | PA      | $270004.98    | 0.22%             | 2029-05-09      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| GILEAD AVIATION LIMITED                                           | GILEAD AVIATION LLC                                | CUSIP: 37556TAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    237477 | PA      | $238932.64    | 0.19%             | 2050-03-15      | Fixed         | 5.79%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN ROCK SALT COMPANY LLC                                    | AMERICAN ROCK SALT TERM 1ST OUT TL                 | CUSIP: 02932JAU1<br>LEI: 549300FBKBNV4GSVVR46 | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2028-06-12      | Floating      | 11.47%                | Yes           |                  2 | On Loan: No      |
| THE GOLDMAN SACHS GROUP, INC.                                     | GOLDMAN SACHS GROUP INC THE                        | CUSIP: 38141GZM9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    270000 | PA      | $242751.06    | 0.19%             | 2033-02-24      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| STORE CAPITAL LLC                                                 | STORE CAPITAL CORP                                 | CUSIP: 862121AC4<br>LEI: 254900Z9PIEFQ6AYXK50 | Long             | DBT              | CORP              | US        |    112000 | PA      | $100863.84    | 0.08%             | 2030-11-18      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC.                                                    | TRANSDIGM INC                                      | CUSIP: 893647BU0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     55000 | PA      | $55687.50     | 0.04%             | 2029-03-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| LAMAR MEDIA CORP.                                                 | LAMAR MEDIA CORP                                   | CUSIP: 513075CA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     20000 | PA      | $19550.00     | 0.02%             | 2033-11-01      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| KOSMOS ENERGY LTD.                                                | KOSMOS ENERGY LTD                                  | CUSIP: 500688AJ5<br>LEI: 213800YDFJ3OT9B5P157 | Long             | DBT              | CORP              | US        |     16000 | PA      | $13980.00     | 0.01%             | 2031-10-01      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| BRAND INDUSTRIAL SERVICES, INC.                                   | BRAND INDUSTRIAL SERVICES INC                      | CUSIP: 104931AA8<br>LEI: 549300B658W2BPDQMW42 | Long             | DBT              | CORP              | US        |     25000 | PA      | $22843.75     | 0.02%             | 2030-08-01      | Fixed         | 10.38%                | Yes           |                  2 | On Loan: No      |
| WHIRLPOOL CORPORATION                                             | WHIRLPOOL CORP                                     | CUSIP: 963320205<br>LEI: WHENKOULSSK7WUM60H03 | Long             | EP               | CORP              | US        |       336 | NS      | $13759.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Breakwater Energy Holdings S.a r.l.                               | BREAKWATER ENERGY HOLDINGS SARL                    | CUSIP: 10637BAA3<br>LEI: 984500969HAFA937F390 | Long             | DBT              | CORP              | LU        |     14000 | PA      | $14840.00     | 0.01%             | 2030-11-15      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| CAPSTONE COPPER CORP.                                             | CAPSTONE COPPER CORP                               | CUSIP: 14071LAA6<br>LEI: 549300III6KGKKC42W63 | Long             | DBT              | CORP              | CA        |     15000 | PA      | $14925.00     | 0.01%             | 2033-03-31      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| OAK-EAGLE ACQUIRECO, INC.                                         | OAK EAGLE ACQUIRECO INC                            | CUSIP: 67124CAA1<br>LEI: 6488ICS9P20290MA1H31 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25812.50     | 0.02%             | 2033-07-01      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| MAJORDRIVE HOLDINGS IV, LLC                                       | MAJORDRIVE HOLDINGS IV LLC                         | CUSIP: 56085RAA8<br>LEI: 25490044R1FR5N8FIT62 | Long             | DBT              | CORP              | US        |     21000 | PA      | $15382.50     | 0.01%             | 2029-06-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATING COMPANY INC.                            | HILTON DOMESTIC OPERATIN                           | CUSIP: 432833AR2<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |     55000 | PA      | $55343.75     | 0.04%             | 2033-03-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| ARTERA SERVICES, LLC                                              | ARTERA SERVICES LLC                                | CUSIP: 04302XAA2<br>LEI: 549300J2G34D0WX8Z443 | Long             | DBT              | CORP              | US        |     75000 | PA      | $64875.00     | 0.05%             | 2031-02-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: —       |
| EDISON INTERNATIONAL                                              | EDISON INTERNATIONAL                               | CUSIP: 281020BD8<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |     14000 | PA      | $13640.83     | 0.01%             | 2031-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140Y6NW6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    276152 | PA      | $284978.96    | 0.23%             | 2055-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DELL INTERNATIONAL L.L.C.                                         | DELL INTERNATIONAL LLC EMC CORP                    | CUSIP: 24703DBR1<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |     58000 | PA      | $57449.52     | 0.05%             | 2029-02-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138EJLJ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2246 | PA      | $2261.65      | 0.00%             | 2042-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINES OPERATING COMPANY LLC                          | COLUMBIA PIPELINES OPERATING CO LLC                | CUSIP: 19828TAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     20000 | PA      | $20937.68     | 0.02%             | 2030-08-15      | Fixed         | 5.93%                 | Yes           |                  2 | On Loan: No      |
| BX TRUST                                                          | BX TRUST                                           | CUSIP: 05608BAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    266000 | PA      | $264029.14    | 0.21%             | 2034-04-15      | Floating      | 5.02%                 | Yes           |                  2 | On Loan: No      |
| BX TRUST                                                          | BX TRUST                                           | CUSIP: 05608BAL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    185000 | PA      | $183171.52    | 0.15%             | 2034-04-15      | Floating      | 5.62%                 | Yes           |                  2 | On Loan: No      |
| TELUS CORPORATION                                                 | TELUS CORP                                         | CUSIP: 87971MCL5<br>LEI: 894500TX134IMF6NW757 | Long             | DBT              | CORP              | CA        |     10000 | PA      | $10000.00     | 0.01%             | 2055-10-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                          | CELANESE US HOLDINGS LLC                           | CUSIP: 15089QAY0<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |     53000 | PA      | $56312.50     | 0.05%             | 2033-11-15      | Variable      | 7.20%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE SA                                               | SOCIETE GENERALE SA                                | CUSIP: 83368RCC4<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $202750.00    | 0.16%             | 2029-04-13      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                | ENERGY TRANSFER LP                                 | CUSIP: 29273VAM2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      8000 | PA      | $8100.00      | 0.01%             | 2199-12-31      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| AASET TRUST                                                       | APOLLO AVIATION SECURITIZATION EQUITY TRUST        | CUSIP: 00255UAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     32384 | PA      | $31886.66     | 0.03%             | 2040-01-16      | Fixed         | 3.35%                 | Yes           |                  2 | On Loan: No      |
| THE CHEMOURS COMPANY                                              | CHEMOURS CO THE                                    | CUSIP: 163851AH1<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4662.50      | 0.00%             | 2029-11-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132Y4BD3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     34580 | PA      | $33850.14     | 0.03%             | 2048-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132JPX49<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     17651 | PA      | $17031.47     | 0.01%             | 2043-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Clearway Energy Operating LLC                                     | CLEARWAY ENERGY OPERATING LLC                      | CUSIP: 18539UAE5<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18275.00     | 0.01%             | 2032-01-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                                  | PACIFIC GAS AND ELECTRIC CO                        | CUSIP: 694308LA3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1941.00      | 0.00%             | 2036-05-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERATING, LP                                   | WESTERN GAS PARTNERS LP                            | CUSIP: 958254AH7<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    400000 | PA      | $399472.40    | 0.32%             | 2028-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CHAMPIONS FINANCING, INC.                                         | CHAMPIONS FINANCING INC                            | CUSIP: 15870LAA6<br>LEI: 391200ZDD75EGEUJ7625 | Long             | DBT              | CORP              | US        |     24000 | PA      | $21240.00     | 0.02%             | 2029-02-15      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                          | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36241LP42<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     65785 | PA      | $64072.84     | 0.05%             | 2040-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DCP MIDSTREAM OPERATING, LP                                       | DCP MIDSTREAM OPERATING                            | CUSIP: 23311VAF4<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94795.40     | 0.08%             | 2044-04-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| PLANET FITNESS MASTER ISSUER LLC                                  | PLANET FITNESS MASTER ISSUER LLC                   | CUSIP: 72703PAH6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     50000 | PA      | $49936.53     | 0.04%             | 2055-12-06      | Fixed         | 5.27%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                          | U S TREASURY BOND                                  | CUSIP: 912810UN6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2112000 | PA      | $2105317.51   | 1.68%             | 2045-08-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC.                                                    | TRANSDIGM INC                                      | CUSIP: 893647BZ9<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5037.50      | 0.00%             | 2034-01-31      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| CCO HOLDINGS, LLC                                                 | CCO HOLDINGS LLC CAP CORP                          | CUSIP: 1248EPCK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $22750.00     | 0.02%             | 2031-02-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| SURGERY CENTER HOLDINGS, INC.                                     | SURGERY CENTER HOLDINGS                            | CUSIP: 86881WAF9<br>LEI: 54930054EVI5HWPPW113 | Long             | DBT              | CORP              | US        |     13000 | PA      | $12707.50     | 0.01%             | 2032-04-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| ALLEGRO CLO LTD                                                   | ALLEGRO CLO LTD                                    | CUSIP: 01750WAQ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    273000 | PA      | $273254.24    | 0.22%             | 2038-07-20      | Floating      | 5.01%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                        | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36178W7C7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     10761 | PA      | $9981.29      | 0.01%             | 2043-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CEDAR FUNDING LTD                                                 | CEDAR FUNDING XII CLO LTD                          | CUSIP: 15033TBA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $99903.42     | 0.08%             | 2038-01-25      | Floating      | 4.87%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN AXLE & MANUFACTURING, INC.                               | AMERICAN AXLE MANUFACTURING INC                    | CUSIP: 02406PBC3<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9850.00      | 0.01%             | 2032-10-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| AVOLON HOLDINGS FUNDING LIMITED                                   | AVOLON HOLDINGS FUNDING LTD                        | CUSIP: 05401ABF7<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |      7000 | PA      | $6721.07      | 0.01%             | 2033-04-01      | Fixed         | 4.85%                 | Yes           |                  2 | On Loan: No      |
| THE E.W. SCRIPPS COMPANY                                          | EW SCRIPPS CO THE                                  | CUSIP: 811054AH8<br>LEI: 549300U1OW41QPKYW028 | Long             | DBT              | CORP              | US        |     14000 | PA      | $13510.00     | 0.01%             | 2030-08-15      | Fixed         | 9.88%                 | Yes           |                  2 | On Loan: No      |
| ALTICE FINANCING S.A.                                             | ALTICE FINANCING SA                                | CUSIP: 02154CAJ2<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | DBT              | CORP              | LU        |     14000 | PA      | $10290.00     | 0.01%             | 2027-07-15      | Fixed         | 9.62%                 | Yes           |                  2 | On Loan: No      |
| NAVIGATOR AVIATION LTD AND NAVIGATOR AVIATION LLC                 | NAVIGATOR 2025 1 AVIATION LTD                      | CUSIP: 63943GAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    243715 | PA      | $239790.64    | 0.19%             | 2050-10-15      | Fixed         | 5.11%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31402ALD6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2614 | PA      | $2632.68      | 0.00%             | 2033-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LGI HOMES, INC.                                                   | LGI HOMES INC                                      | CUSIP: 50187TAK2<br>LEI: 549300W02B4WNV8CV109 | Long             | DBT              | CORP              | US        |     49000 | PA      | $45080.00     | 0.04%             | 2032-11-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| BAMLL COMMERCIAL MORTGAGE SECURITIES TRUST                        | BANK OF AMERICA MERRIL LYNCH LARGE LOAN INC        | CUSIP: 05492PAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    199298 | PA      | $190229.36    | 0.15%             | 2032-11-05      | Fixed         | 3.11%                 | Yes           |                  2 | On Loan: No      |
| MSCI INC.                                                         | MSCI INC                                           | CUSIP: 55354GAS9<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |     23000 | PA      | $22275.45     | 0.02%             | 2036-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| HIGHTOWER HOLDING, LLC                                            | HIGHTOWER HOLDING LLC                              | CUSIP: 43118DAA8<br>LEI: 254900MKOSB7RTMA9K12 | Long             | DBT              | CORP              | US        |      6000 | PA      | $5872.50      | 0.00%             | 2029-04-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| SIXTH STREET CLO LTD                                              | SIXTH STREET CLO XX LTD                            | CUSIP: 83012QAN4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $249876.56    | 0.20%             | 2038-07-17      | Floating      | 4.99%                 | Yes           |                  2 | On Loan: No      |
| CLUE OPCO LLC                                                     | FORWARD AIR CORP                                   | CUSIP: 36267QAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     14000 | PA      | $13580.00     | 0.01%             | 2031-10-15      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: —       |
| FORESTAR GROUP INC.                                               | FORESTAR GROUP INC                                 | CUSIP: 346232AG6<br>LEI: 549300BC2UB0GHV60V70 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14737.50     | 0.01%             | 2033-03-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                        | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36179SSP3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    426777 | PA      | $387629.91    | 0.31%             | 2046-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY, INC.                                             | CHENIERE ENERGY INC                                | CUSIP: 16411RAP4<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |     34000 | PA      | $33606.59     | 0.03%             | 2036-07-30      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| UNITI SERVICES LLC                                                | UNITI GROUP LP UNITI GROUP FINANCE INC             | CUSIP: 91327BAA8<br>LEI: 549300KT9GVEBYCD2N29 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9700.00      | 0.01%             | 2029-02-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| HERC HOLDINGS INC.                                                | HERC HOLDINGS INC                                  | CUSIP: 42704LAG9<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15337.50     | 0.01%             | 2033-06-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| ALTICE FRANCE SAS                                                 | ALTICE FRANCE LUX 3 ALTICE HOLDINGS 1              | CUSIP: 02090DAD0<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |     20590 | PA      | $19509.03     | 0.02%             | 2032-03-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| MICHAELS TERM 1LN                                                 | MICHAELS TERM 1LN                                  | CUSIP: 59408UAE7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      7000 | PA      | $6778.10      | 0.01%             | 2033-02-19      | Floating      | 8.67%                 | Yes           |                  2 | On Loan: No      |
| Axian Telecom Holding and Management PLC                          | AXIAN TELE HOLD                                    | CUSIP: 05465QAA7<br>LEI: 984500B7DCD97EB04857 | Long             | DBT              | CORP              | AE        |     15000 | PA      | $14906.25     | 0.01%             | 2030-07-11      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| USA COMPRESSION PARTNERS, LP                                      | USA COMPRESSION PARTNERS LP                        | CUSIP: 91740PAH1<br>LEI: 5493000B1PEOKXRZEO65 | Long             | DBT              | CORP              | US        |     11000 | PA      | $10945.00     | 0.01%             | 2033-10-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31402HJZ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8077 | PA      | $8130.67      | 0.01%             | 2033-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| METHANEX US OPERATIONS INC.                                       | METHANEX US OPERATIONS INC                         | CUSIP: 59151LAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15000 | PA      | $15318.75     | 0.01%             | 2032-03-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31403DGV5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    183666 | PA      | $189800.23    | 0.15%             | 2036-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133ALCS5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    523938 | PA      | $465043.07    | 0.37%             | 2051-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SAS                                                 | ALTICE FRANCE LUX 3 ALTICE HOLDINGS 1              | CUSIP: 02090DAE8<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |     19055 | PA      | $18054.61     | 0.01%             | 2032-07-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| CENTENE CORPORATION                                               | CENTENE CORP                                       | CUSIP: 15135BAT8<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    651000 | PA      | $613801.21    | 0.49%             | 2029-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| RITHM CAPITAL CORP.                                               | RITHM CAPITAL CORP                                 | CUSIP: 64828TAB8<br>LEI: 549300WNTHGEO5LP2G31 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14737.50     | 0.01%             | 2029-04-01      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| BLP COMMERCIAL MORTGAGE TRUST                                     | N A                                                | CUSIP: 05625AAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     85666 | PA      | $85621.67     | 0.07%             | 2041-03-15      | Floating      | 5.01%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                          | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36296DDX3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      4128 | PA      | $4200.30      | 0.00%             | 2038-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QQVW2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    148913 | PA      | $149095.29    | 0.12%             | 2052-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY, INC.                                                  | NRG ENERGY INC                                     | CUSIP: 629377DC3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14831.25     | 0.01%             | 2034-01-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| METHANEX CORPORATION                                              | METHANEX CORP                                      | CUSIP: 59151KAL2<br>LEI: 549300TSJHRXT9QXRD13 | Long             | DBT              | CORP              | CA        |     25000 | PA      | $24656.25     | 0.02%             | 2029-12-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MAGNETITE CLO, LIMITED                                            | MAGNETITE XXVI LTD                                 | CUSIP: 55954YAW5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $248999.77    | 0.20%             | 2038-01-25      | Floating      | 4.82%                 | Yes           |                  2 | On Loan: No      |
| PERIMETER HOLDINGS, LLC                                           | PERIMETER HOLDINGS LLC                             | CUSIP: 71384AAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15000 | PA      | $14700.00     | 0.01%             | 2034-01-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| WRANGLER HOLDCO CORP.                                             | WRANGLER HOLDCO CORP                               | CUSIP: 37441QAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     35000 | PA      | $35918.75     | 0.03%             | 2032-04-01      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| ASURION, LLC                                                      | ASURION TERM B14 1LN                               | CUSIP: 04649VBF6<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |     35000 | PA      | $33797.05     | 0.03%             | 2033-02-23      | Floating      | 7.42%                 | Yes           |                  2 | On Loan: No      |
| HESS CORPORATION                                                  | HESS CORP                                          | CUSIP: 42809HAG2<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150074.70    | 0.12%             | 2027-04-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| MSCI INC.                                                         | MSCI INC                                           | CUSIP: 55354GAR1<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |     92000 | PA      | $89654.28     | 0.07%             | 2035-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP.                                             | TARGA RESOURCES CORP                               | CUSIP: 87612GAQ4<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    105000 | PA      | $105807.66    | 0.08%             | 2036-02-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION HOLDINGS, INC.                             | CLYDESDALE ACQUISITION HOLDINGS INC                | CUSIP: 18972EAB1<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14062.50     | 0.01%             | 2030-04-15      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| TransAlta Corporation                                             | TRANSALTA CORP                                     | CUSIP: 89346DAE7<br>LEI: 984500EE2ADD850F1C96 | Long             | DBT              | CORP              | CA        |     15000 | PA      | $14756.25     | 0.01%             | 2040-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ELLINGTON FINANCIAL OPERATING PARTNERSHIP LLC                     | EF HOLDCO EF CAYMAN HOLD ELLINGTON FIN REIT CA     | CUSIP: 31574BAA4<br>LEI: 5493001B24G0P4YVJ571 | Long             | DBT              | CORP              | US        |     11000 | PA      | $10587.50     | 0.01%             | 2030-09-30      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST                                      | BX COMMERCIAL MORTGAGE TRUST 2026 XL6              | CUSIP: 12433NAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $99506.90     | 0.08%             | 2043-03-15      | Floating      | 5.12%                 | Yes           |                  2 | On Loan: No      |
| THE BOEING COMPANY                                                | BOEING CO THE                                      | CUSIP: 097023CV5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99555.50     | 0.08%             | 2040-05-01      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3142GUDJ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     33696 | PA      | $35523.43     | 0.03%             | 2055-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 01F032641<br>LEI: B1V7KEBTPIMZEU4LTD58 | Short            | ABS-MBS          | USGSE             | US        |    -75000 | PA      | $-68707.03    | -0.05%            | 2056-04-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| EATON VANCE CLO LTD                                               | EATON VANCE CDO LTD                                | CUSIP: 27829PAU0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    378000 | PA      | $377820.65    | 0.30%             | 2037-10-15      | Floating      | 5.05%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                        | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 3618N5MQ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     21522 | PA      | $21660.38     | 0.02%             | 2055-05-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JACKSON FINANCIAL INC.                                            | JACKSON FINANCIAL INC                              | CUSIP: 46817MAS6<br>LEI: 213800WXW2KG1N4CO374 | Long             | DBT              | CORP              | US        |     76000 | PA      | $76163.25     | 0.06%             | 2032-06-08      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST                                      | BX COMMERCIAL MORTGAGE TRUST 2024 XL5              | CUSIP: 05612GAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    193166 | PA      | $193228.02    | 0.15%             | 2039-03-15      | Floating      | 5.06%                 | Yes           |                  2 | On Loan: No      |
| SOTHEBY'S                                                         | SOTHEBY S                                          | CUSIP: 835898AH0<br>LEI: 549300P5BAAMQQ7VL735 | Long             | DBT              | CORP              | US        |     58000 | PA      | $57565.00     | 0.05%             | 2027-10-15      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| AIR LEASE CORPORATION                                             | AIR LEASE CORP                                     | CUSIP: 00912XBK9<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |     42000 | PA      | $40597.07     | 0.03%             | 2199-12-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CROWN AMERICAS LLC                                                | CROWN AMERICAS LLC                                 | CUSIP: 22819CAA6<br>LEI: RPPGGRL1J75WGF2DFO04 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14943.75     | 0.01%             | 2033-06-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINES OPERATING COMPANY LLC                          | COLUMBIA PIPELINES OPERATING CO LLC                | CUSIP: 19828TAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     18000 | PA      | $19178.66     | 0.02%             | 2063-08-15      | Fixed         | 6.71%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3128MAD30<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    123805 | PA      | $116839.62    | 0.09%             | 2044-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| COLUMBUS MCKINNON CORPORATION                                     | COLUMBUS MCKINNON TERM B                           | CUSIP: 19933MAS2<br>LEI: 549300W3HQB0HO1F3G69 | Long             | LON              | CORP              | US        |      4415 | PA      | $4393.05      | 0.00%             | 2033-01-21      | Floating      | 7.20%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                          | U S TREASURY NOTE                                  | CUSIP: 91282CGM7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8100000 | PA      | $7793085.90   | 6.24%             | 2033-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BARINGS ISSUER LLC                                                | BARINGS 2026 SBP ISSUER LLC                        | CUSIP: 06764UAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     99742 | PA      | $98977.00     | 0.08%             | 2059-02-25      | Fixed         | 4.82%                 | Yes           |                  2 | On Loan: No      |
| RIVIAN HOLDINGS, LLC                                              | RIVIAN HOLDINGS LLC RIVIAN LLC RIVIAN AUTOMOTIVE L | CUSIP: 76954LAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     36000 | PA      | $34920.00     | 0.03%             | 2031-01-15      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                        | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36180MYH4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     38019 | PA      | $34487.92     | 0.03%             | 2043-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                    | CITIGROUP INC                                      | CUSIP: 172967JC6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    770000 | PA      | $769002.08    | 0.62%             | 2026-11-20      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| W. R. GRACE HOLDINGS LLC                                          | WR GRACE HOLDINGS LLC                              | CUSIP: 92943GAF8<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14568.75     | 0.01%             | 2032-08-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| ORGANON & CO.                                                     | ORGANON CO ORGANON FOREIGN DEBT CO ISSUER BV       | CUSIP: 68622FAA9<br>LEI: 549300AMCKY57OK2CO56 | Long             | DBT              | CORP              | US        |      8000 | PA      | $7100.00      | 0.01%             | 2034-05-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| TENET HEALTHCARE CORPORATION                                      | TENET HEALTHCARE CORP                              | CUSIP: 88033GDR8<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     30000 | PA      | $28950.00     | 0.02%             | 2030-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                | ENERGY TRANSFER LP                                 | CUSIP: 29273VBG4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6886.25      | 0.01%             | 2056-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                        | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36179SNU7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      8161 | PA      | $7392.55      | 0.01%             | 2046-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UNITI SERVICES LLC                                                | UNITI GROUP LP                                     | CUSIP: 91327AAB8<br>LEI: 549300KT9GVEBYCD2N29 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14100.00     | 0.01%             | 2030-01-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| GGAM Finance Limited                                              | GGAM FINANCE LTD                                   | CUSIP: 36170JAD8<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |     15000 | PA      | $15262.50     | 0.01%             | 2029-04-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Ahlstrom Holding 3 Oy                                             | AHLSTROM HOLDING 3 OY                              | CUSIP: 84612JAA0<br>LEI: 743700UEY0YM039XN974 | Long             | DBT              | CORP              | FI        |     10000 | PA      | $9737.18      | 0.01%             | 2028-02-04      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 312946ZF6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     29265 | PA      | $28942.70     | 0.02%             | 2041-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WAYFAIR LLC                                                       | WAYFAIR LLC                                        | CUSIP: 94419NAB3<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |     38000 | PA      | $39425.00     | 0.03%             | 2030-09-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST, INC.                                     | STARWOOD PROPERTY TRUST INC                        | CUSIP: 85571BBF1<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9888.92      | 0.01%             | 2028-10-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DVLE3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    262011 | PA      | $227182.79    | 0.18%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ONEOK, INC.                                                       | ONEOK INC                                          | CUSIP: 682680CD3<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     67000 | PA      | $66271.71     | 0.05%             | 2031-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| DBR LAND HOLDINGS LLC                                             | DBR LAND HOLDINGS LLC                              | CUSIP: 24024BAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     13000 | PA      | $13130.00     | 0.01%             | 2030-12-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| SUBWAY FUNDING LLC                                                | SUBWAY FUNDING LLC                                 | CUSIP: 864300AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    162938 | PA      | $164284.75    | 0.13%             | 2054-07-30      | Fixed         | 6.03%                 | Yes           |                  2 | On Loan: No      |
| OAK-EAGLE ACQUIRECO, INC.                                         | OAK EAGLE ACQUIRECO INC                            | CUSIP: 67124CAB9<br>LEI: 6488ICS9P20290MA1H31 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26062.50     | 0.02%             | 2034-07-01      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| HPS CORPORATE LENDING FUND                                        | HPS CORPORATE LENDING FUND                         | CUSIP: 40440VAH8<br>LEI: 549300ZS7IHUA6FKFV61 | Long             | DBT              | CORP              | US        |    242000 | PA      | $240653.03    | 0.19%             | 2028-01-14      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| THE GOLDMAN SACHS GROUP, INC.                                     | GOLDMAN SACHS GROUP INC                            | CUSIP: 38141GXH2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    530000 | PA      | $512974.81    | 0.41%             | 2030-03-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                              | ONEMAIN FINANCE CORP                               | CUSIP: 682691AN0<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     35000 | PA      | $33425.00     | 0.03%             | 2033-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| FLATIRON CLO LTD                                                  | FLATIRON CLO 21 LTD                                | CUSIP: 33883PAQ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $249880.03    | 0.20%             | 2037-10-19      | Floating      | 5.03%                 | Yes           |                  2 | On Loan: No      |
| PAYCHEX, INC.                                                     | PAYCHEX INC                                        | CUSIP: 704326AB3<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15065.66     | 0.01%             | 2032-04-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XLPG7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    117695 | PA      | $105137.09    | 0.08%             | 2051-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUEMINES LNG, LLC                               | VENTURE GLOBAL PLAQUEMINES LNG LLC                 | CUSIP: 922966AF3<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10375.00     | 0.01%             | 2034-06-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| WILLIS ENGINE STRUCTURED TRUST                                    | WILLIS ENGINE STRUCTURED TRUST VIII                | CUSIP: 97063RAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    243315 | PA      | $247240.82    | 0.20%             | 2050-06-15      | Fixed         | 5.58%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                          | U S TREASURY NOTE                                  | CUSIP: 91282CJZ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    524000 | PA      | $517061.09    | 0.41%             | 2034-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                             | WELLS FARGO COMPANY                                | CUSIP: 95002YAE3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     21000 | PA      | $21026.25     | 0.02%             | 2199-12-31      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3128MMXN8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     34857 | PA      | $33850.83     | 0.03%             | 2033-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS (NORTH AMERICA), INC.                              | UNITED RENTALS INC                                 | CUSIP: 911365BR4<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25281.25     | 0.02%             | 2034-03-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| ASURION, LLC                                                      | ASURION LLC AND ASURION CO ISSUER INC              | CUSIP: 045941AB7<br>LEI: 549300KNQVXGIOXWK278 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29137.50     | 0.02%             | 2034-02-01      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| MILLROSE PROPERTIES, INC.                                         | MILLROSE PROPERTIES INC                            | CUSIP: 601137AB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $9800.00      | 0.01%             | 2032-09-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| SABRA HEALTH CARE LIMITED PARTNERSHIP                             | SABRA HEALTH CARE LP                               | CUSIP: 78574MAA1<br>LEI: 549300OVKLRFSIQG0H81 | Long             | DBT              | CORP              | US        |    230000 | PA      | $207287.50    | 0.17%             | 2031-12-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| OHA CREDIT FUNDING LTD                                            | OHA CREDIT FUNDING 4 LTD                           | CUSIP: 67098DBC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $250371.00    | 0.20%             | 2038-01-22      | Floating      | 4.96%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                          | U S TREASURY BOND                                  | CUSIP: 912810TT5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8364000 | PA      | $7338756.52   | 5.87%             | 2053-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                          | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36297AKJ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     31630 | PA      | $32326.30     | 0.03%             | 2039-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST                                      | BX COMMERCIAL MORTGAGE TRUST 2022 LP2              | CUSIP: 05610HAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    121100 | PA      | $121028.14    | 0.10%             | 2039-02-15      | Floating      | 4.98%                 | Yes           |                  2 | On Loan: No      |
| ESDEC SOLAR TERM B                                                | ESDEC SOLAR TERM B                                 | CUSIP: N3066KAM7<br>LEI: N/A                  | Long             | LON              | CORP              | NL        |     33949 | PA      | $14258.56     | 0.01%             | 2028-08-30      | Floating      | 8.93%                 | Yes           |                  2 | On Loan: No      |
| RISEWELL HOMES INC.                                               | NEW HOME CO INC THE                                | CUSIP: 645370AG2<br>LEI: 549300PLCE8TB3TVRQ85 | Long             | DBT              | CORP              | US        |     13000 | PA      | $12675.00     | 0.01%             | 2030-11-01      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| TPC GROUP INC.                                                    | TPC GROUP INC                                      | CUSIP: 87266EAG0<br>LEI: 549300K276KVW5JD1583 | Long             | LON              | CORP              | US        |      1000 | PA      | $911.25       | 0.00%             | 2031-11-24      | Floating      | 9.39%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                             | ATHENE GLOBAL FUNDING                              | CUSIP: 04685A3R0<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    224000 | PA      | $225790.66    | 0.18%             | 2027-01-15      | Fixed         | 5.34%                 | Yes           |                  2 | On Loan: No      |
| WILLIAMS SCOTSMAN, INC.                                           | WILLIAMS SCOTSMAN INC                              | CUSIP: 96949VAN3<br>LEI: 549300DAKDS8SCO1OT57 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10087.50     | 0.01%             | 2030-04-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| NATGASOLINE LLC                                                   | NATGASOLINE TERM                                   | CUSIP: 63232EAD9<br>LEI: 549300OHXDYMQYZOWC24 | Long             | LON              | CORP              | US        |      8707 | PA      | $8739.80      | 0.01%             | 2030-03-19      | Floating      | 9.17%                 | Yes           |                  2 | On Loan: No      |
| TCO COMMERCIAL MORTGAGE TRUST                                     | TCO COMMERCIAL MORTGAGE TRUST 2024 DPM             | CUSIP: 87231EAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    106000 | PA      | $105828.88    | 0.08%             | 2039-12-15      | Floating      | 4.92%                 | Yes           |                  2 | On Loan: No      |
| ANYWHERE REAL ESTATE GROUP LLC                                    | ANYWHERE REAL ESTATE GROUP LLC REALOGY CO ISSUER   | CUSIP: 75606DAV3<br>LEI: LF6PBYTYG3BDVEF4FI12 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5281.25      | 0.00%             | 2030-04-15      | Fixed         | 9.75%                 | Yes           |                  2 | On Loan: No      |
| THE MICHAELS COMPANIES, INC.                                      | MICHAELS COS INC THE                               | CUSIP: 59408QAA4<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18600.00     | 0.01%             | 2034-03-15      | Fixed         | 11.00%                | Yes           |                  2 | On Loan: No      |
| HERC HOLDINGS INC.                                                | HERC HOLDINGS INC                                  | CUSIP: 42704LAF1<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25531.25     | 0.02%             | 2030-06-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| CSC HOLDINGS, LLC                                                 | CSC HOLDINGS LLC                                   | CUSIP: 126307BH9<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |     15000 | PA      | $8850.00      | 0.01%             | 2031-11-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418D5G3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    125322 | PA      | $108894.65    | 0.09%             | 2041-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140E1F65<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     24291 | PA      | $22070.19     | 0.02%             | 2045-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| WULF COMPUTE LLC                                                  | WULF COMPUTE LLC                                   | CUSIP: 982911AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     31000 | PA      | $32666.25     | 0.03%             | 2030-10-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| ALUMINA PTY LTD                                                   | ALUMINA PTY LTD                                    | CUSIP: 02220AAB3<br>LEI: 2138002VD9MW2WT8HR38 | Long             | DBT              | CORP              | AU        |     35000 | PA      | $35700.00     | 0.03%             | 2032-09-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST                                      | BX 2021 LBA3 MORTGAGE TRUST                        | CUSIP: 05609PAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $99628.37     | 0.08%             | 2036-10-15      | Floating      | 4.89%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132QV2M2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1306 | PA      | $1286.84      | 0.00%             | 2046-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| THE BOEING COMPANY                                                | BOEING CO THE                                      | CUSIP: 097023DT9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     44000 | PA      | $48359.96     | 0.04%             | 2054-05-01      | Fixed         | 6.86%                 | No            |                  2 | On Loan: No      |
| Viking Cruises Ltd                                                | VIKING CRUISES LTD                                 | CUSIP: 92676XAH0<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |     25000 | PA      | $24593.75     | 0.02%             | 2033-10-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138WH3W0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     24379 | PA      | $23610.96     | 0.02%             | 2031-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PRAIRIE ACQUIROR LP                                               | PRAIRIE ACQUIROR LP                                | CUSIP: 73943NAA4<br>LEI: 254900Q6KU2LVSIISH22 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15450.00     | 0.01%             | 2029-08-01      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| EXTENDED STAY AMERICA TRUST                                       | EXTENDED STAY AMERICA TRUST 2025 ESH               | CUSIP: 30227TAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     30000 | PA      | $30036.44     | 0.02%             | 2042-10-15      | Floating      | 5.27%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132QQTW2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     95987 | PA      | $90165.90     | 0.07%             | 2045-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3142GVEQ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    143352 | PA      | $148869.84    | 0.12%             | 2055-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DUNKIN BRANDS                                                     | DB MASTER FINANCE LLC                              | CUSIP: 233046AN1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     47875 | PA      | $47238.53     | 0.04%             | 2051-11-20      | Fixed         | 2.04%                 | Yes           |                  2 | On Loan: No      |
| GREEN LAKES PARK CLO LLC                                          | GREEN LAKES PARK CLO LLC                           | CUSIP: 39310AAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $249527.21    | 0.20%             | 2038-01-25      | Floating      | 4.85%                 | Yes           |                  2 | On Loan: No      |
| HA SUSTAINABLE INFRASTRUCTURE CAPITAL, INC.                       | HA SUSTAINABLE INFRASTRUCTURE CAPITAL INC          | CUSIP: 41068XAH3<br>LEI: 254900ZZRL7MWL1X8E92 | Long             | DBT              | CORP              | US        |     17000 | PA      | $16671.46     | 0.01%             | 2056-11-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| MACQUARIE AIRFINANCE HOLDINGS LIMITED                             | MACQUARIE AIRFINANCE HOLDINGS LTD                  | CUSIP: 55609NAC2<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |      5000 | PA      | $5179.82      | 0.00%             | 2029-03-26      | Fixed         | 6.40%                 | Yes           |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                              | EDISON INTERNATIONAL                               | CUSIP: 281020AZ0<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |     13000 | PA      | $13292.50     | 0.01%             | 2054-06-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION HOLDINGS, INC.                             | CLYDESDALE ACQUISITION HOLDINGS INC                | CUSIP: 18972EAD7<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18950.00     | 0.02%             | 2032-04-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| AUTOZONE, INC.                                                    | AUTOZONE INC                                       | CUSIP: 053332AZ5<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    200000 | PA      | $195013.40    | 0.16%             | 2030-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| COPT DEFENSE PROPERTIES, L.P.                                     | CORPORATE OFFICE PROPERTIES LP                     | CUSIP: 22003BAN6<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              | CORP              | US        |     27000 | PA      | $25180.98     | 0.02%             | 2029-01-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ARES STRATEGIC INCOME FUND                                        | ARES STRATEGIC INCOME FUND                         | CUSIP: 04020EAL1<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |     71000 | PA      | $70150.13     | 0.06%             | 2028-09-09      | Fixed         | 5.45%                 | Yes           |                  2 | On Loan: No      |
| PBF HOLDING COMPANY LLC                                           | PBF HOLDING CO LLC PBF FINANCE CORP                | CUSIP: 69318FAM0<br>LEI: 549300TILVIIV9FLL461 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10725.00     | 0.01%             | 2030-03-15      | Fixed         | 9.88%                 | Yes           |                  2 | On Loan: No      |
| EXTENDED STAY AMERICA TRUST                                       | EXTENDED STAY AMERICA TRUST 2025 ESH               | CUSIP: 30227TAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     15000 | PA      | $15024.22     | 0.01%             | 2042-10-15      | Floating      | 5.52%                 | Yes           |                  2 | On Loan: No      |
| NEPTUNE BIDCO US INC.                                             | NEPTUNE BIDCO US INC                               | CUSIP: 640695AD4<br>LEI: 549300VG15T3VCYZ4531 | Long             | DBT              | CORP              | US        |     16000 | PA      | $15400.00     | 0.01%             | 2033-02-15      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| HCA INC.                                                          | HCA INC                                            | CUSIP: 404119CA5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    110000 | PA      | $104210.48    | 0.08%             | 2030-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SNAP INC.                                                         | SNAP INC                                           | CUSIP: 83304AAL0<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9500.00      | 0.01%             | 2033-03-01      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| CLECO CORPORATE HOLDINGS LLC                                      | CLECO CORPORATE HOLDINGS                           | CUSIP: 18551PAE9<br>LEI: 5493002H80P81B3HXL31 | Long             | DBT              | CORP              | US        |    130000 | PA      | $121939.22    | 0.10%             | 2029-09-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                           | MPLX LP                                            | CUSIP: 55336VBU3<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    200000 | PA      | $198496.20    | 0.16%             | 2032-09-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ALPHA GENERATION LLC                                              | ALPHA GENERATION LLC                               | CUSIP: 02073LAC5<br>LEI: 254900K5V62L4YGVKF49 | Long             | DBT              | CORP              | US        |      6000 | PA      | $5895.00      | 0.00%             | 2034-01-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| ORGANON & CO.                                                     | ORGANON CO                                         | CUSIP: 68622FAB7<br>LEI: 549300AMCKY57OK2CO56 | Long             | DBT              | CORP              | US        |     24000 | PA      | $19740.00     | 0.02%             | 2034-05-15      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| Gobierno de la Republica Dominicana                               | DOMINICAN REPUBLIC                                 | CUSIP: 25714PDZ8<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    250000 | PA      | $252187.50    | 0.20%             | 2028-07-19      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| OMEGA HEALTHCARE INVESTORS, INC.                                  | OMEGA HEALTHCARE INVESTORS                         | CUSIP: 681936BL3<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |    435000 | PA      | $417501.26    | 0.33%             | 2029-10-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                | ORACLE CORP                                        | CUSIP: 68389XDT9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     52000 | PA      | $42739.79     | 0.03%             | 2065-09-26      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| CACI INTERNATIONAL INC.                                           | CACI INTERNATIONAL INC                             | CUSIP: 127190AE6<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20300.00     | 0.02%             | 2033-06-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| CNX RESOURCES CORPORATION                                         | CNX RESOURCES CORP                                 | CUSIP: 12653CAM0<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14587.50     | 0.01%             | 2034-03-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DUDY0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     83467 | PA      | $86416.77     | 0.07%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CONNECT HOLDING II LLC                                            | BRIGHTSPEED TERM B 1LN                             | CUSIP: 20752KAR4<br>LEI: 254900LCX7S2QHYUOI31 | Long             | LON              | CORP              | US        |      4000 | PA      | $3150.92      | 0.00%             | 2031-10-03      | Floating      | 8.67%                 | Yes           |                  2 | On Loan: No      |
| AZUL SECURED FINANCE LLP                                          | AZUL SECURED FINANCE LLP                           | CUSIP: 05501WAJ1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      8000 | PA      | $7300.00      | 0.01%             | 2031-02-15      | Fixed         | 9.88%                 | Yes           |                  2 | On Loan: No      |
| KITE REALTY GROUP, L.P.                                           | RETAIL PPTYS OF AMERICA                            | CUSIP: 76131VAB9<br>LEI: 549300X6R2GYI8Y3OD81 | Long             | DBT              | CORP              | US        |     22000 | PA      | $21994.06     | 0.02%             | 2030-09-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| HILTON GRAND VACATIONS BORROWER LLC                               | HILTON GRAND VAC BOR ESC                           | CUSIP: 43283QAC4<br>LEI: 254900HF0EZ734FDVY79 | Long             | DBT              | CORP              | US        |     13000 | PA      | $12821.25     | 0.01%             | 2032-01-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| HERC HOLDINGS INC.                                                | HERC HOLDINGS INC                                  | CUSIP: 42704LAK0<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9662.50      | 0.01%             | 2034-03-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 01F020646<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1575000 | PA      | $1265414.06   | 1.01%             | 2056-04-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CONSTANT CONTACT, INC.                                            | CONSTANT CONTACT INC                               | CUSIP: 21031HAC5<br>LEI: 2549000JW50H0AI5B946 | Long             | LON              | CORP              | US        |     22662 | PA      | $21026.89     | 0.02%             | 2028-02-10      | Floating      | 7.93%                 | Yes           |                  2 | On Loan: No      |
| HCA INC.                                                          | HCA INC                                            | CUSIP: 404119BW8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    203000 | PA      | $208406.91    | 0.17%             | 2029-02-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORPORATION                                            | CVS HEALTH CORP                                    | CUSIP: 126650DX5<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25450.75     | 0.02%             | 2031-01-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ADVANCE AUTO PARTS, INC.                                          | ADVANCE AUTO PARTS INC                             | CUSIP: 00751YAL0<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |     14000 | PA      | $14172.17     | 0.01%             | 2033-08-01      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132XSPT1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      6872 | PA      | $6692.30      | 0.01%             | 2047-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GRUBHUB HOLDINGS INC.                                             | GRUBHUB HOLDINGS INC                               | CUSIP: 40010PAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      4842 | PA      | $3807.02      | 0.00%             | 2030-07-31      | Fixed         | 13.00%                | Yes           |                  2 | On Loan: No      |
| PAYCHEX, INC.                                                     | PAYCHEX INC                                        | CUSIP: 704326AA5<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |     11000 | PA      | $11099.43     | 0.01%             | 2030-04-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| CASTLELAKE AIRCRAFT SECURITIZATION TRUST                          | CASTLELAKE AIRCRAFT STRUCTURED TRUST               | CUSIP: 14856CAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     56748 | PA      | $56905.29     | 0.05%             | 2043-06-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                        | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36179QJT9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      2230 | PA      | $2154.70      | 0.00%             | 2044-07-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XDV29<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    110804 | PA      | $99004.77     | 0.08%             | 2051-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                        | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36202FLN4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     17789 | PA      | $17332.11     | 0.01%             | 2040-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| THE MICHAELS COMPANIES, INC.                                      | MICHAELS COS INC THE                               | CUSIP: 59408QAB2<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19400.00     | 0.02%             | 2033-03-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HOLDINGS, INC.                              | CLEAR CHANNEL OUTDOOR HOLDINGS INC                 | CUSIP: 18453HAG1<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20900.00     | 0.02%             | 2031-02-15      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| SUBWAY FUNDING LLC                                                | SUBWAY FUNDING LLC                                 | CUSIP: 864300AE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     84925 | PA      | $84972.29     | 0.07%             | 2054-07-30      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC.                                             | CLEVELAND CLIFFS INC                               | CUSIP: 185899AR2<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9787.50      | 0.01%             | 2033-05-01      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| KEHE DISTRIBUTORS, LLC                                            | KEHE DIST FIN NEXTWAVE                             | CUSIP: 487526AC9<br>LEI: 549300WQCH7SRQ8JKE47 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15506.25     | 0.01%             | 2029-02-15      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| ALLY FINANCIAL INC.                                               | ALLY FINANCIAL INC                                 | CUSIP: 02005NBM1<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34816.44     | 0.03%             | 2199-12-31      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                             | WELLS FARGO CO                                     | CUSIP: 95000U3B7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    662000 | PA      | $657502.37    | 0.53%             | 2033-07-25      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                | ORACLE CORP                                        | CUSIP: 68389XDH5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     43000 | PA      | $41399.24     | 0.03%             | 2030-09-26      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| CCO HOLDINGS, LLC                                                 | CCO HOLDINGS LLC CCO HOLDINGS CAPITAL CORP         | CUSIP: 1248EPCU5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $4993.75      | 0.00%             | 2033-02-01      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| ALLISON TRANSMISSION, INC.                                        | ALLISON TRANSMISSION INC                           | CUSIP: 019736AH0<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9925.00      | 0.01%             | 2033-12-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| CONSOLIDATED ENERGY TERM                                          | CONSOLIDATED ENERGY TERM                           | CUSIP: L1957LAE1<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |     19848 | PA      | $18966.01     | 0.02%             | 2030-11-15      | Floating      | 8.20%                 | Yes           |                  2 | On Loan: No      |
| TIME WARNER CABLE, LLC                                            | TIME WARNER CABLE LLC                              | CUSIP: 88732JBD9<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    107000 | PA      | $79832.27     | 0.06%             | 2042-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ambipar Lux S.a r.l.                                              | AMBIPAR LUX SARL                                   | CUSIP: 02319WAA9<br>LEI: 9845008C0E14F9BDEK55 | Long             | DBT              | CORP              | LU        |     64000 | PA      | $11280.00     | 0.01%             | 2031-02-06      | Fixed         | 9.88%                 | Yes           |                  2 | On Loan: No      |
| PIEDMONT OPERATING PARTNERSHIP, LP                                | PIEDMONT OPERATING PARTNERSHIP LP                  | CUSIP: 720198AF7<br>LEI: 549300WKGDPAS39FBD10 | Long             | DBT              | CORP              | US        |     35000 | PA      | $29386.95     | 0.02%             | 2032-04-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                | ORACLE CORP                                        | CUSIP: 68389X204<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EP               | CORP              | US        |       397 | NS      | $17868.97     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLS FARGO & COMPANY                                             | WELLS FARGO CO                                     | CUSIP: 95000U3V3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    108000 | PA      | $110404.19    | 0.09%             | 2036-04-23      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| EnfraGen Energia Sur, S.A.U.                                      | ENFRAGEN ENERGIA SUR SA ENFRAGEN SPAIN S           | CUSIP: 29280LAA1<br>LEI: 2549002TO75PYMY3VY07 | Long             | DBT              | CORP              | ES        |     30701 | PA      | $27937.91     | 0.02%             | 2030-12-30      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| HEXION TERM 1LN                                                   | HEXION TERM 1LN                                    | CUSIP: KUH608000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     27011 | PA      | $25789.92     | 0.02%             | 2029-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| WAYFAIR LLC                                                       | WAYFAIR INC                                        | CUSIP: 94419NAC1<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |     27000 | PA      | $27202.50     | 0.02%             | 2032-11-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| WOLFSPEED, INC.                                                   | WOLFSPEED INC                                      | CUSIP: 977852AK8<br>LEI: 549300OGU88P3AW3TO93 | Long             | DBT              | CORP              | US        |      5682 | PA      | $6236.00      | 0.00%             | 2030-06-23      | Variable      | 13.88%                | Yes           |                  2 | On Loan: No      |
| THE AES CORPORATION                                               | AES CORP THE                                       | CUSIP: 00130HCL7<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |     11000 | PA      | $10257.50     | 0.01%             | 2055-07-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| COMMERCIAL METALS COMPANY                                         | COMMERCIAL METALS CO                               | CUSIP: 201723AS2<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14812.50     | 0.01%             | 2033-11-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Performance Food Group, Inc.                                      | PERFORMANCE FOOD GROUP INC                         | CUSIP: 71376LAH3<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14437.50     | 0.01%             | 2034-03-01      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| LADDER CAPITAL FINANCE HOLDINGS LLLP                              | LADDER CAPITAL FINANCE HOLDINGS LLLP               | CUSIP: 505742AR7<br>LEI: 254900TBF2Z4GR7NSX02 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10300.00     | 0.01%             | 2031-07-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| ANTERO MIDSTREAM PARTNERS LP                                      | ANTERO MIDSTREAM PARTNERS LP ANTERO MIDSTREAM FI   | CUSIP: 03690AAM8<br>LEI: 529900HFO1BDEIT4QU11 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9875.00      | 0.01%             | 2033-10-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST, INC.                                     | STARWOOD PROPERTY TRUST INC                        | CUSIP: 85571BBE4<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20250.00     | 0.02%             | 2030-10-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| OCP CLO LTD                                                       | OCP CLO 2018 15 LTD                                | CUSIP: 67112KAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $249529.75    | 0.20%             | 2038-01-20      | Floating      | 4.92%                 | Yes           |                  2 | On Loan: No      |
| MILLROSE PROPERTIES, INC.                                         | MILLROSE PROPERTIES INC                            | CUSIP: 601137AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $9962.50      | 0.01%             | 2030-08-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| GENESIS ENERGY, L.P.                                              | GENESIS ENERGY LP GENESIS ENERGY FINANCE CORP      | CUSIP: 37185LAS1<br>LEI: 549300VJ5D6MDK138782 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29700.00     | 0.02%             | 2034-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| LBM ACQUISITION, LLC                                              | LBM ACQUISITION LLC                                | CUSIP: 50179JAH1<br>LEI: 549300FAEB3VWZL4NI86 | Long             | LON              | CORP              | US        |     24805 | PA      | $19779.39     | 0.02%             | 2031-06-06      | Floating      | 7.52%                 | Yes           |                  2 | On Loan: No      |
| SOLSTICE ADVANCED MATERIALS INC.                                  | SOLSTICE ADVANCED MATERIALS INC                    | CUSIP: 83443QAA1<br>LEI: 2138004GZ4H9TW6HK435 | Long             | DBT              | CORP              | US        |      9000 | PA      | $8887.50      | 0.01%             | 2033-09-30      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| TKC HOLDINGS, INC.                                                | TKC HOLDINGS INC                                   | CUSIP: 87256YAE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $25093.75     | 0.02%             | 2030-08-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| GMF FLOORPLAN OWNER REVOLVING TRUST                               | GMF FLOORPLAN OWNER REVOLVING TRU                  | CUSIP: 361886DQ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $100721.43    | 0.08%             | 2029-11-15      | Fixed         | 4.73%                 | Yes           |                  2 | On Loan: No      |
| CARRIER GLOBAL CORPORATION                                        | CARRIER GLOBAL CORP                                | CUSIP: 14448CBC7<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |     14000 | PA      | $14719.03     | 0.01%             | 2034-03-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                | ORACLE CORP                                        | CUSIP: 68389XBW4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     91000 | PA      | $65490.15     | 0.05%             | 2040-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132DNXG3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     68847 | PA      | $70007.62     | 0.06%             | 2052-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GLOBAL PARTNERS LP                                                | GLOBAL PARTNERS LP GLP FINANCE CORP                | CUSIP: 37954FAL8<br>LEI: 549300PCHWTW9P4DU444 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5000.00      | 0.00%             | 2033-07-01      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132QXCM7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      5387 | PA      | $5198.68      | 0.00%             | 2046-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| OAK-EAGLE ACQUIRECO, INC.                                         | ELECTRONIC ARTS TERM B 1LN                         | CUSIP: 67123SAB5<br>LEI: 6488ICS9P20290MA1H31 | Long             | LON              | CORP              | US        |     10000 | PA      | $9937.50      | 0.01%             | 2033-03-23      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XLDH8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    643780 | PA      | $561859.47    | 0.45%             | 2042-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| SGUS LLC                                                          | SAKS GLOBAL ENTERPRISES LLC                        | CUSIP: 81881KAH2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      6699 | PA      | $602.90       | 0.00%             | 2026-07-15      | Floating      | 13.68%                | Yes           |                  2 | On Loan: No      |
| GOLAR LNG LIMITED                                                 | GOLAR LNG LTD                                      | CUSIP: 38046YAE1<br>LEI: 213800C2VSFZG3EZLO34 | Long             | DBT              | CORP              | BM        |     20000 | PA      | $20200.00     | 0.02%             | 2030-10-02      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| LIQUID TELECOMMUNICATIONS FINANCING PLC                           | LIQUID TELECOMMUNICATIONS FINANCING PLC            | CUSIP: 536333AB3<br>LEI: 635400MXAVJRJJCWVI87 | Long             | DBT              | CORP              | GB        |     54000 | PA      | $53702.04     | 0.04%             | 2026-09-04      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| THE CHEMOURS COMPANY                                              | CHEMOURS CO THE                                    | CUSIP: 163851AJ7<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20075.00     | 0.02%             | 2033-01-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| GGAM Finance Limited                                              | GGAM FINANCE LTD                                   | CUSIP: 36170JAE6<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |     51000 | PA      | $50681.25     | 0.04%             | 2030-03-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUEMINES LNG, LLC                               | VENTURE GLOBAL PLAQUE                              | CUSIP: 922966AD8<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |     33000 | PA      | $34897.50     | 0.03%             | 2036-01-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| CLARIOS US FINANCE COMPANY, INC.                                  | CLARIOS GLOBAL LP CLARIOS US FINANCE CO            | CUSIP: 18060TAD7<br>LEI: 549300QHLDSIXVFWH611 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5068.75      | 0.00%             | 2030-02-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| ALLY FINANCIAL INC.                                               | ALLY FINANCIAL INC                                 | CUSIP: 02005NBY5<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |     57000 | PA      | $54884.96     | 0.04%             | 2040-01-17      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| ANYWHERE REAL ESTATE GROUP LLC                                    | REALOGY GROUP CO ISSUER                            | CUSIP: 75606DAL5<br>LEI: LF6PBYTYG3BDVEF4FI12 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4818.75      | 0.00%             | 2029-01-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL, INC.                                        | COREBRIDGE FINANCIAL INC                           | CUSIP: 21871XAR0<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |     70000 | PA      | $73143.98     | 0.06%             | 2033-09-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QSHD6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     76271 | PA      | $77699.13     | 0.06%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| KOSMOS ENERGY LTD.                                                | KOSMOS ENERGY LTD                                  | CUSIP: 500688AF3<br>LEI: 213800YDFJ3OT9B5P157 | Long             | DBT              | CORP              | US        |     12000 | PA      | $11940.00     | 0.01%             | 2027-05-01      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133ANTU8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     10730 | PA      | $8809.63      | 0.01%             | 2051-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Clearway Energy Operating LLC                                     | CLEARWAY ENERGY OP LLC                             | CUSIP: 18539UAC9<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14831.25     | 0.01%             | 2028-03-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                        | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 3617GSS91<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     41858 | PA      | $40050.74     | 0.03%             | 2048-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JACKSON FINANCIAL INC.                                            | JACKSON FINANCIAL INC                              | CUSIP: 46817MAR8<br>LEI: 213800WXW2KG1N4CO374 | Long             | DBT              | CORP              | US        |     70000 | PA      | $70474.88     | 0.06%             | 2027-06-08      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 01F052649<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    950000 | PA      | $954156.25    | 0.76%             | 2056-04-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132QP5H3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     80428 | PA      | $75551.45     | 0.06%             | 2045-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                    | CITIGROUP INC                                      | CUSIP: 172967QK0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4968.75      | 0.00%             | 2199-12-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PG&E CORPORATION                                                  | PG E CORP                                          | CUSIP: 69331CAL2<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |     39000 | PA      | $40547.13     | 0.03%             | 2027-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| TANGER PROPERTIES LIMITED PARTNERSHIP                             | TANGER PROPERTIES LP                               | CUSIP: 875484AJ6<br>LEI: PQPGJDNFN35EXH363L31 | Long             | DBT              | CORP              | US        |    387000 | PA      | $384827.00    | 0.31%             | 2026-09-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| COPT DEFENSE PROPERTIES, L.P.                                     | COPT DEFENSE PROPERTIES LP                         | CUSIP: 12713UAA4<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              | CORP              | US        |     11000 | PA      | $10819.72     | 0.01%             | 2030-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| COOPER-STANDARD AUTOMOTIVE INC.                                   | COOPER STANDARD AUTOMOTIVE INC                     | CUSIP: 216762AK0<br>LEI: ITCH5B3Q4RTX2PH9UN62 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14231.25     | 0.01%             | 2031-03-01      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| BROADCOM INC.                                                     | BROADCOM INC                                       | CUSIP: 11135FCR0<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    597000 | PA      | $518940.46    | 0.42%             | 2033-02-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                              | ONEMAIN FINANCE CORP                               | CUSIP: 682691AM2<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9562.50      | 0.01%             | 2033-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| WOLFSPEED, INC.                                                   | WOLFSPEED INC                                      | CUSIP: 977852AS1<br>LEI: 549300OGU88P3AW3TO93 | Long             | DBT              | CORP              | US        |      7548 | PA      | $5981.79      | 0.00%             | 2031-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| AASET TRUST                                                       | AASET 2024 1                                       | CUSIP: 00255JAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    225656 | PA      | $228217.40    | 0.18%             | 2049-05-16      | Fixed         | 6.26%                 | Yes           |                  2 | On Loan: No      |
| SOUTHWESTERN ELECTRIC POWER COMPANY                               | SOUTHWESTERN ELECTRIC POWER CO                     | CUSIP: 845437BU5<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |     43000 | PA      | $43621.91     | 0.03%             | 2033-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY, INC.                                                  | NRG ENERGY INC                                     | CUSIP: 629377CX8<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20125.00     | 0.02%             | 2034-11-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS LTD.                                       | FIRST QUANTUM MINERALS LTD                         | CUSIP: 335934AY1<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |     40000 | PA      | $38350.00     | 0.03%             | 2036-02-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| VICI PROPERTIES L.P.                                              | VICI PROPERTIES LP                                 | CUSIP: 925650AJ2<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |     21000 | PA      | $21026.50     | 0.02%             | 2028-04-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NEW FORTRESS ENERGY INC.                                          | NEW FORTRESS ENERGY                                | CUSIP: 64439HAC3<br>LEI: 254900EICTYTCHA5X705 | Long             | LON              | CORP              | US        |    130490 | PA      | $72595.45     | 0.06%             | 2028-10-30      | Floating      | 9.57%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 31335AJQ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     62201 | PA      | $58969.49     | 0.05%             | 2044-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PACIFIC LIFECORP                                                  | PACIFIC LIFECORP                                   | CUSIP: 694476AD4<br>LEI: VFN8KLUEIK7XMVX1JM30 | Long             | DBT              | CORP              | US        |    160000 | PA      | $147016.80    | 0.12%             | 2043-01-30      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN ROCK SALT COMPANY LLC                                    | AMERICAN ROCK SALT CO LLC                          | CUSIP: 02932JAP2<br>LEI: 549300FBKBNV4GSVVR46 | Long             | LON              | CORP              | US        |     24322 | PA      | $21901.75     | 0.02%             | 2028-06-12      | Floating      | 7.78%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31410KGP3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     17570 | PA      | $18483.44     | 0.01%             | 2037-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31417FDC9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     19235 | PA      | $19365.13     | 0.02%             | 2035-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| OHA CREDIT PARTNERS LTD                                           | OHA CREDIT PARTNERS VII LTD                        | CUSIP: 67102QBK3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $249413.88    | 0.20%             | 2038-02-20      | Floating      | 4.80%                 | Yes           |                  2 | On Loan: No      |
| LBM ACQUISITION, LLC                                              | US LBM                                             | CUSIP: 50179JAK4<br>LEI: 549300FAEB3VWZL4NI86 | Long             | LON              | CORP              | US        |      3000 | PA      | $2512.50      | 0.00%             | 2031-06-06      | Floating      | 8.67%                 | No            |                  2 | On Loan: No      |
| ICAHN ENTERPRISES L.P.                                            | ICAHN ENTERPRISES FIN                              | CUSIP: 451102BZ9<br>LEI: 549300T0G4GS0SINS786 | Long             | DBT              | CORP              | US        |     66000 | PA      | $64432.50     | 0.05%             | 2027-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BEACON MOBILITY FINANCE CORP.                                     | BEACON MOBILITY CORP                               | CUSIP: 073644AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      8000 | PA      | $8230.00      | 0.01%             | 2030-08-01      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| ILIAD HOLDING SAS                                                 | ILIAD HOLDING SASU                                 | CUSIP: 449691AG9<br>LEI: 9695009BGMXB527HV965 | Long             | DBT              | CORP              | FR        |     20000 | PA      | $19947.76     | 0.02%             | 2032-04-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                        | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36179MVR8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     88764 | PA      | $82122.11     | 0.07%             | 2042-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BMP COMMERCIAL MORTGAGE TRUST                                     | BMP 2024 MF23                                      | CUSIP: 05593JAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $99944.40     | 0.08%             | 2041-06-15      | Floating      | 5.31%                 | Yes           |                  2 | On Loan: No      |
| BARCLAYS PLC                                                      | BARCLAYS PLC                                       | CUSIP: 06738EBK0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | RF                | GB        |    270000 | PA      | $271411.29    | 0.22%             | 2030-06-20      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| WOLFSPEED, INC.                                                   | WOLFSPEED INC                                      | CUSIP: 97785WAC0<br>LEI: 549300OGU88P3AW3TO93 | Long             | DBT              | CORP              | US        |     19000 | PA      | $20045.00     | 0.02%             | 2031-03-15      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418DZ62<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     16435 | PA      | $14371.09     | 0.01%             | 2041-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUEMINES LNG, LLC                               | VENTURE GLOBAL PLAQUEMINES LNG LLC                 | CUSIP: 922966AE6<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15393.75     | 0.01%             | 2030-12-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138YUZN4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     21933 | PA      | $22268.09     | 0.02%             | 2045-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SANCHEZ ENERGY CORP                                               | SANCHEZ ENERGY CORP                                | CUSIP: GCE744000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14199 | NS      | $325587.03    | 0.26%             |  |  |  | No            |                  3 | On Loan: No      |
| THE GEO GROUP, INC.                                               | GEO GROUP INC THE                                  | CUSIP: 36162JAH9<br>LEI: 54930024XOXET7NQVZ63 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15937.50     | 0.01%             | 2031-04-15      | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| JBS USA Holding Lux S.a r.l.                                      | JBS USA LUX SA JBS USA FOOD CO                     | CUSIP: 46590XAP1<br>LEI: RB8RC03FUD8DSX57C193 | Long             | DBT              | CORP              | LU        |    183000 | PA      | $162102.50    | 0.13%             | 2032-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132QSP77<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     42388 | PA      | $41109.05     | 0.03%             | 2045-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC.                                                | HERC HOLDINGS INC                                  | CUSIP: 42704LAH7<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9812.50      | 0.01%             | 2031-03-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Healthcare Realty Holdings, L.P.                                  | HEALTHCARE TRUST OF AMER                           | CUSIP: 42225UAG9<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              | CORP              | US        |     98000 | PA      | $92194.28     | 0.07%             | 2030-02-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINES OPERATING COMPANY LLC                          | COLUMBIA PIPELINES OPERATING CO LLC                | CUSIP: 19828TAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     55000 | PA      | $57845.21     | 0.05%             | 2033-11-15      | Fixed         | 6.04%                 | Yes           |                  2 | On Loan: No      |
| BX TRUST                                                          | BX TRUST                                           | CUSIP: 05608BAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    176000 | PA      | $174477.93    | 0.14%             | 2034-04-15      | Floating      | 5.32%                 | Yes           |                  2 | On Loan: No      |
| CTR PARTNERSHIP, L.P.                                             | CTR PARTNERSHIP LP CARETRUST CAPITAL CORP          | CUSIP: 126458AE8<br>LEI: 254900L7G64R08G6RJ22 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14512.50     | 0.01%             | 2028-06-30      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| EG GLOBAL FINANCE PLC                                             | EG GLOBAL FINANCE PLC                              | CUSIP: 28228PAC5<br>LEI: 549300TL8Q5207VYET27 | Long             | DBT              | CORP              | GB        |     65000 | PA      | $69468.75     | 0.06%             | 2028-11-30      | Fixed         | 12.00%                | Yes           |                  2 | On Loan: No      |
| Viking Cruises Ltd                                                | VIKING CRUISES LTD                                 | CUSIP: 92676XAG2<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |     25000 | PA      | $26312.50     | 0.02%             | 2031-07-15      | Fixed         | 9.12%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                        | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36179WVT2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    247061 | PA      | $203847.26    | 0.16%             | 2052-01-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FLATIRON CLO LTD                                                  | FLATIRON CLO LTD                                   | CUSIP: 33882MAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    150000 | PA      | $149638.54    | 0.12%             | 2038-04-15      | Floating      | 4.83%                 | Yes           |                  2 | On Loan: No      |
| CVR ENERGY, INC.                                                  | CVR ENERGY INC                                     | CUSIP: 12662PAH1<br>LEI: 529900SOYZIXZBTXB558 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10050.00     | 0.01%             | 2031-02-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| DAVITA INC.                                                       | DAVITA INC                                         | CUSIP: 23918KAY4<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15225.00     | 0.01%             | 2033-07-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| ALTICE FRANCE HOLDINGS SA CVR                                     | ALTICE FRANCE HOLDINGS SA CVR                      | CUSIP: 021CVRAA2<br>LEI: N/A                  | Long             | EC               |  | LU        |        33 | NS      | $369.94       | 0.00%             |  |  |  | Yes           |                  2 | On Loan: No      |
| ANGUS CHEMICAL TERM 2LN                                           | ANGUS CHEMICAL TERM 2LN                            | CUSIP: 04317JAF5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      9000 | PA      | $8066.25      | 0.01%             | 2028-11-24      | Floating      | 11.52%                | Yes           |                  2 | On Loan: No      |
| ARES CLO LTD                                                      | ARES LIV CLO LTD                                   | CUSIP: 04017WAW2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $249376.50    | 0.20%             | 2038-07-15      | Floating      | 4.98%                 | Yes           |                  2 | On Loan: No      |
| XPLR INFRASTRUCTURE OPERATING PARTNERS, LP                        | XPLR INFRASTRUCTURE OPERATING PARTNERS LP          | CUSIP: 98380MAA3<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15731.25     | 0.01%             | 2031-01-15      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| PLYM COMMERCIAL MORTGAGE TRUST                                    | PLYM COMMERCIAL MORTGAGE TRUST 2026 IND            | CUSIP: 69292BAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    130000 | PA      | $129363.76    | 0.10%             | 2043-03-15      | Floating      | 4.92%                 | Yes           |                  2 | On Loan: No      |
| PUGET ENERGY, INC.                                                | PUGET ENERGY INC                                   | CUSIP: 745310AN2<br>LEI: SYBSJ96YIDMIUY7WDR33 | Long             | DBT              | CORP              | US        |    141000 | PA      | $134301.94    | 0.11%             | 2032-03-15      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FINANCE LLC                                             | JEFFERIES FINANCE LLC JFIN CO ISSUER CORP          | CUSIP: 47232MAF9<br>LEI: 549300SKVB18YSSIDT75 | Long             | DBT              | CORP              | US        |     24000 | PA      | $22395.79     | 0.02%             | 2028-08-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| VICI PROPERTIES L.P.                                              | VICI PROPERTIES LP                                 | CUSIP: 925650AC7<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |    390000 | PA      | $389251.20    | 0.31%             | 2030-02-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| STANDARD BUILDING SOLUTIONS INC.                                  | STANDARD BUILDING SOLUTIONS INC                    | CUSIP: 853191AC8<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24687.50     | 0.02%             | 2033-08-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| ACRISURE HOLDINGS INC SER A 2 PC                                  | ACRISURE HOLDINGS INC SER A 2 PC                   | CUSIP: LEI295000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       963 | NS      | $27657.36     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| US FOODS, INC.                                                    | US FOODS INC                                       | CUSIP: 90290MAE1<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9700.00      | 0.01%             | 2030-06-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                          | CELANESE US HOLDINGS LLC                           | CUSIP: 15089QAP9<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10412.50     | 0.01%             | 2032-07-15      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3133KNGT4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    151141 | PA      | $124085.50    | 0.10%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31402ESR0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5005 | PA      | $5039.96      | 0.00%             | 2033-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AASET TRUST                                                       | APOLLO AVIATION SECURITIZATION EQUITY TRUST        | CUSIP: 00258PAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    229774 | PA      | $228013.75    | 0.18%             | 2050-02-16      | Fixed         | 5.94%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                        | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36179SWW3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     81840 | PA      | $74144.16     | 0.06%             | 2047-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140LPTT9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8690 | PA      | $7134.86      | 0.01%             | 2051-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| PUGET ENERGY, INC.                                                | PUGET ENERGY INC                                   | CUSIP: 745310AK8<br>LEI: SYBSJ96YIDMIUY7WDR33 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96598.20     | 0.08%             | 2030-06-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Olin Corporation                                                  | OLIN CORP                                          | CUSIP: 680665AL0<br>LEI: 549300GKK294V7W57P06 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14737.50     | 0.01%             | 2029-08-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Ardagh Metal Packaging Finance Public Limited Company             | ARDAGH METAL PACKAGING FINANCE USA LLC             | CUSIP: 03969YAB4<br>LEI: 635400FSFRHBFVPTP424 | Long             | DBT              | CORP              | IE        |     29000 | PA      | $26571.25     | 0.02%             | 2029-09-01      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                | ORACLE CORP                                        | CUSIP: 68389XDM4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     65000 | PA      | $60600.09     | 0.05%             | 2035-09-26      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Clearway Energy Operating LLC                                     | CLEARWAY ENERGY OPERATING LLC                      | CUSIP: 18539UAG0<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14700.00     | 0.01%             | 2034-01-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| PARTY CITY HOLDCO INC RESTRICTED                                  | PARTY CITY HOLDCO INC RESTRICTED                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |         1 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132XCSA4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    267135 | PA      | $255937.14    | 0.20%             | 2048-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MINERAL RESOURCES LIMITED                                         | MINERAL RESOURCES LTD                              | CUSIP: 603051AC7<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |     15000 | PA      | $15206.25     | 0.01%             | 2027-11-01      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| COPT DEFENSE PROPERTIES, L.P.                                     | CORPORATE OFFICE PROP LP                           | CUSIP: 22003BAM8<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              | CORP              | US        |     85000 | PA      | $76748.71     | 0.06%             | 2031-04-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING, LLC                             | CHARTER COMMUNICATIONS OPERATING LLC               | CUSIP: 161175BX1<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |     16000 | PA      | $13696.83     | 0.01%             | 2032-02-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: —       |
| BCPE EMPIRE HOLDINGS, INC.                                        | IMPERIAL DADE TERM B 1LN                           | CUSIP: 05550HAT2<br>LEI: 549300O2G0VI2955B626 | Long             | LON              | CORP              | US        |     21000 | PA      | $20645.73     | 0.02%             | 2032-12-29      | Floating      | 7.17%                 | Yes           |                  2 | On Loan: No      |
| WHIRLPOOL CORPORATION                                             | WHIRLPOOL CORP                                     | CUSIP: 963320BC9<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4458.95      | 0.00%             | 2034-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| ORACLE CORPORATION                                                | ORACLE CORP                                        | CUSIP: 68389XEA9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6512.54      | 0.01%             | 2046-02-04      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL, INC.                                        | COREBRIDGE FINANCIAL INC                           | CUSIP: 21871XAD1<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    190000 | PA      | $188106.84    | 0.15%             | 2027-04-05      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| XPLR INFRASTRUCTURE OPERATING PARTNERS, LP                        | XPLR INFRASTRUCTURE OPERATING PARTNERS LP          | CUSIP: 98379YAA0<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |     36000 | PA      | $36990.00     | 0.03%             | 2034-04-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| TIME WARNER CABLE, LLC                                            | TIME WARNER CABLE INC                              | CUSIP: 88732JAU2<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    243000 | PA      | $239155.98    | 0.19%             | 2039-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ONEOK, INC.                                                       | ONEOK INC                                          | CUSIP: 682680CB7<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     33000 | PA      | $32881.07     | 0.03%             | 2027-09-24      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                         | SUNOCO LP SUNOCO FINANCE CORP                      | CUSIP: 86765LAN7<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |     45000 | PA      | $44943.75     | 0.04%             | 2028-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| RAND PARENT, LLC                                                  | RAND PARENT LLC                                    | CUSIP: 753272AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     28000 | PA      | $28735.00     | 0.02%             | 2030-02-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| METHANEX CORPORATION                                              | METHANEX CORP                                      | CUSIP: 59151KAJ7<br>LEI: 549300TSJHRXT9QXRD13 | Long             | DBT              | CORP              | CA        |     40000 | PA      | $35600.00     | 0.03%             | 2044-12-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST                                      | BX COMMERCIAL MORTGAGE TRUST 2022 LP2              | CUSIP: 05610HAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    121100 | PA      | $121027.53    | 0.10%             | 2039-02-15      | Floating      | 5.23%                 | Yes           |                  2 | On Loan: No      |
| CYPRIUM CORPORATION                                               | CYPRIUM CORP CYPRIUM HOLDINGS LUXEMBOURG SARL      | CUSIP: 23292NAA6<br>LEI: 254900V7LN9S9W17X250 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19650.00     | 0.02%             | 2031-04-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                | ORACLE CORP                                        | CUSIP: 68389XDX0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     13000 | PA      | $12706.72     | 0.01%             | 2031-02-04      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132QVXL0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      5503 | PA      | $5310.13      | 0.00%             | 2046-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORPORATION                                      | TENET HEALTHCARE CORP                              | CUSIP: 88033GDW7<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9875.00      | 0.01%             | 2032-11-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| BLOCK, INC.                                                       | BLOCK INC                                          | CUSIP: 852234AN3<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14925.00     | 0.01%             | 2026-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| DELEK LOGISTICS PARTNERS, LP                                      | DELEK LOG PART FINANCE                             | CUSIP: 24665FAD4<br>LEI: 549300UVYITDIU51P724 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20625.00     | 0.02%             | 2029-03-15      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| SUNOCO LP                                                         | SUNOCO LP                                          | CUSIP: 86765KAE9<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25477.34     | 0.02%             | 2199-12-31      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| COREWEAVE, INC.                                                   | COREWEAVE INC                                      | CUSIP: 21873SAC2<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |     67000 | PA      | $63398.75     | 0.05%             | 2031-02-01      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| NAVIENT CORPORATION                                               | NAVIENT CORP                                       | CUSIP: 63938CAQ1<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4425.00      | 0.00%             | 2032-06-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| BX TRUST                                                          | BX TRUST 2022 IND                                  | CUSIP: 05609WAL7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     27300 | PA      | $27324.50     | 0.02%             | 2037-04-15      | Floating      | 6.51%                 | Yes           |                  2 | On Loan: No      |
| CANACOL ENERGY LTD                                                | CANACOL ENERGY LTD                                 | CUSIP: 134808AD6<br>LEI: 549300X5MNRWPMSM9N14 | Long             | DBT              | CORP              | CA        |     93000 | PA      | $31620.00     | 0.03%             | 2028-11-24      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| GENESEE & WYOMING INC.                                            | GENESEE WYOMING INC                                | CUSIP: 371559AB1<br>LEI: G617XSG94Z7G0RMW3L02 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15112.50     | 0.01%             | 2032-04-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 31335ASE9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    352424 | PA      | $346152.82    | 0.28%             | 2042-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| THUNDERBOLT AIRCRAFT LEASE LIMITED                                | THUNDERBOLT AIRCRAFT LEASE LIMITED US LLC          | CUSIP: 886065AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     44169 | PA      | $44169.25     | 0.04%             | 2038-09-15      | Fixed         | 4.15%                 | Yes           |                  2 | On Loan: No      |
| US FOODS, INC.                                                    | US FOODS INC                                       | CUSIP: 90290MAJ0<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9937.50      | 0.01%             | 2033-04-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| BRANDYWINE OPERATING PARTNERSHIP, L.P.                            | BRANDYWINE OPER PARTNERS                           | CUSIP: 105340AQ6<br>LEI: IXBXSCONLDQ1ZI73YU71 | Long             | DBT              | CORP              | US        |    421000 | PA      | $403144.97    | 0.32%             | 2027-11-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS (NORTH AMERICA), INC.                              | UNITED RENTALS NORTH AMERICA INC                   | CUSIP: 911365BS2<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24406.25     | 0.02%             | 2033-11-15      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Republica de Colombia                                             | COLOMBIA GOVERNMENT INTERNATIONAL BOND             | CUSIP: 195325ER2<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    200000 | PA      | $208058.80    | 0.17%             | 2030-04-25      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418DUA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     94947 | PA      | $84127.62     | 0.07%             | 2040-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SAS                                                 | ALTICE FRANCE LUX 3 ALTICE HOLDINGS 1              | CUSIP: 02090DAC2<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |     56424 | PA      | $53320.68     | 0.04%             | 2031-10-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| PRA GROUP, INC.                                                   | PRA GROUP INC                                      | CUSIP: 69354NAF3<br>LEI: 549300Q5HW3JSSB86K27 | Long             | DBT              | CORP              | US        |      7000 | PA      | $7052.50      | 0.01%             | 2030-01-31      | Fixed         | 8.88%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                        | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36202FUF1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     34931 | PA      | $34673.79     | 0.03%             | 2041-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CASTLELAKE AIRCRAFT SECURITIZATION TRUST                          | CASTLELAKE AIRCRAFT SECURITIZATION TRUST           | CUSIP: 14855MAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    186315 | PA      | $183293.35    | 0.15%             | 2039-04-15      | Fixed         | 5.09%                 | Yes           |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORPORATION                                 | DISCOVER FINANCIAL SERVICES                        | CUSIP: 254709AM0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    355000 | PA      | $354208.00    | 0.28%             | 2027-02-09      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                | ORACLE CORP                                        | CUSIP: 68389XEC5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1827.22      | 0.00%             | 2066-02-04      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140J9X55<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     25166 | PA      | $25038.23     | 0.02%             | 2046-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| RHP HOTEL PROPERTIES, LP                                          | RHP HOTEL PROPERTIES LP RHP FINANCE CORP           | CUSIP: 749571AL9<br>LEI: 549300SJMSMA2471GA96 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10137.50     | 0.01%             | 2033-06-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| ALPHA GENERATION LLC                                              | ALPHA GENERATION LLC                               | CUSIP: 02073LAA9<br>LEI: 254900K5V62L4YGVKF49 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15131.25     | 0.01%             | 2032-10-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3142GUDH3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     30229 | PA      | $31763.22     | 0.03%             | 2055-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31402EVW5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       593 | PA      | $596.95       | 0.00%             | 2033-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418DCG5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     20705 | PA      | $18513.88     | 0.01%             | 2049-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ARCHROCK SERVICES, L.P.                                           | ARCHROCK SERVICES LP ARCHROCK PARTNERS FINANCE     | CUSIP: 03958CAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $24750.00     | 0.02%             | 2034-02-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| TOPBUILD CORP.                                                    | TOPBUILD CORP                                      | CUSIP: 89055FAD5<br>LEI: 5493007YSKHOL4RWII46 | Long             | DBT              | CORP              | US        |     11000 | PA      | $10725.00     | 0.01%             | 2034-01-31      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                        | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 3622A22Y7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     14338 | PA      | $13513.08     | 0.01%             | 2046-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TAYLOR MORRISON COMMUNITIES, INC.                                 | TAYLOR MORRISON COMMUNITIES INC                    | CUSIP: 87724RAK8<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14943.75     | 0.01%             | 2032-11-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| SUN COMMUNITIES OPERATING LIMITED PARTNERSHIP                     | SUN COMMUNITIES OPERATING LP                       | CUSIP: 866677AE7<br>LEI: 549300PUNBPJCGT6X741 | Long             | DBT              | CORP              | US        |    232000 | PA      | $207196.18    | 0.17%             | 2031-07-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Alcoa Nederland Holding B.V.                                      | ALCOA NEDERLAND HOLDING BV                         | CUSIP: 013822AH4<br>LEI: 5493000UL1QLQLT1VQ42 | Long             | DBT              | CORP              | NL        |     10000 | PA      | $10445.35     | 0.01%             | 2031-03-15      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands IV B.V.                   | TEVA PHARM FNC NL II                               | CUSIP: 881937AA4<br>LEI: 549300GKSD1RG56QRY33 | Long             | DBT              | CORP              | NL        |    210000 | PA      | $211575.00    | 0.17%             | 2030-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                          | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36204DT82<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     52668 | PA      | $51843.27     | 0.04%             | 2041-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AMKOR TECHNOLOGY, INC.                                            | AMKOR TECHNOLOGY INC                               | CUSIP: 031652BL3<br>LEI: 529900VHLRTKPWZJBM84 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9925.00      | 0.01%             | 2033-10-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QMSJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    142167 | PA      | $121838.98    | 0.10%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| LBM ACQUISITION, LLC                                              | US LBM TERM                                        | CUSIP: 50179JAK4<br>LEI: 549300FAEB3VWZL4NI86 | Long             | LON              | CORP              | US        |      5000 | PA      | $4205.35      | 0.00%             | 2031-06-06      | Floating      | 8.67%                 | Yes           |                  2 | On Loan: No      |
| ASURION, LLC                                                      | ASURION LLC AND ASURION CO ISSUER INC              | CUSIP: 045941AA9<br>LEI: 549300KNQVXGIOXWK278 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41350.00     | 0.03%             | 2032-12-31      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP, INC.                                    | CITIZENS FINANCIAL GROUP                           | CUSIP: 174610AW5<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |    100000 | PA      | $85212.90     | 0.07%             | 2032-09-30      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| BX TRUST                                                          | BX TRUST 2025 ROIC                                 | CUSIP: 05593VAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    249860 | PA      | $248622.05    | 0.20%             | 2030-03-15      | Floating      | 4.82%                 | Yes           |                  2 | On Loan: No      |
| Consolidated Energy Finance S.A.                                  | CONSOLIDATED ENERGY FINANCE SA                     | CUSIP: 20914UAH9<br>LEI: 549300PUNIS0USNSL750 | Long             | DBT              | CORP              | LU        |     24000 | PA      | $23520.00     | 0.02%             | 2031-02-15      | Fixed         | 12.00%                | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 01F060642<br>LEI: B1V7KEBTPIMZEU4LTD58 | Short            | ABS-MBS          | USGSE             | US        |   -100000 | PA      | $-101906.25   | -0.08%            | 2056-04-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CCO HOLDINGS, LLC                                                 | CCO HOLDINGS LLC CCO HOLDINGS CAPITAL CORP         | CUSIP: 1248EPCQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $9025.00      | 0.01%             | 2032-02-01      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| THE AES CORPORATION                                               | AES CORP THE                                       | CUSIP: 00130HCC7<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |    280000 | PA      | $266720.44    | 0.21%             | 2030-07-15      | Fixed         | 3.95%                 | Yes           |                  2 | On Loan: No      |
| HAWAIIAN ELECTRIC COMPANY, INC.                                   | HAWAIIAN ELECTRIC CO INC                           | CUSIP: 419866AV0<br>LEI: 549300PQE8D806LWQV52 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9937.50      | 0.01%             | 2033-10-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QSVD0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    119425 | PA      | $121938.68    | 0.10%             | 2053-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WESTERN ALLIANCE BANCORPORATION                                   | WESTERN ALLIANCE BANCORP                           | CUSIP: 957638AD1<br>LEI: 5493003VJXZ5JXT9S762 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14546.57     | 0.01%             | 2031-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LADDER CAPITAL FINANCE HOLDINGS LLLP                              | LADDER CAPITAL FINANCE HOLDINGS LLLP               | CUSIP: 505742AP1<br>LEI: 254900TBF2Z4GR7NSX02 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14568.75     | 0.01%             | 2029-06-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| SEAGATE DATA STORAGE TECHNOLOGY PTE. LTD.                         | SEAGATE DATA STORAGE TECHNOLOGY PTE LTD            | CUSIP: 81180LAM7<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |     10000 | PA      | $10462.50     | 0.01%             | 2029-12-15      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| ALBERTSONS COMPANIES, INC.                                        | ALBERTSONS COS INC                                 | CUSIP: 01309QAE8<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14737.50     | 0.01%             | 2032-03-31      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418DXR8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     15352 | PA      | $13339.07     | 0.01%             | 2041-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| WOLFSPEED, INC.                                                   | WOLFSPEED INC                                      | CUSIP: 977852AP7<br>LEI: 549300OGU88P3AW3TO93 | Long             | DBT              | CORP              | US        |      5000 | PA      | $7042.10      | 0.01%             | 2031-06-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BAMLL COMMERCIAL MORTGAGE SECURITIES TRUST                        | BANK OF AMERICA MERRIL LYNCH LARGE LOAN INC        | CUSIP: 05492PAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $93939.60     | 0.08%             | 2032-11-05      | Fixed         | 3.46%                 | Yes           |                  2 | On Loan: No      |
| Ardagh Metal Packaging Finance Public Limited Company             | ARDAGH METAL PACKAGING FINANCE USA LLC             | CUSIP: 03969YAD0<br>LEI: 635400FSFRHBFVPTP424 | Long             | DBT              | CORP              | IE        |     30000 | PA      | $29737.50     | 0.02%             | 2031-01-30      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                | ORACLE CORP                                        | CUSIP: 68389XEB7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6452.62      | 0.01%             | 2056-02-04      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| BX TRUST                                                          | BX TRUST                                           | CUSIP: 123912AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $99884.40     | 0.08%             | 2035-06-15      | Floating      | 5.06%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QQLZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    109128 | PA      | $109884.92    | 0.09%             | 2052-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BRANDYWINE OPERATING PARTNERSHIP, L.P.                            | BRANDYWINE OPERATING PARTNERSHIP LP                | CUSIP: 105340AR4<br>LEI: IXBXSCONLDQ1ZI73YU71 | Long             | DBT              | CORP              | US        |    288000 | PA      | $293020.13    | 0.23%             | 2028-03-15      | Variable      | 8.30%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CREDIT FUND                                    | BLACKSTONE PRIVATE CREDIT FUND                     | CUSIP: 09261HBC0<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |    150000 | PA      | $153196.05    | 0.12%             | 2028-11-27      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| CARVANA CO.                                                       | CARVANA CO                                         | CUSIP: 146869AJ1<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |     35000 | PA      | $37450.00     | 0.03%             | 2030-05-01      | Fixed         | 10.25%                | Yes           |                  2 | On Loan: No      |
| Performance Food Group, Inc.                                      | PERFORMANCE FOOD GROUP I                           | CUSIP: 71376LAF7<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6991.25      | 0.01%             | 2032-09-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31402HVE8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1294 | PA      | $1293.34      | 0.00%             | 2033-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3128P7TY9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    352193 | PA      | $349757.74    | 0.28%             | 2032-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                          | U S TREASURY BOND                                  | CUSIP: 912810TN8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3690000 | PA      | $2961657.43   | 2.37%             | 2053-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132XTKB3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     13385 | PA      | $13034.07     | 0.01%             | 2047-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SUBWAY FUNDING LLC                                                | SUBWAY FUNDING LLC                                 | CUSIP: 864300AG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    120475 | PA      | $119766.37    | 0.10%             | 2054-07-30      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL, INC.                                        | COREBRIDGE FINANCIAL INC                           | CUSIP: 21871XAH2<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    130000 | PA      | $121623.06    | 0.10%             | 2032-04-05      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                        | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36178DQZ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    138612 | PA      | $128541.90    | 0.10%             | 2042-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HA SUSTAINABLE INFRASTRUCTURE CAPITAL, INC.                       | HA SUSTAINABLE INFRASTRUCTURE CAPITAL INC          | CUSIP: 41068XAG5<br>LEI: 254900ZZRL7MWL1X8E92 | Long             | DBT              | CORP              | US        |     19000 | PA      | $19570.00     | 0.02%             | 2056-06-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FUNDING LIMITED                                   | AVOLON HOLDINGS FUNDING LTD                        | CUSIP: 05401AAX9<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |     10000 | PA      | $10027.12     | 0.01%             | 2030-01-15      | Fixed         | 5.15%                 | Yes           |                  2 | On Loan: No      |
| PALMER SQUARE LOAN FUNDING LTD.                                   | PALMER SQUARE LOAN FUNDING 2025 1 LTD              | CUSIP: 69704CAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    195139 | PA      | $194644.55    | 0.16%             | 2033-02-15      | Floating      | 4.45%                 | Yes           |                  2 | On Loan: No      |
| Post Holdings, Inc.                                               | POST HOLDINGS INC                                  | CUSIP: 737446AV6<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24625.00     | 0.02%             | 2033-03-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| HEXION HOLDINGS CORPORATION                                       | HEXION HOLDINGS CORP                               | CUSIP: 00217XAE6<br>LEI: 549300LBB370MUHGLV84 | Long             | LON              | CORP              | US        |      5000 | PA      | $4785.16      | 0.00%             | 2029-03-15      | Floating      | 7.67%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132QVXM8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     10493 | PA      | $10081.71     | 0.01%             | 2046-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TALEN ENERGY SUPPLY, LLC                                          | TALEN ENERGY SUPPLY LLC                            | CUSIP: 87422VAN8<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19950.00     | 0.02%             | 2036-02-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| SUNOCO LP                                                         | SUNOCO LP                                          | CUSIP: 86765KAF6<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9912.50      | 0.01%             | 2031-03-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| PLYM COMMERCIAL MORTGAGE TRUST                                    | PLYM COMMERCIAL MORTGAGE TRUST 2026 IND            | CUSIP: 69292BAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $99123.81     | 0.08%             | 2043-03-15      | Floating      | 5.32%                 | Yes           |                  2 | On Loan: No      |
| AVIS BUDGET CAR RENTAL, LLC                                       | AVIS BUDGET CAR RENTAL                             | CUSIP: 053773BK2<br>LEI: XN8R4HH1TVC1XOCL5P21 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9962.50      | 0.01%             | 2032-06-15      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: —       |
| W. R. GRACE HOLDINGS LLC                                          | WR GRACE HOLDINGS LLC                              | CUSIP: 92943GAA9<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23000.00     | 0.02%             | 2029-08-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| FLASH COMPUTE LLC                                                 | FLASH COMPUTE LLC                                  | CUSIP: 33853QAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $25187.50     | 0.02%             | 2030-12-31      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| ROCKIES EXPRESS PIPELINE LLC                                      | ROCKIES EXPRESS PIPELINE                           | CUSIP: 77340RAU1<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10300.00     | 0.01%             | 2033-03-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QSHQ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     70058 | PA      | $72373.77     | 0.06%             | 2053-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                          | 5 YEAR US TREASURY NOTE FUTURE JUN26               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       106 | NC      | $-136174.01   | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| KENNEDY-WILSON, INC.                                              | KENNEDY WILSON INC                                 | CUSIP: 489399AN5<br>LEI: 5EA4464UK7FM5QNNKL62 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14962.50     | 0.01%             | 2030-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| COMSTOCK RESOURCES, INC.                                          | COMSTOCK RESOURCES INC                             | CUSIP: 205768AS3<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39450.00     | 0.03%             | 2029-03-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DVMT9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    126810 | PA      | $131565.01    | 0.11%             | 2054-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                | ORACLE CORP                                        | CUSIP: 68389XDK8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     71000 | PA      | $67413.36     | 0.05%             | 2032-09-26      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CCO HOLDINGS, LLC                                                 | CCO HOLDINGS LLC CCO HOLDINGS CAPITAL CORP         | CUSIP: 1248EPCP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     17000 | PA      | $14535.00     | 0.01%             | 2034-01-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: —       |
| 1011778 B.C. UNLIMITED LIABILITY COMPANY                          | 1011778 BC NEW RED FIN                             | CUSIP: 68245XAT6<br>LEI: 549300RHSHNRWI5LLA86 | Long             | DBT              | CORP              | CA        |     20000 | PA      | $20025.00     | 0.02%             | 2029-09-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132QRQ94<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      7784 | PA      | $7172.00      | 0.01%             | 2045-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN AXLE & MANUFACTURING, INC.                               | AMERICAN AXLE MANUFACTURING INC                    | CUSIP: 02406PBD1<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14606.25     | 0.01%             | 2033-10-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| COGENT COMMUNICATIONS GROUP, LLC                                  | COGENT COMMUNICATIONS GROUP INC                    | CUSIP: 19240CAE3<br>LEI: 549300KFWFYF8Q1U0Y26 | Long             | DBT              | CORP              | US        |     24000 | PA      | $23640.00     | 0.02%             | 2027-06-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: —       |
| TARGA RESOURCES CORP.                                             | TARGA RESOURCES CORP                               | CUSIP: 87612GAR2<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |     29000 | PA      | $28798.13     | 0.02%             | 2029-01-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| WAYFAIR LLC                                                       | WAYFAIR LLC                                        | CUSIP: 94419NAA5<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35700.00     | 0.03%             | 2029-10-31      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Cenovus Energy Inc.                                               | CENOVUS ENERGY INC                                 | CUSIP: 15135UBA6<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |     23000 | PA      | $22782.24     | 0.02%             | 2031-03-20      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| HUMANA INC.                                                       | HUMANA INC                                         | CUSIP: 444859CE0<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     51000 | PA      | $48450.00     | 0.04%             | 2056-09-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| CALUMET SPECIALTY PRODUCTS PARTNERS, L.P.                         | CALUMET SPECIALTY PRODUCTS PARTNERS LP             | CUSIP: 131477BA8<br>LEI: 529900QWK0FGLES9BA18 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10587.50     | 0.01%             | 2031-02-15      | Fixed         | 9.75%                 | Yes           |                  2 | On Loan: No      |
| BROADCOM INC.                                                     | BROADCOM INC                                       | CUSIP: 11135FCU3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     55000 | PA      | $50213.63     | 0.04%             | 2033-04-15      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                        | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36202FPF7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     53906 | PA      | $52519.07     | 0.04%             | 2041-01-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DB MASTER FINANCE LLC                                             | DB MASTER FINANCE LLC                              | CUSIP: 233046AU5<br>LEI: 549300F17UZJL70BPB08 | Long             | ABS-MBS          | CORP              | US        |     64838 | PA      | $64738.63     | 0.05%             | 2055-11-20      | Fixed         | 4.89%                 | Yes           |                  2 | On Loan: No      |
| UNITI SERVICES LLC                                                | WINDSTREAM ESCROW LLC                              | CUSIP: 97381AAA0<br>LEI: 549300KT9GVEBYCD2N29 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26125.00     | 0.02%             | 2031-10-01      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| NTT FINANCE CORPORATION                                           | NTT FINANCE CORP                                   | CUSIP: 62954WAQ8<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $200809.20    | 0.16%             | 2028-07-16      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| TULLOW OIL PLC                                                    | TULLOW OIL PLC                                     | CUSIP: 899415AG8<br>LEI: 2138003EYHWO75RKS857 | Long             | DBT              | CORP              | GB        |     51000 | PA      | $48067.50     | 0.04%             | 2026-05-15      | Fixed         | 10.25%                | Yes           |                  2 | On Loan: No      |
| STAPLES, INC.                                                     | STAPLES TERM B 1LN                                 | CUSIP: 855031AU4<br>LEI: XQM2JINI1UL7642TU573 | Long             | LON              | CORP              | US        |     19887 | PA      | $18028.33     | 0.01%             | 2029-09-10      | Floating      | 9.41%                 | Yes           |                  2 | On Loan: No      |
| J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST            | JP MORGAN CHASE COMMERCIAL MORTGAGE SE             | CUSIP: 46645WBE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     97000 | PA      | $55748.43     | 0.04%             | 2033-07-05      | Fixed         | 5.35%                 | Yes           |                  2 | On Loan: No      |
| QXO BUILDING PRODUCTS, INC.                                       | QUEEN MERGERCO INC                                 | CUSIP: 74825NAA5<br>LEI: 549300HDXQWWCBOYXP31 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15206.25     | 0.01%             | 2032-04-30      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                          | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36295PZ70<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      1278 | PA      | $1300.06      | 0.00%             | 2038-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Consolidated Energy Finance S.A.                                  | CONSOLIDATED ENERGY FINANCE SA                     | CUSIP: 20914UAF3<br>LEI: 549300PUNIS0USNSL750 | Long             | DBT              | CORP              | LU        |     20000 | PA      | $18625.00     | 0.01%             | 2028-10-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| GLOBAL PARTNERS LP                                                | GLOBAL PART GLP FINANCE                            | CUSIP: 37954FAK0<br>LEI: 549300PCHWTW9P4DU444 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10300.00     | 0.01%             | 2032-01-15      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                        | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36202FTL0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     52169 | PA      | $51785.26     | 0.04%             | 2041-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE LIMITED                                                 | AIRCASTLE LTD                                      | CUSIP: 00928QAW1<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |     15000 | PA      | $14925.00     | 0.01%             | 2199-12-31      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| HORIZON AIRCRAFT FINANCE I LIMITED                                | HORIZON AIRCRAFT FIN                               | CUSIP: 440405AE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     92249 | PA      | $91650.39     | 0.07%             | 2038-12-15      | Fixed         | 4.46%                 | Yes           |                  2 | On Loan: No      |
| COREWEAVE, INC.                                                   | COREWEAVE INC                                      | CUSIP: 21873SAB4<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24156.25     | 0.02%             | 2030-06-01      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| Mativ Holdings, Inc.                                              | MATIV HOLDINGS INC                                 | CUSIP: 808541AC0<br>LEI: 549300Z1FU4IDULG1R21 | Long             | DBT              | CORP              | US        |     28000 | PA      | $25830.00     | 0.02%             | 2029-10-01      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: —       |
| TAKEOFF MERGER SUB INC.                                           | TAKEOFF MERGER SUB INC                             | CUSIP: 873923AC0<br>LEI: 984500DF5ACB4A114F45 | Long             | DBT              | CORP              | US        |     42000 | PA      | $41714.15     | 0.03%             | 2029-03-24      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Post Holdings, Inc.                                               | POST HOLDINGS INC                                  | CUSIP: 737446AX2<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14700.00     | 0.01%             | 2034-10-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| HORIZON AIRCRAFT FINANCE I LIMITED                                | HORIZON AIRCRAFT FINANCE I LIMITED                 | CUSIP: 44040HAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     56761 | PA      | $56224.32     | 0.04%             | 2039-07-15      | Fixed         | 3.72%                 | Yes           |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                             | WELLS FARGO CO                                     | CUSIP: 95000U2V4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    449000 | PA      | $444955.86    | 0.36%             | 2028-03-24      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY EATON VANCE CLO                                    | MORGAN STANLEY EATON VANCE CLO 2025 21 LTD         | CUSIP: 617921AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    107000 | PA      | $106744.03    | 0.09%             | 2038-04-15      | Floating      | 4.84%                 | Yes           |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORPORATION                                  | OCCIDENTAL PETROLEUM COR                           | CUSIP: 674599DD4<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    112000 | PA      | $124320.00    | 0.10%             | 2031-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                              | JPMORGAN CHASE CO                                  | CUSIP: 46647PDC7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1230608.75   | 0.98%             | 2033-04-26      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                        | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36178DZK0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     90873 | PA      | $82765.90     | 0.07%             | 2043-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                          | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36296QL31<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       427 | PA      | $436.29       | 0.00%             | 2039-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYSTEMS, INC.                                | CHS COMMUNITY HEALTH SYSTEMS INC                   | CUSIP: 12543DBM1<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |     30000 | PA      | $28237.50     | 0.02%             | 2030-05-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| TALLGRASS ENERGY PARTNERS, LP                                     | TALLGRASS ENERGY PARTNERS LP TALLGRASS ENERGY FI   | CUSIP: 87470LAK7<br>LEI: 549300IQ3DN0F3VERF65 | Long             | DBT              | CORP              | US        |     45000 | PA      | $44212.50     | 0.04%             | 2031-09-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| LIGHTNING POWER, LLC                                              | LIGHTNING POWER LLC                                | CUSIP: 53229KAA7<br>LEI: 254900BWCHJ03XRL8K59 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10412.50     | 0.01%             | 2032-08-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| SLM CORPORATION                                                   | SLM CORP                                           | CUSIP: 78442PGF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     14000 | PA      | $13667.50     | 0.01%             | 2030-01-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                              | JPMORGAN CHASE CO                                  | CUSIP: 46647PEY8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     91000 | PA      | $92404.59     | 0.07%             | 2031-04-22      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| JERSEY MIKES FUNDING LLC                                          | JERSEY MIKE S FUNDING LLC                          | CUSIP: 476681AD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     74250 | PA      | $74988.38     | 0.06%             | 2055-02-15      | Fixed         | 5.64%                 | Yes           |                  2 | On Loan: No      |
| VISTAJET MALTA FINANCE P.L.C.                                     | VISTAJET MALTA FINANCE PLC                         | CUSIP: 92840JAD1<br>LEI: 5299001UK94VGT0CPQ36 | Long             | DBT              | CORP              | MT        |     21000 | PA      | $20612.76     | 0.02%             | 2027-05-01      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| SGUS LLC                                                          | SAKS GLOBAL ENTERPRISES LLC                        | CUSIP: 81881KAG4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      2094 | PA      | $628.30       | 0.00%             | 2026-07-15      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 31292LYR0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     52104 | PA      | $47813.84     | 0.04%             | 2042-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31402EZL5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8098 | PA      | $8154.25      | 0.01%             | 2033-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 01F022634<br>LEI: B1V7KEBTPIMZEU4LTD58 | Short            | ABS-MBS          | USGSE             | US        |   -550000 | PA      | $-462598.95   | -0.37%            | 2056-03-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION, INC.                                          | WESCO DISTRIBUTION INC                             | CUSIP: 95081QAS3<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |      8000 | PA      | $8120.00      | 0.01%             | 2033-03-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| THE BOEING COMPANY                                                | BOEING CO THE                                      | CUSIP: 097023DR3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     28000 | PA      | $29771.64     | 0.02%             | 2031-05-01      | Fixed         | 6.39%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                        | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36179XX43<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    577749 | PA      | $558503.69    | 0.45%             | 2053-04-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132QLYS6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     81239 | PA      | $78739.77     | 0.06%             | 2045-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CCO HOLDINGS, LLC                                                 | CCO HOLDINGS LLC                                   | CUSIP: 1248EPCL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15000 | PA      | $13050.00     | 0.01%             | 2033-06-01      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| DOMINO'S PIZZA MASTER ISSUER LLC                                  | DOMINO S PIZZA MASTER ISSUER LLC                   | CUSIP: 25755TAN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    189638 | PA      | $180001.95    | 0.14%             | 2051-04-25      | Fixed         | 2.66%                 | Yes           |                  2 | On Loan: No      |
| CLOUD SOFTWARE GROUP, INC.                                        | CLOUD SOFTWARE GROUP INC                           | CUSIP: 18912UAA0<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |     35000 | PA      | $33600.00     | 0.03%             | 2029-09-30      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| BRAND INDUSTRIAL SERVICES, INC.                                   | BRANDSAFWAY TERM                                   | CUSIP: 10524MAS6<br>LEI: 549300B658W2BPDQMW42 | Long             | LON              | CORP              | US        |     39562 | PA      | $33857.93     | 0.03%             | 2030-08-01      | Floating      | 8.16%                 | Yes           |                  2 | On Loan: No      |
| VISTRA OPERATIONS COMPANY LLC                                     | VISTRA OPERATIONS CO LLC                           | CUSIP: 92840VAP7<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26187.50     | 0.02%             | 2031-10-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| ICAHN ENTERPRISES L.P.                                            | ICAHN ENTERPRISES LP                               | CUSIP: 451102CJ4<br>LEI: 549300T0G4GS0SINS786 | Long             | DBT              | CORP              | US        |      8000 | PA      | $7440.00      | 0.01%             | 2030-06-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST                                      | BX COMMERCIAL MORTGAGE TRUST 2022 LP2              | CUSIP: 05610HAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    121100 | PA      | $121026.63    | 0.10%             | 2039-02-15      | Floating      | 5.63%                 | Yes           |                  2 | On Loan: No      |
| RADIOLOGY PARTNERS, INC.                                          | RADIOLOGY PARTNERS INC                             | CUSIP: 75041VAE4<br>LEI: 549300SFTAG2177WUZ08 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9912.50      | 0.01%             | 2032-07-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| ANTERO MIDSTREAM PARTNERS LP                                      | ANTERO MIDSTREAM PARTNERS LP ANTERO MIDSTREAM FI   | CUSIP: 03690AAN6<br>LEI: 529900HFO1BDEIT4QU11 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19700.00     | 0.02%             | 2034-07-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| MOLINA HEALTHCARE, INC.                                           | MOLINA HEALTHCARE INC                              | CUSIP: 60855RAK6<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13406.25     | 0.01%             | 2030-11-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 31335AU48<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     43439 | PA      | $40817.11     | 0.03%             | 2046-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| South Bow Canadian Infrastructure Holdings Ltd.                   | SOUTH BOW CANADIAN INFRASTRUCTURE HOLDINGS LTD     | CUSIP: 836720AJ1<br>LEI: 2549004FYUSYLPBT1G26 | Long             | DBT              | CORP              | CA        |     10000 | PA      | $10400.00     | 0.01%             | 2055-03-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| MINERAL RESOURCES LIMITED                                         | MINERAL RESOURCES LTD                              | CUSIP: 603051AE3<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |     15000 | PA      | $15506.25     | 0.01%             | 2028-10-01      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| SNAP INC.                                                         | SNAP INC                                           | CUSIP: 83304AAM8<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9400.00      | 0.01%             | 2034-03-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DPB72<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     79154 | PA      | $79250.87     | 0.06%             | 2052-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CARVANA CO.                                                       | CARVANA CO                                         | CUSIP: 146869AH5<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9300.00      | 0.01%             | 2029-09-01      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| BW REAL ESTATE, INC.                                              | BW REAL ESTATE INC                                 | CUSIP: 05614HAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     17000 | PA      | $17037.18     | 0.01%             | 2199-12-31      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 31335ATJ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    128461 | PA      | $121272.64    | 0.10%             | 2046-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                        | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 3618N5GP8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     79091 | PA      | $79825.86     | 0.06%             | 2055-02-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD.                                              | NCL CORP LTD                                       | CUSIP: 62886HBR1<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |     15000 | PA      | $14887.50     | 0.01%             | 2032-02-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| ELP COMMERCIAL MORTGAGE TRUST                                     | ELP COMMERCIAL MORTGAGE TRUST 2025 ELP             | CUSIP: 290154AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $98888.65     | 0.08%             | 2042-11-13      | Variable      | 4.76%                 | Yes           |                  2 | On Loan: No      |
| SILVER AIRCRAFT LEASE INVESTMENT LTD                              | PROJECT SILVER                                     | CUSIP: 827304AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    220611 | PA      | $214867.14    | 0.17%             | 2044-07-15      | Fixed         | 3.97%                 | Yes           |                  2 | On Loan: No      |
| PG&E CORPORATION                                                  | PG E CORP                                          | CUSIP: 69331CAN8<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |     26000 | PA      | $25545.00     | 0.02%             | 2056-09-15      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| TAKEOFF MERGER SUB INC.                                           | TAKEOFF MERGER SUB INC                             | CUSIP: 873923AE6<br>LEI: 984500DF5ACB4A114F45 | Long             | DBT              | CORP              | US        |     52000 | PA      | $51292.23     | 0.04%             | 2031-03-24      | Fixed         | 4.85%                 | Yes           |                  2 | On Loan: No      |
| LEVEL 3 FINANCING, INC.                                           | LEVEL 3 FINANCING INC                              | CUSIP: 527298BS1<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14062.50     | 0.01%             | 2029-01-15      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                              | JPMORGAN CHASE CO                                  | CUSIP: 46647PEX0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    108000 | PA      | $110788.99    | 0.09%             | 2036-04-22      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| Mativ Holdings, Inc.                                              | MATIV HOLDINGS                                     | CUSIP: N/A<br>LEI: 549300Z1FU4IDULG1R21       | Long             | LON              | CORP              | US        |     20000 | PA      | $19200.00     | 0.02%             | 2033-03-26      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| LAMB WESTON HOLDINGS, INC.                                        | LAMB WESTON HOLDINGS INC                           | CUSIP: 513272AE4<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |     30000 | PA      | $27825.00     | 0.02%             | 2032-01-31      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| BUILDERS FIRSTSOURCE, INC.                                        | BUILDERS FIRSTSOURCE INC                           | CUSIP: 12008RAT4<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39900.00     | 0.03%             | 2035-05-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| EATON VANCE CLO LTD                                               | EATON VANCE CLO 2019 1 LTD                         | CUSIP: 27830XAW6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $250414.78    | 0.20%             | 2037-07-15      | Floating      | 5.18%                 | Yes           |                  2 | On Loan: No      |
| AMERITEX HOLDCO INTERMEDIATE LLC                                  | AMERITEX HOLDCO INTERMEDIATE LLC                   | CUSIP: 030727AB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $10250.00     | 0.01%             | 2033-08-15      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138ER5G1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    284584 | PA      | $282783.17    | 0.23%             | 2047-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| US FOODS, INC.                                                    | US FOODS INC                                       | CUSIP: 90290MAH4<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10325.00     | 0.01%             | 2032-01-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST                                      | BX COMMERCIAL MORTGAGE TRUST 2024 XL5              | CUSIP: 05612GAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     70000 | PA      | $70002.06     | 0.06%             | 2039-03-15      | Floating      | 5.36%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                       | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132L65D9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     15227 | PA      | $14243.17     | 0.01%             | 2040-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418D6K3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    354299 | PA      | $297924.92    | 0.24%             | 2041-11-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| BEACH ACQUISITION BIDCO, LLC                                      | BEACH ACQUISITION BIDCO LLC                        | CUSIP: 07337JAC1<br>LEI: 254900F2FNX3GBTB6202 | Long             | DBT              | CORP              | US        |     36892 | PA      | $39197.43     | 0.03%             | 2033-07-15      | Fixed         | 10.75%                | Yes           |                  2 | On Loan: No      |
| United States of America                                          | U S TREASURY NOTE                                  | CUSIP: 91282CLF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4500000 | PA      | $4384863.27   | 3.51%             | 2034-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138ERDR8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     21537 | PA      | $21360.77     | 0.02%             | 2046-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                | ORACLE CORP                                        | CUSIP: 68389XDR3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     50000 | PA      | $41978.55     | 0.03%             | 2055-09-26      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Samarco Mineracao S.A. - em Recuperacao Judicial                  | SAMARCO MINERACAO SA                               | CUSIP: 79588YAA7<br>LEI: 529900U8HKV15GJC4O60 | Long             | DBT              | CORP              | BR        |     24167 | PA      | $23684.02     | 0.02%             | 2031-06-30      | Variable      | 9.00%                 | Yes           |                  2 | On Loan: No      |
| BLOCK, INC.                                                       | BLOCK INC                                          | CUSIP: 852234AS2<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15075.00     | 0.01%             | 2032-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                    | MORGAN STANLEY                                     | CUSIP: 61747YEY7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    965000 | PA      | $1029406.03   | 0.82%             | 2033-10-18      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYSTEMS, INC.                                | CHS COMMUNITY HEALTH SYSTEMS INC                   | CUSIP: 12543DBQ2<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10325.00     | 0.01%             | 2034-01-15      | Fixed         | 9.75%                 | Yes           |                  2 | On Loan: No      |
| AEP TEXAS INC.                                                    | AEP TEXAS INC                                      | CUSIP: 00108WAV2<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |     22000 | PA      | $21592.27     | 0.02%             | 2036-04-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Transocean International Limited                                  | TRANSOCEAN INTERNATIONAL LTD                       | CUSIP: 893814AA1<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |      5000 | PA      | $5312.50      | 0.00%             | 2032-10-15      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                | ENERGY TRANSFER OPERATING LP                       | CUSIP: 29278NAR4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     87000 | PA      | $71856.08     | 0.06%             | 2050-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC.                                               | ALLY FINANCIAL INC                                 | CUSIP: 02005NBN9<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3699.02      | 0.00%             | 2199-12-31      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| STONEMOR INC.                                                     | STONEMOR INC                                       | CUSIP: 86184WAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     38000 | PA      | $37002.50     | 0.03%             | 2029-05-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| BX TRUST                                                          | BX TRUST 2025 ROIC                                 | CUSIP: 05593VAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     51729 | PA      | $51250.03     | 0.04%             | 2030-03-15      | Floating      | 5.22%                 | Yes           |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-04-30

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

**Signature:** Monique Labbe

**Name of Signer:** Monique Labbe

**Title:** Treasurer - Principal Financial Officer