# EDGAR Filing Document

**Accession Number:** 0001426439
**File Stem:** 0001752724-25-156065
**Filing Date:** 2025-6
**Character Count:** 283869
**Document Hash:** 2e26627b1bfad666ae522d7f2cbbe2eb
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-156065.hdr.sgml**: 20250625

**ACCESSION NUMBER**: 0001752724-25-156065

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250430

**FILED AS OF DATE**: 20250625

**DATE AS OF CHANGE**: 20250625

**PERIOD START**: 20250430

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22739
- **FILM NUMBER:** 251073142

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

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

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

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

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

## Series and Classes Contracts Data

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** New York

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10010

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

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

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

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

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

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

- **a. Date of fiscal year-end:** 2025-04-30

- **b. Date as of which information is reported:** 2025-04-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $285628080.48

**Total Liabilities:** $4568681.42

**Net Assets:** $281059399.06

**Delayed Delivery Securities:** $105858.82

**Cash Not Reported:** $839394.01

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 173.55540000 | **1-Year:** 8393.70558000 | **5-Year:** 45724.36151000 | **10-Year:** 28524.86988000 | **30-Year:** 2863.37425000

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

- **3-Month:** 88.84097000 | **1-Year:** 9385.24822000 | **5-Year:** 13575.30764000 | **10-Year:** 1009.06697000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000225893 | 2.00%                | -0.29%               | 0.16%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $124628.63               | $3951648.38                                |
| Month 2  | $305123.49               | $-2323788.93                               |
| Month 3  | $417154.48               | $-1061371.25                               |

**Designated Index Information**

- **Index Name:** Bloomberg US Aggregate

- **Index Identifier:** LBUSTRUU

### Schedule of Portfolio Investments

| Name                                        | Title                                                                          | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC. | US 5YR NOTE (CBT)                                                              | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |        25 | NC      | $15844.19     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TRANSDIGM INC                               | TransDigm Inc                                                                  | CUSIP: 893647BL0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    400000 | PA      | $398095.76    | 0.14%             | 2027-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CF Hippolyta Issuer LLC                     | CF Hippolyta Issuer LLC                                                        | CUSIP: 12530MAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    512688 | PA      | $457385.21    | 0.16%             | 2060-07-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| JANE STREET GRP/JSG FIN                     | Jane Street Group / JSG Finance Inc                                            | CUSIP: 47077WAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $196575.94    | 0.07%             | 2032-11-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| PRAIRIE ACQUIROR LP                         | Prairie Acquiror LP                                                            | CUSIP: 73943NAA4<br>LEI: 254900Q6KU2LVSIISH22 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75578.25     | 0.03%             | 2029-08-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN POSEIDON LTD                     | Transocean Poseidon Ltd                                                        | CUSIP: 89383JAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     78750 | PA      | $78156.84     | 0.03%             | 2027-02-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                            | Connecticut Avenue Securities Trust 2020-SBT1                                  | CUSIP: 20753VBE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    430000 | PA      | $446289.69    | 0.16%             | 2040-02-25      | Floating      | 8.12%                 | No            |                  2 | On Loan: No      |
| NA Rail Hold Co LLC                         | PATRIOT RAIL 02/26/32                                                          | CUSIP: 000000000<br>LEI: 549300WBUJ0EQ32JFK65 | Long             | LON              | CORP              | US        |    100000 | PA      | $99541.70     | 0.04%             | 2032-03-08      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Government National Mortgage Association                                       | CUSIP: 38384KHH7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1228409 | PA      | $211928.11    | 0.08%             | 2051-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Talen Energy Supply LLC                     | Talen Energy Sup 12/11/31                                                      | CUSIP: 87422LAY6<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | LON              | CORP              | US        |    548625 | PA      | $546156.19    | 0.19%             | 2031-12-15      | Floating      | 6.80%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                      | Commonwealth Edison Co                                                         | CUSIP: 202795JY7<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    335000 | PA      | $310843.76    | 0.11%             | 2053-02-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| AUST & NZ BANKING GROUP                     | Australia & New Zealand Banking Group Ltd                                      | CUSIP: 052528AR7<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |    610000 | PA      | $622122.12    | 0.22%             | 2034-09-18      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                  | PacifiCorp                                                                     | CUSIP: 695114DF2<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    605000 | PA      | $614119.69    | 0.22%             | 2055-09-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| GARRETT MOTION HLD/SARL                     | Garrett Motion Holdings Inc / Garrett LX I Sarl                                | CUSIP: 366504AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     90000 | PA      | $89818.80     | 0.03%             | 2032-05-31      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                | CUSIP: 31418EPC8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    573354 | PA      | $562653.01    | 0.20%             | 2053-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                       | VENTURE GLOBAL PLAQUEMINES LNG LLC                                             | CUSIP: 922966AA4<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15388.61     | 0.01%             | 2033-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                           | Post Holdings Inc                                                              | CUSIP: 737446AP9<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    275000 | PA      | $269913.33    | 0.10%             | 2029-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CABLE ONE INC                               | Cable One Inc                                                                  | CUSIP: 12685JAE5<br>LEI: 549300648QS85T0XSH18 | Long             | DBT              | CORP              | US        |    200000 | PA      | $188200.00    | 0.07%             | 2026-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac REMICS                                                             | CUSIP: 3137HHAB7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5850597 | PA      | $247555.15    | 0.09%             | 2054-08-25      | Floating      | 1.00%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables               | Exeter Automobile Receivables Trust 2022-5                                     | CUSIP: 30167FAG7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1265000 | PA      | $1330862.86   | 0.47%             | 2030-04-15      | Fixed         | 10.45%                | No            |                  2 | On Loan: No      |
| TK ELEVATOR US NEWCO INC                    | TK ELEVATOR US NEWCO INC                                                       | CUSIP: 000000000<br>LEI: 549300C2AFWPAYWS5574 | Long             | LON              | CORP              | US        |    200000 | PA      | $199000.00    | 0.07%             | 2030-04-30      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| JANE STREET GRP/JSG FIN                     | Jane Street Group / JSG Finance Inc                                            | CUSIP: 47077WAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    550000 | PA      | $567227.14    | 0.20%             | 2031-04-30      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust               | UBS Commercial Mortgage Trust 2018-C9                                          | CUSIP: 90291JBB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    440000 | PA      | $355947.55    | 0.13%             | 2051-03-15      | Variable      | 5.11%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Government National Mortgage Association                                       | CUSIP: 38382VET2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4235118 | PA      | $40271.73     | 0.01%             | 2051-06-20      | Floating      | 0.01%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                                               | CUSIP: 3132E0PK2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    205199 | PA      | $209436.35    | 0.07%             | 2053-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| JETBLUE 2019-1 CLASS AA                     | JetBlue 2019-1 Class AA Pass Through Trust                                     | CUSIP: 477143AH4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    745286 | PA      | $644120.42    | 0.23%             | 2032-05-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| XPLR INFRAST OPERATING                      | XPLR Infrastructure Operating Partners LP                                      | CUSIP: 65342QAL6<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96468.76     | 0.03%             | 2026-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Government National Mortgage Association                                       | CUSIP: 38382PZ47<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    747729 | PA      | $112440.51    | 0.04%             | 2051-03-20      | Floating      | 1.87%                 | No            |                  2 | On Loan: No      |
| PERRIGO FINANCE UNLIMITE                    | Perrigo Finance Unlimited Co                                                   | CUSIP: 71429MAD7<br>LEI: 549300E86RB6YCTMRM83 | Long             | DBT              | CORP              | IE        |    100000 | PA      | $99264.39     | 0.04%             | 2032-09-30      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac REMICS                                                             | CUSIP: 3137HAYG5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    421954 | PA      | $355919.03    | 0.13%             | 2053-09-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SKY1 Trust                                  | SKY Trust 2025-LINE                                                            | CUSIP: 830941AC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    495000 | PA      | $493611.18    | 0.18%             | 2042-04-15      | Floating      | 8.01%                 | No            |                  2 | On Loan: No      |
| PG&E CORP                                   | PG&E Corp                                                                      | CUSIP: 69331CAM0<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |    150000 | PA      | $145618.53    | 0.05%             | 2055-03-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                         | Freddie Mac STACR REMIC Trust 2020-HQA1                                        | CUSIP: 35565JBE0<br>LEI: 549300TCRXCIFPAC3B85 | Long             | ABS-MBS          | CORP              | US        |    975000 | PA      | $1046233.21   | 0.37%             | 2050-01-25      | Floating      | 9.57%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Government National Mortgage Association                                       | CUSIP: 38382LLE9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    889055 | PA      | $126715.22    | 0.05%             | 2050-11-20      | Floating      | 1.87%                 | No            |                  2 | On Loan: No      |
| Bank                                        | BANK 2019-BNK20                                                                | CUSIP: 06540AAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    180000 | PA      | $140007.04    | 0.05%             | 2062-09-15      | Variable      | 3.77%                 | No            |                  2 | On Loan: No      |
| COTY/HFC PRESTIGE/INT US                    | Coty Inc/HFC Prestige Products Inc/HFC Prestige International US LLC           | CUSIP: 222070AG9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1420000 | PA      | $1365968.15   | 0.49%             | 2029-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                  | Fannie Mae Pool                                                                | CUSIP: 3140XMMG8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    544478 | PA      | $556149.79    | 0.20%             | 2053-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| JPMDB Commercial Mortgage Secu              | JPMDB Commercial Mortgage Securities Trust 2017-C7                             | CUSIP: 46648KBA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    415000 | PA      | $369589.54    | 0.13%             | 2050-10-15      | Variable      | 4.32%                 | No            |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC                        | LifePoint Health Inc                                                           | CUSIP: 53219LAU3<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |    110000 | PA      | $99022.65     | 0.04%             | 2029-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| MINERAL RESOURCES LTD                       | Mineral Resources Ltd                                                          | CUSIP: 603051AA1<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |    100000 | PA      | $97249.17     | 0.03%             | 2027-05-01      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| WATCO COS LLC/FINANCE CO                    | Watco Cos LLC / Watco Finance Corp                                             | CUSIP: 941130AD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    225000 | PA      | $224456.20    | 0.08%             | 2032-08-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Government National Mortgage Association                                       | CUSIP: 38383P8S3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1151211 | PA      | $24071.70     | 0.01%             | 2052-04-20      | Floating      | 0.01%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                       | VENTURE GLOBAL PLAQUEMINES LNG LLC                                             | CUSIP: 922966AB2<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15403.47     | 0.01%             | 2035-05-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                    | Benchmark 2019-B11 Mortgage Trust                                              | CUSIP: 08162BBE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    315000 | PA      | $298780.02    | 0.11%             | 2052-05-15      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN TITAN FIN LTD                    | Transocean Titan Financing Ltd                                                 | CUSIP: 89386MAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     90476 | PA      | $89630.41     | 0.03%             | 2028-02-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Government National Mortgage Association                                       | CUSIP: 38382P5E8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    651276 | PA      | $97924.24     | 0.03%             | 2051-03-20      | Floating      | 1.87%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                         | Freddie Mac STACR REMIC Trust 2022-DNA3                                        | CUSIP: 35564KVE6<br>LEI: 5493000IS4M3TZMRB410 | Long             | ABS-MBS          | CORP              | US        |    565000 | PA      | $593765.96    | 0.21%             | 2042-04-25      | Floating      | 8.70%                 | No            |                  2 | On Loan: No      |
| BANK OF NEW ZEALAND                         | Bank of New Zealand                                                            | CUSIP: 064064AB4<br>LEI: N7LGVZM7X4UQ66T7LT74 | Long             | DBT              | CORP              | NZ        |    745000 | PA      | $755908.16    | 0.27%             | 2035-01-28      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                               | Citigroup Inc                                                                  | CUSIP: 17327CAU7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    400000 | PA      | $381795.06    | 0.14%             | 2039-09-19      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| CF Hippolyta Issuer LLC                     | CF Hippolyta Issuer LLC                                                        | CUSIP: 12530MAG0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    362842 | PA      | $341452.90    | 0.12%             | 2061-03-15      | Fixed         | 1.98%                 | No            |                  2 | On Loan: No      |
| XPLR INFRAST OPERATING                      | XPLR Infrastructure Operating Partners LP                                      | CUSIP: 65342QAM4<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49484.22     | 0.02%             | 2029-01-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: —       |
| LIGHT & WONDER INTL INC                     | Light & Wonder International Inc                                               | CUSIP: 531968AA3<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |    200000 | PA      | $205494.17    | 0.07%             | 2031-09-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE                     | Nissan Motor Acceptance Co LLC                                                 | CUSIP: 65480CAC9<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1085463.60   | 0.39%             | 2026-09-16      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| PETSMART INC/PETSMART FI                    | PetSmart Inc / PetSmart Finance Corp                                           | CUSIP: 71677KAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $186275.12    | 0.07%             | 2029-02-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| CFCRE Commercial Mortgage Trus              | CFCRE Commercial Mortgage Trust 2016-C3                                        | CUSIP: 12531WAL6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    540000 | PA      | $501186.64    | 0.18%             | 2048-01-10      | Variable      | 3.05%                 | No            |                  2 | On Loan: No      |
| BMO 2022-C1 Mortgage Trust                  | BMO 2022-C1 Mortgage Trust                                                     | CUSIP: 05609MCJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    840000 | PA      | $750943.37    | 0.27%             | 2055-02-17      | Variable      | 3.38%                 | No            |                  2 | On Loan: No      |
| TRANSMONTAIGNE PARTNERS                     | TransMontaigne Partners LLC                                                    | CUSIP: 89377AAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     90000 | PA      | $90583.65     | 0.03%             | 2030-06-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| CANTOR FITZGERALD LP                        | Cantor Fitzgerald LP                                                           | CUSIP: 138616AM9<br>LEI: 549300RLUEEVQEMX0450 | Long             | DBT              | CORP              | US        |    490000 | PA      | $516420.61    | 0.18%             | 2028-12-12      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                             | United States Treasury Note/Bond                                               | CUSIP: 91282CNA5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3795000 | PA      | $3811603.13   | 1.36%             | 2032-04-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - SCRT                          | Seasoned Credit Risk Transfer Trust Series 2025-1                              | CUSIP: 35563PYZ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1155699 | PA      | $991032.28    | 0.35%             | 2064-11-25      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Government National Mortgage Association                                       | CUSIP: 38384BPQ8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2490682 | PA      | $101022.55    | 0.04%             | 2053-06-20      | Floating      | 0.90%                 | No            |                  2 | On Loan: No      |
| LCPR SR SECURED FIN DAC                     | LCPR Senior Secured Financing DAC                                              | CUSIP: 50201DAD5<br>LEI: 549300LE5FM8IKMXSP90 | Long             | DBT              | CORP              | IE        |    200000 | PA      | $148349.56    | 0.05%             | 2029-07-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| AMER AIRLINE 21-1B PTT                      | American Airlines 2021-1 Class B Pass Through Trust                            | CUSIP: 02376LAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    228625 | PA      | $214055.99    | 0.08%             | 2030-07-11      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac REMICS                                                             | CUSIP: 3137HAFC5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    335420 | PA      | $220207.00    | 0.08%             | 2050-09-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                               | TransDigm Inc                                                                  | CUSIP: 893647BR7<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1020094.00   | 0.36%             | 2028-08-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ARIZONA PUBLIC SERVICE                      | Arizona Public Service Co                                                      | CUSIP: 040555DE1<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |    665000 | PA      | $708009.75    | 0.25%             | 2032-12-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| BELLRING BRANDS INC                         | BellRing Brands Inc                                                            | CUSIP: 07831CAA1<br>LEI: 549300S3BOK5CMTS8054 | Long             | DBT              | CORP              | US        |    200000 | PA      | $207507.88    | 0.07%             | 2030-03-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                      | Sequoia Mortgage Trust 2021-4                                                  | CUSIP: 81748WBB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  13487495 | PA      | $133570.71    | 0.05%             | 2051-06-25      | Variable      | 0.16%                 | No            |                  2 | On Loan: No      |
| BOYNE USA INC                               | Boyne USA Inc                                                                  | CUSIP: 103557AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $237912.63    | 0.08%             | 2029-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Government National Mortgage Association                                       | CUSIP: 38383FAC7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1495174 | PA      | $2346.53      | 0.00%             | 2051-12-20      | Floating      | 0.01%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae REMICS                                                              | CUSIP: 3136BHQA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    909801 | PA      | $94684.55     | 0.03%             | 2047-09-25      | Floating      | 1.48%                 | No            |                  2 | On Loan: No      |
| LIVE NATION ENTERTAINMEN                    | Live Nation Entertainment Inc                                                  | CUSIP: 538034AR0<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |    500000 | PA      | $489402.90    | 0.17%             | 2027-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                                               | CUSIP: 3132DQXV3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    296116 | PA      | $297700.91    | 0.11%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CALDERYS FINANCING LLC                      | Calderys Financing LLC                                                         | CUSIP: 128786AA8<br>LEI: 254900ZIKDM74XNEFV84 | Long             | DBT              | CORP              | US        |    100000 | PA      | $105654.40    | 0.04%             | 2028-06-01      | Fixed         | 11.25%                | No            |                  2 | On Loan: No      |
| JAMES HARDIE INTL FIN                       | James Hardie International Finance DAC                                         | CUSIP: 47032FAB5<br>LEI: 635400G32A4Q1LVQ8M88 | Long             | DBT              | CORP              | IE        |    200000 | PA      | $194927.58    | 0.07%             | 2028-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                | UBS Group AG                                                                   | CUSIP: 225401AV0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    550000 | PA      | $571039.23    | 0.20%             | 2028-08-11      | Fixed         | 6.44%                 | No            |                  2 | On Loan: No      |
| CENTURY ALUMINUM COMPANY                    | Century Aluminum Co                                                            | CUSIP: 156431AN8<br>LEI: 549300U5ODNGEYWKSW73 | Long             | DBT              | CORP              | US        |    400000 | PA      | $401626.40    | 0.14%             | 2028-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| REAL HERO MERGER SUB 2                      | Real Hero Merger Sub 2 Inc                                                     | CUSIP: 75602BAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $111902.03    | 0.04%             | 2029-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BX Trust                                    | BX Commercial Mortgage Trust 2024-BRBK                                         | CUSIP: 05613NAL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    495000 | PA      | $485087.18    | 0.17%             | 2041-10-15      | Floating      | 10.29%                | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                            | Connecticut Avenue Securities Trust 2022-R01                                   | CUSIP: 20754LAJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    425000 | PA      | $443330.25    | 0.16%             | 2041-12-25      | Floating      | 10.35%                | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust              | Morgan Stanley Capital I Trust 2014-150E                                       | CUSIP: 61764BAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1300000 | PA      | $1153060.22   | 0.41%             | 2032-09-09      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                     | GLP Capital LP / GLP Financing II Inc                                          | CUSIP: 361841AP4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    930000 | PA      | $876647.41    | 0.31%             | 2030-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| STAR LEASING CO LLC                         | Star Leasing Co LLC                                                            | CUSIP: 854938AA5<br>LEI: 549300WXKNX4PT3HSN71 | Long             | DBT              | CORP              | US        |    280000 | PA      | $251141.91    | 0.09%             | 2030-02-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| GREAT LAKES DREDGE&DOCK                     | Great Lakes Dredge & Dock Corp                                                 | CUSIP: 390607AF6<br>LEI: 549300H65E3MZ1CX0P05 | Long             | DBT              | CORP              | US        |     85000 | PA      | $77562.10     | 0.03%             | 2029-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ASBURY AUTOMOTIVE GROUP                     | Asbury Automotive Group Inc                                                    | CUSIP: 043436AV6<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |    250000 | PA      | $233798.75    | 0.08%             | 2030-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                            | Connecticut Avenue Securities Trust 2022-R08                                   | CUSIP: 20755DAF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    865000 | PA      | $927712.50    | 0.33%             | 2042-07-25      | Floating      | 9.95%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                | UBS Group AG                                                                   | CUSIP: 902613AD0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    740000 | PA      | $633691.23    | 0.23%             | N/A             | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                            | Connecticut Avenue Securities Trust 2024-R05                                   | CUSIP: 20754XAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    235000 | PA      | $231770.37    | 0.08%             | 2044-07-25      | Floating      | 6.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                | CUSIP: 31418EVA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1036641 | PA      | $1053363.13   | 0.37%             | 2053-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PUGET ENERGY INC                            | Puget Energy Inc                                                               | CUSIP: 745310AN2<br>LEI: SYBSJ96YIDMIUY7WDR33 | Long             | DBT              | CORP              | US        |    855000 | PA      | $791084.30    | 0.28%             | 2032-03-15      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                     | MPLX LP                                                                        | CUSIP: 55336VBY5<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    855000 | PA      | $832353.61    | 0.30%             | 2035-04-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                            | Connecticut Avenue Securities Trust 2021-R03                                   | CUSIP: 20754AAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    485000 | PA      | $501368.75    | 0.18%             | 2041-12-25      | Floating      | 9.85%                 | No            |                  2 | On Loan: No      |
| CARS.COM INC                                | Cars.com Inc                                                                   | CUSIP: 14575EAA3<br>LEI: 5493002G6J07LNGX4M98 | Long             | DBT              | CORP              | US        |    185000 | PA      | $181731.22    | 0.06%             | 2028-11-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac REMICS                                                             | CUSIP: 3137FUQM9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    655126 | PA      | $497184.27    | 0.18%             | 2050-06-25      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| MARS INC                                    | Mars Inc                                                                       | CUSIP: 571676AZ8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    615000 | PA      | $619928.31    | 0.22%             | 2032-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| XPLR INFRAST OPERATING                      | XPLR Infrastructure Operating Partners LP                                      | CUSIP: 98380MAB1<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74842.05     | 0.03%             | 2033-03-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                  | Fannie Mae Pool                                                                | CUSIP: 3140XMHT6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    394914 | PA      | $403393.48    | 0.14%             | 2053-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AEP TEXAS INC                               | AEP Texas Inc                                                                  | CUSIP: 00108WAN0<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |    745000 | PA      | $490344.29    | 0.17%             | 2051-05-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Trust                  | GLS Auto Receivables Issuer Trust 2022-3                                       | CUSIP: 38014QAF3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    425000 | PA      | $441666.25    | 0.16%             | 2029-10-15      | Fixed         | 8.35%                 | No            |                  2 | On Loan: No      |
| FIRST HORIZON BANK                          | First Horizon Bank                                                             | CUSIP: 337158AJ8<br>LEI: COOWI3L2W9TPYR3WJX37 | Long             | DBT              | CORP              | US        |    811000 | PA      | $814735.05    | 0.29%             | 2030-05-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                            | Societe Generale SA                                                            | CUSIP: 83370RAA6<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    675000 | PA      | $589326.64    | 0.21%             | N/A             | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Flagship Credit Auto Trust                  | Flagship Credit Auto Trust 2021-3                                              | CUSIP: 33846QAJ0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    890000 | PA      | $820163.04    | 0.29%             | 2028-12-15      | Fixed         | 3.32%                 | No            |                  2 | On Loan: No      |
| JACOBS ENTERTAINMENT INC                    | Jacobs Entertainment Inc                                                       | CUSIP: 469815AK0<br>LEI: 5493004U9JIWY3HSUO63 | Long             | DBT              | CORP              | US        |    160000 | PA      | $145600.00    | 0.05%             | 2029-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Fortress Credit Opportunities               | Fortress Credit Opportunities XXI CLO LLC                                      | CUSIP: 34964UAN6<br>LEI: 254900WDNXJI5BDB6170 | Long             | ABS-CBDO         | CORP              | US        |    600000 | PA      | $597498.00    | 0.21%             | 2037-01-21      | Floating      | 5.84%                 | No            |                  2 | On Loan: No      |
| XPLR INFRAST OPERATING                      | XPLR Infrastructure Operating Partners LP                                      | CUSIP: 98380MAA3<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |     90000 | PA      | $90330.35     | 0.03%             | 2031-01-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: —       |
| Fannie Mae - CAS                            | Connecticut Avenue Securities Trust 2023-R07                                   | CUSIP: 20753BAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    540000 | PA      | $558900.00    | 0.20%             | 2043-09-25      | Floating      | 7.60%                 | No            |                  2 | On Loan: No      |
| MPT OPER PARTNERSP/FINL                     | MPT Operating Partnership LP / MPT Finance Corp                                | CUSIP: 55342UAQ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $101598.30    | 0.04%             | 2032-02-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| BRISTOW GROUP INC                           | Bristow Group Inc                                                              | CUSIP: 11040GAA1<br>LEI: 5493005Q24EN3UC1PV68 | Long             | DBT              | CORP              | US        |    130000 | PA      | $126119.14    | 0.04%             | 2028-03-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Government National Mortgage Association                                       | CUSIP: 38384AQK2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    766891 | PA      | $595762.30    | 0.21%             | 2052-07-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MATIV HOLDINGS INC                          | Mativ Holdings Inc                                                             | CUSIP: 808541AC0<br>LEI: 549300Z1FU4IDULG1R21 | Long             | DBT              | CORP              | US        |     50000 | PA      | $41564.59     | 0.01%             | 2029-10-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| AGCO CORP                                   | AGCO Corp                                                                      | CUSIP: 001084AS1<br>LEI: LYOM0B2GCF1JWXK5ZG04 | Long             | DBT              | CORP              | US        |    720000 | PA      | $715196.36    | 0.25%             | 2034-03-21      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC. | US ULTRA BOND CBT                                                              | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |        56 | NC      | $-38825.82    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo Commercial Mortgag              | Wells Fargo Commercial Mortgage Trust 2016-NXS6                                | CUSIP: 95000KAJ4<br>LEI: 549300CFP9NBBMZH1008 | Long             | ABS-MBS          | CORP              | US        |    630000 | PA      | $553512.20    | 0.20%             | 2049-11-15      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                | CUSIP: 3140X83H8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    230704 | PA      | $208986.01    | 0.07%             | 2050-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TK ELEVATOR US NEWCO INC                    | TK Elevator US Newco Inc                                                       | CUSIP: 92537RAA7<br>LEI: 549300C2AFWPAYWS5574 | Long             | DBT              | CORP              | US        |    400000 | PA      | $393878.88    | 0.14%             | 2027-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                                               | CUSIP: 3132E06G2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     99901 | PA      | $103469.92    | 0.04%             | 2053-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| 1011778 BC / NEW RED FIN                    | 1011778 BC ULC / New Red Finance Inc                                           | CUSIP: 68245XAH2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    250000 | PA      | $240049.45    | 0.09%             | 2028-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Government National Mortgage Association                                       | CUSIP: 38382NP76<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2094440 | PA      | $22620.58     | 0.01%             | 2051-02-20      | Floating      | 0.01%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                         | COMM 2014-CCRE20 Mortgage Trust                                                | CUSIP: 12592LAN2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    790000 | PA      | $594949.00    | 0.21%             | 2047-11-10      | Fixed         | 3.22%                 | No            |                  2 | On Loan: No      |
| ASBURY AUTOMOTIVE GROUP                     | Asbury Automotive Group Inc                                                    | CUSIP: 043436AX2<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |    100000 | PA      | $91133.06     | 0.03%             | 2032-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| GRAY MEDIA INC                              | Gray Media Inc                                                                 | CUSIP: 389375AM8<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41059.28     | 0.01%             | 2029-07-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| KEY BANK NA                                 | KeyBank NA/Cleveland OH                                                        | CUSIP: 49327M3E2<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |    485000 | PA      | $484054.98    | 0.17%             | 2025-08-08      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP                      | Aviation Capital Group LLC                                                     | CUSIP: 05369AAK7<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |    965000 | PA      | $943104.56    | 0.34%             | 2026-01-30      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                            | Connecticut Avenue Securities Trust 2022-R07                                   | CUSIP: 20754MCB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $105938.00    | 0.04%             | 2042-06-25      | Floating      | 9.00%                 | No            |                  2 | On Loan: No      |
| CLARIV SCI HLD CORP                         | Clarivate Science Holdings Corp                                                | CUSIP: 18064PAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    270000 | PA      | $254776.16    | 0.09%             | 2028-07-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES                       | Huntington Bancshares Inc/OH                                                   | CUSIP: 446150BF0<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    755000 | PA      | $746576.53    | 0.27%             | 2039-11-18      | Fixed         | 6.14%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                | CUSIP: 31418EB82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    862322 | PA      | $685005.51    | 0.24%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ARCOSA INC                                  | Arcosa Inc                                                                     | CUSIP: 039653AA8<br>LEI: 549300WFHLTCZV7D6V29 | Long             | DBT              | CORP              | US        |    425000 | PA      | $399503.49    | 0.14%             | 2029-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BOSTON GAS COMPANY                          | Boston Gas Co                                                                  | CUSIP: 100743AM5<br>LEI: FN7P4E7K9JOBORDEUX61 | Long             | DBT              | CORP              | US        |    275000 | PA      | $250550.65    | 0.09%             | 2032-03-16      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivabl              | Santander Drive Auto Receivables Trust 2025-1                                  | CUSIP: 80288DAF3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    430000 | PA      | $431550.28    | 0.15%             | 2031-03-17      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                        | Westpac Banking Corp                                                           | CUSIP: 961214EX7<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    975000 | PA      | $841371.73    | 0.30%             | 2036-11-18      | Fixed         | 3.02%                 | No            |                  2 | On Loan: No      |
| EDGEWELL PERSONAL CARE                      | Edgewell Personal Care Co                                                      | CUSIP: 28035QAA0<br>LEI: 549300CY8QZDL4Z3RU59 | Long             | DBT              | CORP              | US        |    450000 | PA      | $442077.53    | 0.16%             | 2028-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Government National Mortgage Association                                       | CUSIP: 38383UVS6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1145070 | PA      | $160747.86    | 0.06%             | 2051-07-20      | Floating      | 1.87%                 | No            |                  2 | On Loan: No      |
| ARES CLO Ltd                                | Ares Loan Funding IX Ltd                                                       | CUSIP: 03990HAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    600000 | PA      | $598779.60    | 0.21%             | 2038-03-31      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                      | General Motors Financial Co Inc                                                | CUSIP: 37045XDV5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    365000 | PA      | $352603.63    | 0.13%             | 2029-04-06      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| SM ENERGY CO                                | SM Energy Co                                                                   | CUSIP: 78454LAX8<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |    100000 | PA      | $93362.93     | 0.03%             | 2029-08-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS L                    | First Quantum Minerals Ltd                                                     | CUSIP: 335934AV7<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |    300000 | PA      | $314685.30    | 0.11%             | 2029-03-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| ILIAD HOLDING SAS                           | Iliad Holding SASU                                                             | CUSIP: 449691AF1<br>LEI: 9695009PXA7OI9NXN582 | Long             | DBT              | CORP              | FR        |    215000 | PA      | $226788.88    | 0.08%             | 2031-04-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| UNITI GROUP/CSL CAPITAL                     | Uniti Group LP / Uniti Group Finance 2019 Inc / CSL Capital LLC                | CUSIP: 91327TAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    288000 | PA      | $305794.08    | 0.11%             | 2028-02-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| Realtruck Group Inc                         | REALTRUCK GROU 01/31/28                                                        | CUSIP: 89778PAH0<br>LEI: 54930007KT5CX7XNSD31 | Long             | LON              | CORP              | US        |    149622 | PA      | $141954.03    | 0.05%             | 2028-01-31      | Floating      | 9.44%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HO                    | Clear Channel Outdoor Holdings Inc                                             | CUSIP: 18453HAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    105000 | PA      | $87150.00     | 0.03%             | 2028-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Government National Mortgage Association                                       | CUSIP: 38384CBE8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1095896 | PA      | $729356.24    | 0.26%             | 2051-01-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                | CUSIP: 31418D7E6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    382129 | PA      | $303862.43    | 0.11%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Zayo Issuer LLC                             | Zayo Issuer LLC                                                                | CUSIP: 98919WAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    840000 | PA      | $843819.56    | 0.30%             | 2055-03-20      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| WILLIAMS SCOTSMAN INC                       | Williams Scotsman Inc                                                          | CUSIP: 96949VAN3<br>LEI: 549300DAKDS8SCO1OT57 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50905.51     | 0.02%             | 2030-04-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| CD Commercial Mortgage Trust                | CD 2017-CD4 Mortgage Trust                                                     | CUSIP: 12515DAF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    495000 | PA      | $411147.84    | 0.15%             | 2050-05-10      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Bridgecrest Lending Auto Secur              | Bridgecrest Lending Auto Securitization Trust 2024-1                           | CUSIP: 107933AF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1500000 | PA      | $1522798.35   | 0.54%             | 2029-11-15      | Fixed         | 6.03%                 | No            |                  2 | On Loan: No      |
| Home Partners of America Trust              | Home Partners of America 2021-2 Trust                                          | CUSIP: 43732VAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     96009 | PA      | $92101.17     | 0.03%             | 2026-12-17      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| CHURCHILL DOWNS INC                         | Churchill Downs Inc                                                            | CUSIP: 171484AG3<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |    375000 | PA      | $371370.11    | 0.13%             | 2027-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Government National Mortgage Association                                       | CUSIP: 38382ML56<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    717808 | PA      | $109774.86    | 0.04%             | 2050-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| VISTRA CORP                                 | Vistra Corp                                                                    | CUSIP: 92840MAB8<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |    200000 | PA      | $204411.60    | 0.07%             | N/A             | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Government National Mortgage Association                                       | CUSIP: 38382WBD8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1095376 | PA      | $149585.47    | 0.05%             | 2051-07-20      | Floating      | 1.87%                 | No            |                  2 | On Loan: No      |
| LAD Auto Receivables Trust                  | LAD Auto Receivables Trust 2024-3                                              | CUSIP: 505709AG0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    885000 | PA      | $879144.75    | 0.31%             | 2032-02-17      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac REMICS                                                             | CUSIP: 3137HAA48<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    450390 | PA      | $368480.52    | 0.13%             | 2055-01-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac REMICS                                                             | CUSIP: 3137FUFU3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    739291 | PA      | $91367.33     | 0.03%             | 2050-07-25      | Floating      | 1.63%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA VEND FIN IV                    | Virgin Media Vendor Financing Notes IV DAC                                     | CUSIP: 92770QAA5<br>LEI: 635400ZZNJSEA4CAJR23 | Long             | DBT              | CORP              | IE        |    235000 | PA      | $227280.06    | 0.08%             | 2028-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                     | BPCE SA                                                                        | CUSIP: 05571AAR6<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    250000 | PA      | $264071.67    | 0.09%             | 2029-10-19      | Fixed         | 6.71%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                | GS Mortgage Securities Trust 2018-GS10                                         | CUSIP: 36250SAL3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    750000 | PA      | $666201.38    | 0.24%             | 2051-07-10      | Variable      | 4.55%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                | UBS Group AG                                                                   | CUSIP: 902613AC2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    285000 | PA      | $278094.73    | 0.10%             | 2027-01-30      | Fixed         | 1.36%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                   | Amgen Inc                                                                      | CUSIP: 031162DU1<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    725000 | PA      | $689468.27    | 0.25%             | 2063-03-02      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| WILDFIRE INTERMEDIATE HO                    | Wildfire Intermediate Holdings LLC                                             | CUSIP: 96812HAA6<br>LEI: 5493003RHEMQJZEXIR02 | Long             | DBT              | CORP              | US        |    200000 | PA      | $183000.00    | 0.07%             | 2029-10-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CABLE ONE INC                               | Cable One Inc                                                                  | CUSIP: 12685JAG0<br>LEI: 549300648QS85T0XSH18 | Long             | DBT              | CORP              | US        |    100000 | PA      | $80000.00     | 0.03%             | 2028-03-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: —       |
| MULTIFAMILY CONNECTICUT AVENUE              | Multifamily Connecticut Avenue Securities Trust 2020-01                        | CUSIP: 62548QAF8<br>LEI: 5493002KQF9IH3CTQZ40 | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $208461.20    | 0.07%             | 2050-03-25      | Floating      | 11.97%                | No            |                  2 | On Loan: No      |
| MCAFEE CORP                                 | McAfee Corp                                                                    | CUSIP: 579063AB4<br>LEI: 2549009UKR8UEZYVCR93 | Long             | DBT              | CORP              | US        |    125000 | PA      | $107973.37    | 0.04%             | 2030-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Government National Mortgage Association                                       | CUSIP: 38382RLF3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    165041 | PA      | $25375.16     | 0.01%             | 2051-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac REMICS                                                             | CUSIP: 3137FW2G4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1631520 | PA      | $304682.11    | 0.11%             | 2050-09-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                 | BNP Paribas SA                                                                 | CUSIP: 05565AB28<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    350000 | PA      | $330737.58    | 0.12%             | N/A             | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| WEEKLEY HOMES LLC/ FINAN                    | Weekley Homes LLC / Weekley Finance Corp                                       | CUSIP: 948565AD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $140294.69    | 0.05%             | 2028-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| IHO VERWALTUNGS GMBH                        | IHO Verwaltungs GmbH                                                           | CUSIP: 44963BAG3<br>LEI: 529900JL0HDVGZMUJF32 | Long             | DBT              | CORP              | DE        |     45000 | PA      | $43092.86     | 0.02%             | 2032-11-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Multifamily Structured Credit               | Freddie Mac Multifamily Structured Credit Risk                                 | CUSIP: 355917AB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    850000 | PA      | $849998.05    | 0.30%             | 2044-10-25      | Floating      | 7.60%                 | No            |                  2 | On Loan: No      |
| INSTALLED BUILDING PRODU                    | Installed Building Products Inc                                                | CUSIP: 45780RAA9<br>LEI: 549300I95Y9P9YM5FI86 | Long             | DBT              | CORP              | US        |    200000 | PA      | $196559.56    | 0.07%             | 2028-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AEP TEXAS INC                               | AEP Texas Inc                                                                  | CUSIP: 00108WAQ3<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |    260000 | PA      | $226438.78    | 0.08%             | 2052-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                             | United States Treasury Note/Bond                                               | CUSIP: 912810UJ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4315000 | PA      | $4344665.63   | 1.55%             | 2045-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| Government National Mortgage A              | Government National Mortgage Association                                       | CUSIP: 38382WH26<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1032602 | PA      | $183230.72    | 0.07%             | 2051-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                    | Ford Motor Credit Co LLC                                                       | CUSIP: 345397C43<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    435000 | PA      | $439237.01    | 0.16%             | 2026-03-06      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Blackrock Rainier CLO Ltd                   | Blackrock Rainier CLO VI Ltd                                                   | CUSIP: 09261MAQ9<br>LEI: 549300HF4E86WXQDUX86 | Long             | ABS-CBDO         | CORP              | KY        |    400000 | PA      | $397200.00    | 0.14%             | 2037-04-20      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac REMICS                                                             | CUSIP: 3137FAD21<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    548546 | PA      | $505270.63    | 0.18%             | 2047-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DAVITA INC                                  | DaVita Inc                                                                     | CUSIP: 23918KAS7<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |    200000 | PA      | $186012.05    | 0.07%             | 2030-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                    | Lloyds Banking Group PLC                                                       | CUSIP: 53944YAU7<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    355000 | PA      | $348481.09    | 0.12%             | 2033-08-11      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| AUTONATION INC                              | AutoNation Inc                                                                 | CUSIP: 05329WAQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    313000 | PA      | $306954.04    | 0.11%             | 2030-06-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| HUNTSMAN INTERNATIONAL L                    | Huntsman International LLC                                                     | CUSIP: 44701QBE1<br>LEI: 3YTEJFW18LGIUQ2N5J61 | Long             | DBT              | CORP              | US        |    865000 | PA      | $815344.27    | 0.29%             | 2029-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                           | NatWest Group PLC                                                              | CUSIP: 780097BP5<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    520000 | PA      | $504644.60    | 0.18%             | 2028-05-22      | Fixed         | 3.07%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                | CUSIP: 3140XNHU1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     55272 | PA      | $57099.63     | 0.02%             | 2053-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                     | BPCE SA                                                                        | CUSIP: 05583JAK8<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   1220000 | PA      | $1174166.65   | 0.42%             | 2027-10-19      | Fixed         | 2.04%                 | No            |                  2 | On Loan: No      |
| ARETEC GROUP INC                            | Aretec Group Inc                                                               | CUSIP: 040133AA8<br>LEI: 549300NV2T8A33L0PQ58 | Long             | DBT              | CORP              | US        |    125000 | PA      | $122213.74    | 0.04%             | 2029-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                      | CCO Holdings LLC / CCO Holdings Capital Corp                                   | CUSIP: 1248EPBX0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $195130.89    | 0.07%             | 2028-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP                    | Citizens Financial Group Inc                                                   | CUSIP: 174610AT2<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |    445000 | PA      | $408356.75    | 0.15%             | 2030-04-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| XPLR INFRAST OPERATING                      | XPLR Infrastructure Operating Partners LP                                      | CUSIP: 65342QAB8<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47271.84     | 0.02%             | 2027-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                         | Synchrony Financial                                                            | CUSIP: 87165BAW3<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    850000 | PA      | $847654.21    | 0.30%             | 2031-03-06      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                    | Lloyds Banking Group PLC                                                       | CUSIP: 539439AM1<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    775000 | PA      | $772802.17    | 0.27%             | 2025-12-10      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| BROOKLYN UNION GAS CO                       | Brooklyn Union Gas Co/The                                                      | CUSIP: 114259AX2<br>LEI: 83BQ1DXS6VA5GZFK8S35 | Long             | DBT              | CORP              | US        |    225000 | PA      | $236648.55    | 0.08%             | 2033-09-15      | Fixed         | 6.39%                 | No            |                  2 | On Loan: No      |
| MOTION BONDCO DAC                           | Motion Bondco DAC                                                              | CUSIP: 61978XAA5<br>LEI: 635400KFD3IETNQLA755 | Long             | DBT              | CORP              | IE        |    200000 | PA      | $189141.00    | 0.07%             | 2027-11-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trus              | CSAIL 2015-C3 Commercial Mortgage Trust                                        | CUSIP: 12635FAT1<br>LEI: 549300ZAGI6FKGY8O078 | Long             | ABS-MBS          | CORP              | US        |     72450 | PA      | $72167.32     | 0.03%             | 2048-08-15      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| ALTA EQUIPMENT GROUP                        | Alta Equipment Group Inc                                                       | CUSIP: 02128LAC0<br>LEI: 549300DGOB28CLGS1X27 | Long             | DBT              | CORP              | US        |     80000 | PA      | $67325.38     | 0.02%             | 2029-06-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| DT Auto Owner Trust                         | DT Auto Owner Trust 2021-4                                                     | CUSIP: 26253WAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    180000 | PA      | $176717.34    | 0.06%             | 2027-09-15      | Fixed         | 1.99%                 | No            |                  2 | On Loan: No      |
| IHO VERWALTUNGS GMBH                        | IHO Verwaltungs GmbH                                                           | CUSIP: 44963BAF5<br>LEI: 529900JL0HDVGZMUJF32 | Long             | DBT              | CORP              | DE        |    500000 | PA      | $488134.50    | 0.17%             | 2030-11-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Flagship Credit Auto Trust                  | Flagship Credit Auto Trust 2024-1                                              | CUSIP: 33843VAL7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1400000 | PA      | $1408021.44   | 0.50%             | 2030-04-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| New Economy Assets Phase 1 Iss              | New Economy Assets - Phase 1 Sponsor LLC                                       | CUSIP: 643821AB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    865000 | PA      | $785931.73    | 0.28%             | 2061-10-20      | Fixed         | 2.41%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Government National Mortgage Association                                       | CUSIP: 38383F6G3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1133509 | PA      | $15493.48     | 0.01%             | 2052-06-20      | Floating      | 0.01%                 | No            |                  2 | On Loan: No      |
| 1011778 BC / NEW RED FIN                    | 1011778 BC ULC / New Red Finance Inc                                           | CUSIP: 68245XAM1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    500000 | PA      | $455016.22    | 0.16%             | 2030-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Bank                                        | BANK 2017-BNK7                                                                 | CUSIP: 06541XAL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    245000 | PA      | $216262.53    | 0.08%             | 2060-09-15      | Variable      | 4.11%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                | CUSIP: 3140QNQH8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    371804 | PA      | $295289.46    | 0.11%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GATES CORPORATION/DE                        | Gates Corp/DE                                                                  | CUSIP: 367398AA2<br>LEI: 984500F43C791F4C7894 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202925.80    | 0.07%             | 2029-07-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| BEACON ROOFING SUPPLY IN                    | Beacon Roofing Supply Inc                                                      | CUSIP: 74825NAA5<br>LEI: 549300HDXQWWCBOYXP31 | Long             | DBT              | CORP              | US        |     80000 | PA      | $80206.92     | 0.03%             | 2032-04-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                         | Freddie Mac STACR REMIC Trust 2021-DNA1                                        | CUSIP: 35564KBE8<br>LEI: 5493000IT1PBTE7DAT80 | Long             | ABS-MBS          | CORP              | US        |    355000 | PA      | $381892.67    | 0.14%             | 2051-01-25      | Floating      | 9.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                                               | CUSIP: 3132DWKU6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    679533 | PA      | $666148.24    | 0.24%             | 2054-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| INDIANAPOLIS PWR & LIGHT                    | Indianapolis Power & Light Co                                                  | CUSIP: 455434BV1<br>LEI: 2T85JNP2R2B2GTSFND21 | Long             | DBT              | CORP              | US        |    370000 | PA      | $376845.49    | 0.13%             | 2032-12-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| CART                                        | CONE Trust 2024-DFW1                                                           | CUSIP: 20682AAL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    270000 | PA      | $267315.88    | 0.10%             | 2041-08-15      | Floating      | 7.36%                 | No            |                  2 | On Loan: No      |
| BEACON FUNDING TRUST                        | Beacon Funding Trust                                                           | CUSIP: 073952AB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    610000 | PA      | $596240.99    | 0.21%             | 2054-08-15      | Fixed         | 6.27%                 | No            |                  2 | On Loan: No      |
| KBC GROUP NV                                | KBC Group NV                                                                   | CUSIP: 48241FAD6<br>LEI: 213800X3Q9LSAKRUWY91 | Long             | DBT              | CORP              | BE        |   1240000 | PA      | $1250265.96   | 0.44%             | 2030-10-16      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| American Rock Salt Co LLC                   | AMR ROCK SALT 06/12/28                                                         | CUSIP: 02932JAP2<br>LEI: 549300FBKBNV4GSVVR46 | Long             | LON              | CORP              | US        |    198966 | PA      | $161162.79    | 0.06%             | 2028-06-12      | Floating      | 8.44%                 | No            |                  2 | On Loan: No      |
| ORGANON & CO/ORGANON FOR                    | Organon & Co / Organon Foreign Debt Co-Issuer BV                               | CUSIP: 68622TAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $167870.22    | 0.06%             | 2031-04-30      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| RHP HOTEL PPTY/RHP FINAN                    | RHP Hotel Properties LP / RHP Finance Corp                                     | CUSIP: 749571AJ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $102769.80    | 0.04%             | 2028-07-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Government National Mortgage Association                                       | CUSIP: 38382DM30<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    875893 | PA      | $115715.57    | 0.04%             | 2050-03-20      | Floating      | 1.62%                 | No            |                  2 | On Loan: No      |
| Clarios Global LP                           | CLARIOS GL 01/14/32                                                            | CUSIP: 000000000<br>LEI: 549300474L1ZLXZY2P98 | Long             | LON              | CORP              | US        |    100000 | PA      | $98093.80     | 0.03%             | 2032-01-28      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Government National Mortgage Association                                       | CUSIP: 38384KVY4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   6488267 | PA      | $305265.16    | 0.11%             | 2054-03-20      | Floating      | 0.85%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOURC OPTG LLC                    | Permian Resources Operating LLC                                                | CUSIP: 19416MAB5<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |    450000 | PA      | $439452.59    | 0.16%             | 2029-07-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| KNIFE RIVER CORP                            | Knife River Corp                                                               | CUSIP: 498894AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    400000 | PA      | $418406.80    | 0.15%             | 2031-05-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                    | OBX 2022-J1 Trust                                                              | CUSIP: 67116WAP4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    762605 | PA      | $613401.06    | 0.22%             | 2052-02-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                            | Connecticut Avenue Securities Trust 2022-R02                                   | CUSIP: 20754BAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    490000 | PA      | $523687.50    | 0.19%             | 2042-01-25      | Floating      | 12.00%                | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae REMICS                                                              | CUSIP: 3136BHWC9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    843933 | PA      | $108484.81    | 0.04%             | 2051-03-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UKG INC                                     | UKG Inc                                                                        | CUSIP: 90279XAA0<br>LEI: 529900FKHWSTQ1GXK240 | Long             | DBT              | CORP              | US        |    450000 | PA      | $462957.30    | 0.16%             | 2031-02-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC. | US 2YR NOTE (CBT)                                                              | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |      -104 | NC      | $-160715.44   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| Countrywide Home Loans                      | CHL Mortgage Pass-Through Trust 2005-9                                         | CUSIP: 12669GYY1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     35532 | PA      | $30516.75     | 0.01%             | 2035-05-25      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| New Economy Assets Phase 1 Iss              | New Economy Assets - Phase 1 Sponsor LLC                                       | CUSIP: 643821AA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1080000 | PA      | $1014150.56   | 0.36%             | 2061-10-20      | Fixed         | 1.91%                 | No            |                  2 | On Loan: No      |
| LCM INVESTMENTS HOLDINGS                    | LCM Investments Holdings II LLC                                                | CUSIP: 50190EAA2<br>LEI: 549300P5V78NNQTG4428 | Long             | DBT              | CORP              | US        |    365000 | PA      | $345061.33    | 0.12%             | 2029-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                    | Ford Motor Credit Co LLC                                                       | CUSIP: 345397D42<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    390000 | PA      | $401524.43    | 0.14%             | 2030-06-10      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                           | NatWest Group PLC                                                              | CUSIP: 639057AN8<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    260000 | PA      | $264507.44    | 0.09%             | 2035-03-01      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| ALGONQUIN PWR & UTILITY                     | Algonquin Power & Utilities Corp                                               | CUSIP: 015857AF2<br>LEI: 549300K5VIUTJXQL7X75 | Long             | DBT              | CORP              | CA        |    950000 | PA      | $956169.92    | 0.34%             | 2026-06-15      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                    | OBX 2019-INV2 Trust                                                            | CUSIP: 67112VAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    262984 | PA      | $246160.90    | 0.09%             | 2049-05-27      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                              | NRG Energy Inc                                                                 | CUSIP: 629377CE0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100388.30    | 0.04%             | 2028-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Government National Mortgage Association                                       | CUSIP: 38381KAF1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    635000 | PA      | $473901.77    | 0.17%             | 2064-08-16      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| GPD COS INC                                 | GPD Cos Inc                                                                    | CUSIP: 64051NAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    210000 | PA      | $188870.34    | 0.07%             | 2026-04-01      | Fixed         | 10.12%                | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                     | Dell International LLC / EMC Corp                                              | CUSIP: 24703DBF7<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |    650000 | PA      | $466293.26    | 0.17%             | 2041-12-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| NES FIRCROFT BONDCO AS                      | NES Fircroft Bondco AS                                                         | CUSIP: 000000000<br>LEI: 636700CUSS22I12S3R10 | Long             | DBT              | CORP              | NO        |    125000 | PA      | $124140.56    | 0.04%             | 2029-09-30      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                       | Level 3 Financing Inc                                                          | CUSIP: 527298BX0<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    250000 | PA      | $276808.64    | 0.10%             | 2029-04-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| TRANSOCEAN INC                              | Transocean Inc                                                                 | CUSIP: 893830BX6<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $195498.08    | 0.07%             | 2030-02-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                      | Venture Global LNG Inc                                                         | CUSIP: 92332YAB7<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     60000 | PA      | $57858.96     | 0.02%             | 2031-06-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                            | CSC Holdings LLC                                                               | CUSIP: 126307AQ0<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    350000 | PA      | $325212.98    | 0.12%             | 2027-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AM                     | United Rentals North America Inc                                               | CUSIP: 911363AM1<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |    200000 | PA      | $182642.12    | 0.06%             | 2031-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| RHP HOTEL PPTY/RHP FINAN                    | RHP Hotel Properties LP / RHP Finance Corp                                     | CUSIP: 749571AG0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $239225.48    | 0.09%             | 2029-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Government National Mortgage Association                                       | CUSIP: 38381HVY4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1295316 | PA      | $94033.58     | 0.03%             | 2065-10-16      | Variable      | 1.02%                 | No            |                  2 | On Loan: No      |
| TGNR INTERMEDIATE HOLDIN                    | TGNR Intermediate Holdings LLC                                                 | CUSIP: 77289KAA3<br>LEI: 5493007AZNVKZ5HEMT23 | Long             | DBT              | CORP              | US        |    250000 | PA      | $229736.81    | 0.08%             | 2029-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                    | AT&T Inc                                                                       | CUSIP: 00206RKJ0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    585000 | PA      | $391556.18    | 0.14%             | 2053-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                            | Deutsche Bank AG/New York NY                                                   | CUSIP: 25160PAH0<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    910000 | PA      | $877023.68    | 0.31%             | 2028-01-07      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| SEADRILL FINANCE LTD                        | Seadrill Finance Ltd                                                           | CUSIP: 81172QAA2<br>LEI: 213800WMN3OHFUDHD642 | Long             | DBT              | CORP              | BM        |     75000 | PA      | $70233.44     | 0.02%             | 2030-08-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust/F              | Ford Credit Auto Owner Trust 2021-REV2                                         | CUSIP: 345285AD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    130000 | PA      | $124899.63    | 0.04%             | 2034-05-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Government National Mortgage Association                                       | CUSIP: 38382UF55<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    550872 | PA      | $422280.66    | 0.15%             | 2051-06-20      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| RYAN SPECIALTY                              | Ryan Specialty LLC                                                             | CUSIP: 78351GAA3<br>LEI: 549300K52N7QBO3PYY45 | Long             | DBT              | CORP              | US        |    200000 | PA      | $197542.38    | 0.07%             | 2032-08-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| DCLI BIDCO LLC                              | Dcli Bidco LLC                                                                 | CUSIP: 233104AA6<br>LEI: 2549007UUVJTHHNK9T70 | Long             | DBT              | CORP              | US        |     85000 | PA      | $79179.22     | 0.03%             | 2029-11-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac REMICS                                                             | CUSIP: 3137F6PH4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    702025 | PA      | $132469.32    | 0.05%             | 2050-11-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae REMICS                                                              | CUSIP: 3136B4XC7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    916633 | PA      | $110238.33    | 0.04%             | 2049-06-25      | Floating      | 1.58%                 | No            |                  2 | On Loan: No      |
| AG ISSUER LLC                               | AG Issuer LLC                                                                  | CUSIP: 00119LAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $295555.23    | 0.11%             | 2028-03-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Bridgecrest Lending Auto Secur              | Bridgecrest Lending Auto Securitization Trust 2023-1                           | CUSIP: 108056AF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    435000 | PA      | $459706.43    | 0.16%             | 2029-08-15      | Fixed         | 7.84%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                         | Intesa Sanpaolo SpA                                                            | CUSIP: 46115HBU0<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |    830000 | PA      | $839589.79    | 0.30%             | 2025-11-21      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                         | COMM 2016-DC2 Mortgage Trust                                                   | CUSIP: 12594CAL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1260000 | PA      | $1167383.83   | 0.42%             | 2049-02-10      | Variable      | 4.06%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                | Barclays PLC                                                                   | CUSIP: 06738ECY9<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    805000 | PA      | $815749.67    | 0.29%             | 2031-02-25      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac REMICS                                                             | CUSIP: 3137HADW3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    712878 | PA      | $482867.99    | 0.17%             | 2050-09-25      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| RIVERS ENTERPRISE                           | Rivers Enterprise Borrower LLC / Rivers Enterprise Finance Corp                | CUSIP: 76883NAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $98704.00     | 0.04%             | 2033-02-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| CALDERYS FINANCING II                       | Calderys Financing II LLC                                                      | CUSIP: 12878AAA9<br>LEI: 254900CB1N9CREDQAK86 | Long             | DBT              | CORP              | US        |    200000 | PA      | $196394.18    | 0.07%             | 2028-06-01      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| MGIC INVESTMENT CORP                        | MGIC Investment Corp                                                           | CUSIP: 552848AG8<br>LEI: 254900S8483WM4M98R28 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199557.27    | 0.07%             | 2028-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BROOKLYN UNION GAS CO                       | Brooklyn Union Gas Co/The                                                      | CUSIP: 114259AW4<br>LEI: 83BQ1DXS6VA5GZFK8S35 | Long             | DBT              | CORP              | US        |    910000 | PA      | $877194.20    | 0.31%             | 2032-08-05      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| STANDARD BUILDING SOLUTI                    | Standard Building Solutions Inc                                                | CUSIP: 853191AA2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50622.68     | 0.02%             | 2032-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                    | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                      | CUSIP: 00774MAW5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    200000 | PA      | $188886.98    | 0.07%             | 2028-10-29      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Flagship Credit Auto Trust                  | Flagship Credit Auto Trust 2022-2                                              | CUSIP: 33844XAL2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1264000 | PA      | $1186378.27   | 0.42%             | 2028-04-17      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| ITT HOLDINGS LLC                            | ITT Holdings LLC                                                               | CUSIP: 45074JAA2<br>LEI: 549300TH2PHOLK31LB42 | Long             | DBT              | CORP              | US        |    180000 | PA      | $164350.67    | 0.06%             | 2029-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ARCOS DORADOS BV                            | Arcos Dorados BV                                                               | CUSIP: 03965TAC7<br>LEI: 549300T91OYP6I7P8G39 | Long             | DBT              | CORP              | NL        |    820000 | PA      | $834366.40    | 0.30%             | 2032-01-29      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Amentum Holdings Inc                        | AMENTUM HLDG 09/29/31                                                          | CUSIP: 02351XAB4<br>LEI: 2549009FJIBLW40CU216 | Long             | LON              | CORP              | US        |    249375 | PA      | $245946.09    | 0.09%             | 2031-09-29      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| 1011778 BC / NEW RED FIN                    | 1011778 BC ULC / New Red Finance Inc                                           | CUSIP: 68245XAR0<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    100000 | PA      | $101581.50    | 0.04%             | 2029-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| STONEX GROUP INC                            | StoneX Group Inc                                                               | CUSIP: 861896AA6<br>LEI: 549300JUF07L8VF02M60 | Long             | DBT              | CORP              | US        |    375000 | PA      | $390387.03    | 0.14%             | 2031-03-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| MPT OPER PARTNERSP/FINL                     | MPT Operating Partnership LP / MPT Finance Corp                                | CUSIP: 55342UAH7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    125000 | PA      | $110438.92    | 0.04%             | 2027-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| OneMain Direct Auto Receivable              | OneMain Direct Auto Receivables Trust 2019-1                                   | CUSIP: 68267EAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    385000 | PA      | $383269.43    | 0.14%             | 2031-04-14      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                      | CCO Holdings LLC / CCO Holdings Capital Corp                                   | CUSIP: 1248EPCN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    585000 | PA      | $519760.02    | 0.18%             | 2032-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| M&T BANK CORPORATION                        | M&T Bank Corp                                                                  | CUSIP: 55261FAT1<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |    410000 | PA      | $426621.67    | 0.15%             | 2032-03-13      | Fixed         | 6.08%                 | No            |                  2 | On Loan: No      |
| Tricon Residential                          | Tricon Residential 2024-SFR4 Trust                                             | CUSIP: 895975AA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    494455 | PA      | $482662.47    | 0.17%             | 2041-11-17      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                            | Connecticut Avenue Securities Trust 2022-R03                                   | CUSIP: 20753XAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    210000 | PA      | $234150.00    | 0.08%             | 2042-03-25      | Floating      | 14.20%                | No            |                  2 | On Loan: No      |
| RANGE RESOURCES CORP                        | Range Resources Corp                                                           | CUSIP: 75281ABK4<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | DBT              | CORP              | US        |    150000 | PA      | $141808.77    | 0.05%             | 2030-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Tricon American Homes                       | Tricon American Homes 2020-SFR1                                                | CUSIP: 89613GAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    267897 | PA      | $260958.95    | 0.09%             | 2038-07-17      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Government National Mortgage Association                                       | CUSIP: 38382NAB3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2191532 | PA      | $18211.85     | 0.01%             | 2051-01-20      | Floating      | 0.01%                 | No            |                  2 | On Loan: No      |
| PERFORMANCE FOOD GROUP I                    | Performance Food Group Inc                                                     | CUSIP: 69346VAA7<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |    200000 | PA      | $198360.60    | 0.07%             | 2027-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| DARLING INGREDIENTS INC                     | Darling Ingredients Inc                                                        | CUSIP: 237266AJ0<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | DBT              | CORP              | US        |    250000 | PA      | $249294.90    | 0.09%             | 2030-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| COMERICA INC                                | Comerica Inc                                                                   | CUSIP: 200340AW7<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | DBT              | CORP              | US        |    915000 | PA      | $926238.34    | 0.33%             | 2030-01-30      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| PLANET FINANCIAL GROUP                      | Planet Financial Group LLC                                                     | CUSIP: 72702AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $147930.00    | 0.05%             | 2029-12-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                | CUSIP: 31418EV98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    438607 | PA      | $445631.49    | 0.16%             | 2053-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ENCOMPASS HEALTH CORP                       | Encompass Health Corp                                                          | CUSIP: 29261AAE0<br>LEI: 549300FVRPM9DRQZRG64 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95198.53     | 0.03%             | 2031-04-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| TOPBUILD CORP                               | TopBuild Corp                                                                  | CUSIP: 89055FAB9<br>LEI: 5493007YSKHOL4RWII46 | Long             | DBT              | CORP              | US        |    200000 | PA      | $185916.06    | 0.07%             | 2029-03-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| NEWCO HOLDING USD SARL                      | NewCo Holding USD 20 Sarl                                                      | CUSIP: 650921AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    200000 | PA      | $197500.00    | 0.07%             | 2029-11-07      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                                               | CUSIP: 3133KNLB7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    849576 | PA      | $714176.40    | 0.25%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT INC                               | Open Text Holdings Inc                                                         | CUSIP: 683720AC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $44715.38     | 0.02%             | 2031-12-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CLUE OPCO LLC                               | Clue Opco LLC                                                                  | CUSIP: 36267QAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    185000 | PA      | $176808.00    | 0.06%             | 2031-10-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| SOUTH BOW CAN INFRA HOLD                    | South Bow Canadian Infrastructure Holdings Ltd                                 | CUSIP: 836720AF9<br>LEI: 2549004FYUSYLPBT1G26 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $99900.21     | 0.04%             | 2055-03-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae REMICS                                                              | CUSIP: 3136BFKM4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    597486 | PA      | $97088.32     | 0.03%             | 2051-03-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ALLIANCE RES OP/FINANCE                     | Alliance Resource Operating Partners LP / Alliance Resource Finance Corp       | CUSIP: 01879NAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $154832.70    | 0.06%             | 2029-06-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                      | WESCO Distribution Inc                                                         | CUSIP: 95081QAS3<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40464.44     | 0.01%             | 2033-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAIN INC                       | Caesars Entertainment Inc                                                      | CUSIP: 12769GAD2<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |    225000 | PA      | $212117.34    | 0.08%             | 2032-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| YUM! BRANDS INC                             | Yum! Brands Inc                                                                | CUSIP: 988498AP6<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |    400000 | PA      | $376527.08    | 0.13%             | 2032-01-31      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae REMICS                                                              | CUSIP: 3136BBX23<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    755101 | PA      | $104329.62    | 0.04%             | 2050-10-25      | Floating      | 1.78%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                      | General Motors Financial Co Inc                                                | CUSIP: 37045XDE3<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    640000 | PA      | $543614.47    | 0.19%             | 2031-01-08      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables               | Exeter Automobile Receivables Trust 2023-4                                     | CUSIP: 30166TAF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    260000 | PA      | $267113.73    | 0.10%             | 2029-12-17      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| OUTFRONT MEDIA CAP LLC/C                    | Outfront Media Capital LLC / Outfront Media Capital Corp                       | CUSIP: 69007TAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $146983.88    | 0.05%             | 2027-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                              | Morgan Stanley                                                                 | CUSIP: 61747YEH4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    595000 | PA      | $513716.00    | 0.18%             | 2032-10-20      | Fixed         | 2.51%                 | No            |                  2 | On Loan: No      |
| TOPBUILD CORP                               | TopBuild Corp                                                                  | CUSIP: 89055FAC7<br>LEI: 5493007YSKHOL4RWII46 | Long             | DBT              | CORP              | US        |    200000 | PA      | $179981.32    | 0.06%             | 2032-02-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                    | Avolon Holdings Funding Ltd                                                    | CUSIP: 05401AAV3<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    890000 | PA      | $901007.88    | 0.32%             | 2029-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| PENNYMAC FIN SVCS INC                       | PennyMac Financial Services Inc                                                | CUSIP: 70932MAB3<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |    250000 | PA      | $233391.88    | 0.08%             | 2029-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AMSTED INDUSTRIES                           | Amsted Industries Inc                                                          | CUSIP: 032177AK3<br>LEI: N2VLGYMEEBIU3PFSUY86 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60270.18     | 0.02%             | 2033-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CHOBANI HOLDCO II LLC                       | Chobani Holdco II LLC                                                          | CUSIP: 169918AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    208391 | PA      | $220826.34    | 0.08%             | 2029-10-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                         | Southern California Edison Co                                                  | CUSIP: 842400HV8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    270000 | PA      | $241522.61    | 0.09%             | 2053-03-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                            | Connecticut Avenue Securities Trust 2019-HRP1                                  | CUSIP: 20754PAD2<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | CORP              | US        |    400000 | PA      | $431987.84    | 0.15%             | 2039-11-25      | Floating      | 13.72%                | No            |                  2 | On Loan: No      |
| ALTAGAS LTD                                 | AltaGas Ltd                                                                    | CUSIP: 021361AD2<br>LEI: 2549008X5V70MOS4HM10 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $97661.64     | 0.03%             | 2054-10-15      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                                               | CUSIP: 3132E0FK3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    191629 | PA      | $160343.62    | 0.06%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Government National Mortgage Association                                       | CUSIP: 38382QAM2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2052387 | PA      | $291591.51    | 0.10%             | 2051-03-20      | Floating      | 1.87%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Government National Mortgage Association                                       | CUSIP: 38383CTL4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3375093 | PA      | $538974.33    | 0.19%             | 2051-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| M&T BANK CORPORATION                        | M&T Bank Corp                                                                  | CUSIP: 55261FAV6<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |    430000 | PA      | $418544.95    | 0.15%             | 2036-01-16      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CD Commercial Mortgage Trust                | CD 2017-CD4 Mortgage Trust                                                     | CUSIP: 12515DAV6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    430000 | PA      | $393340.61    | 0.14%             | 2050-05-10      | Variable      | 4.35%                 | No            |                  2 | On Loan: No      |
| PENNYMAC FIN SVCS INC                       | PennyMac Financial Services Inc                                                | CUSIP: 70932MAC1<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95251.74     | 0.03%             | 2031-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| PERFORMANCE FOOD GROUP I                    | Performance Food Group Inc                                                     | CUSIP: 71376LAE0<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |    250000 | PA      | $236613.34    | 0.08%             | 2029-08-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| HOST HOTELS & RESORTS LP                    | Host Hotels & Resorts LP                                                       | CUSIP: 44107TBB1<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              | CORP              | US        |    505000 | PA      | $496938.04    | 0.18%             | 2034-07-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                        | Edison International                                                           | CUSIP: 281020BB2<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    850000 | PA      | $811354.16    | 0.29%             | 2032-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| EXCELERATE ENERGY LP                        | Excelerate Energy LP                                                           | CUSIP: 30069UAA6<br>LEI: LGL4IE90TNTFYJ55BK06 | Long             | DBT              | CORP              | US        |    105000 | PA      | $106661.85    | 0.04%             | 2030-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                    | Benchmark 2019-B14 Mortgage Trust                                              | CUSIP: 08162YAJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    450000 | PA      | $344516.54    | 0.12%             | 2062-12-15      | Variable      | 3.89%                 | No            |                  2 | On Loan: No      |
| Stifel SBA IO Trust                         | Stifel SBA IO Trust Series 2024-1                                              | CUSIP: 86063NAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4382318 | PA      | $158859.02    | 0.06%             | 2050-06-25      | Variable      | 1.27%                 | No            |                  2 | On Loan: No      |
| PM GENERAL PURCHASER LLC                    | PM General Purchaser LLC                                                       | CUSIP: 69356MAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $144813.99    | 0.05%             | 2028-10-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                                 | Freddie Mac REMICS                                                             | CUSIP: 3137H5N86<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    824069 | PA      | $152767.04    | 0.05%             | 2050-09-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HPEFS Equipment Trust                       | HPEFS Equipment Trust 2024-1                                                   | CUSIP: 403963AF8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    260000 | PA      | $261964.43    | 0.09%             | 2031-11-20      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| CRESCENT ENERGY FINANCE                     | Crescent Energy Finance LLC                                                    | CUSIP: 45344LAD5<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |     65000 | PA      | $59059.44     | 0.02%             | 2032-04-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| SCIH Salt Holdings Inc                      | SCIH SALT HLDG 01/31/29                                                        | CUSIP: 78397GAF8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    249375 | PA      | $246703.20    | 0.09%             | 2029-01-31      | Floating      | 7.78%                 | No            |                  2 | On Loan: No      |
| VISTRA CORP                                 | Vistra Operations Co LLC                                                       | CUSIP: 92840VAA0<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    350000 | PA      | $349034.49    | 0.12%             | 2026-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ENDO FINANCE HOLDINGS                       | Endo Finance Holdings Inc                                                      | CUSIP: 29281RAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    225000 | PA      | $233940.38    | 0.08%             | 2031-04-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Government National Mortgage Association                                       | CUSIP: 38382AGG4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    247510 | PA      | $223226.61    | 0.08%             | 2049-10-20      | Floating      | 3.50%                 | No            |                  2 | On Loan: No      |
| MACQUARIE AIRFINANCE HLD                    | Macquarie Airfinance Holdings Ltd                                              | CUSIP: 55609NAC2<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |    850000 | PA      | $872417.90    | 0.31%             | 2029-03-26      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA                      | Santander Holdings USA Inc                                                     | CUSIP: 80282KBF2<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    855000 | PA      | $886475.53    | 0.32%             | 2029-03-09      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SMITHFIELD FOODS INC                        | Smithfield Foods Inc                                                           | CUSIP: 832248AZ1<br>LEI: CVTIPZRZJC0JQEZLL598 | Long             | DBT              | CORP              | US        |    715000 | PA      | $705607.67    | 0.25%             | 2027-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AMSTED INDUSTRIES                           | Amsted Industries Inc                                                          | CUSIP: 032177AJ6<br>LEI: N2VLGYMEEBIU3PFSUY86 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47261.15     | 0.02%             | 2030-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC. | US 10YR NOTE (CBT)                                                             | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |        99 | NC      | $176239.09    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage A              | Government National Mortgage Association                                       | CUSIP: 38382RR75<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    705608 | PA      | $121780.23    | 0.04%             | 2051-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN                    | Hilton Domestic Operating Co Inc                                               | CUSIP: 432833AN1<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    100000 | PA      | $88458.41     | 0.03%             | 2032-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT INC                               | Open Text Holdings Inc                                                         | CUSIP: 683720AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    475000 | PA      | $438935.27    | 0.16%             | 2030-02-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                       | Tenet Healthcare Corp                                                          | CUSIP: 88033GDQ0<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    400000 | PA      | $401371.60    | 0.14%             | 2030-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Government National Mortgage Association                                       | CUSIP: 38383CYH7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1292214 | PA      | $187966.63    | 0.07%             | 2050-11-20      | Floating      | 1.87%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                | CSMC 2021-NQM2                                                                 | CUSIP: 12662EAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    372194 | PA      | $335799.86    | 0.12%             | 2066-02-25      | Variable      | 1.18%                 | No            |                  2 | On Loan: No      |
| JAZZ SECURITIES DAC                         | Jazz Securities DAC                                                            | CUSIP: 47216FAA5<br>LEI: 6354009DV8VV7K6KOO02 | Long             | DBT              | CORP              | IE        |    950000 | PA      | $901571.09    | 0.32%             | 2029-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: —       |
| GENERAL MOTORS FINL CO                      | General Motors Financial Co Inc                                                | CUSIP: 37045XFG6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    715000 | PA      | $709506.78    | 0.25%             | 2032-04-04      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                    | Vistra Operations Co LLC                                                       | CUSIP: 92840VAB8<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    500000 | PA      | $499676.65    | 0.18%             | 2027-02-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON NATIONAL BANK                    | Huntington National Bank/The                                                   | CUSIP: 44644MAJ0<br>LEI: 2WHM8VNJH63UN14OL754 | Long             | DBT              | CORP              | US        |    631000 | PA      | $651070.89    | 0.23%             | 2030-01-10      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| FIRST HORIZON CORP                          | First Horizon Corp                                                             | CUSIP: 320517AE5<br>LEI: TF3RXI1ZB1TQ30H9JV10 | Long             | DBT              | CORP              | US        |    600000 | PA      | $603412.13    | 0.21%             | 2031-03-07      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Government National Mortgage Association                                       | CUSIP: 38382AEQ4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    241967 | PA      | $216985.83    | 0.08%             | 2049-10-20      | Floating      | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac REMICS                                                             | CUSIP: 3137FBKV7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    974760 | PA      | $893225.78    | 0.32%             | 2047-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac REMICS                                                             | CUSIP: 3137FXMY1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    468704 | PA      | $72624.30     | 0.03%             | 2050-10-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust              | Morgan Stanley Capital I Trust 2015-420                                        | CUSIP: 61765BAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    440466 | PA      | $445571.24    | 0.16%             | 2050-10-12      | Variable      | 7.98%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                        | Cleveland-Cliffs Inc                                                           | CUSIP: 185899AS0<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29031.85     | 0.01%             | 2031-09-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ASP UNIFRAX HOLDINGS INC                    | ASP Unifrax Holdings Inc                                                       | CUSIP: 00218LAG6<br>LEI: 549300RRU6BWJLD0YT71 | Long             | DBT              | CORP              | US        |    102388 | PA      | $91637.26     | 0.03%             | 2029-09-30      | Fixed         | 11.18%                | No            |                  2 | On Loan: No      |
| WILLIAMS SCOTSMAN INC                       | Williams Scotsman Inc                                                          | CUSIP: 96950GAE2<br>LEI: 549300DAKDS8SCO1OT57 | Long             | DBT              | CORP              | US        |    150000 | PA      | $144246.50    | 0.05%             | 2028-08-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac REMICS                                                             | CUSIP: 3137H9YM5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    334960 | PA      | $313334.00    | 0.11%             | 2052-02-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HOLOGIC INC                                 | Hologic Inc                                                                    | CUSIP: 436440AP6<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | DBT              | CORP              | US        |    150000 | PA      | $140076.45    | 0.05%             | 2029-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA                    | Cooperatieve Rabobank UA                                                       | CUSIP: 74977RDN1<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |   1045000 | PA      | $1028815.23   | 0.37%             | 2028-04-06      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                         | Freddie Mac STACR Trust 2019-HQA3                                              | CUSIP: 35564XBE0<br>LEI: 549300EUJICRX5L38Y52 | Long             | ABS-MBS          | CORP              | US        |   1090000 | PA      | $1237150.00   | 0.44%             | 2049-09-25      | Floating      | 11.97%                | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor              | JP Morgan Chase Commercial Mortgage Securities Trust 2016-JP3                  | CUSIP: 46590RAL3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1080000 | PA      | $952873.09    | 0.34%             | 2049-08-15      | Variable      | 3.56%                 | No            |                  2 | On Loan: No      |
| NOBLE FINANCE II LLC                        | Noble Finance II LLC                                                           | CUSIP: 65505PAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $190553.46    | 0.07%             | 2030-04-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                          | Ally Financial Inc                                                             | CUSIP: 36186CBY8<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    300000 | PA      | $332220.22    | 0.12%             | 2031-11-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                        | Bank of America Corp                                                           | CUSIP: 06051GKD0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    815000 | PA      | $708259.08    | 0.25%             | 2032-10-20      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Government National Mortgage Association                                       | CUSIP: 38383WJT4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    274529 | PA      | $289813.35    | 0.10%             | 2051-12-20      | Variable      | 6.52%                 | No            |                  2 | On Loan: No      |
| GEN DIGITAL INC                             | Gen Digital Inc                                                                | CUSIP: 668771AK4<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |     55000 | PA      | $55901.67     | 0.02%             | 2027-09-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                       | Truist Financial Corp                                                          | CUSIP: 89788MAT9<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    420000 | PA      | $422238.71    | 0.15%             | 2032-08-05      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Government National Mortgage Association                                       | CUSIP: 38383X4E1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    453017 | PA      | $506657.10    | 0.18%             | 2051-07-20      | Variable      | 7.63%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank Commercial Mortg              | DBJPM 16-C1 Mortgage Trust                                                     | CUSIP: 23312LAV0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    480000 | PA      | $422301.74    | 0.15%             | 2049-05-10      | Variable      | 3.47%                 | No            |                  2 | On Loan: No      |
| RB GLOBAL HOLDINGS INC                      | RB Global Holdings Inc                                                         | CUSIP: 76774LAC1<br>LEI: 254900LH3N0EGB1LQ203 | Long             | DBT              | CORP              | US        |    500000 | PA      | $524242.00    | 0.19%             | 2031-03-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Government National Mortgage Association                                       | CUSIP: 38383XYN8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    236096 | PA      | $183828.85    | 0.07%             | 2053-04-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Government National Mortgage Association                                       | CUSIP: 38382P5H1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    509560 | PA      | $76032.30     | 0.03%             | 2051-03-20      | Floating      | 1.87%                 | No            |                  2 | On Loan: No      |
| OLYMPUS WTR US HLDG CORP                    | Olympus Water US Holding Corp                                                  | CUSIP: 16308NAA2<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |    250000 | PA      | $250644.67    | 0.09%             | 2027-10-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                                               | CUSIP: 3132DWEQ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2598023 | PA      | $2346055.08   | 0.83%             | 2052-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                          | Banco Santander SA                                                             | CUSIP: 05964HBD6<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $204327.02    | 0.07%             | 2034-03-14      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Government National Mortgage Association                                       | CUSIP: 38382MGE3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    580090 | PA      | $89305.56     | 0.03%             | 2050-12-20      | Floating      | 1.87%                 | No            |                  2 | On Loan: No      |
| CLARIV SCI HLD CORP                         | Clarivate Science Holdings Corp                                                | CUSIP: 18064PAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    390000 | PA      | $354469.83    | 0.13%             | 2029-07-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Government National Mortgage Association                                       | CUSIP: 38382JXP6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1693934 | PA      | $22084.33     | 0.01%             | 2050-09-20      | Floating      | 0.01%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Government National Mortgage Association                                       | CUSIP: 38384AWS8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    614811 | PA      | $580005.49    | 0.21%             | 2053-05-20      | Floating      | 3.60%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Government National Mortgage Association                                       | CUSIP: 38382BJL8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    545909 | PA      | $477279.72    | 0.17%             | 2049-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SS&C TECHNOLOGIES INC                       | SS&C Technologies Inc                                                          | CUSIP: 78466CAD8<br>LEI: 549300KY09TR3J12JU49 | Long             | DBT              | CORP              | US        |    300000 | PA      | $304122.60    | 0.11%             | 2032-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| NATIONAL FUEL GAS CO                        | National Fuel Gas Co                                                           | CUSIP: 636180BU4<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |   1155000 | PA      | $1157912.89   | 0.41%             | 2035-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ORGANON & CO/ORGANON FOR                    | Organon & Co / Organon Foreign Debt Co-Issuer BV                               | CUSIP: 68622TAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    550000 | PA      | $518742.74    | 0.18%             | 2028-04-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| TRANSALTA CORP                              | TransAlta Corp                                                                 | CUSIP: 89346DAH0<br>LEI: 984500EE2ADD850F1C96 | Long             | DBT              | CORP              | CA        |    110000 | PA      | $114566.45    | 0.04%             | 2029-11-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                          | Credit Agricole SA                                                             | CUSIP: 225313AP0<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    440000 | PA      | $397917.78    | 0.14%             | N/A             | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae REMICS                                                              | CUSIP: 3136BL3H1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    769466 | PA      | $92913.42     | 0.03%             | 2052-02-25      | Floating      | 1.40%                 | No            |                  2 | On Loan: No      |
| SK INVICTUS INTERMEDIATE                    | SK Invictus Intermediate II Sarl                                               | CUSIP: 29977LAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    400000 | PA      | $375510.68    | 0.13%             | 2029-10-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Government National Mortgage Association                                       | CUSIP: 38382KWJ8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    815033 | PA      | $120835.11    | 0.04%             | 2050-10-20      | Floating      | 1.87%                 | No            |                  2 | On Loan: No      |
| SENSATA TECHNOLOGIES BV                     | Sensata Technologies BV                                                        | CUSIP: 81725WAL7<br>LEI: PUCKW5P5O3XMOZVH7T53 | Long             | DBT              | CORP              | NL        |    350000 | PA      | $340629.14    | 0.12%             | 2030-09-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                       | Bausch Health Cos Inc                                                          | CUSIP: 071734AQ0<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |    220000 | PA      | $206888.00    | 0.07%             | 2028-09-30      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| US TREASURY N/B                             | United States Treasury Note/Bond                                               | CUSIP: 91282CMM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4170000 | PA      | $4326375.00   | 1.54%             | 2035-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: —       |
| Government National Mortgage A              | Government National Mortgage Association                                       | CUSIP: 38383TLA9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5728420 | PA      | $105605.14    | 0.04%             | 2052-06-20      | Floating      | 0.01%                 | No            |                  2 | On Loan: No      |
| Freddiemac Strip                            | Freddie Mac Strips                                                             | CUSIP: 31325URK4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    746619 | PA      | $82088.56     | 0.03%             | 2043-08-15      | Floating      | 1.49%                 | No            |                  2 | On Loan: No      |
| ENERSYS                                     | EnerSys                                                                        | CUSIP: 29275YAF9<br>LEI: 7ZS3DE5PN30BYUJFWP05 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102097.60    | 0.04%             | 2032-01-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae REMICS                                                              | CUSIP: 3136BSLE3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3744649 | PA      | $304500.61    | 0.11%             | 2054-07-25      | Floating      | 1.55%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2020-1 A PTT                     | United Airlines 2020-1 Class A Pass Through Trust                              | CUSIP: 90931GAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    212660 | PA      | $216480.67    | 0.08%             | 2027-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| INNOPHOS HOLDINGS INC                       | Innophos Holdings Inc                                                          | CUSIP: 45774NAD0<br>LEI: XQ0331QX53IRX25OY417 | Long             | DBT              | CORP              | US        |    280000 | PA      | $283115.00    | 0.10%             | 2029-06-15      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| VITAL ENERGY INC                            | Vital Energy Inc                                                               | CUSIP: 516806AK2<br>LEI: 549300X0PTWU2QSLSL14 | Long             | DBT              | CORP              | US        |    140000 | PA      | $108765.01    | 0.04%             | 2032-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac REMICS                                                             | CUSIP: 3137FWMZ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    764158 | PA      | $25051.64     | 0.01%             | 2050-10-25      | Floating      | 0.01%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae II Pool                                                             | CUSIP: 36179WGS1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    542318 | PA      | $431092.30    | 0.15%             | 2051-06-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| SUBWAY FUNDING LLC                          | Subway Funding LLC                                                             | CUSIP: 864300AA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    658350 | PA      | $665845.05    | 0.24%             | 2054-07-30      | Fixed         | 6.03%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Government National Mortgage Association                                       | CUSIP: 38383XP99<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2219797 | PA      | $256875.82    | 0.09%             | 2051-04-20      | Floating      | 1.62%                 | No            |                  2 | On Loan: No      |
| NEWS CORP                                   | News Corp                                                                      | CUSIP: 65249BAB5<br>LEI: 549300ITS31QK8VRBQ14 | Long             | DBT              | CORP              | US        |    300000 | PA      | $286203.78    | 0.10%             | 2032-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Freddiemac Strip                            | Freddie Mac Strips                                                             | CUSIP: 3128HXY25<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    474711 | PA      | $366274.51    | 0.13%             | 2042-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| INSIGHT ENTERPRS                            | Insight Enterprises Inc                                                        | CUSIP: 45765UAC7<br>LEI: 529900S8991TYW6YP792 | Long             | DBT              | CORP              | US        |    165000 | PA      | $167393.16    | 0.06%             | 2032-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Government National Mortgage Association                                       | CUSIP: 38381HH46<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    395000 | PA      | $265737.99    | 0.09%             | 2064-06-16      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Bayview Opportunity Master Fun              | Bayview Opportunity Master Fund VII 2024-EDU1 LLC                              | CUSIP: 07336PAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    334815 | PA      | $332802.94    | 0.12%             | 2047-06-25      | Floating      | 6.15%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag              | Wells Fargo Commercial Mortgage Trust 2019-C51                                 | CUSIP: 95001VAZ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    460000 | PA      | $400223.37    | 0.14%             | 2052-06-15      | Variable      | 4.29%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                            | Connecticut Avenue Securities Trust 2020-SBT1                                  | CUSIP: 20753VBT4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    685000 | PA      | $725158.26    | 0.26%             | 2040-02-25      | Floating      | 11.22%                | No            |                  2 | On Loan: No      |
| Woodward Capital Management                 | RCKT Mortgage Trust 2021-5                                                     | CUSIP: 749384AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4455343 | PA      | $3626927.50   | 1.29%             | 2051-11-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| ENCINO ACQUISITION PARTN                    | Encino Acquisition Partners Holdings LLC                                       | CUSIP: 29254BAA5<br>LEI: 549300BUKUEKT2UE4T49 | Long             | DBT              | CORP              | US        |    415000 | PA      | $415295.48    | 0.15%             | 2028-05-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| DREYFUS GOVERNMENT CASH MANAGE              | DREYFUS GOVERNMENT CASH MANAGE                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | RF                | US        |    871051 | NS      | $871050.64    | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Government National Mortgage Association                                       | CUSIP: 38381L5D0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    535000 | PA      | $471310.82    | 0.17%             | 2066-03-16      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| LSB INDUSTRIES                              | LSB Industries Inc                                                             | CUSIP: 502160AN4<br>LEI: 5493001H215A0HG0MI71 | Long             | DBT              | CORP              | US        |    100000 | PA      | $93588.95     | 0.03%             | 2028-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae REMICS                                                              | CUSIP: 3136BP5A5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    514627 | PA      | $421670.64    | 0.15%             | 2054-07-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Government National Mortgage Association                                       | CUSIP: 38382KVX8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1361683 | PA      | $189845.17    | 0.07%             | 2050-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GULFPORT ENERGY OP CORP                     | Gulfport Energy Operating Corp                                                 | CUSIP: 402635AT3<br>LEI: 549300FJX18IDUFPHD40 | Long             | DBT              | CORP              | US        |    200000 | PA      | $197097.68    | 0.07%             | 2029-09-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Government National Mortgage Association                                       | CUSIP: 38385B2H2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1114697 | PA      | $849050.53    | 0.30%             | 2055-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GO DADDY OPCO/FINCO                         | Go Daddy Operating Co LLC / GD Finance Co Inc                                  | CUSIP: 38016LAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    450000 | PA      | $446035.55    | 0.16%             | 2027-12-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Government National Mortgage Association                                       | CUSIP: 38381JN94<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2197177 | PA      | $143870.52    | 0.05%             | 2065-10-16      | Variable      | 0.82%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                | CUSIP: 3140XKAD2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    603222 | PA      | $606449.51    | 0.22%             | 2053-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                    | Ford Motor Credit Co LLC                                                       | CUSIP: 345397G31<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    345000 | PA      | $334460.67    | 0.12%             | 2031-11-05      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Fanniemae Strip                             | Fannie Mae Interest Strip                                                      | CUSIP: 31424U8A7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2156386 | PA      | $478275.66    | 0.17%             | 2053-10-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SG Commercial Mortgage Securit              | SG Commercial Mortgage Securities Trust 2016-C5                                | CUSIP: 78419CAK0<br>LEI: 549300SZQW4U3UN4A157 | Long             | ABS-MBS          | CORP              | US        |    400000 | PA      | $380365.80    | 0.14%             | 2048-10-10      | Fixed         | 3.93%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                         | STACR Trust 2018-HRP1                                                          | CUSIP: 3137G0VB2<br>LEI: 549300D2VO9JVX6KU482 | Long             | ABS-MBS          | CORP              | US        |    399109 | PA      | $476276.33    | 0.17%             | 2043-05-25      | Floating      | 16.22%                | No            |                  2 | On Loan: No      |
| SS&C TECHNOLOGIES INC                       | SS&C Technologies Inc                                                          | CUSIP: 78466CAC0<br>LEI: 549300KY09TR3J12JU49 | Long             | DBT              | CORP              | US        |    500000 | PA      | $497534.65    | 0.18%             | 2027-09-30      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                      | Commonwealth Edison Co                                                         | CUSIP: 202795KA7<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    120000 | PA      | $116770.55    | 0.04%             | 2054-06-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| KEY BANK NA                                 | KeyBank NA/Cleveland OH                                                        | CUSIP: 49327V2C7<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |    720000 | PA      | $671509.48    | 0.24%             | 2032-08-08      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| WE SODA INV HOLDING PLC                     | WE Soda Investments Holding PLC                                                | CUSIP: 92943TAC7<br>LEI: 984500SE38C07DB47A90 | Long             | DBT              | CORP              | GB        |    765000 | PA      | $775021.50    | 0.28%             | 2031-02-14      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| SHEA HOMES LP/FNDG CP                       | Shea Homes LP / Shea Homes Funding Corp                                        | CUSIP: 82088KAK4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     75000 | PA      | $72804.00     | 0.03%             | 2028-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                                               | CUSIP: 3132DSS52<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    591375 | PA      | $592972.85    | 0.21%             | 2054-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fanniemae Strip                             | Fannie Mae Interest Strip                                                      | CUSIP: 31423YVM8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1908473 | PA      | $341880.03    | 0.12%             | 2052-10-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fanniemae Strip                             | Fannie Mae Interest Strip                                                      | CUSIP: 31422MZU3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2639725 | PA      | $253161.04    | 0.09%             | 2052-02-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae REMICS                                                              | CUSIP: 3136ARD62<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1250957 | PA      | $112411.72    | 0.04%             | 2046-04-25      | Floating      | 1.63%                 | No            |                  2 | On Loan: No      |
| FORTREA HOLDINGS INC                        | Fortrea Holdings Inc                                                           | CUSIP: 34965KAA5<br>LEI: 5493000FIVFABOVCDU97 | Long             | DBT              | CORP              | US        |     75000 | PA      | $65083.35     | 0.02%             | 2030-07-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: —       |
| FHLMC Multifamily Structured P              | Freddie Mac Multifamily Structured Pass Through Certificates                   | CUSIP: 3137HHJF9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1260000 | PA      | $1283137.13   | 0.46%             | 2031-10-25      | Variable      | 4.68%                 | No            |                  2 | On Loan: No      |
| PATRICK INDUSTRIES INC                      | Patrick Industries Inc                                                         | CUSIP: 703343AD5<br>LEI: 549300FZ5ZTCCJ3Z5W14 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46959.78     | 0.02%             | 2029-05-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                        | Bank of America Corp                                                           | CUSIP: 06051GJT7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    605000 | PA      | $535105.90    | 0.19%             | 2032-04-22      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Government National Mortgage Association                                       | CUSIP: 38383X4D3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    426810 | PA      | $487197.75    | 0.17%             | 2051-11-20      | Variable      | 7.76%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                         | Freddie Mac STACR REMIC Trust 2022-HQA3                                        | CUSIP: 35564KE47<br>LEI: 5493000IRJ8RDHSNEL96 | Long             | ABS-MBS          | CORP              | US        |    285000 | PA      | $297278.34    | 0.11%             | 2042-08-25      | Floating      | 7.90%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                    | Capital One Financial Corp                                                     | CUSIP: 14040HCZ6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    775000 | PA      | $807552.91    | 0.29%             | 2029-06-08      | Fixed         | 6.31%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY                     | Nationwide Building Society                                                    | CUSIP: 63861VAF4<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |    960000 | PA      | $934521.55    | 0.33%             | 2028-02-16      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                                               | CUSIP: 3132DSXM9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1052271 | PA      | $984143.46    | 0.35%             | 2053-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT                       | American Homes 4 Rent LP                                                       | CUSIP: 02666TAC1<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |    905000 | PA      | $778890.28    | 0.28%             | 2031-07-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                | CUSIP: 3140XRQF5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    796750 | PA      | $763393.96    | 0.27%             | 2053-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MERCER INTL INC                             | Mercer International Inc                                                       | CUSIP: 588056BB6<br>LEI: 549300Z5IAG39VRTY874 | Long             | DBT              | CORP              | US        |    500000 | PA      | $411272.81    | 0.15%             | 2029-02-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Freddiemac Strip                            | Freddie Mac Strips                                                             | CUSIP: 3133Q3C33<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    480377 | PA      | $399547.70    | 0.14%             | 2053-09-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Freddiemac Strip                            | Freddie Mac Strips                                                             | CUSIP: 3142G4PC9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    949536 | PA      | $208587.55    | 0.07%             | 2053-01-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC. | US LONG BOND(CBT)                                                              | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |        59 | NC      | $21608.99     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| VELOCITY VEHICLE GROUP                      | Velocity Vehicle Group LLC                                                     | CUSIP: 92262TAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     75000 | PA      | $75753.90     | 0.03%             | 2029-06-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Government National Mortgage Association                                       | CUSIP: 38383RYT8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2265985 | PA      | $30973.52     | 0.01%             | 2052-05-20      | Floating      | 0.01%                 | No            |                  2 | On Loan: No      |
| BENTELER INTERNATIONAL A                    | Benteler International AG                                                      | CUSIP: 08263DAA4<br>LEI: 529900ZAFSOBVFCKF263 | Long             | DBT              | CORP              | AT        |    200000 | PA      | $204172.80    | 0.07%             | 2028-05-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| MSWF Commercial Mortgage Trust              | MSWF Commercial Mortgage Trust 2023-2                                          | CUSIP: 55361AAX2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    395000 | PA      | $416542.08    | 0.15%             | 2056-12-15      | Variable      | 6.49%                 | No            |                  2 | On Loan: No      |
| ARIZONA PUBLIC SERVICE                      | Arizona Public Service Co                                                      | CUSIP: 040555DH4<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |    575000 | PA      | $583580.21    | 0.21%             | 2034-08-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY BANK                              | Synchrony Bank                                                                 | CUSIP: 87166FAD5<br>LEI: 549300UATVPGSLE43Z27 | Long             | DBT              | CORP              | US        |    715000 | PA      | $715228.68    | 0.25%             | 2025-08-22      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Government National Mortgage Association                                       | CUSIP: 38382PYU0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    553062 | PA      | $77539.56     | 0.03%             | 2051-03-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae REMICS                                                              | CUSIP: 3136BGKA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    172062 | PA      | $21484.20     | 0.01%             | 2051-06-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                                               | CUSIP: 3132DWDZ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1191014 | PA      | $1034708.30   | 0.37%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| New Fortress Energy Inc                     | NEW FORTRESS ENE 10/30/28                                                      | CUSIP: 64439HAC3<br>LEI: 254900EICTYTCHA5X705 | Long             | LON              | CORP              | US        |    199748 | PA      | $140156.66    | 0.05%             | 2028-10-30      | Floating      | 9.82%                 | No            |                  2 | On Loan: No      |
| WINNEBAGO INDUSTRIES                        | Winnebago Industries Inc                                                       | CUSIP: 974637AC4<br>LEI: 549300B7OYKYJLTE3G11 | Long             | DBT              | CORP              | US        |    118000 | PA      | $117202.53    | 0.04%             | 2028-07-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                    | JP Morgan Mortgage Trust 2021-4                                                | CUSIP: 46652VBT1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1447152 | PA      | $1173119.06   | 0.42%             | 2051-08-25      | Variable      | 2.88%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables               | Exeter Automobile Receivables Trust 2022-2                                     | CUSIP: 30166QAG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1065000 | PA      | $981966.96    | 0.35%             | 2029-10-15      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                           | Newell Brands Inc                                                              | CUSIP: 651229BD7<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |     35000 | PA      | $32832.47     | 0.01%             | 2029-09-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Bank                                        | BANK 2020-BNK25                                                                | CUSIP: 06539WAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1390000 | PA      | $1030827.34   | 0.37%             | 2063-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA                      | Santander Holdings USA Inc                                                     | CUSIP: 80282KBL9<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    205000 | PA      | $209469.63    | 0.07%             | 2035-05-31      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Government National Mortgage Association                                       | CUSIP: 38384EBR5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    246892 | PA      | $222761.37    | 0.08%             | 2053-08-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                        | Edison International                                                           | CUSIP: 281020AZ0<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    470000 | PA      | $440063.12    | 0.16%             | 2054-06-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac REMICS                                                             | CUSIP: 3137FU6G4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1423680 | PA      | $197875.33    | 0.07%             | 2050-07-25      | Floating      | 1.58%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Government National Mortgage Association                                       | CUSIP: 38379XY20<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    922693 | PA      | $227481.32    | 0.08%             | 2044-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Banc of America Commercial Mor              | Bank of America Merrill Lynch Commercial Mortgage Trust 2016-UBS10             | CUSIP: 06054MAW3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1380000 | PA      | $1205941.70   | 0.43%             | 2049-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                    | Benchmark 2018-B3 Mortgage Trust                                               | CUSIP: 08161BBC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    550000 | PA      | $466335.27    | 0.17%             | 2051-04-10      | Variable      | 4.70%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                | Barclays PLC                                                                   | CUSIP: 06738EBX2<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    195000 | PA      | $199215.69    | 0.07%             | N/A             | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                             | United States Treasury Note/Bond                                               | CUSIP: 91282CMZ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11790000 | PA      | $11873819.59  | 4.22%             | 2030-04-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Government National Mortgage Association                                       | CUSIP: 38380RA75<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3490898 | PA      | $241156.13    | 0.09%             | 2061-03-16      | Variable      | 0.99%                 | No            |                  2 | On Loan: No      |
| JB POINDEXTER & CO INC                      | JB Poindexter & Co Inc                                                         | CUSIP: 465965AC5<br>LEI: 549300W6P81HOZZGPQ16 | Long             | DBT              | CORP              | US        |    325000 | PA      | $326746.23    | 0.12%             | 2031-12-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage               | Citigroup Commercial Mortgage Trust 2018-B2                                    | CUSIP: 17327FAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1420000 | PA      | $1059514.26   | 0.38%             | 2051-03-10      | Variable      | 3.30%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Government National Mortgage Association                                       | CUSIP: 38383XSW5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    508109 | PA      | $489064.28    | 0.17%             | 2053-04-20      | Floating      | 2.50%                 | No            |                  2 | On Loan: No      |
| TALOS PRODUCTION INC                        | Talos Production Inc                                                           | CUSIP: 87485LAE4<br>LEI: 549300GZ2DZZE2Y8TX15 | Long             | DBT              | CORP              | US        |    360000 | PA      | $338481.43    | 0.12%             | 2031-02-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Government National Mortgage Association                                       | CUSIP: 38383PV40<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    211035 | PA      | $198689.91    | 0.07%             | 2052-04-20      | Floating      | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Government National Mortgage Association                                       | CUSIP: 38381JZC4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2860259 | PA      | $215905.25    | 0.08%             | 2065-07-16      | Variable      | 0.95%                 | No            |                  2 | On Loan: No      |
| HYATT HOTELS CORP                           | Hyatt Hotels Corp                                                              | CUSIP: 448579AR3<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |    885000 | PA      | $887778.78    | 0.32%             | 2029-06-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SEALED AIR/SEALED AIR US                    | Sealed Air Corp/Sealed Air Corp US                                             | CUSIP: 812127AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $151107.60    | 0.05%             | 2028-02-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac REMICS                                                             | CUSIP: 3137F9Y54<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    802611 | PA      | $140087.08    | 0.05%             | 2050-08-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Flagship Credit Auto Trust                  | Flagship Credit Auto Trust 2022-1                                              | CUSIP: 33845VAG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    780000 | PA      | $753398.72    | 0.27%             | 2028-03-15      | Fixed         | 3.64%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                 | BNP Paribas SA                                                                 | CUSIP: 09659W2K9<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    440000 | PA      | $404594.58    | 0.14%             | 2031-01-13      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| HESS MIDSTREAM OPERATION                    | Hess Midstream Operations LP                                                   | CUSIP: 428102AF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $292923.93    | 0.10%             | 2030-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                    | Avolon Holdings Funding Ltd                                                    | CUSIP: 05401AAM3<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    615000 | PA      | $599648.96    | 0.21%             | 2026-02-21      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                   | Morgan Stanley Bank of America Merrill Lynch Trust 2015-C22                    | CUSIP: 61690FAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    715000 | PA      | $476643.17    | 0.17%             | 2048-04-15      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                | CUSIP: 31418EPD6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    457928 | PA      | $458184.49    | 0.16%             | 2053-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| OT MIDCO INC                                | OT Midco Inc                                                                   | CUSIP: 68877AAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    120000 | PA      | $97637.38     | 0.03%             | 2030-02-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                | CUSIP: 3140XPND7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    611930 | PA      | $613300.35    | 0.22%             | 2054-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Government National Mortgage Association                                       | CUSIP: 38381HGG0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    634952 | PA      | $304888.71    | 0.11%             | 2061-09-16      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MINERAL RESOURCES LTD                       | Mineral Resources Ltd                                                          | CUSIP: 603051AE3<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |    250000 | PA      | $236428.40    | 0.08%             | 2028-10-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                | UBS Group AG                                                                   | CUSIP: 902613AJ7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    150000 | PA      | $143413.04    | 0.05%             | N/A             | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                    | Virginia Electric and Power Co                                                 | CUSIP: 927804GJ7<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    500000 | PA      | $408989.70    | 0.15%             | 2052-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac REMICS                                                             | CUSIP: 3137HHBQ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   8217771 | PA      | $258389.72    | 0.09%             | 2054-05-25      | Floating      | 0.35%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac REMICS                                                             | CUSIP: 3137HHEW7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5829885 | PA      | $262374.54    | 0.09%             | 2054-11-25      | Floating      | 1.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Government National Mortgage Association                                       | CUSIP: 38382QAD2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1957540 | PA      | $270580.21    | 0.10%             | 2051-03-20      | Floating      | 1.87%                 | No            |                  2 | On Loan: No      |
| GRAHAM HOLDINGS CO                          | Graham Holdings Co                                                             | CUSIP: 384637AA2<br>LEI: 529900BOSCEEEMAFQJ29 | Long             | DBT              | CORP              | US        |    475000 | PA      | $474423.97    | 0.17%             | 2026-06-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE LLC                       | Time Warner Cable LLC                                                          | CUSIP: 88732JAU2<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    635000 | PA      | $633958.97    | 0.23%             | 2039-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                | CUSIP: 3140XQFR3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2072152 | PA      | $2068510.32   | 0.74%             | 2054-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINES OPCO                     | Columbia Pipelines Operating Co LLC                                            | CUSIP: 19828TAH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1040000 | PA      | $970522.84    | 0.35%             | 2055-02-15      | Fixed         | 5.96%                 | No            |                  2 | On Loan: No      |
| PTC INC                                     | PTC Inc                                                                        | CUSIP: 69370CAC4<br>LEI: 54930050SSMU8SKDJ030 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96578.01     | 0.03%             | 2028-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac REMICS                                                             | CUSIP: 3137BBPC8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    809330 | PA      | $735821.68    | 0.26%             | 2044-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                    | Celanese US Holdings LLC                                                       | CUSIP: 15089QAX2<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99965.09     | 0.04%             | 2030-11-15      | Variable      | 6.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                                               | CUSIP: 31427M5K3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    540000 | PA      | $548002.86    | 0.19%             | 2055-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                            | Connecticut Avenue Securities Trust 2024-R02                                   | CUSIP: 20754GAF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    220000 | PA      | $220549.47    | 0.08%             | 2044-02-25      | Floating      | 6.85%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Government National Mortgage Association                                       | CUSIP: 38382MV97<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1220005 | PA      | $209302.04    | 0.07%             | 2051-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CF Hippolyta Issuer LLC                     | CF Hippolyta Issuer LLC                                                        | CUSIP: 12530MAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    543452 | PA      | $500260.22    | 0.18%             | 2060-07-15      | Fixed         | 1.99%                 | No            |                  2 | On Loan: No      |
| SINCLAIR TELEVISION GROU                    | Sinclair Television Group Inc                                                  | CUSIP: 829259BH2<br>LEI: 549300CQGEN0CH65UD62 | Long             | DBT              | CORP              | US        |    125000 | PA      | $123732.50    | 0.04%             | 2033-02-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN                    | Hilton Domestic Operating Co Inc                                               | CUSIP: 432833AF8<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    500000 | PA      | $489971.39    | 0.17%             | 2030-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac REMICS                                                             | CUSIP: 3137FYEX0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    369682 | PA      | $318524.30    | 0.11%             | 2041-01-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Government National Mortgage Association                                       | CUSIP: 38382TM27<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    568824 | PA      | $100827.69    | 0.04%             | 2051-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PRESTIGE BRANDS INC                         | Prestige Brands Inc                                                            | CUSIP: 74112BAM7<br>LEI: 549300JBVP4J6D42I235 | Long             | DBT              | CORP              | US        |    200000 | PA      | $180560.32    | 0.06%             | 2031-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| MOSS CREEK RESOURCES HLD                    | Moss Creek Resources Holdings Inc                                              | CUSIP: 61965RAC9<br>LEI: 54930037SLMSPWKYIX36 | Long             | DBT              | CORP              | US        |    325000 | PA      | $298643.51    | 0.11%             | 2031-09-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Fanniemae Strip                             | Fannie Mae Interest Strip                                                      | CUSIP: 31424UWR3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1260334 | PA      | $301781.77    | 0.11%             | 2053-08-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SIMMONS FOOD INC/SIMMONS                    | Simmons Foods Inc/Simmons Prepared Foods Inc/Simmons Pet Food Inc/Simmons Feed | CUSIP: 82873MAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $278687.32    | 0.10%             | 2029-03-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| DIAMOND FRGN/DIAMOND FIN                    | Diamond Foreign Asset Co / Diamond Finance LLC                                 | CUSIP: 25260WAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    200000 | PA      | $191202.00    | 0.07%             | 2030-10-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| SMITHFIELD FOODS INC                        | Smithfield Foods Inc                                                           | CUSIP: 832248BC1<br>LEI: CVTIPZRZJC0JQEZLL598 | Long             | DBT              | CORP              | US        |    170000 | PA      | $150623.98    | 0.05%             | 2030-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| WINDSTREAM SERVICES/ESCR                    | Windstream Services LLC / Windstream Escrow Finance Corp                       | CUSIP: 97381AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    425000 | PA      | $435080.58    | 0.15%             | 2031-10-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| AEGEA FINANCE SARL                          | Aegea Finance Sarl                                                             | CUSIP: 00775CAC0<br>LEI: 213800V6WTKUT1XWIZ47 | Long             | DBT              | CORP              | LU        |    829000 | PA      | $864755.60    | 0.31%             | 2031-01-20      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                            | Connecticut Avenue Securities Series 2025-R01                                  | CUSIP: 20755JAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1625000 | PA      | $1586467.19   | 0.56%             | 2045-01-25      | Floating      | 6.05%                 | No            |                  2 | On Loan: No      |
| GLOBAL PART/GLP FINANCE                     | Global Partners LP / GLP Finance Corp                                          | CUSIP: 37954FAJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $149552.48    | 0.05%             | 2029-01-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: —       |
| Navient Student Loan Trust                  | Navient Private Education Refi Loan Trust 2021-A                               | CUSIP: 63942BAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $78102.27     | 0.03%             | 2069-05-15      | Fixed         | 2.24%                 | No            |                  2 | On Loan: No      |
| MINERAL RESOURCES LTD                       | Mineral Resources Ltd                                                          | CUSIP: 603051AD5<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |    450000 | PA      | $408781.76    | 0.15%             | 2030-05-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| STENA INTERNATIONAL SA                      | Stena International SA                                                         | CUSIP: 85858EAE3<br>LEI: 213800A4LTGG4W55QP46 | Long             | DBT              | CORP              | LU        |    750000 | PA      | $754623.75    | 0.27%             | 2031-02-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag              | Wells Fargo Commercial Mortgage Trust 2017-C40                                 | CUSIP: 95000YAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $833082.70    | 0.30%             | 2050-10-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                         | Fifth Third Bancorp                                                            | CUSIP: 316773DM9<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    455000 | PA      | $453850.62    | 0.16%             | 2030-09-06      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| SUBWAY FUNDING LLC                          | Subway Funding LLC                                                             | CUSIP: 864300AL2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    339150 | PA      | $336464.51    | 0.12%             | 2054-07-30      | Fixed         | 5.91%                 | No            |                  2 | On Loan: No      |
| JANE STREET GRP/JSG FIN                     | Jane Street Group / JSG Finance Inc                                            | CUSIP: 47077WAE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     60000 | PA      | $60282.65     | 0.02%             | 2033-05-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CF Hippolyta Issuer LLC                     | CF Hippolyta Issuer LLC                                                        | CUSIP: 12530MAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    845485 | PA      | $832388.25    | 0.30%             | 2060-07-15      | Fixed         | 2.28%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Government National Mortgage Association                                       | CUSIP: 38380REA4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1500468 | PA      | $112337.66    | 0.04%             | 2062-12-16      | Variable      | 0.98%                 | No            |                  2 | On Loan: No      |
| VIPER ENERGY INC                            | Viper Energy Inc                                                               | CUSIP: 92763MAB1<br>LEI: 5299009LINL232255G03 | Long             | DBT              | CORP              | US        |    125000 | PA      | $129766.38    | 0.05%             | 2031-11-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                    | Celanese US Holdings LLC                                                       | CUSIP: 15089QAN4<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50426.00     | 0.02%             | 2029-07-15      | Variable      | 6.58%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMERICAN PIPE                    | Plains All American Pipeline LP                                                | CUSIP: 726503AE5<br>LEI: 5521FA2ITF25TVH63740 | Long             | DBT              | CORP              | US        |    550000 | PA      | $542477.46    | 0.19%             | N/A             | Floating      | 8.69%                 | No            |                  2 | On Loan: No      |
| BRITISH AIR 21-1 A PPT                      | British Airways 2021-1 Class A Pass Through Trust                              | CUSIP: 11042CAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    821822 | PA      | $733457.20    | 0.26%             | 2035-03-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                | CUSIP: 31418E5P1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    526460 | PA      | $525535.13    | 0.19%             | 2054-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC                        | LifePoint Health Inc                                                           | CUSIP: 53219LAY5<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |    110000 | PA      | $112192.96    | 0.04%             | 2032-02-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Government National Mortgage Association                                       | CUSIP: 38383MCW6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2172443 | PA      | $125098.19    | 0.04%             | 2052-02-20      | Floating      | 0.01%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                    | Hilcorp Energy I LP / Hilcorp Finance Co                                       | CUSIP: 431318AV6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $269272.41    | 0.10%             | 2031-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                                               | CUSIP: 3132E0W57<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    197357 | PA      | $201021.36    | 0.07%             | 2053-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AAR ESCROW ISSUER LLC                       | AAR Escrow Issuer LLC                                                          | CUSIP: 00253PAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    140000 | PA      | $143315.83    | 0.05%             | 2029-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BUCKEYE PARTNERS LP                         | Buckeye Partners LP                                                            | CUSIP: 118230AV3<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |    250000 | PA      | $254709.50    | 0.09%             | 2029-07-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| SCOTTS MIRACLE-GRO CO                       | Scotts Miracle-Gro Co/The                                                      | CUSIP: 810186AW6<br>LEI: 2TH9E0JTOUXOEGI2R879 | Long             | DBT              | CORP              | US        |    250000 | PA      | $217810.95    | 0.08%             | 2032-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| HUB INTERNATIONAL LTD                       | HUB International Ltd                                                          | CUSIP: 44332PAH4<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |    150000 | PA      | $155586.45    | 0.06%             | 2030-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                             | United States Treasury Note/Bond                                               | CUSIP: 91282CMW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1335000 | PA      | $1341153.52   | 0.48%             | 2028-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| MAXIM CRANE WORKS LLC                       | Maxim Crane Works Holdings Capital LLC                                         | CUSIP: 57779EAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    135000 | PA      | $133312.50    | 0.05%             | 2028-09-01      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae REMICS                                                              | CUSIP: 3136ATEN0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    556704 | PA      | $65259.34     | 0.02%             | 2046-06-25      | Floating      | 1.58%                 | No            |                  2 | On Loan: No      |
| MARB BONDCO PLC                             | MARB BondCo PLC                                                                | CUSIP: 566007AC4<br>LEI: 254900PVA1EU6QM1JN57 | Long             | DBT              | CORP              | GB        |   1010000 | PA      | $873566.37    | 0.31%             | 2031-01-29      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| ACADIA HEALTHCARE CO INC                    | Acadia Healthcare Co Inc                                                       | CUSIP: 00404AAP4<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |    125000 | PA      | $118170.11    | 0.04%             | 2029-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Government National Mortgage Association                                       | CUSIP: 38381WS33<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    229794 | PA      | $205524.50    | 0.07%             | 2049-07-20      | Floating      | 3.50%                 | No            |                  2 | On Loan: No      |
| 1261229 BC LTD                              | 1261229 BC Ltd                                                                 | CUSIP: 68288AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    170000 | PA      | $166459.60    | 0.06%             | 2032-04-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| NESCO HOLDINGS II INC                       | NESCO Holdings II Inc                                                          | CUSIP: 64083YAA9<br>LEI: 254900FAHT0HW9T6L409 | Long             | DBT              | CORP              | US        |    190000 | PA      | $172218.53    | 0.06%             | 2029-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Government National Mortgage Association                                       | CUSIP: 38382CDV0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    456184 | PA      | $403881.87    | 0.14%             | 2050-01-20      | Floating      | 3.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor              | JPMCC Commercial Mortgage Securities Trust 2019-COR5                           | CUSIP: 46591EAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    155000 | PA      | $117988.98    | 0.04%             | 2052-06-13      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                    | Rogers Communications Inc                                                      | CUSIP: 775109DH1<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |     35000 | PA      | $34873.10     | 0.01%             | 2055-04-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                              | NRG Energy Inc                                                                 | CUSIP: 629377CW0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    250000 | PA      | $247376.46    | 0.09%             | 2033-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae REMICS                                                              | CUSIP: 3136BHVP1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2459794 | PA      | $82551.93     | 0.03%             | 2042-11-25      | Floating      | 0.01%                 | No            |                  2 | On Loan: No      |
| ROCC Trust                                  | ROCK Trust 2024-CNTR                                                           | CUSIP: 74970WAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1300000 | PA      | $1359026.89   | 0.48%             | 2041-11-13      | Fixed         | 8.82%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC. | US 10YR ULTRA                                                                  | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |         4 | NC      | $146.97       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Gray Television Inc                         | GRAY TELEVISIO 12/01/28                                                        | CUSIP: 389376AZ7<br>LEI: 529900TM5726KDN7UU35 | Long             | LON              | CORP              | US        |     99729 | PA      | $91594.97     | 0.03%             | 2028-12-01      | Floating      | 7.44%                 | No            |                  2 | On Loan: No      |
| VALLOUREC SACA                              | Vallourec SACA                                                                 | CUSIP: 92023RAA8<br>LEI: 969500P2Q1B47H4MCJ34 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $207066.14    | 0.07%             | 2032-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                    | JP Morgan Mortgage Trust 2024-INV1                                             | CUSIP: 46658PAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    604683 | PA      | $612284.34    | 0.22%             | 2055-04-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| UNITI GROUP/CSL CAPITAL                     | Uniti Group LP / Uniti Group Finance 2019 Inc / CSL Capital LLC                | CUSIP: 91327BAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    115000 | PA      | $105205.45    | 0.04%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Cer              | WaMu Mortgage Pass-Through Certificates Series 2004-AR13 Trust                 | CUSIP: 92922FB80<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     39188 | PA      | $36463.56     | 0.01%             | 2034-11-25      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| ELDORADO GOLD CORP                          | Eldorado Gold Corp                                                             | CUSIP: 284902AF0<br>LEI: 5493004PWQ01YDD1IH62 | Long             | DBT              | CORP              | CA        |     50000 | PA      | $49285.22     | 0.02%             | 2029-09-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac REMICS                                                             | CUSIP: 3137FXFB9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    483754 | PA      | $76243.04     | 0.03%             | 2050-10-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Government National Mortgage Association                                       | CUSIP: 38381JA72<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1957387 | PA      | $189176.39    | 0.07%             | 2066-02-16      | Variable      | 1.38%                 | No            |                  2 | On Loan: No      |
| BUCKEYE PARTNERS LP                         | Buckeye Partners LP                                                            | CUSIP: 118230AW1<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |     45000 | PA      | $45787.77     | 0.02%             | 2030-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| HarborView Mortgage Loan Trust              | HarborView Mortgage Loan Trust 2005-2                                          | CUSIP: 41161PLR2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     58524 | PA      | $54968.07     | 0.02%             | 2035-05-19      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| EVERGY KANSAS CENTRAL                       | Evergy Kansas Central Inc                                                      | CUSIP: 30036FAD3<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1259440.18   | 0.45%             | 2035-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ZIGGO BV                                    | Ziggo BV                                                                       | CUSIP: 98955DAA8<br>LEI: 213800TQASLF9JXH5J59 | Long             | DBT              | CORP              | NL        |    275000 | PA      | $253176.99    | 0.09%             | 2030-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Government National Mortgage Association                                       | CUSIP: 38383C3X6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2999270 | PA      | $58546.05     | 0.02%             | 2051-11-20      | Floating      | 0.01%                 | No            |                  2 | On Loan: No      |
| EMRLD BOR / EMRLD CO-ISS                    | EMRLD Borrower LP / Emerald Co-Issuer Inc                                      | CUSIP: 29103CAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    375000 | PA      | $380290.88    | 0.14%             | 2030-12-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE MORTGAGE TR                      | Blackstone Mortgage Trust Inc                                                  | CUSIP: 09257WAF7<br>LEI: 549300OLDJ20R2Y2UW20 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51930.95     | 0.02%             | 2029-12-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA SECURED FIN                    | Virgin Media Secured Finance PLC                                               | CUSIP: 92769XAP0<br>LEI: 213800X3RLP4NOTPY579 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $192562.70    | 0.07%             | 2029-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Government National Mortgage Association                                       | CUSIP: 38382VAW9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1171815 | PA      | $184578.06    | 0.07%             | 2051-06-20      | Floating      | 1.87%                 | No            |                  2 | On Loan: No      |
| SCOTTS MIRACLE-GRO CO                       | Scotts Miracle-Gro Co/The                                                      | CUSIP: 810186AX4<br>LEI: 2TH9E0JTOUXOEGI2R879 | Long             | DBT              | CORP              | US        |    150000 | PA      | $131370.18    | 0.05%             | 2031-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LAMAR MEDIA CORP                            | Lamar Media Corp                                                               | CUSIP: 513075BW0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $291277.92    | 0.10%             | 2029-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SUBWAY FUNDING LLC                          | Subway Funding LLC                                                             | CUSIP: 864300AJ7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    403988 | PA      | $400461.74    | 0.14%             | 2054-07-30      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Trust                  | GLS Auto Receivables Issuer Trust 2024-3                                       | CUSIP: 37989AAL8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    660000 | PA      | $661975.12    | 0.24%             | 2031-02-18      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                            | Connecticut Avenue Securities Trust 2024-R03                                   | CUSIP: 207941AB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $199999.72    | 0.07%             | 2044-03-25      | Floating      | 6.30%                 | No            |                  2 | On Loan: No      |
| WASTE PRO USA INC                           | Waste Pro USA Inc                                                              | CUSIP: 94107JAC7<br>LEI: 549300BY1QXU5BI3UF28 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51014.05     | 0.02%             | 2033-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| PBF HOLDING CO LLC                          | PBF Holding Co LLC / PBF Finance Corp                                          | CUSIP: 69318FAM0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     55000 | PA      | $48410.82     | 0.02%             | 2030-03-15      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| MATADOR RESOURCES CO                        | Matador Resources Co                                                           | CUSIP: 576485AF3<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149166.15    | 0.05%             | 2028-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Bank                                        | BANK 2020-BNK25                                                                | CUSIP: 06539WBG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    575000 | PA      | $490194.75    | 0.17%             | 2063-01-15      | Variable      | 3.46%                 | No            |                  2 | On Loan: No      |
| PARKLAND CORP                               | Parkland Corp                                                                  | CUSIP: 70137WAL2<br>LEI: 549300UY5C6HUV0XLS53 | Long             | DBT              | CORP              | CA        |    500000 | PA      | $470611.75    | 0.17%             | 2030-05-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ADVANCED DRAINAGE SYSTEM                    | Advanced Drainage Systems Inc                                                  | CUSIP: 00790RAB0<br>LEI: 6QQTOZ5MF5DHM7K92I60 | Long             | DBT              | CORP              | US        |    300000 | PA      | $304627.50    | 0.11%             | 2030-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| DT MIDSTREAM INC                            | DT Midstream Inc                                                               | CUSIP: 23345MAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $184207.65    | 0.07%             | 2031-06-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| STUDIO CITY FINANCE LTD                     | Studio City Finance Ltd                                                        | CUSIP: 86389QAG7<br>LEI: 254900D6R731QAUIG324 | Long             | DBT              | CORP              | VG        |    490000 | PA      | $430258.83    | 0.15%             | 2029-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VAREX IMAGING CORPORATIO                    | Varex Imaging Corp                                                             | CUSIP: 92214XAC0<br>LEI: 549300CWYWPVCT8E9W67 | Long             | DBT              | CORP              | US        |    400000 | PA      | $383901.40    | 0.14%             | 2027-10-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| PAPA JOHN'S INTERNATIONA                    | Papa John's International Inc                                                  | CUSIP: 698813AA0<br>LEI: HZYLD3DK5XOX0WBVNB56 | Long             | DBT              | CORP              | US        |    100000 | PA      | $92054.06     | 0.03%             | 2029-09-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| TALOS PRODUCTION INC                        | Talos Production Inc                                                           | CUSIP: 87485LAD6<br>LEI: 549300GZ2DZZE2Y8TX15 | Long             | DBT              | CORP              | US        |    140000 | PA      | $134209.52    | 0.05%             | 2029-02-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| RHP HOTEL PPTY/RHP FINAN                    | RHP Hotel Properties LP / RHP Finance Corp                                     | CUSIP: 749571AK1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $49833.14     | 0.02%             | 2032-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| KEYCORP                                     | KeyCorp                                                                        | CUSIP: 49326EEP4<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |    320000 | PA      | $335209.03    | 0.12%             | 2035-03-06      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                           | Newell Brands Inc                                                              | CUSIP: 651229BE5<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |    115000 | PA      | $103095.21    | 0.04%             | 2032-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac REMICS                                                             | CUSIP: 3137HB5E0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    362244 | PA      | $312377.06    | 0.11%             | 2053-12-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PetSmart LLC                                | PETSMART 02/11/2028                                                            | CUSIP: 71677HAL9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    199483 | PA      | $196116.92    | 0.07%             | 2028-02-14      | Floating      | 8.18%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                         | Sirius XM Radio LLC                                                            | CUSIP: 82967NBA5<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |    400000 | PA      | $395190.04    | 0.14%             | 2027-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES/SKYMILES                    | Delta Air Lines Inc / SkyMiles IP Ltd                                          | CUSIP: 830867AB3<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |   1055000 | PA      | $1048617.81   | 0.37%             | 2028-10-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ALPHA GENERATION LLC                        | Alpha Generation LLC                                                           | CUSIP: 02073LAA9<br>LEI: 254900K5V62L4YGVKF49 | Long             | DBT              | CORP              | US        |    225000 | PA      | $229300.20    | 0.08%             | 2032-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Great Outdoors Group LLC                    | GREAT OUTDOORS G 01/16/32                                                      | CUSIP: 07014QAP6<br>LEI: 549300IYLDI2E8I2AU46 | Long             | LON              | CORP              | US        |    498750 | PA      | $486281.25    | 0.17%             | 2032-01-23      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| BLACKROCK TREASURY TRUST                    | BLACKROCK TREASURY TRUST                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | RF                | US        |   2764347 | NS      | $2764347.23   | 0.98%             |  |  |  | No            |                  1 | On Loan: No      |
| FRONTIER COMMUNICATIONS                     | Frontier Communications Holdings LLC                                           | CUSIP: 35906ABE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $299660.69    | 0.11%             | 2027-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Great Lakes CLO Ltd                         | Great Lakes CLO 2019-1 Ltd                                                     | CUSIP: 390578AT9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    515000 | PA      | $510976.31    | 0.18%             | 2037-04-15      | Floating      | 5.79%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                | Barclays PLC                                                                   | CUSIP: 06738ECV5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    475000 | PA      | $460949.37    | 0.16%             | 2035-09-10      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| MILEAGE PLUS HLDINGS LLC                    | Mileage Plus Holdings LLC / Mileage Plus Intellectual Property Assets Ltd      | CUSIP: 599191AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    218250 | PA      | $218934.00    | 0.08%             | 2027-06-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Government National Mortgage Association                                       | CUSIP: 38383XXB5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    609808 | PA      | $672708.52    | 0.24%             | 2051-09-20      | Variable      | 7.03%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                    | Lloyds Banking Group PLC                                                       | CUSIP: 53944YAB9<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    590000 | PA      | $588103.35    | 0.21%             | 2026-03-24      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                | Barclays PLC                                                                   | CUSIP: 06738EBT1<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    810000 | PA      | $725989.07    | 0.26%             | N/A             | Fixed         | 4.38%                 | No            |                  2 | On Loan: —       |
| TENNECO INC                                 | Tenneco Inc                                                                    | CUSIP: 880349AU9<br>LEI: 549300U0EXXFAQFAD785 | Long             | DBT              | CORP              | US        |    250000 | PA      | $238828.45    | 0.08%             | 2028-11-17      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Agate Bay Mortgage Loan Trust               | Agate Bay Mortgage Trust 2015-5                                                | CUSIP: 00842BAV9<br>LEI: 549300RM62GNIVQ1WJ04 | Long             | ABS-MBS          | CORP              | US        |    150541 | PA      | $123092.66    | 0.04%             | 2045-07-25      | Variable      | 3.57%                 | No            |                  2 | On Loan: No      |
| CLEARWAY ENERGY OP LLC                      | Clearway Energy Operating LLC                                                  | CUSIP: 18539UAC9<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |    425000 | PA      | $415352.71    | 0.15%             | 2028-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                                               | CUSIP: 3132DWDU4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    236530 | PA      | $220849.50    | 0.08%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                       | Quikrete Holdings Inc                                                          | CUSIP: 74843PAB6<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |     85000 | PA      | $85317.97     | 0.03%             | 2033-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| EFESTO BIDCO SPA/US LLC                     | Efesto Bidco S.p.A Efesto US LLC                                               | CUSIP: 28201XAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | IT        |     80000 | PA      | $79368.80     | 0.03%             | 2032-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Ally Bank Auto Credit-Linked N              | Ally Bank Auto Credit-Linked Notes Series 2024-B                               | CUSIP: 02007G4H3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    644350 | PA      | $643322.02    | 0.23%             | 2032-09-15      | Fixed         | 11.39%                | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                                               | CUSIP: 3132DWE66<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1451217 | PA      | $1390459.79   | 0.49%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                           | Newell Brands Inc                                                              | CUSIP: 651229BF2<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |     70000 | PA      | $63720.59     | 0.02%             | 2030-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| TALLGRASS NRG PRTNR/FIN                     | Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp                   | CUSIP: 87470LAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    600000 | PA      | $583340.82    | 0.21%             | 2028-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES/SKYMILES                    | Delta Air Lines Inc / SkyMiles IP Ltd                                          | CUSIP: 830867AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |     58750 | PA      | $58210.44     | 0.02%             | 2025-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Government National Mortgage Association                                       | CUSIP: 38385B3C2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    989933 | PA      | $621351.28    | 0.22%             | 2052-08-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| YUM! BRANDS INC                             | Yum! Brands Inc                                                                | CUSIP: 988498AR2<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98269.10     | 0.03%             | 2032-04-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                    | Benchmark 2019-B9 Mortgage Trust                                               | CUSIP: 08160JAK3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1050000 | PA      | $916440.95    | 0.33%             | 2052-03-15      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                                               | CUSIP: 3132DUQT7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    378277 | PA      | $377734.59    | 0.13%             | 2054-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust/F              | Ford Credit Auto Owner Trust 2023-REV1                                         | CUSIP: 34535QAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    425000 | PA      | $436359.83    | 0.16%             | 2035-08-15      | Fixed         | 6.26%                 | No            |                  2 | On Loan: No      |
| NINE ENERGY SERVICE INC                     | Nine Energy Service Inc                                                        | CUSIP: 65441VAE1<br>LEI: 549300KRLJCZBPZMKT65 | Long             | DBT              | CORP              | US        |    110000 | PA      | $64608.50     | 0.02%             | 2028-02-01      | Fixed         | 13.00%                | No            |                  2 | On Loan: No      |
| IAMGOLD CORP                                | IAMGOLD Corp                                                                   | CUSIP: 450913AF5<br>LEI: 254900E7II30XAB9LA72 | Long             | DBT              | CORP              | CA        |    250000 | PA      | $247654.45    | 0.09%             | 2028-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                               | Citigroup Inc                                                                  | CUSIP: 172967NE7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    560000 | PA      | $482637.98    | 0.17%             | 2032-11-03      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                            | CSC Holdings LLC                                                               | CUSIP: 126307BA4<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    200000 | PA      | $100307.88    | 0.04%             | 2030-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Government National Mortgage Association                                       | CUSIP: 38382CDW8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1257327 | PA      | $11491.34     | 0.00%             | 2050-01-20      | Floating      | 0.01%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Government National Mortgage Association                                       | CUSIP: 38384A3B7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    790175 | PA      | $126282.29    | 0.04%             | 2050-09-20      | Floating      | 2.30%                 | No            |                  2 | On Loan: No      |
| UNITI GROUP/CSL CAPITAL                     | Uniti Group LP / Uniti Group Finance 2019 Inc / CSL Capital LLC                | CUSIP: 91327BAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $191413.36    | 0.07%             | 2028-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ANTERO MIDSTREAM PART/FI                    | Antero Midstream Partners LP / Antero Midstream Finance Corp                   | CUSIP: 03690AAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $298201.38    | 0.11%             | 2028-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                       | Quikrete Holdings Inc                                                          | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |    315000 | PA      | $316775.31    | 0.11%             | 2032-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                    | Celanese US Holdings LLC                                                       | CUSIP: 15089QAW4<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101094.34    | 0.04%             | 2028-11-15      | Variable      | 6.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                | CUSIP: 3140XTCZ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1670398 | PA      | $1332897.99   | 0.47%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CHURCHILL DOWNS INC                         | Churchill Downs Inc                                                            | CUSIP: 12511VAA6<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |    375000 | PA      | $366742.65    | 0.13%             | 2030-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| Golub Capital Partners CLO Ltd              | Golub Capital Partners CLO 78M                                                 | CUSIP: 381934AC2<br>LEI: 254900PSE4IZIZUH7U62 | Long             | ABS-CBDO         | CORP              | US        |    600000 | PA      | $592270.80    | 0.21%             | 2039-04-21      | Floating      | 5.69%                 | No            |                  2 | On Loan: No      |
| SAKS GLOBAL ENTERPRISES                     | Saks Global Enterprises LLC                                                    | CUSIP: 79380MAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    675000 | PA      | $409412.73    | 0.15%             | 2029-12-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| BELRON UK FINANCE PLC                       | Belron UK Finance PLC                                                          | CUSIP: 080782AA3<br>LEI: 9845006BC9D1A77B8178 | Long             | DBT              | CORP              | GB        |    115000 | PA      | $114853.54    | 0.04%             | 2029-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                             | United States Treasury Note/Bond                                               | CUSIP: 912810UG1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3605000 | PA      | $3567260.16   | 1.27%             | 2055-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae REMICS                                                              | CUSIP: 3136BFES8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    689061 | PA      | $142986.90    | 0.05%             | 2051-03-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ARTERA SERVICES LLC                         | Artera Services LLC                                                            | CUSIP: 04302XAA2<br>LEI: 549300J2G34D0WX8Z443 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94877.52     | 0.03%             | 2031-02-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                        | Colombia Government International Bond                                         | CUSIP: 195325EG6<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    660000 | PA      | $642485.75    | 0.23%             | 2034-02-02      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                    | Alexandria Real Estate Equities Inc                                            | CUSIP: 015271AR0<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |    360000 | PA      | $326932.29    | 0.12%             | 2031-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| BALTIMORE GAS & ELECTRIC                    | Baltimore Gas and Electric Co                                                  | CUSIP: 059165EP1<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |    720000 | PA      | $595186.07    | 0.21%             | 2052-06-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac REMICS                                                             | CUSIP: 3137HKWJ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    590000 | PA      | $585360.36    | 0.21%             | 2055-04-25      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                              | Morgan Stanley                                                                 | CUSIP: 61747YEF8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $875946.93    | 0.31%             | 2036-09-16      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| ENPRO INC                                   | Enpro Inc                                                                      | CUSIP: 29355XAG2<br>LEI: 549300Y5CFT2LKCFDN54 | Long             | DBT              | CORP              | US        |    500000 | PA      | $497505.59    | 0.18%             | 2026-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC                        | LifePoint Health Inc                                                           | CUSIP: 53219LAX7<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |    120000 | PA      | $116400.00    | 0.04%             | 2032-06-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Government National Mortgage Association                                       | CUSIP: 38382XY58<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    935744 | PA      | $37644.12     | 0.01%             | 2051-09-20      | Floating      | 0.01%                 | No            |                  2 | On Loan: No      |
| CALI Mortgage Trust 2019-101C               | CALI Mortgage Trust 2019-101C                                                  | CUSIP: 129890AG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1110000 | PA      | $984032.54    | 0.35%             | 2039-03-10      | Fixed         | 4.16%                 | No            |                  2 | On Loan: No      |
| NOVA CHEMICALS CORP                         | NOVA Chemicals Corp                                                            | CUSIP: 66977WAT6<br>LEI: 549300ZOD6N7RI2FJP09 | Long             | DBT              | CORP              | CA        |    300000 | PA      | $316177.20    | 0.11%             | 2028-11-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                          | Ally Financial Inc                                                             | CUSIP: 02005NBT6<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    465000 | PA      | $483024.91    | 0.17%             | 2029-06-13      | Fixed         | 6.99%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                            | Deutsche Bank AG/New York NY                                                   | CUSIP: 251526CF4<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    570000 | PA      | $513510.02    | 0.18%             | 2032-01-14      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                | CUSIP: 3140XM3V6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    191854 | PA      | $196204.91    | 0.07%             | 2053-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CENTRAL GARDEN & PET CO                     | Central Garden & Pet Co                                                        | CUSIP: 153527AM8<br>LEI: 5493004DVZLD37DJ0H83 | Long             | DBT              | CORP              | US        |    450000 | PA      | $444839.18    | 0.16%             | 2028-02-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Bank                                        | Bank 2019-BNK19                                                                | CUSIP: 06540WBG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    840000 | PA      | $622717.03    | 0.22%             | 2061-08-15      | Variable      | 4.16%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac REMICS                                                             | CUSIP: 3137HAZG4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    289239 | PA      | $235401.68    | 0.08%             | 2053-10-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| INVITATION HOMES OP                         | Invitation Homes Operating Partnership LP                                      | CUSIP: 46188BAA0<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |    585000 | PA      | $490344.75    | 0.17%             | 2031-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BERRY GLOBAL INC                            | Berry Global Inc                                                               | CUSIP: 085770AA3<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |    352000 | PA      | $351182.06    | 0.12%             | 2026-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CVS PASS-THROUGH TRUST                      | CVS Pass-Through Trust                                                         | CUSIP: 126650BY5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    110924 | PA      | $111979.00    | 0.04%             | 2034-01-10      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK AUST                      | Commonwealth Bank of Australia                                                 | CUSIP: 202712BX2<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |    490000 | PA      | $473879.15    | 0.17%             | 2046-03-14      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP INC                      | Cloud Software Group Inc                                                       | CUSIP: 88632QAE3<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |    500000 | PA      | $500179.44    | 0.18%             | 2029-03-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CFCRE Commercial Mortgage Trus              | CFCRE Commercial Mortgage Trust 2016-C4                                        | CUSIP: 12531YAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    617007 | PA      | $584861.12    | 0.21%             | 2058-05-10      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                    | Ford Motor Credit Co LLC                                                       | CUSIP: 345397A86<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    760000 | PA      | $728833.33    | 0.26%             | 2027-08-17      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| LCPR SR SECURED FIN DAC                     | LCPR Senior Secured Financing DAC                                              | CUSIP: 50201DAA1<br>LEI: 549300LE5FM8IKMXSP90 | Long             | DBT              | CORP              | IE        |    200000 | PA      | $164384.26    | 0.06%             | 2027-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| LIGHTNING POWER LLC                         | Lightning Power LLC                                                            | CUSIP: 53229KAA7<br>LEI: 254900BWCHJ03XRL8K59 | Long             | DBT              | CORP              | US        |    400000 | PA      | $414412.53    | 0.15%             | 2032-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC                        | LifePoint Health Inc                                                           | CUSIP: 53219LAW9<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |    250000 | PA      | $273661.50    | 0.10%             | 2030-10-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| TRINET GROUP INC                            | TriNet Group Inc                                                               | CUSIP: 896288AA5<br>LEI: 5299003FJVBETSFKE990 | Long             | DBT              | CORP              | US        |    200000 | PA      | $182427.18    | 0.06%             | 2029-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-06-23

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

**Signature:** Adefolahan Oyefeso

**Name of Signer:** Adefolahan Oyefeso

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