# EDGAR Filing Document

**Accession Number:** 0001501825
**File Stem:** 0001752724-23-073982
**Filing Date:** 2023-3
**Character Count:** 144830
**Document Hash:** 335fcacd0be80f43bfacaeee53501fe5
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-073982.hdr.sgml**: 20230330

**ACCESSION NUMBER**: 0001752724-23-073982

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20230131

**FILED AS OF DATE**: 20230330

**DATE AS OF CHANGE**: 20230330

**PERIOD START**: 20230731

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Hartford Funds Exchange-Traded Trust
- **CENTRAL INDEX KEY:** 0001501825
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** DE

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-23222
- **FILM NUMBER:** 23778828

**BUSINESS ADDRESS:**
- **STREET 1:** 690 LEE ROAD
- **CITY:** WAYNE
- **STATE:** PA
- **ZIP:** 19087
- **BUSINESS PHONE:** 610-386-4068

**MAIL ADDRESS:**
- **STREET 1:** 690 LEE ROAD
- **CITY:** WAYNE
- **STATE:** PA
- **ZIP:** 19087

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** Hartford Active Exchange-Traded Fund Trust
- **DATE OF NAME CHANGE:** 20100921

## Series and Classes Contracts Data

### Hartford Sustainable Income ETF (Series ID: S000073404)

| Class ID   | Class Name                      | Ticker Symbol   |
|:---|:---|:---|
| C000230284 | Hartford Sustainable Income ETF | HSUN            |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Hartford Funds Exchange-Traded Trust

- **b. Investment Company Act file number:** 811-23222

- **c. CIK number of Registrant:** 0001501825

- **d. LEI of Registrant:** 549300IA3XO4BB2LUL19

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

  - **Street Address 1:** 690 LEE ROAD

  - **City:** WAYNE

  - **State:** PA

  - **Foreign country:** US

  - **Zip / Postal Code:** 19087

  - **Telephone number:** 610-386-4068

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

- **a. Name of Series:** Hartford Sustainable Income ETF

- **b. EDGAR series identifier (if any):** S000073404

- **c. LEI of Series:** 5493008HCG7WQT8RZC73

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

- **a. Date of fiscal year-end:** 2023-07-31

- **b. Date as of which information is reported:** 2023-01-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $52866473.23

**Total Liabilities:** $5694818.79

**Net Assets:** $47171654.44

**Delayed Delivery Securities:** $245000.00

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -7.39000000 | **1-Year:** -231.83000000 | **5-Year:** -722.91000000 | **10-Year:** -1264.71000000 | **30-Year:** -1070.16000000

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

- **3-Month:** -42.24000000 | **1-Year:** -1936.30000000 | **5-Year:** -7358.15000000 | **10-Year:** -2755.27000000 | **30-Year:** -1009.70000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000230284 | 4.46%                | 1.15%                | 3.43%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-214288.79              | $2331459.82                                |
| Month 2  | $-55282.33               | $654860.65                                 |
| Month 3  | $76581.40                | $1421707.13                                |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| United States Treasury                           | United States Treasury Note/Bond                                                                              | CUSIP: 912810TL2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     755000 | PA      | $801125.78    | 1.70%             | 2052-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Republic of Colombia                             | Colombia Government International Bond                                                                        | CUSIP: 195325CU7<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     440000 | PA      | $308292.04    | 0.65%             | 2045-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LCH Limited                                      | Long: B9D0UTL09 IRS USD R V 12MSOFR 99D0UTL17 CCPOIS / Short: B9D0UTL09 IRS USD P F  2.88000 99D0UTL09 CCPOIS | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     190000 | OU      | $3711.51      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                           | United States Treasury Inflation Indexed Bonds                                                                | CUSIP: 912810TE8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     122992 | PA      | $84487.68     | 0.18%             | 2052-02-15      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | PURCHASED USD / SOLD GBP                                                                                      | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |          1 | NC      | $-1312.11     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DISH NETWORK CORP                                | DISH Network Corp                                                                                             | CUSIP: 25470MAG4<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |      15000 | PA      | $15589.50     | 0.03%             | 2027-11-15      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| ROMANIA                                          | Romanian Government International Bond                                                                        | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     354000 | PA      | $228888.10    | 0.49%             | 2042-04-13      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | United States Treasury Note/Bond                                                                              | CUSIP: 91282CEV9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1000000 | PA      | $978632.81    | 2.07%             | 2029-06-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BONOS TESORERIA PESOS                            | Bonos de la Tesoreria de la Republica en pesos                                                                | CUSIP: 000000000<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |   85000000 | PA      | $101061.36    | 0.21%             | 2030-09-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | United States Treasury Inflation Indexed Bonds                                                                | CUSIP: 912810SM1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     202654 | PA      | $145908.54    | 0.31%             | 2050-02-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| IHS HOLDING LTD                                  | IHS Holding Ltd                                                                                               | CUSIP: 44963HAB1<br>LEI: 213800CLGMKL63VKTD94 | Long             | DBT              | CORP              | KY        |     200000 | PA      | $163416.00    | 0.35%             | 2028-11-29      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BX Trust                                         | BX Trust 2022-PSB                                                                                             | CUSIP: 05606DAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      19771 | PA      | $19870.08     | 0.04%             | 2039-08-15      | Floating      | 8.18%                 | No            |                  2 | On Loan: No      |
| VTR FINANCE BV                                   | VTR Finance NV                                                                                                | CUSIP: 000000000<br>LEI: 213800F4XI4RJB82XM19 | Long             | DBT              | CORP              | NL        |     200000 | PA      | $82440.00     | 0.17%             | 2028-07-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Installed Building Products, Inc.                | Installed Building Products, Inc. 2021 Term Loan B                                                            | CUSIP: 45780YAW6<br>LEI: 549300I95Y9P9YM5FI86 | Long             | LON              | CORP              | US        |     113850 | PA      | $112796.89    | 0.24%             | 2028-12-14      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| SHOPIFY INC                                      | Shopify Inc                                                                                                   | CUSIP: 82509LAA5<br>LEI: 549300HGQ43STJLLP808 | Long             | DBT              | CORP              | CA        |      40000 | PA      | $35060.00     | 0.07%             | 2025-11-01      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                 | Fannie Mae Connecticut Avenue Securities                                                                      | CUSIP: 30711XGQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      65000 | PA      | $71700.88     | 0.15%             | 2029-09-25      | Floating      | 10.01%                | No            |                  2 | On Loan: No      |
| HUNGARY                                          | Hungary Government International Bond                                                                         | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |     150000 | PA      | $123488.44    | 0.26%             | 2032-04-28      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| FS LUXEMBOURG SARL                               | FS Luxembourg Sarl                                                                                            | CUSIP: 000000000<br>LEI: 222100EKR3JUJPGGOY81 | Long             | DBT              | CORP              | LU        |     200000 | PA      | $201991.07    | 0.43%             | 2025-12-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                 | Fannie Mae Connecticut Avenue Securities                                                                      | CUSIP: 20753DAB4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      85000 | PA      | $88473.31     | 0.19%             | 2042-09-25      | Floating      | 9.06%                 | No            |                  2 | On Loan: No      |
| MERCADOLIBRE INC                                 | MercadoLibre Inc                                                                                              | CUSIP: 58733RAD4<br>LEI: 549300DKPDN9M5S8GB14 | Long             | DBT              | CORP              | US        |      25000 | PA      | $68250.00     | 0.14%             | 2028-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | United States Treasury Inflation Indexed Bonds                                                                | CUSIP: 9128287D6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     762361 | PA      | $713135.16    | 1.51%             | 2029-07-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| IVORY COAST                                      | Ivory Coast Government International Bond                                                                     | CUSIP: 000000000<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |     200000 | PA      | $182456.38    | 0.39%             | 2031-10-17      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                 | Fannie Mae Connecticut Avenue Securities                                                                      | CUSIP: 20755DAF3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     155000 | PA      | $158487.50    | 0.34%             | 2042-07-25      | Floating      | 9.91%                 | No            |                  2 | On Loan: No      |
| Medline Borrower, LP                             | Medline Borrower, LP USD Term Loan B                                                                          | CUSIP: 58503UAC7<br>LEI: 254900QT3R363TVK6F09 | Long             | LON              | CORP              | US        |      99250 | PA      | $96258.61     | 0.20%             | 2028-10-23      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| SPECIALTY BUILDING PRODU                         | Specialty Building Products Holdings LLC / SBP Finance Corp                                                   | CUSIP: 84749AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     115000 | PA      | $103451.70    | 0.22%             | 2026-09-30      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| MTN MAURITIUS INVSTMENTS                         | MTN Mauritius Investments Ltd                                                                                 | CUSIP: 000000000<br>LEI: 2549009PQD415OQIR074 | Long             | DBT              | CORP              | MU        |     200000 | PA      | $203000.00    | 0.43%             | 2026-10-13      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| TELECOM ARGENTINA SA                             | Telecom Argentina SA                                                                                          | CUSIP: 000000000<br>LEI: 549300MKPIRSJD8SB782 | Long             | DBT              | CORP              | AR        |     170000 | PA      | $161069.05    | 0.34%             | 2026-07-18      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                           | US 10YR ULTRA FUT MAR23                                                                                       | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         11 | NC      | $1712.15      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                           | United States Treasury Note/Bond - WI Reopening                                                               | CUSIP: 912810TM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     845000 | PA      | $869821.88    | 1.84%             | 2042-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| XEROX HOLDINGS CORP                              | Xerox Holdings Corp                                                                                           | CUSIP: 98421MAA4<br>LEI: 5493000Y33XDVO2CXC18 | Long             | DBT              | CORP              | US        |     105000 | PA      | $97670.79     | 0.21%             | 2025-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                              | Freddie Mac STACR REMIC Trust 2022-DNA3                                                                       | CUSIP: 35564KVE6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      65000 | PA      | $64513.20     | 0.14%             | 2042-04-25      | Floating      | 8.66%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                          | HCA Inc                                                                                                       | CUSIP: 197677AH0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      10000 | PA      | $11077.54     | 0.02%             | 2095-11-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | United States Treasury Inflation Indexed Bonds                                                                | CUSIP: 91282CGK1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1519210 | PA      | $1497222.60   | 3.17%             | 2033-01-15      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA                         | Cooperatieve Rabobank UA                                                                                      | CUSIP: 000000000<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |     200000 | PA      | $200165.51    | 0.42%             | 2027-06-29      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ENERGO PRO AS                                    | Energo-Pro AS                                                                                                 | CUSIP: 000000000<br>LEI: 315700IQCL9IX158RO36 | Long             | DBT              | CORP              | CZ        |     215000 | PA      | $204250.00    | 0.43%             | 2027-02-04      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                         | European Investment Bank                                                                                      | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |    2000000 | PA      | $61137.84     | 0.13%             | 2023-12-06      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Ball Corp                                        | Ball Corp                                                                                                     | CUSIP: 058498AT3<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |      90000 | PA      | $89559.90     | 0.19%             | 2025-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MIDDLEBY CORP                                    | Middleby Corp/The                                                                                             | CUSIP: 596278AB7<br>LEI: JDFO86U9VQRBKW5KYA35 | Long             | DBT              | CORP              | US        |      86000 | PA      | $112187.00    | 0.24%             | 2025-09-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| ETSY INC                                         | Etsy Inc                                                                                                      | CUSIP: 29786AAJ5<br>LEI: 54930089Q7XT501AEA40 | Long             | DBT              | CORP              | US        |      22000 | PA      | $37697.00     | 0.08%             | 2026-10-01      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| XEROX HOLDINGS CORP                              | Xerox Holdings Corp                                                                                           | CUSIP: 98421MAB2<br>LEI: 5493000Y33XDVO2CXC18 | Long             | DBT              | CORP              | US        |      50000 | PA      | $42406.25     | 0.09%             | 2028-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                               | Ukraine Government International Bond                                                                         | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     100000 | PA      | $21987.50     | 0.05%             | 2029-09-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Pretium Mortgage Credit Partners LLC             | Pretium Mortgage Credit Partners LLC                                                                          | CUSIP: 69362NAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     100000 | PA      | $90944.13     | 0.19%             | 2052-01-25      | Variable      | 5.44%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                    | Carnival Corp                                                                                                 | CUSIP: 143658BS0<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |      25000 | PA      | $24062.50     | 0.05%             | 2030-06-01      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND                           | Republic of Poland Government Bond                                                                            | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     500000 | PA      | $105591.78    | 0.22%             | 2027-05-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                 | Connecticut Avenue Securities Trust 2019-R01                                                                  | CUSIP: 20754FAL6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     200000 | PA      | $207626.00    | 0.44%             | 2031-07-25      | Floating      | 8.86%                 | No            |                  2 | On Loan: No      |
| STONECO LTD                                      | StoneCo Ltd                                                                                                   | CUSIP: 000000000<br>LEI: 549300O1A9LEF0XZCR35 | Long             | DBT              | CORP              | KY        |     250000 | PA      | $189625.00    | 0.40%             | 2028-06-16      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| KWG GROUP HOLDINGS                               | KWG Group Holdings Ltd                                                                                        | CUSIP: 000000000<br>LEI: 549300LK82ZOM9ZE7H90 | Long             | DBT              | CORP              | KY        |     400000 | PA      | $148000.00    | 0.31%             | 2026-08-14      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SCRIPPS ESCROW INC                               | Scripps Escrow Inc                                                                                            | CUSIP: 81104PAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     225000 | PA      | $199723.50    | 0.42%             | 2027-07-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                 | Fannie Mae Connecticut Avenue Securities                                                                      | CUSIP: 30711XNW0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     180000 | PA      | $184300.58    | 0.39%             | 2030-01-25      | Floating      | 8.11%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                           | US LONG BOND(CBT) MAR23                                                                                       | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         -3 | NC      | $-5429.26     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| OPEN TEXT CORP                                   | Open Text Corp                                                                                                | CUSIP: 683715AD8<br>LEI: 549300HP7ONDQODZJV16 | Long             | DBT              | CORP              | CA        |      15000 | PA      | $12475.88     | 0.03%             | 2029-12-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| GREENKO MAURITIUS LTD                            | Greenko Mauritius Ltd                                                                                         | CUSIP: 000000000<br>LEI: 2138005EDWGI4914B264 | Long             | DBT              | CORP              | MU        |     200000 | PA      | $199100.00    | 0.42%             | 2023-02-21      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CHROME BIDCO SASU                                | Chrome Bidco SASU                                                                                             | CUSIP: 000000000<br>LEI: 9845000C1FYE89DC8677 | Long             | DBT              | CORP              | FR        |     145000 | PA      | $130501.39    | 0.28%             | 2028-05-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa                         | Republic of South Africa Government International Bond                                                        | CUSIP: 836205AP9<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     100000 | PA      | $88146.80     | 0.19%             | 2041-03-08      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MICHAELS COS INC/THE                             | Michaels Cos Inc/The                                                                                          | CUSIP: 55916AAA2<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |     110000 | PA      | $91730.10     | 0.19%             | 2028-05-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CNTL AMR BOTTLING CORP                           | Central American Bottling Corp / CBC Bottling Holdco SL / Beliv Holdco SL                                     | CUSIP: 15239XAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | VG        |     216000 | PA      | $207422.64    | 0.44%             | 2029-04-27      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                           | US ULTRA BOND CBT MAR23                                                                                       | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |          9 | NC      | $53853.82     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| ADVANCED DRAINAGE SYSTEM                         | Advanced Drainage Systems Inc                                                                                 | CUSIP: 00790RAB0<br>LEI: 6QQTOZ5MF5DHM7K92I60 | Long             | DBT              | CORP              | US        |      30000 | PA      | $29807.61     | 0.06%             | 2030-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| NEXI SPA                                         | Nexi SpA                                                                                                      | CUSIP: 000000000<br>LEI: 5493000P70CQRQG8SN85 | Long             | DBT              | CORP              | IT        |     100000 | PA      | $94837.28     | 0.20%             | 2027-04-24      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                              | Medline Borrower LP                                                                                           | CUSIP: 62482BAA0<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |     220000 | PA      | $187671.00    | 0.40%             | 2029-04-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                    | Carnival Corp                                                                                                 | CUSIP: 143658BR2<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |      60000 | PA      | $47400.00     | 0.10%             | 2029-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                          | HCA Inc                                                                                                       | CUSIP: 404121AH8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      50000 | PA      | $50242.90     | 0.11%             | 2026-09-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| INSTITUTO COSTARRICENSE                          | Instituto Costarricense de Electricidad                                                                       | CUSIP: 45777VAE7<br>LEI: 5493009VA6AFUB2Q0289 | Long             | DBT              | CORP              | CR        |     200000 | PA      | $193600.00    | 0.41%             | 2031-10-07      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| COUNTRY GARDEN HLDGS                             | Country Garden Holdings Co Ltd                                                                                | CUSIP: 000000000<br>LEI: 549300MGHLPT1EFHGF84 | Long             | DBT              | CORP              | KY        |     200000 | PA      | $134009.36    | 0.28%             | 2027-01-14      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                 | Connecticut Avenue Securities Trust 2019-R07                                                                  | CUSIP: 20753WAE6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     230000 | PA      | $227557.40    | 0.48%             | 2039-10-25      | Floating      | 7.91%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                 | Connecticut Avenue Securities Trust 2019-R05                                                                  | CUSIP: 20754HAD0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     167694 | PA      | $170116.22    | 0.36%             | 2039-07-25      | Floating      | 8.61%                 | No            |                  2 | On Loan: No      |
| The Montreal Exchange / Bourse De Montreal       | CAN 10YR BOND FUT MAR23                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CA        |        -22 | NC      | $-18009.69    | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| IQVIA Inc.                                       | IQVIA Inc. 2018 USD Term Loan B3                                                                              | CUSIP: 44969CBJ8<br>LEI: 549300PLWY28YB00C717 | Long             | LON              | CORP              | US        |     250000 | PA      | $249610.00    | 0.53%             | 2025-06-11      | Floating      | 6.48%                 | No            |                  2 | On Loan: No      |
| IQVIA Inc                                        | IQVIA Inc                                                                                                     | CUSIP: 46266TAA6<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |     200000 | PA      | $193985.41    | 0.41%             | 2027-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CATALENT PHARMA SOLUTION                         | Catalent Pharma Solutions Inc                                                                                 | CUSIP: 000000000<br>LEI: 549300HALRZ339MSTH85 | Long             | DBT              | CORP              | US        |     100000 | PA      | $89870.63     | 0.19%             | 2028-03-01      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| First Student Bidco Inc                          | First Student Bidco Inc Term Loan C                                                                           | CUSIP: 33718FAB6<br>LEI: 2549006DRO2F06AA1391 | Long             | LON              | CORP              | US        |      53922 | PA      | $50843.73     | 0.11%             | 2028-07-21      | Floating      | 7.73%                 | No            |                  2 | On Loan: No      |
| PRESTIGE BRANDS INC                              | Prestige Brands Inc                                                                                           | CUSIP: 74112BAL9<br>LEI: 549300JBVP4J6D42I235 | Long             | DBT              | CORP              | US        |     145000 | PA      | $138511.25    | 0.29%             | 2028-01-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| ZORLU YENILENEBILIR                              | Zorlu Yenilenebilir Enerji AS                                                                                 | CUSIP: 000000000<br>LEI: 7890003XL281DFSLEQ74 | Long             | DBT              | CORP              | TR        |     400000 | PA      | $332508.00    | 0.70%             | 2026-06-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| MCAFEE CORP                                      | McAfee Corp                                                                                                   | CUSIP: 579063AB4<br>LEI: 2549009UKR8UEZYVCR93 | Long             | DBT              | CORP              | US        |      68000 | PA      | $56702.78     | 0.12%             | 2030-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| LOXAM SAS                                        | Loxam SAS                                                                                                     | CUSIP: 000000000<br>LEI: 969500BNA2YRNE1R5K91 | Long             | DBT              | CORP              | FR        |     200000 | PA      | $208065.88    | 0.44%             | 2025-01-14      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Avantor Funding, Inc.                            | Avantor Funding, Inc. 2021 Term Loan B5                                                                       | CUSIP: 05350NAL8<br>LEI: 5493003VM0XB4U8YD238 | Long             | LON              | CORP              | US        |     187010 | PA      | $186800.92    | 0.40%             | 2027-11-08      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                     | UBS Group AG                                                                                                  | CUSIP: 000000000<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     200000 | PA      | $179780.00    | 0.38%             | 2027-02-12      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| LCH Limited                                      | Long: B9D0UXBE1 IRS USD R V 12MSOFR 99D0UXBF8 CCPOIS / Short: B9D0UXBE1 IRS USD P F  2.97000 99D0UXBE1 CCPOIS | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     550000 | OU      | $1171.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| YUZHOU GROUP                                     | Yuzhou Group Holdings Co Ltd                                                                                  | CUSIP: 000000000<br>LEI: 213800MP59KHGJSPHE82 | Long             | DBT              | CORP              | KY        |     250000 | PA      | $37187.50     | 0.08%             | 2027-01-13      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ENPHASE ENERGY INC                               | Enphase Energy Inc                                                                                            | CUSIP: 29355AAK3<br>LEI: 5493008U7KIGMI59Z314 | Long             | DBT              | CORP              | US        |      18000 | PA      | $19355.15     | 0.04%             | 2028-03-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| VTR COMUNICACIONES SPA                           | VTR Comunicaciones SpA                                                                                        | CUSIP: 000000000<br>LEI: 213800XDZJKMC1AEUV94 | Long             | DBT              | CORP              | CL        |     230000 | PA      | $159362.40    | 0.34%             | 2028-01-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| AVIENT CORP                                      | Avient Corp                                                                                                   | CUSIP: 05368VAA4<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | DBT              | CORP              | US        |      65000 | PA      | $65481.18     | 0.14%             | 2030-08-01      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GHANA                                | Ghana Government International Bond                                                                           | CUSIP: 000000000<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |     200000 | PA      | $74000.00     | 0.16%             | 2027-02-11      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| McAfee, LLC                                      | McAfee, LLC 2022 USD Term Loan B                                                                              | CUSIP: 57906HAD9<br>LEI: 2549009UKR8UEZYVCR93 | Long             | LON              | CORP              | US        |     154225 | PA      | $145261.44    | 0.31%             | 2029-03-01      | Variable      | 8.42%                 | No            |                  2 | On Loan: No      |
| UNITED WHOLESALE MTGE LL                         | United Wholesale Mortgage LLC                                                                                 | CUSIP: 913229AA8<br>LEI: 549300HW662MN1WU8550 | Long             | DBT              | CORP              | US        |     200000 | PA      | $171970.00    | 0.36%             | 2029-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                         | Ford Motor Credit Co LLC                                                                                      | CUSIP: 345397C27<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     200000 | PA      | $190744.68    | 0.40%             | 2027-05-28      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Packaging Coordinators Midco, Inc.               | Packaging Coordinators Midco, Inc. 2020 1st Lien Term Loan                                                    | CUSIP: 69515EAH5<br>LEI: 549300SL20D7D39KSB12 | Long             | LON              | CORP              | US        |     138241 | PA      | $135451.49    | 0.29%             | 2027-11-30      | Floating      | 8.23%                 | No            |                  2 | On Loan: No      |
| LBM ACQUISITION LLC                              | LBM Acquisition LLC                                                                                           | CUSIP: 05552BAA4<br>LEI: 549300FAEB3VWZL4NI86 | Long             | DBT              | CORP              | US        |     148000 | PA      | $111304.88    | 0.24%             | 2029-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa                         | Republic of South Africa Government Bond                                                                      | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    1630000 | PA      | $85692.50     | 0.18%             | 2030-01-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| GRIFOLS ESCROW ISSUER                            | Grifols Escrow Issuer SA                                                                                      | CUSIP: 000000000<br>LEI: 959800HLB3PGTGSLVV62 | Long             | DBT              | CORP              | ES        |     100000 | PA      | $91996.25     | 0.20%             | 2028-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Suzano Austria GmbH                              | Suzano Austria GmbH                                                                                           | CUSIP: 000000000<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |     200000 | PA      | $208408.00    | 0.44%             | 2047-03-16      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| MATTEL INC                                       | Mattel Inc                                                                                                    | CUSIP: 577081BD3<br>LEI: 549300VELLG24KHTJ564 | Long             | DBT              | CORP              | US        |      60000 | PA      | $59850.00     | 0.13%             | 2027-12-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Republic of Sri Lanka                            | Sri Lanka Government International Bond                                                                       | CUSIP: 000000000<br>LEI: 254900HXCCIOHM74FA02 | Long             | DBT              | NUSS              | LK        |     200000 | PA      | $67872.24     | 0.14%             | 2024-03-14      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                  | Long: S9D0TL3A6 CDS EUR R F  5.00000 1 CCPITRAXX / Short: S9D0TL3A6 CDS EUR P V 03MEVENT 2 CCPITRAXX          | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    2075000 | OU      | $88687.56     | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| INVEST ENERGY RES LTD                            | Investment Energy Resources Ltd                                                                               | CUSIP: 000000000<br>LEI: 254900A71Y7WHN7L5K89 | Long             | DBT              | CORP              | BM        |     200000 | PA      | $190913.13    | 0.40%             | 2029-04-26      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BENIN INTL GOV BOND                              | Benin Government International Bond                                                                           | CUSIP: 000000000<br>LEI: 635400Q11P6AE5A5Y230 | Long             | DBT              | NUSS              | BJ        |     200000 | PA      | $170509.84    | 0.36%             | 2032-01-19      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                 | Connecticut Avenue Securities Trust 2022-R04                                                                  | CUSIP: 20753YAF9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      25000 | PA      | $25296.04     | 0.05%             | 2042-03-25      | Floating      | 9.56%                 | No            |                  2 | On Loan: No      |
| SOLAR EDGE TECHNOLOGIES                          | SolarEdge Technologies Inc                                                                                    | CUSIP: 83417MAD6<br>LEI: 5493000K6Y58XXPDF853 | Long             | DBT              | CORP              | US        |      30000 | PA      | $40275.00     | 0.09%             | 2025-09-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| RUMO LUXEMBOURG SARL                             | Rumo Luxembourg Sarl                                                                                          | CUSIP: 000000000<br>LEI: 222100HOIQFT7YOSPB46 | Long             | DBT              | CORP              | LU        |     230000 | PA      | $220846.00    | 0.47%             | 2028-01-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FRST STU BID/FRST TRANS                          | First Student Bidco Inc / First Transit Parent Inc                                                            | CUSIP: 337120AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     170000 | PA      | $141541.17    | 0.30%             | 2029-07-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Invesco CLO LTD                                  | Invesco US CLO 2023-1 Ltd                                                                                     | CUSIP: 46146KAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     250000 | PA      | $245000.00    | 0.52%             | 2035-04-22      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                              | Freddie Mac Structured Agency Credit Risk Debt Notes                                                          | CUSIP: 3137G0AD1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     138715 | PA      | $141825.02    | 0.30%             | 2023-11-25      | Floating      | 8.76%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AM                          | United Rentals North America Inc                                                                              | CUSIP: 911365BG8<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |      75000 | PA      | $72515.63     | 0.15%             | 2028-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CONSTELLIUM SE                                   | Constellium SE                                                                                                | CUSIP: 21039CAB0<br>LEI: 724500KRJEMC79KAAU28 | Long             | DBT              | CORP              | FR        |     300000 | PA      | $256442.84    | 0.54%             | 2029-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ATLANTICA JERSEY LTD                             | Atlantica Sustainable Infrastructure Jersey Ltd                                                               | CUSIP: 04916EAB0<br>LEI: 213800OA1OT1SY5CO984 | Long             | DBT              | CORP              | JE        |      37000 | PA      | $36241.50     | 0.08%             | 2025-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | United States Treasury Note/Bond                                                                              | CUSIP: 91282CFK2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     990000 | PA      | $977934.38    | 2.07%             | 2025-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                        | Block Inc                                                                                                     | CUSIP: 852234AN3<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |      45000 | PA      | $40897.80     | 0.09%             | 2026-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| FMG RESOURCES AUG 2006                           | FMG Resources August 2006 Pty Ltd                                                                             | CUSIP: 30251GBE6<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |     115000 | PA      | $112125.00    | 0.24%             | 2032-04-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                    | Carnival Corp                                                                                                 | CUSIP: 143658BU5<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |       5000 | PA      | $5570.00      | 0.01%             | 2027-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                           | US 10YR NOTE (CBT)MAR23                                                                                       | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         68 | NC      | $88072.26     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| JAPAN TREASURY DISC BILL                         | Japan Treasury Discount Bill                                                                                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | STIV             | NUSS              | JP        |  100000000 | PA      | $769225.28    | 1.63%             | 2023-04-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LAMAR MEDIA CORP                                 | Lamar Media Corp                                                                                              | CUSIP: 513075BR1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     145000 | PA      | $131462.73    | 0.28%             | 2028-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| JOLLIBEE WORLDWIDE PTE L                         | Jollibee Worldwide Pte Ltd                                                                                    | CUSIP: 000000000<br>LEI: 213800FIP2SRT2BTBR79 | Long             | DBT              | CORP              | SG        |     200000 | PA      | $186420.00    | 0.40%             | 2025-01-23      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank                            | PURCHASED USD / SOLD CAD                                                                                      | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DFE              |  | US        |          1 | NC      | $0.67         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BULGARIA                                         | Bulgaria Government International Bond                                                                        | CUSIP: 000000000<br>LEI: 529900PG0XCL4LICL838 | Long             | DBT              | NUSS              | BG        |     100000 | PA      | $60514.70     | 0.13%             | 2050-09-23      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| ADVANCED DRAINAGE SYSTEM                         | Advanced Drainage Systems Inc                                                                                 | CUSIP: 00790RAA2<br>LEI: 6QQTOZ5MF5DHM7K92I60 | Long             | DBT              | CORP              | US        |     145000 | PA      | $138020.93    | 0.29%             | 2027-09-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS                          | Frontier Communications Holdings LLC                                                                          | CUSIP: 35906ABE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      95000 | PA      | $90717.40     | 0.19%             | 2027-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                 | Fannie Mae Connecticut Avenue Securities                                                                      | CUSIP: 30711X3M4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     165000 | PA      | $170645.87    | 0.36%             | 2031-03-25      | Floating      | 8.26%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY PARTNERS                          | NextEra Energy Partners LP                                                                                    | CUSIP: 65341BAD8<br>LEI: 5493008F4ZOQFNG3WN54 | Long             | DBT              | CORP              | US        |      70000 | PA      | $71610.00     | 0.15%             | 2025-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Avant Loans Funding Trust                        | Avant Loans Funding Trust 2022-REV1                                                                           | CUSIP: 05356GAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     150000 | PA      | $146957.40    | 0.31%             | 2031-09-15      | Fixed         | 6.54%                 | No            |                  2 | On Loan: No      |
| Zelis Healthcare Corporation                     | Zelis Healthcare Corporation 2021 Term Loan                                                                   | CUSIP: 98932TAD5<br>LEI: 549300U8NGLZN5R1Y309 | Long             | LON              | CORP              | US        |     196488 | PA      | $195864.64    | 0.42%             | 2026-09-30      | Floating      | 8.07%                 | No            |                  2 | On Loan: No      |
| FAURECIA                                         | Faurecia SE                                                                                                   | CUSIP: 000000000<br>LEI: 969500F0VMZLK2IULV85 | Long             | DBT              | CORP              | FR        |     200000 | PA      | $191448.88    | 0.41%             | 2028-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Fixed Income Clearing Corp                       | FIXED INC CLEARING CORP.REPO                                                                                  | CUSIP: 000000000<br>LEI: 549300H47WTHXPU08X20 | Long             | RA               | CORP              | US        |      11410 | PA      | $11410.00     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| OPEN TEXT HOLDINGS INC                           | Open Text Holdings Inc                                                                                        | CUSIP: 683720AC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      35000 | PA      | $28456.05     | 0.06%             | 2031-12-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                          | HCA Inc                                                                                                       | CUSIP: 404121AJ4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      20000 | PA      | $20306.12     | 0.04%             | 2028-09-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY INC                               | NextEra Energy Inc                                                                                            | CUSIP: 65339F713<br>LEI: N/A                  | Long             | EP               | CORP              | US        |       1049 | NS      | $50299.55     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                | EURO-SCHATZ FUT MAR23                                                                                         | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |        -15 | NC      | $12589.58     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Home Re Ltd                                      | Home RE 2022-1 Ltd                                                                                            | CUSIP: 43730GAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     165000 | PA      | $165002.87    | 0.35%             | 2034-10-25      | Floating      | 9.81%                 | No            |                  2 | On Loan: No      |
| ABC SUPPLY CO INC                                | American Builders & Contractors Supply Co Inc                                                                 | CUSIP: 024747AF4<br>LEI: 549300H5GQ4C1BEKG397 | Long             | DBT              | CORP              | US        |     125000 | PA      | $114161.25    | 0.24%             | 2028-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Zephyr German BidCo GmbH                         | Zephyr German BidCo GmbH EUR Term Loan B1                                                                     | CUSIP: 000000000<br>LEI: 529900TJ6NYOFABGF758 | Long             | LON              | CORP              | DE        |     150000 | PA      | $152828.40    | 0.32%             | 2028-03-10      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                            | Mexico Government International Bond                                                                          | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     100000 | PA      | $62654.22     | 0.13%             | 2051-10-25      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| First Student Bidco Inc                          | First Student Bidco Inc Term Loan B                                                                           | CUSIP: 33718FAD2<br>LEI: 2549006DRO2F06AA1391 | Long             | LON              | CORP              | US        |     144618 | PA      | $136362.88    | 0.29%             | 2028-07-21      | Floating      | 7.73%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED USD / SOLD EUR                                                                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |          1 | NC      | $-69936.62    | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| APX Group, Inc.                                  | APX Group, Inc. 2021 Term Loan B                                                                              | CUSIP: 00213NAM4<br>LEI: 549300OMQVKPRU98OE64 | Long             | LON              | CORP              | US        |     221445 | PA      | $218871.80    | 0.46%             | 2028-07-10      | Floating      | 10.00%                | No            |                  2 | On Loan: No      |
| IVC ACQUISITION LTD                              | IVC Acquisition Ltd 2021 EUR Term Loan B5                                                                     | CUSIP: 000000000<br>LEI: 5493000Y4FS5LU4IPV32 | Long             | LON              | CORP              | GB        |     290000 | PA      | $296614.67    | 0.63%             | 2026-02-13      | Floating      | 6.29%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                         | European Investment Bank                                                                                      | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        | 1670000000 | PA      | $111314.57    | 0.24%             | 2025-01-24      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| EUROPEAN BK RECON & DEV                          | European Bank for Reconstruction & Development                                                                | CUSIP: 000000000<br>LEI: 549300HTGDOVDU6OGK19 | Long             | DBT              | NUSS              | XX        |     810000 | PA      | $117299.23    | 0.25%             | 2025-01-21      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAIN INC                            | Caesars Entertainment Inc                                                                                     | CUSIP: 28470RAH5<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |      95000 | PA      | $94563.74     | 0.20%             | 2025-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| RAPID7 INC                                       | Rapid7 Inc                                                                                                    | CUSIP: 753422AD6<br>LEI: 549300GNVG5D60KEYN14 | Long             | DBT              | CORP              | US        |      40000 | PA      | $40280.00     | 0.09%             | 2025-05-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| YUM! BRANDS INC                                  | Yum! Brands Inc                                                                                               | CUSIP: 988498AN1<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |      95000 | PA      | $81020.30     | 0.17%             | 2031-03-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings Inc              | Clydesdale Acquisition Holdings Inc Term Loan B                                                               | CUSIP: 18972FAC6<br>LEI: 254900QKSDYFR3K5YD98 | Long             | LON              | CORP              | US        |     318400 | PA      | $312375.87    | 0.66%             | 2029-04-13      | Variable      | 8.84%                 | No            |                  2 | On Loan: No      |
| TIMES CHINA HLDG LTD                             | Times China Holdings Ltd                                                                                      | CUSIP: 000000000<br>LEI: 2549000KTINB9ZPZP710 | Long             | DBT              | CORP              | KY        |     200000 | PA      | $38326.17     | 0.08%             | 2026-03-22      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| AEGEA FINANCE SARL                               | Aegea Finance Sarl                                                                                            | CUSIP: 00775CAB2<br>LEI: 213800V6WTKUT1XWIZ47 | Long             | DBT              | CORP              | LU        |     400000 | PA      | $397680.00    | 0.84%             | 2029-05-20      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| VERISURE HOLDING AB                              | Verisure Holding AB                                                                                           | CUSIP: 000000000<br>LEI: 549300VQQCWGISM3N408 | Long             | DBT              | CORP              | SE        |     255000 | PA      | $244413.03    | 0.52%             | 2027-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| American Builders & Contractors Supply Co., Inc. | American Builders & Contractors Supply Co., Inc. 2019 Term Loan                                               | CUSIP: 02474RAH6<br>LEI: 549300H5GQ4C1BEKG397 | Long             | LON              | CORP              | US        |     196695 | PA      | $196338.68    | 0.42%             | 2027-01-15      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                 | Fannie Mae Connecticut Avenue Securities                                                                      | CUSIP: 20755DAB2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      15000 | PA      | $15318.75     | 0.03%             | 2042-07-25      | Floating      | 7.91%                 | No            |                  2 | On Loan: No      |
| ENERGIZER HOLDINGS INC                           | Energizer Holdings Inc                                                                                        | CUSIP: 29272WAD1<br>LEI: 5493000D6NN0V57UME20 | Long             | DBT              | CORP              | US        |     100000 | PA      | $86555.00     | 0.18%             | 2029-03-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                         | European Investment Bank                                                                                      | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |    2485000 | PA      | $128149.34    | 0.27%             | 2023-07-30      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| PEOPLECERT WISDOM ISSUER                         | PeopleCert Wisdom Issuer PLC                                                                                  | CUSIP: 000000000<br>LEI: 213800PZ81RFLCN9GD51 | Long             | DBT              | CORP              | GB        |     200000 | PA      | $203091.33    | 0.43%             | 2026-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CABLE ONE INC                                    | Cable One Inc                                                                                                 | CUSIP: 12685JAC9<br>LEI: 549300648QS85T0XSH18 | Long             | DBT              | CORP              | US        |     125000 | PA      | $103192.50    | 0.22%             | 2030-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON AND CO                          | Becton Dickinson and Co                                                                                       | CUSIP: 075887406<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | EP               | CORP              | US        |       1400 | NS      | $70504.00     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| NORTH MACEDONIA                                  | North Macedonia Government International Bond                                                                 | CUSIP: 000000000<br>LEI: 635400RD1N6RVNCE4958 | Long             | DBT              | NUSS              | MK        |     200000 | PA      | $200810.63    | 0.43%             | 2026-06-03      | Fixed         | 3.68%                 | No            |                  2 | On Loan: No      |
| Go Daddy Operating Company, LLC                  | Go Daddy Operating Company, LLC 2022 Term Loan B5                                                             | CUSIP: 38017BAT3<br>LEI: 5493005GJOH8HLL11157 | Long             | LON              | CORP              | US        |     170579 | PA      | $171028.05    | 0.36%             | 2029-11-09      | Variable      | 7.81%                 | No            |                  2 | On Loan: No      |
| American Money Management Corporation            | AMMC CLO 22 Ltd                                                                                               | CUSIP: 00176NAJ6<br>LEI: 549300ZW9D4NPX7LOC22 | Long             | ABS-CBDO         | CORP              | KY        |     549000 | PA      | $483717.31    | 1.03%             | 2031-04-25      | Floating      | 10.57%                | No            |                  2 | On Loan: No      |
| KERNEL HOLDING SA                                | Kernel Holding SA                                                                                             | CUSIP: 000000000<br>LEI: 5493003GR6L4DZOS2U12 | Long             | DBT              | CORP              | LU        |     200000 | PA      | $82000.00     | 0.17%             | 2027-10-27      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| OWENS & MINOR INC                                | Owens & Minor Inc                                                                                             | CUSIP: 690732AG7<br>LEI: 549300LMT5KQQXCEZ733 | Long             | DBT              | CORP              | US        |      63000 | PA      | $55711.06     | 0.12%             | 2030-04-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                               | Ford Motor Co                                                                                                 | CUSIP: 345370CZ1<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |      10000 | PA      | $10150.00     | 0.02%             | 2026-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NORTH MACEDONIA                                  | North Macedonia Government International Bond                                                                 | CUSIP: 000000000<br>LEI: 635400RD1N6RVNCE4958 | Long             | DBT              | NUSS              | MK        |     100000 | PA      | $100405.31    | 0.21%             | 2026-06-03      | Fixed         | 3.68%                 | No            |                  2 | On Loan: No      |
| STANDARD INDUSTRIES INC                          | Standard Industries Inc/NJ                                                                                    | CUSIP: 853496AD9<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |     125000 | PA      | $117100.00    | 0.25%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CIFI HOLDINGS GROUP                              | CIFI Holdings Group Co Ltd                                                                                    | CUSIP: 000000000<br>LEI: 549300WGKSV867C0JF48 | Long             | DBT              | CORP              | KY        |     650000 | PA      | $195487.50    | 0.41%             | 2027-04-12      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                  | Long: S9D0TO211 CDS USD R F  5.00000 1 CCPCDX / Short: S9D0TO211 CDS USD P V 03MEVENT 2 CCPCDX                | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     640000 | OU      | $21006.32     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Indonesia                            | Indonesia Government International Bond                                                                       | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |     230000 | PA      | $215673.09    | 0.46%             | 2043-04-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                         | PURCHASED USD / SOLD JPY                                                                                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $-41775.69    | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED USD / SOLD DKK                                                                                      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |          1 | NC      | $-63356.85    | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| STERICYCLE INC                                   | Stericycle Inc                                                                                                | CUSIP: 858912AG3<br>LEI: B8PTJH2P0AXSWSMP2136 | Long             | DBT              | CORP              | US        |     150000 | PA      | $133089.00    | 0.28%             | 2029-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                           | Asian Development Bank                                                                                        | CUSIP: 000000000<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |    8800000 | PA      | $105068.86    | 0.22%             | 2026-10-06      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED USD / SOLD CAD                                                                                      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |          1 | NC      | $-2859.81     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Techem Verwaltungsgesellschaft 675 mbH           | Techem Verwaltungsgesellschaft 675 mbH EUR Term Loan B4                                                       | CUSIP: 000000000<br>LEI: 529900N0M7FQHNAV1A41 | Long             | LON              | CORP              | DE        |     250000 | PA      | $264572.62    | 0.56%             | 2025-07-15      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| Pretium Mortgage Credit Partners LLC             | PRET 2021-NPL6 LLC                                                                                            | CUSIP: 69362GAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     105000 | PA      | $94755.99     | 0.20%             | 2051-07-25      | Variable      | 5.07%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                        | Block Inc                                                                                                     | CUSIP: 852234AF0<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |      68000 | PA      | $69020.00     | 0.15%             | 2025-03-01      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED EUR / SOLD USD                                                                                      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | XX        |          1 | NC      | $2070.82      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | PURCHASED USD / SOLD JPY                                                                                      | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |          1 | NC      | $-12097.04    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS                          | Frontier Communications Holdings LLC                                                                          | CUSIP: 35906ABF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      80000 | PA      | $72244.00     | 0.15%             | 2028-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                              | Freddie Mac STACR REMIC Trust 2020-DNA4                                                                       | CUSIP: 35565XBD1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     139465 | PA      | $149066.84    | 0.32%             | 2050-08-25      | Floating      | 10.51%                | No            |                  2 | On Loan: No      |
| ENERGIZER GAMMA ACQ BV                           | Energizer Gamma Acquisition BV                                                                                | CUSIP: 000000000<br>LEI: 5493002SUYZDHEQ3JN34 | Long             | DBT              | CORP              | NL        |     100000 | PA      | $88256.77     | 0.19%             | 2029-06-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                | EURO-BOBL FUTURE MAR23                                                                                        | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |         -7 | NC      | $11157.18     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CREDIT ACCEPTANC                                 | Credit Acceptance Corp                                                                                        | CUSIP: 225310AN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      50000 | PA      | $46704.66     | 0.10%             | 2024-12-31      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| TEVA PHARM FNC NL II                             | Teva Pharmaceutical Finance Netherlands II BV                                                                 | CUSIP: 000000000<br>LEI: 549300HSQCIKJAOYIT23 | Long             | DBT              | CORP              | NL        |     200000 | PA      | $196032.01    | 0.42%             | 2027-05-09      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| TRUST FIBRAUNO                                   | Trust Fibra Uno                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              |  | MX        |     200000 | PA      | $175800.00    | 0.37%             | 2050-01-15      | Fixed         | 6.39%                 | No            |                  2 | On Loan: No      |
| DCert Buyer, Inc.                                | DCert Buyer, Inc. 2021 2nd Lien Term Loan                                                                     | CUSIP: 000000000<br>LEI: 549300EF826JEEUCHZ67 | Long             | LON              | CORP              | US        |     200000 | PA      | $182500.00    | 0.39%             | 2029-02-19      | Floating      | 11.70%                | No            |                  2 | On Loan: No      |
| VENA ENERGY CAP PTE LTD                          | Vena Energy Capital Pte Ltd                                                                                   | CUSIP: 000000000<br>LEI: 254900WSETM7TQMYGS40 | Long             | DBT              | CORP              | SG        |     200000 | PA      | $186155.07    | 0.39%             | 2025-02-26      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                        | Block Inc                                                                                                     | CUSIP: 852234AP8<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |     150000 | PA      | $125252.91    | 0.27%             | 2031-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                               | Ford Motor Co                                                                                                 | CUSIP: 345370DA5<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |      55000 | PA      | $43646.42     | 0.09%             | 2032-02-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| US Foods, Inc.                                   | US Foods, Inc. 2021 Term Loan B                                                                               | CUSIP: 90351HAE8<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | LON              | CORP              | US        |     114256 | PA      | $114303.55    | 0.24%             | 2028-11-22      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| HUNGARY                                          | Hungary Government International Bond                                                                         | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |      45000 | PA      | $26691.09     | 0.06%             | 2050-11-17      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| CLEARWAY ENERGY OP LLC                           | Clearway Energy Operating LLC                                                                                 | CUSIP: 18539UAC9<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |     145000 | PA      | $136764.00    | 0.29%             | 2028-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| JAPAN TREASURY DISC BILL                         | Japan Treasury Discount Bill                                                                                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | STIV             | NUSS              | JP        |  125000000 | PA      | $961479.35    | 2.04%             | 2023-04-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| HUNGARY GOVERNMENT BOND                          | Hungary Government Bond                                                                                       | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |   56850000 | PA      | $113275.67    | 0.24%             | 2030-08-21      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PARTS EUROPE SA                                  | Parts Europe SA                                                                                               | CUSIP: 000000000<br>LEI: 969500DL3O9K7T2M4M15 | Long             | DBT              | CORP              | FR        |     120000 | PA      | $131002.64    | 0.28%             | 2025-07-16      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| COUNTRY GARDEN HLDGS                             | Country Garden Holdings Co Ltd                                                                                | CUSIP: 000000000<br>LEI: 549300MGHLPT1EFHGF84 | Long             | DBT              | CORP              | KY        |     400000 | PA      | $232287.10    | 0.49%             | 2030-10-22      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Hub International Limited                        | Hub International Limited 2021 Term Loan B                                                                    | CUSIP: 44332EAU0<br>LEI: 549300JQT6ATTUNS5E06 | Long             | LON              | CORP              | US        |      98741 | PA      | $98608.24     | 0.21%             | 2025-04-25      | Floating      | 8.06%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | PURCHASED USD / SOLD JPY                                                                                      | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |          1 | NC      | $-64183.96    | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                               | Ukraine Government International Bond                                                                         | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     200000 | PA      | $38975.00     | 0.08%             | 2035-03-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| BALL CORP                                        | Ball Corp                                                                                                     | CUSIP: 000000000<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |     100000 | PA      | $96115.42     | 0.20%             | 2027-03-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Xplornet Communications, Inc.                    | Xplornet Communications, Inc. 2021 Term Loan                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |     142940 | PA      | $112974.07    | 0.24%             | 2028-10-02      | Floating      | 8.57%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                              | Charles Schwab Corp/The                                                                                       | CUSIP: 808513BK0<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |     189000 | PA      | $174144.60    | 0.37%             | 2026-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                              | Freddie Mac STACR REMIC Trust 2022-DNA6                                                                       | CUSIP: 35564KH77<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     150000 | PA      | $157407.00    | 0.33%             | 2042-09-25      | Floating      | 10.06%                | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                           | US 2YR NOTE (CBT) MAR23                                                                                       | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        -41 | NC      | $-16740.07    | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| AVANTOR FUNDING INC                              | Avantor Funding Inc                                                                                           | CUSIP: 000000000<br>LEI: 5493003VM0XB4U8YD238 | Long             | DBT              | CORP              | US        |     200000 | PA      | $200404.01    | 0.42%             | 2028-07-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| AXIAN TELECOM                                    | Axian Telecom                                                                                                 | CUSIP: 05466AAA1<br>LEI: 984500C6FIA50FZSE337 | Long             | DBT              | CORP              | MU        |     200000 | PA      | $184250.00    | 0.39%             | 2027-02-16      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| NUVASIVE INC                                     | NuVasive Inc                                                                                                  | CUSIP: 670704AJ4<br>LEI: 549300C5ZB4NZ6TWM881 | Long             | DBT              | CORP              | US        |     103000 | PA      | $91927.50     | 0.19%             | 2025-03-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                 | Connecticut Avenue Securities Trust 2019-R04                                                                  | CUSIP: 20753TAC7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     207250 | PA      | $215280.94    | 0.46%             | 2039-06-25      | Floating      | 9.76%                 | No            |                  2 | On Loan: No      |
| CELLNEX TELECOM SA                               | Cellnex Telecom SA                                                                                            | CUSIP: 000000000<br>LEI: 5493008T4YG3AQUI7P67 | Long             | DBT              | CORP              | ES        |     200000 | PA      | $176066.07    | 0.37%             | 2030-10-23      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| MATTEL INC                                       | Mattel Inc                                                                                                    | CUSIP: 577081BE1<br>LEI: 549300VELLG24KHTJ564 | Long             | DBT              | CORP              | US        |      40000 | PA      | $37300.14     | 0.08%             | 2026-04-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                  | Long: B9D0TO211 CDS USD R V 03MEVENT 2 CCPCDX / Short: B9D0TO211 CDS USD P F  5.00000 1 CCPCDX                | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     195000 | OU      | $-6400.36     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UNIFIN FINANCIERA SA DE                          | Unifin Financiera SAB de CV                                                                                   | CUSIP: 000000000<br>LEI: 5493007GRMPGDJG93Z17 | Long             | DBT              | CORP              | MX        |     250000 | PA      | $7500.00      | 0.02%             | 2029-01-28      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ETSY INC                                         | Etsy Inc                                                                                                      | CUSIP: 29786AAN6<br>LEI: 54930089Q7XT501AEA40 | Long             | DBT              | CORP              | US        |      37000 | PA      | $33277.80     | 0.07%             | 2028-06-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| MKS Instruments, Inc.                            | MKS Instruments, Inc. 2022 USD Term Loan B                                                                    | CUSIP: 55314NAS3<br>LEI: 549300KEQATBHAGVF505 | Long             | LON              | CORP              | US        |     199500 | PA      | $198929.43    | 0.42%             | 2029-08-17      | Variable      | 7.36%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                               | Ford Motor Co                                                                                                 | CUSIP: 345370CQ1<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |      10000 | PA      | $7808.81      | 0.02%             | 2043-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                              | Freddie Mac STACR REMIC Trust 2022-HQA1                                                                       | CUSIP: 35564KTJ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     115000 | PA      | $114591.81    | 0.24%             | 2042-03-25      | Floating      | 9.56%                 | No            |                  2 | On Loan: No      |
| LIQUID TELECOM FINANCE                           | Liquid Telecommunications Financing Plc                                                                       | CUSIP: 000000000<br>LEI: 635400MXAVJRJJCWVI87 | Long             | DBT              | CORP              | GB        |     200000 | PA      | $152556.00    | 0.32%             | 2026-09-04      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TITULOS DE TESORERIA                             | Colombian TES                                                                                                 | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |  581200000 | PA      | $89391.99     | 0.19%             | 2032-06-30      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CLEAN HARBORS INC                                | Clean Harbors Inc                                                                                             | CUSIP: 184496AQ0<br>LEI: 5493000SJVZVZJKHJF48 | Long             | DBT              | CORP              | US        |      10000 | PA      | $10187.00     | 0.02%             | 2031-02-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                            | Tenet Healthcare Corp                                                                                         | CUSIP: 88033GDP2<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     135000 | PA      | $130983.75    | 0.28%             | 2030-06-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| LAMAR MEDIA CORP                                 | Lamar Media Corp                                                                                              | CUSIP: 513075BZ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     125000 | PA      | $106144.99    | 0.23%             | 2031-01-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Videotron Ltd                                    | Videotron Ltd                                                                                                 | CUSIP: 92660FAF1<br>LEI: 549300LW4GNJRBECSD81 | Long             | DBT              | CORP              | CA        |     170000 | PA      | $126208.45    | 0.27%             | 2025-06-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Hayward Industries, Inc.                         | Hayward Industries, Inc. 2021 Term Loan                                                                       | CUSIP: 421300AL8<br>LEI: 549300NV8ZMMEDUHQ091 | Long             | LON              | CORP              | US        |     196258 | PA      | $193558.98    | 0.41%             | 2028-05-30      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT CORP                                   | Open Text Corp                                                                                                | CUSIP: 683715AC0<br>LEI: 549300HP7ONDQODZJV16 | Long             | DBT              | CORP              | CA        |     165000 | PA      | $142972.50    | 0.30%             | 2028-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | United States Treasury Note/Bond                                                                              | CUSIP: 912810SQ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     529000 | PA      | $349573.94    | 0.74%             | 2040-08-15      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                           | US 5YR NOTE (CBT) MAR23                                                                                       | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        -35 | NC      | $-19604.37    | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| ONEMAIN FINANCE CORP                             | OneMain Finance Corp                                                                                          | CUSIP: 85172FAM1<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     120000 | PA      | $119053.66    | 0.25%             | 2025-03-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ADANI GREEN ENERGY UP                            | Adani Green Energy UP Ltd / Prayatna Developers Pvt Ltd / Parampujya Solar Energ                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | IN        |     200000 | PA      | $185564.64    | 0.39%             | 2024-12-10      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CREDIT ACCEPTANC                                 | Credit Acceptance Corp                                                                                        | CUSIP: 225310AM3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      80000 | PA      | $73000.00     | 0.15%             | 2026-03-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS                          | Frontier Communications Holdings LLC                                                                          | CUSIP: 35906ABG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      25000 | PA      | $21437.50     | 0.05%             | 2029-05-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| MAXEON SOLAR TECH                                | Maxeon Solar Technologies Ltd                                                                                 | CUSIP: 57779BAB0<br>LEI: 5493007JPB074ITT6Y72 | Long             | DBT              | CORP              | SG        |      50000 | PA      | $68725.00     | 0.15%             | 2025-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| JAPAN TREASURY DISC BILL                         | Japan Treasury Discount Bill                                                                                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | STIV             | NUSS              | JP        |  100000000 | PA      | $769056.60    | 1.63%             | 2023-03-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CINEMARK USA INC                                 | Cinemark USA Inc                                                                                              | CUSIP: 172441BF3<br>LEI: 54930008H2137JSCPQ09 | Long             | DBT              | CORP              | US        |      35000 | PA      | $28700.00     | 0.06%             | 2028-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Republic of Colombia                             | Colombia Government International Bond                                                                        | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     100000 | PA      | $104249.93    | 0.22%             | 2026-03-22      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Republic of Sri Lanka                            | Sri Lanka Government International Bond                                                                       | CUSIP: 000000000<br>LEI: 254900HXCCIOHM74FA02 | Long             | DBT              | NUSS              | LK        |     200000 | PA      | $67966.15     | 0.14%             | 2023-04-18      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SHRIRAM FINANCE LTD                              | Shriram Finance Ltd                                                                                           | CUSIP: 000000000<br>LEI: 335800TM2YO24B76XL26 | Long             | DBT              | CORP              | IN        |     200000 | PA      | $192750.00    | 0.41%             | 2024-03-13      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED DKK / SOLD USD                                                                                      | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | DK        |          1 | NC      | $21438.04     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Verisure Holding AB                              | Verisure Holding AB 2021 EUR Term Loan                                                                        | CUSIP: 000000000<br>LEI: 549300VQQCWGISM3N408 | Long             | LON              | CORP              | SE        |     200000 | PA      | $205834.69    | 0.44%             | 2028-03-27      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| Surf Holdings, LLC                               | Surf Holdings, LLC USD Term Loan                                                                              | CUSIP: 86875TAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     171351 | PA      | $168749.75    | 0.36%             | 2027-03-05      | Floating      | 8.23%                 | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgage Trust            | PRPM 2021-8 LLC                                                                                               | CUSIP: 69360MAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     200000 | PA      | $171155.48    | 0.36%             | 2026-09-25      | Variable      | 3.60%                 | No            |                  2 | On Loan: No      |
| ZIGGO BV                                         | Ziggo BV                                                                                                      | CUSIP: 000000000<br>LEI: 213800TQASLF9JXH5J59 | Long             | DBT              | CORP              | NL        |     210000 | PA      | $186447.62    | 0.40%             | 2030-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                        | Uniform Mortgage-Backed Security, TBA                                                                         | CUSIP: 01F022626<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     428000 | PA      | $374031.88    | 0.79%             | 2053-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| RCO Mortgage LLC                                 | RCO VII Mortgage LLC 2021-2                                                                                   | CUSIP: 74938JAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     200000 | PA      | $179313.48    | 0.38%             | 2026-09-25      | Variable      | 3.84%                 | No            |                  2 | On Loan: No      |
| FS Rialto Issuer Ltd                             | FS Rialto 2022-FL6 Issuer LLC                                                                                 | CUSIP: 30328DAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     180000 | PA      | $177837.12    | 0.38%             | 2037-08-17      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| LBM Acquisition LLC                              | LBM Acquisition LLC Term Loan B                                                                               | CUSIP: 50179JAB4<br>LEI: 549300FAEB3VWZL4NI86 | Long             | LON              | CORP              | US        |     246247 | PA      | $221878.76    | 0.47%             | 2027-12-17      | Floating      | 8.85%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                | General Motors Co                                                                                             | CUSIP: 37045VAY6<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |     115000 | PA      | $113975.86    | 0.24%             | 2029-10-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| SAN MIGUEL INDUSTRIAS                            | SAN Miguel Industrias Pet SA / NG PET R&P Latin America SA                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | PE        |     200000 | PA      | $172074.00    | 0.36%             | 2028-08-02      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AM                          | United Rentals North America Inc                                                                              | CUSIP: 911365BP8<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |      85000 | PA      | $73192.65     | 0.16%             | 2032-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| UBS AG                                           | PURCHASED USD / SOLD JPY                                                                                      | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |          1 | NC      | $-15543.17    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Proampac PG Borrower LLC                         | Proampac PG Borrower LLC 2020 Term Loan                                                                       | CUSIP: 74274NAG8<br>LEI: 549300ZI6LTXYFEY1578 | Long             | LON              | CORP              | US        |     197253 | PA      | $192617.11    | 0.41%             | 2025-11-03      | Floating      | 8.58%                 | No            |                  2 | On Loan: No      |
| HANNON ARMSTRONG SUSTAIN                         | Hannon Armstrong Sustainable Infrastructure Capital Inc                                                       | CUSIP: 41068XAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      50000 | PA      | $49375.00     | 0.10%             | 2023-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Citibank N.A.                                    | PURCHASED USD / SOLD JPY                                                                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $-65053.98    | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                          | Philippine Government International Bond                                                                      | CUSIP: 000000000<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |     100000 | PA      | $72895.67     | 0.15%             | 2041-04-28      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| DANAHER CORP                                     | Danaher Corp                                                                                                  | CUSIP: 235851409<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EP               | CORP              | US        |         55 | NS      | $73920.00     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Nokia OYJ                                        | Nokia Oyj                                                                                                     | CUSIP: 654902AE5<br>LEI: 549300A0JPRWG1KI7U06 | Long             | DBT              | CORP              | FI        |     100000 | PA      | $96000.00     | 0.20%             | 2027-06-12      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ASCENDIS PHARMA A/S                              | Ascendis Pharma A/S                                                                                           | CUSIP: 04351PAC5<br>LEI: 549300B66JN3W3J8GH73 | Long             | DBT              | CORP              | DK        |      34000 | PA      | $35360.00     | 0.07%             | 2028-04-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| ARRIVAL SA                                       | Arrival SA                                                                                                    | CUSIP: 04271QAA4<br>LEI: 549300IID9QLI5KRBG37 | Long             | DBT              | CORP              | LU        |     105000 | PA      | $27300.00     | 0.06%             | 2026-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                            | Mexico Government International Bond                                                                          | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     150000 | PA      | $134454.06    | 0.29%             | 2030-01-17      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                          | Romanian Government International Bond                                                                        | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      81000 | PA      | $52406.93     | 0.11%             | 2041-04-14      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Czech Republic                                   | Czech Republic Government Bond                                                                                | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |    2430000 | PA      | $98494.55     | 0.21%             | 2028-08-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| HEALTH CATALYST INC                              | Health Catalyst Inc                                                                                           | CUSIP: 42225TAB3<br>LEI: 549300223PL6GWKVJG92 | Long             | DBT              | CORP              | US        |      40000 | PA      | $37376.00     | 0.08%             | 2025-04-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| DARLING INGREDIENTS INC                          | Darling Ingredients Inc                                                                                       | CUSIP: 237266AJ0<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | DBT              | CORP              | US        |     140000 | PA      | $139295.80    | 0.30%             | 2030-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                         | European Investment Bank                                                                                      | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |     690000 | PA      | $125006.22    | 0.27%             | 2027-01-28      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                            | Mexico Government International Bond                                                                          | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     200000 | PA      | $158654.51    | 0.34%             | 2033-10-25      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | United States Treasury Note/Bond                                                                              | CUSIP: 91282CEP2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     320000 | PA      | $303900.00    | 0.64%             | 2032-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                          | Romanian Government International Bond                                                                        | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      80000 | PA      | $63316.71     | 0.13%             | 2031-07-16      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| JAPAN TREASURY DISC BILL                         | Japan Treasury Discount Bill                                                                                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | STIV             | NUSS              | JP        |  100000000 | PA      | $769069.58    | 1.63%             | 2023-03-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MGIC INVESTMENT CORP                             | MGIC Investment Corp                                                                                          | CUSIP: 552848AG8<br>LEI: 254900S8483WM4M98R28 | Long             | DBT              | CORP              | US        |     115000 | PA      | $108410.50    | 0.23%             | 2028-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | United States Treasury Note/Bond                                                                              | CUSIP: 91282CFZ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     890000 | PA      | $898760.94    | 1.91%             | 2027-11-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | United States Treasury Note/Bond                                                                              | CUSIP: 912810RS9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1095000 | PA      | $873348.04    | 1.85%             | 2046-05-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                        | Uniform Mortgage-Backed Security, TBA                                                                         | CUSIP: 01F042624<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3660000 | PA      | $3610965.00   | 7.65%             | 2053-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                          | Romanian Government International Bond                                                                        | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      30000 | PA      | $19409.97     | 0.04%             | 2041-04-14      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | United States Treasury Note/Bond                                                                              | CUSIP: 91282CDY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    2380000 | PA      | $2082685.93   | 4.42%             | 2032-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Pretium Mortgage Credit Partners LLC             | PRET 2021-RN3 LLC                                                                                             | CUSIP: 74143JAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     200000 | PA      | $177314.20    | 0.38%             | 2051-09-25      | Variable      | 3.97%                 | No            |                  2 | On Loan: No      |
| Clean Harbors Inc.                               | Clean Harbors Inc. 2021 Incremental Term Loan B                                                               | CUSIP: 18449EAF7<br>LEI: 5493000SJVZVZJKHJF48 | Long             | LON              | CORP              | US        |     198000 | PA      | $198198.00    | 0.42%             | 2028-10-08      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| VIDEOTRON LTD                                    | Videotron Ltd                                                                                                 | CUSIP: 92660FAN4<br>LEI: 549300LW4GNJRBECSD81 | Long             | DBT              | CORP              | CA        |      65000 | PA      | $56554.76     | 0.12%             | 2029-06-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                | EURO-BUXL 30Y BND MAR23                                                                                       | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |         -5 | NC      | $56980.41     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| ONEMAIN FINANCE CORP                             | OneMain Finance Corp                                                                                          | CUSIP: 85172FAR0<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |      70000 | PA      | $61292.00     | 0.13%             | 2029-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| APTIV PLC                                        | Aptiv PLC                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | JE        |        545 | NS      | $68664.55     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Catalent Pharma Solutions Inc.                   | Catalent Pharma Solutions Inc. 2021 Term Loan B3                                                              | CUSIP: 14880BAH4<br>LEI: 549300HALRZ339MSTH85 | Long             | LON              | CORP              | US        |     147744 | PA      | $146974.61    | 0.31%             | 2028-02-22      | Floating      | 6.56%                 | No            |                  2 | On Loan: No      |
| TECHEM VERWALTUNGSGESELL                         | Techem Verwaltungsgesellschaft 675 mbH                                                                        | CUSIP: 000000000<br>LEI: 529900N0M7FQHNAV1A41 | Long             | DBT              | CORP              | DE        |     255000 | PA      | $256518.20    | 0.54%             | 2025-07-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ATHENAHEALTH GROUP INC                           | AthenaHealth Group Inc                                                                                        | CUSIP: 60337JAA4<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | DBT              | CORP              | US        |     122000 | PA      | $101106.98    | 0.21%             | 2030-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| STAR ENERGY GEOTHERMAL                           | Star Energy Geothermal Wayang Windu Ltd                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | VG        |     162160 | PA      | $157496.84    | 0.33%             | 2033-04-24      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                 | Connecticut Avenue Securities Trust 2020-R01                                                                  | CUSIP: 20754CAF6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     108406 | PA      | $104387.16    | 0.22%             | 2040-01-25      | Floating      | 7.76%                 | No            |                  2 | On Loan: No      |
| Trans Union, LLC                                 | Trans Union, LLC 2019 Term Loan B5                                                                            | CUSIP: 89334GAX2<br>LEI: X8NPN6PWJOM1QCTYFV34 | Long             | LON              | CORP              | US        |     195536 | PA      | $194313.85    | 0.41%             | 2026-11-16      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| CIFI HOLDINGS GROUP                              | CIFI Holdings Group Co Ltd                                                                                    | CUSIP: 000000000<br>LEI: 549300WGKSV867C0JF48 | Long             | DBT              | CORP              | KY        |     200000 | PA      | $61906.90     | 0.13%             | 2025-10-20      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PANAMA                               | Panama Government International Bond                                                                          | CUSIP: 698299BM5<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |     200000 | PA      | $152074.11    | 0.32%             | 2056-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| REDE D'OR FINANCE SARL                           | Rede D'or Finance Sarl                                                                                        | CUSIP: 000000000<br>LEI: 549300FDE772OLJUCP79 | Long             | DBT              | CORP              | LU        |     200000 | PA      | $175000.00    | 0.37%             | 2030-01-22      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SPLUNK INC                                       | Splunk Inc                                                                                                    | CUSIP: 848637AF1<br>LEI: 549300XGDSGBP6UEI867 | Long             | DBT              | CORP              | US        |      65000 | PA      | $55939.00     | 0.12%             | 2027-06-15      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| Agiliti Health, Inc                              | Agiliti Health, Inc Term Loan                                                                                 | CUSIP: 00847YAC6<br>LEI: 25490002CCQ55NKGNB14 | Long             | LON              | CORP              | US        |     197182 | PA      | $196689.21    | 0.42%             | 2026-01-04      | Floating      | 7.38%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                                        | IQVIA Inc                                                                                                     | CUSIP: 000000000<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |     100000 | PA      | $94361.45     | 0.20%             | 2028-01-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| CERIDIAN HCM HOLDING INC                         | Ceridian HCM Holding Inc                                                                                      | CUSIP: 15677JAD0<br>LEI: 549300T64GVCHFJ8L449 | Long             | DBT              | CORP              | US        |      55000 | PA      | $49912.50     | 0.11%             | 2026-03-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| TEVA PHARM FNC NL II                             | Teva Pharmaceutical Finance Netherlands II BV                                                                 | CUSIP: 000000000<br>LEI: 549300HSQCIKJAOYIT23 | Long             | DBT              | CORP              | NL        |     220000 | PA      | $205437.63    | 0.44%             | 2030-05-09      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                              | Freddie Mac Structured Agency Credit Risk Debt Notes                                                          | CUSIP: 35564KB65<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     155000 | PA      | $156548.99    | 0.33%             | 2042-07-25      | Floating      | 10.31%                | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                            | Mexico Government International Bond                                                                          | CUSIP: 91087BAL4<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     206000 | PA      | $176548.18    | 0.37%             | 2051-04-27      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SEA LTD                                          | Sea Ltd                                                                                                       | CUSIP: 81141RAF7<br>LEI: 529900OM6JLLW44YKI15 | Long             | DBT              | CORP              | KY        |       6000 | PA      | $6341.40      | 0.01%             | 2025-12-01      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| CONTINUUM ENERGY LEVANTE                         | Continuum Energy Levanter Pte Ltd                                                                             | CUSIP: 000000000<br>LEI: 254900MFSMO37F3WJ232 | Long             | DBT              | CORP              | SG        |     193500 | PA      | $174178.78    | 0.37%             | 2027-02-09      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                         | Ford Motor Credit Co LLC                                                                                      | CUSIP: 345397ZW6<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     200000 | PA      | $188916.00    | 0.40%             | 2026-08-01      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SENEGAL                              | Senegal Government International Bond                                                                         | CUSIP: 000000000<br>LEI: 549300NP14ZLQGWIUZ97 | Long             | DBT              | NUSS              | SN        |     100000 | PA      | $75942.47     | 0.16%             | 2037-06-08      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | United States Treasury Inflation Indexed Bonds                                                                | CUSIP: 912828ZZ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     406420 | PA      | $372914.16    | 0.79%             | 2030-07-15      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| VCAT Asset Securitization, LLC                   | VCAT 2021-NPL6 LLC                                                                                            | CUSIP: 91824WAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     200000 | PA      | $169579.00    | 0.36%             | 2051-09-25      | Variable      | 3.97%                 | No            |                  2 | On Loan: No      |
| CLEARWAY ENERGY OP LLC                           | Clearway Energy Operating LLC                                                                                 | CUSIP: 18539UAE5<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |      15000 | PA      | $12378.17     | 0.03%             | 2032-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                 | Connecticut Avenue Securities Trust 2022-R05                                                                  | CUSIP: 20754DAJ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      44000 | PA      | $43642.72     | 0.09%             | 2042-04-25      | Floating      | 11.31%                | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED USD / SOLD AUD                                                                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |          1 | NC      | $-6085.67     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JETBLUE AIRWAYS CORP                             | JetBlue Airways Corp                                                                                          | CUSIP: 477143AP6<br>LEI: 54930070J9H97ZO93T57 | Long             | DBT              | CORP              | US        |      52000 | PA      | $41106.00     | 0.09%             | 2026-04-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| INSULET CORPORATION                              | Insulet Corp                                                                                                  | CUSIP: 45784PAK7<br>LEI: 549300TZTYD2PYN92D43 | Long             | DBT              | CORP              | US        |      43000 | PA      | $59361.50     | 0.13%             | 2026-09-01      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION                           | Clydesdale Acquisition Holdings Inc                                                                           | CUSIP: 18972EAA3<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |      20000 | PA      | $19720.60     | 0.04%             | 2029-04-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Proofpoint, Inc.                                 | Proofpoint, Inc. 1st Lien Term Loan                                                                           | CUSIP: 74345HAB7<br>LEI: 529900C5FODDK0WSR085 | Long             | LON              | CORP              | US        |     173250 | PA      | $169703.57    | 0.36%             | 2028-08-31      | Floating      | 7.98%                 | No            |                  2 | On Loan: No      |
| FONDO MIVIVIENDA SA                              | Fondo MIVIVIENDA SA                                                                                           | CUSIP: 344593AF5<br>LEI: 549300X41PNOK11PZ670 | Long             | DBT              | NUSS              | PE        |     225000 | PA      | $218449.73    | 0.46%             | 2027-04-12      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank                            | PURCHASED USD / SOLD EUR                                                                                      | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DFE              |  | US        |          1 | NC      | $18802.81     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                | EURO-BUND FUTURE MAR23                                                                                        | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |         -9 | NC      | $36551.23     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| MILLICOM INTL CELLULAR                           | Millicom International Cellular SA                                                                            | CUSIP: 000000000<br>LEI: 549300CTHC1CP86P2G96 | Long             | DBT              | CORP              | LU        |     180000 | PA      | $166950.00    | 0.35%             | 2029-03-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| GO DADDY OPCO/FINCO                              | Go Daddy Operating Co LLC / GD Finance Co Inc                                                                 | CUSIP: 38016LAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     205000 | PA      | $176812.50    | 0.37%             | 2029-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS                          | Frontier Communications Holdings LLC                                                                          | CUSIP: 35908MAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       6547 | PA      | $5343.99      | 0.01%             | 2029-11-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Grifols, S.A.                                    | Grifols, S.A. EUR 2019 Term Loan B                                                                            | CUSIP: 39843PAH6<br>LEI: 959800HSSNXWRKBK4N60 | Long             | LON              | CORP              | ES        |     234875 | PA      | $246157.98    | 0.52%             | 2027-11-15      | Floating      | 4.23%                 | No            |                  2 | On Loan: No      |
| MAJORDRIVE HOLDINGS IV L                         | MajorDrive Holdings IV LLC                                                                                    | CUSIP: 56085RAA8<br>LEI: 25490044R1FR5N8FIT62 | Long             | DBT              | CORP              | US        |      60000 | PA      | $47400.00     | 0.10%             | 2029-06-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CIFI HOLDINGS GROUP                              | CIFI Holdings Group Co Ltd                                                                                    | CUSIP: 000000000<br>LEI: 549300WGKSV867C0JF48 | Long             | DBT              | CORP              | KY        |     200000 | PA      | $61496.63     | 0.13%             | 2026-08-17      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Gardner Denver, Inc.                             | Gardner Denver, Inc. 2020 USD Term Loan B2                                                                    | CUSIP: 365556AT6<br>LEI: 549300MJL50HVCB7RP74 | Long             | LON              | CORP              | US        |     196085 | PA      | $195279.06    | 0.41%             | 2027-03-01      | Variable      | 6.41%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                              | Freddie Mac Structured Agency Credit Risk Debt Notes                                                          | CUSIP: 3137G0PR4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     250000 | PA      | $269287.60    | 0.57%             | 2029-10-25      | Floating      | 9.66%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2023-02-26

**Name of Applicant:** Hartford Funds Exchange-Traded Trust

**Signature:** John Stanziani

**Name of Signer:** John Stanziani

**Title:** Assistant Treasurer