# EDGAR Filing Document

**Accession Number:** 0001160864
**File Stem:** 0001752724-23-040673
**Filing Date:** 2023-2
**Character Count:** 861025
**Document Hash:** 8221cb2ff00b70737682e035d77e5195
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-040673.hdr.sgml**: 20230224

**ACCESSION NUMBER**: 0001752724-23-040673

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230224

**DATE AS OF CHANGE**: 20230224

**PERIOD START**: 20221231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** BLACKROCK CORE BOND TRUST
- **CENTRAL INDEX KEY:** 0001160864
- **IRS NUMBER:** 522346891
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1031

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-10543
- **FILM NUMBER:** 23668362

**BUSINESS ADDRESS:**
- **STREET 1:** 100 BELLEVUE PARKWAY
- **STREET 2:** MUTUAL FUND DEPARTMENT
- **CITY:** WILMINGTON
- **STATE:** DE
- **ZIP:** 19809
- **BUSINESS PHONE:** 888-825-2257

**MAIL ADDRESS:**
- **STREET 1:** 100 BELLEVUE PARKWAY
- **STREET 2:** MUTUAL FUND DEPARTMENT
- **CITY:** WILMINGTON
- **STATE:** DE
- **ZIP:** 19809

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** BlackRock Core Bond Trust

- **b. Investment Company Act file number:** 811-10543

- **c. CIK number of Registrant:** 0001160864

- **d. LEI of Registrant:** CC8M7XFKTNG56DXMAR33

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

  - **Street Address 1:** 100 Bellevue Parkway

  - **City:** Wilmington

  - **State:** DE

  - **Foreign country:** US

  - **Zip / Postal Code:** 19809

  - **Telephone number:** 800-441-7762

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

- **a. Name of Series:** BlackRock Core Bond Trust

- **c. LEI of Series:** CC8M7XFKTNG56DXMAR33

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

- **a. Date of fiscal year-end:** 2022-12-31

- **b. Date as of which information is reported:** 2022-12-31

**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:** $1040512776.73

**Total Liabilities:** $452317580.94

**Net Assets:** $588195195.79

**Delayed Delivery Securities:** $38661281.41

**Cash Not Reported:** $6792230.46

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 35821.02000000 | **1-Year:** 9486.59000000 | **5-Year:** 46935.74000000 | **10-Year:** 118776.73000000 | **30-Year:** 164395.38000000

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

- **3-Month:** 9058.19000000 | **1-Year:** 2525.24000000 | **5-Year:** 65708.48000000 | **10-Year:** -8672.09000000 | **30-Year:** 14559.02000000

**Monthly Return Information**

| Class        | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID N/A | -1.88%               | 6.20%                | -1.55%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-7890543.25             | $-4667842.58                               |
| Month 2  | $-15599201.12            | $46833458.77                               |
| Month 3  | $-1492801.04             | $-10901869.62                              |

**Designated Index Information**

- **Index Name:** Fund`s Designated Reference Portfolio is the Fund`s Securities Portfolio

- **Index Identifier:** Fund`s Designated Reference Portfolio is the Fund`s Securities Portfolio

### 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 AIRLINES INC                                                     | United Airlines Inc                                                                 | CUSIP: 90932LAG2<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |    423000 | PA      | $392089.70    | 0.07%             | 2026-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                                                | CHS/Community Health Systems Inc                                                    | CUSIP: 12543DBH2<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    332000 | PA      | $277711.36    | 0.05%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Anchorage Capital CLO LTD                                               | Anchorage Capital CLO 2013-1 Ltd                                                    | CUSIP: 033292AS2<br>LEI: 5493008PWA7TS1SR9447 | Long             | ABS-CBDO         | CORP              | KY        |    380000 | PA      | $370893.91    | 0.06%             | 2030-10-13      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| Propulsion (BC) Finco S.a.r.l.                                          | Propulsion (BC) Finco S.a.r.l. Term Loan                                            | CUSIP: 000000000<br>LEI: 254900S4YQSQVLEZ8D35 | Long             | LON              | CORP              | US        |    138000 | PA      | $133860.00    | 0.02%             | 2029-09-14      | Variable      | 8.58%                 | No            |                  2 | On Loan: No      |
| GREENKO SOLAR MAURITIUS                                                 | Greenko Solar Mauritius Ltd                                                         | CUSIP: 000000000<br>LEI: 2138007S1PL541B3KP92 | Long             | DBT              | CORP              | MU        |    200000 | PA      | $181250.00    | 0.03%             | 2026-07-29      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                                  | CCO Holdings LLC / CCO Holdings Capital Corp                                        | CUSIP: 1248EPCL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    227000 | PA      | $174161.21    | 0.03%             | 2033-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NOMURA SECURITIES INTERNATIONAL INC                                     | RRP BOYD GAMING                                                                     | CUSIP: 000000000<br>LEI: OXTKY6Q8X53C9ILVV871 | Short            | RA               | CORP              | US        |   -184781 | PA      | $-184781.25   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| OUTFRONT MEDIA CAP LLC/C                                                | Outfront Media Capital LLC / Outfront Media Capital Corp                            | CUSIP: 69007TAC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     26000 | PA      | $21510.41     | 0.00%             | 2030-03-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                                     | RRP JPMORGAN CH                                                                     | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -134205 | PA      | $-134205.00   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| HERENS HOLDCO SARL                                                      | Herens Holdco Sarl                                                                  | CUSIP: 427169AA5<br>LEI: 2221002FZ55AMAUX4G64 | Long             | DBT              | CORP              | LU        |    400000 | PA      | $298964.00    | 0.05%             | 2028-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NATIONSTAR MTG HLD INC                                                  | Nationstar Mortgage Holdings Inc                                                    | CUSIP: 63861CAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     33000 | PA      | $29535.00     | 0.01%             | 2027-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Liberty Mutual Group Inc                                                | Liberty Mutual Group Inc                                                            | CUSIP: 53079EAZ7<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1971389.36   | 0.34%             | 2042-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| EL PASO NATURAL GAS                                                     | El Paso Natural Gas Co LLC                                                          | CUSIP: 283695BQ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    101000 | PA      | $84680.09     | 0.01%             | 2032-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Banc of America Merrill Lynch Large Loan Inc                            | BAMLL Commercial Mortgage Securities Trust 2015-200P                                | CUSIP: 05526QAG1<br>LEI: 549300UQK6PJ8BF5JQ90 | Long             | ABS-MBS          | CORP              | US        |   4170000 | PA      | $3786056.42   | 0.64%             | 2033-04-14      | Variable      | 3.60%                 | No            |                  2 | On Loan: No      |
| GCI LLC                                                                 | GCI LLC                                                                             | CUSIP: 36166TAB6<br>LEI: 549300N3IE9H88Q20221 | Long             | DBT              | CORP              | US        |     72000 | PA      | $60485.79     | 0.01%             | 2028-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                                                | Hilcorp Energy I LP / Hilcorp Finance Co                                            | CUSIP: 431318AS3<br>LEI: 549300ITPIHLG0LHEC09 | Long             | DBT              | CORP              | US        |     70000 | PA      | $63350.00     | 0.01%             | 2028-11-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP                                                       | Clarios Global LP                                                                   | CUSIP: 18060TAA3<br>LEI: 549300474L1ZLXZY2P98 | Long             | DBT              | CORP              | CA        |    154000 | PA      | $154355.96    | 0.03%             | 2025-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ASHTON WOODS USA/FINANCE                                                | Ashton Woods USA LLC / Ashton Woods Finance Co                                      | CUSIP: 045086AM7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     68000 | PA      | $54449.69     | 0.01%             | 2029-08-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Lehman Brothers Holdings Inc                                            | LEHMAN BRTH HLD                                                                     | CUSIP: 524ESCR36<br>LEI: 549300FDK6ZP3YIHRJ47 | Long             | DBT              | CORP              | US        |    225000 | PA      | $0.02         | 0.00%             | 2017-07-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| ENLINK MIDSTREAM PARTNER                                                | EnLink Midstream Partners LP                                                        | CUSIP: 29336UAE7<br>LEI: 88CPW63VL7KHJWS0NY83 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3780.19      | 0.00%             | 2025-06-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                                                | Western Midstream Operating LP                                                      | CUSIP: 958254AK0<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |     25000 | PA      | $22832.25     | 0.00%             | 2028-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| DP WORLD SALAAM                                                         | DP World Salaam                                                                     | CUSIP: 000000000<br>LEI: 549300SUYBT9X88E9435 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $197500.00    | 0.03%             | 2025-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| VIKING OCEAN CRUISES SHI                                                | Viking Ocean Cruises Ship VII Ltd                                                   | CUSIP: 92682RAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |     39000 | PA      | $31395.00     | 0.01%             | 2029-02-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac REMICS                                                                  | CUSIP: 3137BMWG7<br>LEI: 254900HROIFWPRGM1V77 | Long             | ABS-MBS          | USGSE             | US        |   3251175 | PA      | $3042307.74   | 0.52%             | 2045-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                  | Verizon Communications Inc                                                          | CUSIP: 92343VBT0<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   6751000 | PA      | $7333011.61   | 1.25%             | 2043-09-15      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| BOXER PARENT CO INC                                                     | Boxer Parent Co Inc                                                                 | CUSIP: 000000000<br>LEI: 5493006T045HLTF7YX04 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101635.97    | 0.02%             | 2025-10-02      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                                                  | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC               | CUSIP: 013092AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     65000 | PA      | $66374.09     | 0.01%             | 2026-03-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| STATION CASINOS LLC                                                     | Station Casinos LLC                                                                 | CUSIP: 857691AG4<br>LEI: 5493004E7Q60TX54WL62 | Long             | DBT              | CORP              | US        |    123000 | PA      | $106933.96    | 0.02%             | 2028-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Element Materials Technology Group US Holdings Inc.                     | Element Materials Technology Group US Holdings Inc. 2022 USD Delayed Draw Term Loan | CUSIP: 000000000<br>LEI: 213800EGOJGGUKUGEZ30 | Long             | LON              | CORP              | US        |     39371 | PA      | $38386.79     | 0.01%             | 2029-07-06      | Variable      | 8.93%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust                                         | BRAVO Residential Funding Trust 2021-NQM1                                           | CUSIP: 10569TAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    864189 | PA      | $716305.61    | 0.12%             | 2049-02-25      | Variable      | 0.94%                 | No            |                  2 | On Loan: No      |
| ACURIS FIN US/ACURIS FIN                                                | Acuris Finance US Inc / Acuris Finance SARL                                         | CUSIP: 00511BAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    272000 | PA      | $216920.00    | 0.04%             | 2028-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                                               | Nelnet Student Loan Trust 2021-B                                                    | CUSIP: 64034QAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1982529 | PA      | $1574961.28   | 0.27%             | 2062-04-20      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| CHESAPEAKE ENERGY CORP                                                  | Chesapeake Energy Corp                                                              | CUSIP: 92735LAA0<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |    319000 | PA      | $310578.40    | 0.05%             | 2029-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                             | RRP MINERVA MER                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |    -74192 | PA      | $-74192.50    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Rad CLO Ltd                                                             | Rad CLO 3 Ltd                                                                       | CUSIP: 48661WAQ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    400000 | PA      | $368055.56    | 0.06%             | 2032-04-15      | Floating      | 6.83%                 | No            |                  2 | On Loan: No      |
| Sovos Compliance, LLC                                                   | Sovos Compliance, LLC 2021 Term Loan                                                | CUSIP: 84611YAB6<br>LEI: 549300M9XYG5WP2QHH07 | Long             | LON              | CORP              | US        |    117669 | PA      | $108171.94    | 0.02%             | 2028-08-11      | Floating      | 8.88%                 | No            |                  2 | On Loan: No      |
| CRESTWOOD MID PARTNER LP                                                | Crestwood Midstream Partners LP / Crestwood Midstream Finance Corp                  | CUSIP: 67421QAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     59000 | PA      | $58710.03     | 0.01%             | 2029-04-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                                     | Global Payments Inc                                                                 | CUSIP: 37940XAP7<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |     70000 | PA      | $67900.18     | 0.01%             | 2027-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| AVSC Holding Corp.                                                      | AVSC Holding Corp. 2018 2nd Lien Term Loan                                          | CUSIP: 00241YAQ7<br>LEI: 549300CLJBQ9YSR4U689 | Long             | LON              | CORP              | US        |    156220 | PA      | $125338.43    | 0.02%             | 2025-09-01      | Floating      | 11.65%                | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                                                | Madison Park Funding XXXVIII Ltd                                                    | CUSIP: 55821KAG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $230252.34    | 0.04%             | 2034-07-17      | Floating      | 5.98%                 | No            |                  2 | On Loan: No      |
| NOMURA SECURITIES INTERNATIONAL INC                                     | RRP ALLIED UNIV                                                                     | CUSIP: 000000000<br>LEI: OXTKY6Q8X53C9ILVV871 | Short            | RA               | CORP              | US        |   -567000 | PA      | $-567000.00   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                                | Occidental Petroleum Corp                                                           | CUSIP: 674599EB7<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     79000 | PA      | $78713.92     | 0.01%             | 2025-09-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| OUTFRONT MEDIA CAP LLC/C                                                | Outfront Media Capital LLC / Outfront Media Capital Corp                            | CUSIP: 69007TAE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    141000 | PA      | $116991.93    | 0.02%             | 2029-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PDC Energy Inc                                                          | PDC Energy Inc                                                                      | CUSIP: 69327RAG6<br>LEI: 5493008W8H2T511J5Y59 | Long             | DBT              | CORP              | US        |     58000 | PA      | $57669.40     | 0.01%             | 2024-09-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                                                    | SWAP/CDSWAP/SCDS: (LADLN)                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              |  | XX        |     10000 | OU      | $-785.64      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Galaxy CLO Ltd                                                          | Galaxy XXIII CLO Ltd                                                                | CUSIP: 36319TAN6<br>LEI: 5493001X8XC4DMSYH466 | Long             | ABS-CBDO         | CORP              | KY        |    465397 | PA      | $460627.68    | 0.08%             | 2029-04-24      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| M6 ETX Holdings II Midco LLC                                            | M6 ETX Holdings II Midco LLC Term Loan B                                            | CUSIP: 55285DAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    117705 | PA      | $117594.36    | 0.02%             | 2029-09-19      | Variable      | 9.16%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                                                | Madison Park Funding XXXI Ltd                                                       | CUSIP: 55819DAL0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    625000 | PA      | $588297.25    | 0.10%             | 2031-01-23      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| ION TRADING TECHNOLOGIES                                                | ION Trading Technologies Sarl                                                       | CUSIP: 46205YAA9<br>LEI: 5493009ZVXOKZLQ6QJ12 | Long             | DBT              | CORP              | LU        |    200000 | PA      | $166750.00    | 0.03%             | 2028-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| JP MORGAN SECURITIES LLC                                                | RRP FHLMC 4398                                                                      | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | Short            | RA               | CORP              | US        |  -8979416 | PA      | $-8979416.48  | -1.53%            |  |  |  | No            |                  2 | On Loan: No      |
| BOOZ ALLEN HAMILTON INC                                                 | Booz Allen Hamilton Inc                                                             | CUSIP: 09951LAB9<br>LEI: 549300D7XCH2480XU542 | Long             | DBT              | CORP              | US        |    242000 | PA      | $212994.83    | 0.04%             | 2029-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GALAXY BIDCO LTD                                                        | Galaxy Bidco Ltd                                                                    | CUSIP: 000000000<br>LEI: 2138006O8YW3QCHKDY76 | Long             | DBT              | CORP              | JE        |    100000 | PA      | $102398.07    | 0.02%             | 2026-07-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Capital XIII                                                  | Citigroup Capital XIII                                                              | CUSIP: 173080201<br>LEI: N/A                  | Long             | EP               | CORP              | US        |     29583 | NS      | $840157.20    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| ASBURY AUTOMOTIVE GROUP                                                 | Asbury Automotive Group Inc                                                         | CUSIP: 043436AU8<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |     18000 | PA      | $15847.20     | 0.00%             | 2028-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| OMAN GOV INTERNTL BOND                                                  | Oman Government International Bond                                                  | CUSIP: 000000000<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |    200000 | PA      | $192350.00    | 0.03%             | 2051-01-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| NMG HLDCO/NEIMAN MARCUS                                                 | NMG Holding Co Inc / Neiman Marcus Group LLC                                        | CUSIP: 62929RAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    112000 | PA      | $104973.96    | 0.02%             | 2026-04-01      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                                                | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                      | CUSIP: 01883LAD5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1379000 | PA      | $1134089.60   | 0.19%             | 2029-11-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ALLEGIANT TRAVEL CO                                                     | Allegiant Travel Co                                                                 | CUSIP: 01748XAD4<br>LEI: 549300JM9OZXOHWL2K18 | Long             | DBT              | CORP              | US        |     80000 | PA      | $76092.94     | 0.01%             | 2027-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                                                | Hilcorp Energy I LP / Hilcorp Finance Co                                            | CUSIP: 431318AV6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     11000 | PA      | $9488.15      | 0.00%             | 2031-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                     | CUSIP: 3140QQH99<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2310261 | PA      | $2325480.05   | 0.40%             | 2037-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS                                                | Cheniere Energy Partners LP                                                         | CUSIP: 16411QAK7<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    470000 | PA      | $400139.20    | 0.07%             | 2031-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Palmer Square Loan Funding Ltd                                          | Palmer Square Loan Funding 2021-3 Ltd                                               | CUSIP: 69702BAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    569263 | PA      | $561188.93    | 0.10%             | 2029-07-20      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| Allied Universal                                                        | Allied Universal Holdco LLC / Allied Universal Finance Corp                         | CUSIP: 019576AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    719000 | PA      | $657885.00    | 0.11%             | 2026-07-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| PROOFPOINT, INC.                                                        | Proofpoint, Inc. 2nd Lien Term Loan                                                 | CUSIP: 000000000<br>LEI: 529900C5FODDK0WSR085 | Long             | LON              | CORP              | US        |    249800 | PA      | $238976.17    | 0.04%             | 2029-08-31      | Floating      | 10.98%                | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                | Ford Motor Credit Co LLC                                                            | CUSIP: 345397XU2<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    200000 | PA      | $186292.00    | 0.03%             | 2026-01-08      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| CALPINE CORP                                                            | Calpine Corp                                                                        | CUSIP: 131347CP9<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |     46000 | PA      | $39470.48     | 0.01%             | 2029-02-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| ACADIA HEALTHCARE CO INC                                                | Acadia Healthcare Co Inc                                                            | CUSIP: 00404AAP4<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |     56000 | PA      | $51503.20     | 0.01%             | 2029-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TAP ROCK RESOURCES LLC                                                  | Tap Rock Resources LLC                                                              | CUSIP: 87602LAA0<br>LEI: 549300Y3SDS1HPFQ6H17 | Long             | DBT              | CORP              | US        |    519000 | PA      | $482721.90    | 0.08%             | 2026-10-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                          | Morgan Stanley                                                                      | CUSIP: 61761J3R8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1865543.68   | 0.32%             | 2026-07-27      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                     | CUSIP: 3140QPNB9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    354769 | PA      | $353232.35    | 0.06%             | 2037-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| E.ON INTL FINANCE BV                                                    | E.ON International Finance BV                                                       | CUSIP: 268789AB0<br>LEI: 549300TG53AWJ719M814 | Long             | DBT              | CORP              | NL        |   3100000 | PA      | $3128477.22   | 0.53%             | 2038-04-30      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Federal National Mortgage Association                                               | CUSIP: 31398AFD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |   1600000 | PA      | $1788451.34   | 0.30%             | 2037-07-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| NOMURA SECURITIES INTERNATIONAL INC                                     | RRP TREASURY NO                                                                     | CUSIP: 000000000<br>LEI: OXTKY6Q8X53C9ILVV871 | Short            | RA               | CORP              | US        |  -2898750 | PA      | $-2898750.00  | -0.49%            |  |  |  | No            |                  2 | On Loan: No      |
| EMBECTA CORP                                                            | Embecta Corp                                                                        | CUSIP: 29082KAB1<br>LEI: 549300RPG8GXVDHNXZ62 | Long             | DBT              | CORP              | US        |     50000 | PA      | $45125.00     | 0.01%             | 2030-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| STANDARD INDUSTRIES INC                                                 | Standard Industries Inc/NJ                                                          | CUSIP: 853496AG2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |    550000 | PA      | $448208.51    | 0.08%             | 2030-07-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                          | Home Depot Inc/The                                                                  | CUSIP: 437076AS1<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   1660000 | PA      | $1775230.01   | 0.30%             | 2036-12-16      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| US FOODS INC                                                            | US Foods Inc                                                                        | CUSIP: 90290MAE1<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |     27000 | PA      | $23776.59     | 0.00%             | 2030-06-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| ENLINK MIDSTREAM LLC                                                    | EnLink Midstream LLC                                                                | CUSIP: 29336TAD2<br>LEI: 54930000GY1H533OBE23 | Long             | DBT              | CORP              | US        |    164000 | PA      | $162310.80    | 0.03%             | 2030-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Cloudera, Inc.                                                          | Cloudera, Inc. 2021 Term Loan                                                       | CUSIP: 74339VAB4<br>LEI: 549300PGONC4JOI0RG62 | Long             | LON              | CORP              | US        |    227472 | PA      | $213398.36    | 0.04%             | 2028-10-08      | Floating      | 8.13%                 | No            |                  2 | On Loan: No      |
| CIENA CORP                                                              | Ciena Corp                                                                          | CUSIP: 171779AL5<br>LEI: W0CZ7N0GH8UIGXDM1H41 | Long             | DBT              | CORP              | US        |     71000 | PA      | $62487.81     | 0.01%             | 2030-01-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VIAVI SOLUTIONS INC                                                     | Viavi Solutions Inc                                                                 | CUSIP: 925550AF2<br>LEI: 5493006K3E3N1QOBF092 | Long             | DBT              | CORP              | US        |    237000 | PA      | $199187.73    | 0.03%             | 2029-10-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| TECHEM VERWALTUNGSGES                                                   | Techem Verwaltungsgesellschaft 674 mbH                                              | CUSIP: 000000000<br>LEI: 549300W2QKB8BC676O97 | Long             | DBT              | CORP              | DE        |     87920 | PA      | $88267.18     | 0.02%             | 2026-07-30      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CROWNROCK LP/CROWNROCK F                                                | CrownRock LP / CrownRock Finance Inc                                                | CUSIP: 228701AG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     29000 | PA      | $26056.96     | 0.00%             | 2029-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CLEVELAND ELECTRIC ILLUM                                                | Cleveland Electric Illuminating Co/The                                              | CUSIP: 186108CE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    434000 | PA      | $430542.97    | 0.07%             | 2036-12-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                                     | RRP FRONTIER CO                                                                     | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -160916 | PA      | $-160916.25   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| SS&C Technologies Inc                                                   | SS&C Technologies Inc                                                               | CUSIP: 78466CAC0<br>LEI: 549300KY09TR3J12JU49 | Long             | DBT              | CORP              | US        |    576000 | PA      | $539364.15    | 0.09%             | 2027-09-30      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners CLO, LTD                                         | Golub Capital Partners CLO 55B LTD                                                  | CUSIP: 38178QAA6<br>LEI: 254900ZZ9HHZTOQ1XK24 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $220129.10    | 0.04%             | 2034-07-20      | Floating      | 10.80%                | No            |                  2 | On Loan: No      |
| MELCO RESORTS FINANCE                                                   | Melco Resorts Finance Ltd                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    250000 | PA      | $219375.00    | 0.04%             | 2026-04-26      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                     | American Express Co                                                                 | CUSIP: 025816CH0<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    500000 | PA      | $410750.00    | 0.07%             | 2026-09-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| TRIVIUM PACKAGING FIN                                                   | Trivium Packaging Finance BV                                                        | CUSIP: 89686QAA4<br>LEI: 724500GMZWW3PVYET548 | Long             | DBT              | CORP              | NL        |    505000 | PA      | $463052.48    | 0.08%             | 2026-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PETSMART INC/PETSMART FI                                                | PetSmart Inc / PetSmart Finance Corp                                                | CUSIP: 71677KAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    493000 | PA      | $463021.90    | 0.08%             | 2029-02-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                                                    | Colombia Government International Bond                                              | CUSIP: 195325DS1<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    400000 | PA      | $296450.00    | 0.05%             | 2031-04-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC                                                    | RRP AVIS BUDGET                                                                     | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | Short            | RA               | CORP              | US        |    -19402 | PA      | $-19402.50    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Trestles CLO LTD                                                        | TRESTLES CLO 2017-1 Ltd                                                             | CUSIP: 89531FAQ0<br>LEI: 254900QSBDX181YYBH38 | Long             | ABS-CBDO         | CORP              | KY        |   1750000 | PA      | $1616265.88   | 0.27%             | 2032-04-25      | Floating      | 6.11%                 | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                                     | RRP DARLING ING                                                                     | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -220522 | PA      | $-220522.50   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| ARKO CORP                                                               | Arko Corp                                                                           | CUSIP: 041242AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    123000 | PA      | $96579.60     | 0.02%             | 2029-11-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| COMMSCOPE INC                                                           | CommScope Inc                                                                       | CUSIP: 203372AX5<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |    355000 | PA      | $286201.00    | 0.05%             | 2029-09-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                                     | GS Mortgage-Backed Securities Trust 2021-PJ7                                        | CUSIP: 36262CAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2504850 | PA      | $2010630.88   | 0.34%             | 2052-01-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| IHS HOLDING LTD                                                         | IHS Holding Ltd                                                                     | CUSIP: 44963HAB1<br>LEI: 213800CLGMKL63VKTD94 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $160787.50    | 0.03%             | 2028-11-29      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                                                  | VICI Properties LP / VICI Note Co Inc                                               | CUSIP: 92564RAB1<br>LEI: N/A                  | Long             | DBT              |  | US        |    378000 | PA      | $343980.00    | 0.06%             | 2029-12-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| SG Capital Partners                                                     | SG Residential Mortgage Trust 2022-2                                                | CUSIP: 78434KAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    732001 | PA      | $719141.81    | 0.12%             | 2062-08-25      | Variable      | 5.35%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                      | Energy Transfer LP                                                                  | CUSIP: 29278NAQ6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    642000 | PA      | $566042.32    | 0.10%             | 2030-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| JP MORGAN SECURITIES LLC                                                | RRP FHLMC 4549F                                                                     | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | Short            | RA               | CORP              | US        |  -2816331 | PA      | $-2816330.57  | -0.48%            |  |  |  | No            |                  2 | On Loan: No      |
| NCR CORP                                                                | NCR Corp                                                                            | CUSIP: 62886EAY4<br>LEI: 549300YKTY8JX1DV2R67 | Long             | DBT              | CORP              | US        |     73000 | PA      | $62235.00     | 0.01%             | 2028-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae REMICS                                                                   | CUSIP: 3136APDF6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1636000 | PA      | $1427060.55   | 0.24%             | 2045-07-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                                                | CHS/Community Health Systems Inc                                                    | CUSIP: 12543DBK5<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |     82000 | PA      | $59533.64     | 0.01%             | 2031-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                     | CUSIP: 31410F2Q7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    577792 | PA      | $590041.69    | 0.10%             | 2034-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GRUPO AVAL LTD                                                          | Grupo Aval Ltd                                                                      | CUSIP: 40053FAC2<br>LEI: 549300J4FW1ELLQ80113 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $161600.00    | 0.03%             | 2030-02-04      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| DIC ASSET AG                                                            | DIC Asset AG                                                                        | CUSIP: 000000000<br>LEI: 52990044JL2ZPWONU738 | Long             | DBT              | CORP              | DE        |    100000 | PA      | $61015.62     | 0.01%             | 2026-09-22      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                  | NextEra Energy Capital Holdings Inc                                                 | CUSIP: 65339KBK5<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   2750000 | PA      | $2497562.29   | 0.42%             | 2079-05-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                    | RRP FHLMC 30YR                                                                      | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | Short            | RA               | CORP              | US        |  -2114955 | PA      | $-2114954.54  | -0.36%            |  |  |  | No            |                  2 | On Loan: No      |
| LORCA TELECOM BONDCO                                                    | Lorca Telecom Bondco SA                                                             | CUSIP: 000000000<br>LEI: 9598004HFBAS82YM7X35 | Long             | DBT              | CORP              | ES        |    100000 | PA      | $95537.62     | 0.02%             | 2027-09-18      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MetLife Inc                                                             | MetLife Inc                                                                         | CUSIP: 59156RAP3<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |   2554000 | PA      | $2469973.40   | 0.42%             | 2036-12-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                | Ford Motor Credit Co LLC                                                            | CUSIP: 345397A86<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    200000 | PA      | $179000.00    | 0.03%             | 2027-08-17      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA NA                                                      | SWAP/CDSWAP/SCDS: (TKAGR)                                                           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              |  | XX        |     10000 | OU      | $-222.02      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                                                | Prudential Financial Inc                                                            | CUSIP: 74432QAK1<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    500000 | PA      | $486376.51    | 0.08%             | 2036-03-17      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| TD SECURITIES USA LLC                                                   | RRP COMCAST COR                                                                     | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |  -2621250 | PA      | $-2621250.00  | -0.45%            |  |  |  | No            |                  2 | On Loan: No      |
| TALLGRASS NRG PRTNR/FIN                                                 | Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp                        | CUSIP: 87470LAJ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     20000 | PA      | $17294.60     | 0.00%             | 2030-12-31      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| East Bay Municipal Utility District Water System Revenue                | EAST BAY CA MUNI UTILITY DIST WTR SYS REVENUE                                       | CUSIP: 271014TU6<br>LEI: 549300IZZ5HKLDKRTF96 | Long             | DBT              | MUN               | US        |   1900000 | PA      | $2064792.70   | 0.35%             | 2040-06-01      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| VERMILION ENERGY INC                                                    | Vermilion Energy Inc                                                                | CUSIP: 923725AD7<br>LEI: WT03B8BB1IX8WI9ZGV02 | Long             | DBT              | CORP              | CA        |    108000 | PA      | $98558.95     | 0.02%             | 2030-05-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD RESID PROPERT                                                | Brookfield Residential Properties Inc / Brookfield Residential US LLC               | CUSIP: 11283YAG5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    141000 | PA      | $110173.17    | 0.02%             | 2029-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AMER AIRLN 15-2 A PASS T                                                | American Airlines 2015-2 Class A Pass Through Trust                                 | CUSIP: 02377BAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1038147 | PA      | $843028.33    | 0.14%             | 2027-09-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LAMB WESTON HLD                                                         | Lamb Weston Holdings Inc                                                            | CUSIP: 513272AD6<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |    172000 | PA      | $151910.40    | 0.03%             | 2030-01-31      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| KINETIK HOLDINGS LP                                                     | Kinetik Holdings LP                                                                 | CUSIP: 49461MAA8<br>LEI: 549300RD6AJIMYC0HY12 | Long             | DBT              | CORP              | US        |    378000 | PA      | $354481.97    | 0.06%             | 2030-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| NOMURA SECURITIES INTERNATIONAL INC                                     | RRP TREASURY NO                                                                     | CUSIP: 000000000<br>LEI: OXTKY6Q8X53C9ILVV871 | Short            | RA               | CORP              | US        |  -2322000 | PA      | $-2322000.00  | -0.39%            |  |  |  | No            |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                                                  | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC               | CUSIP: 013092AB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    219000 | PA      | $208198.92    | 0.04%             | 2028-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Callon Petroleum Co                                                     | Callon Petroleum Co                                                                 | CUSIP: 13123XAZ5<br>LEI: 549300EFOWPEB0WLZW21 | Long             | DBT              | CORP              | US        |     80000 | PA      | $74563.66     | 0.01%             | 2026-07-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                    | RRP FNMA 30YR                                                                       | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | Short            | RA               | CORP              | US        |   -821556 | PA      | $-821555.87   | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| CALPINE CORP                                                            | Calpine Corp                                                                        | CUSIP: 131347CQ7<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |     41000 | PA      | $34395.06     | 0.01%             | 2031-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Amentum Government Services Holdings LLC                                | Amentum Government Services Holdings LLC Term Loan B                                | CUSIP: 57776DAB9<br>LEI: 5493008CT6B5L54YSE94 | Long             | LON              | CORP              | US        |     41020 | PA      | $40028.39     | 0.01%             | 2027-01-29      | Floating      | 8.38%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                    | Bank of America Corp                                                                | CUSIP: 06051GLC1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    310000 | PA      | $320066.23    | 0.05%             | 2028-11-10      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| American Money Management Corporation                                   | Ammc Clo 20 Ltd                                                                     | CUSIP: 00177TAJ2<br>LEI: 549300LDRXVT7PCHV066 | Long             | ABS-CBDO         | CORP              | KY        |    372989 | PA      | $370698.48    | 0.06%             | 2029-04-17      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                                     | GS Mortgage-Backed Securities Trust 2021-PJ6                                        | CUSIP: 36262LAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    962365 | PA      | $772485.84    | 0.13%             | 2051-11-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| ERP Operating LP                                                        | ERP Operating LP                                                                    | CUSIP: 26884ABE2<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              |  | US        |   1155000 | PA      | $970891.02    | 0.17%             | 2045-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Whitebox CLO I Ltd                                                      | Whitebox Clo II Ltd                                                                 | CUSIP: 96466CAU2<br>LEI: 549300C89ZJ5IWOT1F21 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $453309.35    | 0.08%             | 2034-10-24      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| APACHE CORP                                                             | Apache Corp                                                                         | CUSIP: 037411BF1<br>LEI: 72ZZ1XRHOOU9P9X16K08 | Long             | DBT              | CORP              | US        |    133000 | PA      | $117692.60    | 0.02%             | 2030-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                       | HSBC Holdings PLC                                                                   | CUSIP: 404280AT6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1000000 | PA      | $969077.23    | 0.16%             | 2025-03-30      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| BALL CORP                                                               | Ball Corp                                                                           | CUSIP: 058498AX4<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |    254000 | PA      | $203995.02    | 0.03%             | 2031-09-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                                                 | Royal Caribbean Cruises Ltd                                                         | CUSIP: 780153BG6<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |     89000 | PA      | $71026.01     | 0.01%             | 2028-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                                            | CSMC 2020-FACT                                                                      | CUSIP: 126395AL6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    900000 | PA      | $816721.20    | 0.14%             | 2037-10-15      | Floating      | 8.03%                 | No            |                  2 | On Loan: No      |
| Banff Merger Sub Inc                                                    | Banff Merger Sub Inc 2021 USD Term Loan                                             | CUSIP: 05988HAE7<br>LEI: 5493006T045HLTF7YX04 | Long             | LON              | CORP              | US        |     45327 | PA      | $43323.36     | 0.01%             | 2025-10-02      | Floating      | 8.13%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                                  | Williams Cos Inc/The                                                                | CUSIP: 96949LAB1<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    750000 | PA      | $728974.63    | 0.12%             | 2025-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| THETA CAPITAL PTE LTD                                                   | Theta Capital Pte Ltd                                                               | CUSIP: 000000000<br>LEI: 2549003I5QVCGQHCYJ52 | Long             | DBT              | CORP              | SG        |    200000 | PA      | $150787.50    | 0.03%             | 2025-01-22      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| Mariner Finance Issuance Trust                                          | Mariner Finance Issuance Trust 2022-A                                               | CUSIP: 56847QAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    515000 | PA      | $511357.77    | 0.09%             | 2037-10-20      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                | BX Trust 2021-SDMF                                                                  | CUSIP: 12434CAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    199000 | PA      | $190576.67    | 0.03%             | 2034-09-15      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| TALLGRASS NRG PRTNR/FIN                                                 | Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp                        | CUSIP: 87470LAG6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     29000 | PA      | $27074.92     | 0.00%             | 2027-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                                       | Kinder Morgan Inc                                                                   | CUSIP: 49456BAV3<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    276000 | PA      | $255883.88    | 0.04%             | 2033-02-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| VISTRA CORP                                                             | Vistra Corp                                                                         | CUSIP: 92840MAC6<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |    162000 | PA      | $147409.18    | 0.03%             | 2026-12-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAIN INC                                                   | Caesars Entertainment Inc                                                           | CUSIP: 28470RAK8<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |    876000 | PA      | $860713.80    | 0.15%             | 2027-07-01      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                                  | CCO Holdings LLC / CCO Holdings Capital Corp                                        | CUSIP: 1248EPCP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    936000 | PA      | $690810.12    | 0.12%             | 2034-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CONSTELLIUM SE                                                          | Constellium SE                                                                      | CUSIP: 21039CAA2<br>LEI: 724500KRJEMC79KAAU28 | Long             | DBT              | CORP              | FR        |    250000 | PA      | $231055.00    | 0.04%             | 2028-06-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                                       | Post Holdings Inc                                                                   | CUSIP: 737446AR5<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |     28000 | PA      | $23538.50     | 0.00%             | 2031-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                     | CUSIP: 3140MTFY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    206937 | PA      | $205980.86    | 0.04%             | 2037-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                                                 | GLP Capital LP / GLP Financing II Inc                                               | CUSIP: 361841AR0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    379000 | PA      | $302966.84    | 0.05%             | 2032-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                                      | Dominican Republic International Bond                                               | CUSIP: 25714PEF1<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    300000 | PA      | $248025.00    | 0.04%             | 2032-09-23      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Trimaran Advisors CAVU 2019-2                                           | Trimaran CAVU 2019-2 Ltd                                                            | CUSIP: 89624JAJ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $463069.00    | 0.08%             | 2032-11-26      | Floating      | 8.91%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE HOLDINGS FINA                                                | Blackstone Holdings Finance Co LLC                                                  | CUSIP: 09261BAJ9<br>LEI: 549300D2L6J4NC1QVZ22 | Long             | DBT              | CORP              | US        |    448000 | PA      | $451354.35    | 0.08%             | 2027-11-03      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| LADDER CAP FIN LLLP/CORP                                                | Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp                  | CUSIP: 505742AP1<br>LEI: N/A                  | Long             | DBT              |  | US        |     46000 | PA      | $37138.56     | 0.01%             | 2029-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Dominican Republic                                                      | Dominican Republic International Bond                                               | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    115000 | PA      | $115884.06    | 0.02%             | 2026-01-29      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| MASONITE INTERNATIONAL C                                                | Masonite International Corp                                                         | CUSIP: 575385AD1<br>LEI: 549300H0H07ZFT4JYM32 | Long             | DBT              | CORP              | CA        |     17000 | PA      | $15718.37     | 0.00%             | 2028-02-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| HAWAIIAN BRAND INTELLECT                                                | Hawaiian Brand Intellectual Property Ltd / HawaiianMiles Loyalty Ltd                | CUSIP: 41984LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    168000 | PA      | $152040.00    | 0.03%             | 2026-01-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AXALTA COAT/DUTCH HLD BV                                                | Axalta Coating Systems LLC / Axalta Coating Systems Dutch Holding B BV              | CUSIP: 05454NAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    242000 | PA      | $223704.80    | 0.04%             | 2027-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                                                    | Colombia Government International Bond                                              | CUSIP: 195325EF8<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    200000 | PA      | $199600.00    | 0.03%             | 2033-04-20      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| 522 Funding CLO Ltd                                                     | ASSURANT CLO I LTD                                                                  | CUSIP: 33836JAG4<br>LEI: 635400A6LSLGJQHVOZ36 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $457186.20    | 0.08%             | 2034-10-20      | Floating      | 6.39%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                                  | PNC Financial Services Group Inc/The                                                | CUSIP: 693475BF1<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    205000 | PA      | $200336.25    | 0.03%             | 2027-09-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Galaxy US Opco Inc.                                                     | Galaxy US Opco Inc. Term Loan                                                       | CUSIP: 36321DAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    140000 | PA      | $126350.00    | 0.02%             | 2029-04-29      | Variable      | 9.07%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                                  | CCO Holdings LLC / CCO Holdings Capital Corp                                        | CUSIP: 1248EPBT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    228000 | PA      | $212511.96    | 0.04%             | 2027-05-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| NOVELIS SHEET INGOT GMBH                                                | Novelis Sheet Ingot GmbH                                                            | CUSIP: 000000000<br>LEI: 9845005E95899E77AY49 | Long             | DBT              | CORP              | DE        |    100000 | PA      | $90921.84     | 0.02%             | 2029-04-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                           | Citigroup Inc                                                                       | CUSIP: 172967MV0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   3160000 | PA      | $2693900.00   | 0.46%             | 2026-02-18      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CARNIVAL HLDGS BM LTD                                                   | Carnival Holdings Bermuda Ltd                                                       | CUSIP: 14366RAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    224000 | PA      | $229960.64    | 0.04%             | 2028-05-01      | Fixed         | 10.38%                | No            |                  2 | On Loan: No      |
| TIBCO SOFTWARE INC.                                                     | Tibco Software Inc. 2022 USD Term Loan                                              | CUSIP: 88632NAV2<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | LON              | CORP              | US        |    439000 | PA      | $391258.75    | 0.07%             | 2029-03-30      | Variable      | 9.18%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae REMICS                                                                   | CUSIP: 3136BMXA1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  14500000 | PA      | $12982299.50  | 2.21%             | 2052-05-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                          | Morgan Stanley                                                                      | CUSIP: 61762V606<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EP               | CORP              | US        |     66567 | NS      | $1531706.67   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC SECURITIES USA, INC.                                               | RRP FNMA 15YR U                                                                     | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | Short            | RA               | CORP              | US        |  -2219966 | PA      | $-2219966.05  | -0.38%            |  |  |  | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                           | Carnival Corp                                                                       | CUSIP: 143658BL5<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     48000 | PA      | $38044.55     | 0.01%             | 2026-03-01      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                                        | CIFC Funding 2017-IV Ltd                                                            | CUSIP: 12551JAL0<br>LEI: 254900JEH56UBUEZJW15 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $494548.75    | 0.08%             | 2030-10-24      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                     | CUSIP: 3140QQ6M2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1934136 | PA      | $1976558.78   | 0.34%             | 2037-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                                                   | Uber Technologies Inc                                                               | CUSIP: 90353TAJ9<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    884000 | PA      | $744554.64    | 0.13%             | 2025-12-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                              | AbbVie Inc                                                                          | CUSIP: 00287YAQ2<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    870000 | PA      | $843157.89    | 0.14%             | 2025-05-14      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| NOMURA SECURITIES INTERNATIONAL INC                                     | RRP EQM MIDSTRE                                                                     | CUSIP: 000000000<br>LEI: OXTKY6Q8X53C9ILVV871 | Short            | RA               | CORP              | US        |   -235875 | PA      | $-235875.00   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                                                   | GFL Environmental Inc                                                               | CUSIP: 36168QAM6<br>LEI: 549300FYK4MBXWIVZU26 | Long             | DBT              | CORP              | CA        |    131000 | PA      | $115170.29    | 0.02%             | 2028-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ENTEGRIS INC                                                            | Entegris Inc                                                                        | CUSIP: 29362UAD6<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |     79000 | PA      | $64325.75     | 0.01%             | 2029-05-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                                        | COLT 2022-5 Mortgage Loan Trust                                                     | CUSIP: 19688LAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1692007 | PA      | $1632836.40   | 0.28%             | 2067-04-25      | Variable      | 4.55%                 | No            |                  2 | On Loan: No      |
| ZI TECH LLC/ZI FIN CORP                                                 | ZoomInfo Technologies LLC/ZoomInfo Finance Corp                                     | CUSIP: 98981BAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    874000 | PA      | $734494.24    | 0.12%             | 2029-02-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                            | Comcast Corp                                                                        | CUSIP: 20030NCM1<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2679583.89   | 0.46%             | 2048-10-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                                  | CCO Holdings LLC / CCO Holdings Capital Corp                                        | CUSIP: 1248EPBX0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    210000 | PA      | $190677.90    | 0.03%             | 2028-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Frontier Communications Corp.                                           | Frontier Communications Corp. 2021 1st Lien Term Loan                               | CUSIP: 35906EAQ3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    194535 | PA      | $185156.47    | 0.03%             | 2028-05-01      | Floating      | 8.50%                 | No            |                  2 | On Loan: No      |
| METIS MERGER SUB LLC                                                    | Metis Merger Sub LLC                                                                | CUSIP: 59155LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     82000 | PA      | $68837.59     | 0.01%             | 2029-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GOL FINANCE SA                                                          | Gol Finance SA                                                                      | CUSIP: 36254VAA6<br>LEI: 5299007RH8MA67ZC6J07 | Long             | DBT              | CORP              | LU        |    200000 | PA      | $87037.50     | 0.01%             | 2025-01-31      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                                | OBX 2022-INV3 Trust                                                                 | CUSIP: 67116EAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    726240 | PA      | $605304.14    | 0.10%             | 2052-02-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                             | SWP: OIS 3.054500 01-DEC-2052                                                       | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   1500000 | OU      | $-45236.53    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| OCP CLO Ltd                                                             | OCP CLO 2017-13 Ltd                                                                 | CUSIP: 67097LAH9<br>LEI: 254900M77QLN2EBJHE11 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $986840.40    | 0.17%             | 2030-07-15      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| DYCOM INDUSTRIES INC                                                    | Dycom Industries Inc                                                                | CUSIP: 267475AD3<br>LEI: 549300F56EKTHQI3WT60 | Long             | DBT              | CORP              | US        |     80000 | PA      | $69631.55     | 0.01%             | 2029-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MOLINA HEALTHCARE INC                                                   | Molina Healthcare Inc                                                               | CUSIP: 60855RAL4<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |     72000 | PA      | $59791.63     | 0.01%             | 2032-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Ziggo Bond Co BV                                                        | Ziggo Bond Co BV                                                                    | CUSIP: 98954UAB9<br>LEI: 213800JYI4P7V5QDOG59 | Long             | DBT              | CORP              | NL        |    150000 | PA      | $139563.00    | 0.02%             | 2027-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CRE                                                  | Blackstone Private Credit Fund                                                      | CUSIP: 09261HAK3<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |     53000 | PA      | $44623.96     | 0.01%             | 2027-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| VIVO ENERGY INVESTMENTS                                                 | Vivo Energy Investments BV                                                          | CUSIP: 92856HAB0<br>LEI: 724500P3OXMB2IERLM56 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $178225.00    | 0.03%             | 2027-09-24      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                     | JPMorgan Chase & Co                                                                 | CUSIP: 46647PDK9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    138000 | PA      | $134695.38    | 0.02%             | 2033-09-14      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| SLM CORP                                                                | SLM Corp                                                                            | CUSIP: 78442PGE0<br>LEI: 4K8SLPBF5DXXGPW03H93 | Long             | DBT              | CORP              | US        |    117000 | PA      | $99502.63     | 0.02%             | 2026-11-02      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| AVANTOR FUNDING INC                                                     | Avantor Funding Inc                                                                 | CUSIP: 05352TAA7<br>LEI: 5493003VM0XB4U8YD238 | Long             | DBT              | CORP              | US        |    327000 | PA      | $297125.28    | 0.05%             | 2028-07-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY OPERATING                                                | NextEra Energy Operating Partners LP                                                | CUSIP: 65342QAC6<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2789.10      | 0.00%             | 2024-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                                                | Madison Park Funding XXXIV Ltd                                                      | CUSIP: 55819GAU3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $238349.08    | 0.04%             | 2032-04-25      | Floating      | 7.71%                 | No            |                  2 | On Loan: No      |
| NOMURA SECURITIES INTERNATIONAL INC                                     | RRP CCO HOLDING                                                                     | CUSIP: 000000000<br>LEI: OXTKY6Q8X53C9ILVV871 | Short            | RA               | CORP              | US        |   -224665 | PA      | $-224665.00   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                                                | PURCHASED USD / SOLD EUR                                                            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |         1 | NC      | $-912.65      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Altice France S.A.                                                      | Altice France S.A. 2018 Term Loan B13                                               | CUSIP: 000000000<br>LEI: 5493001ZMCICV4N02J21 | Long             | LON              | CORP              | FR        |     93705 | PA      | $86950.78     | 0.01%             | 2026-08-14      | Floating      | 8.65%                 | No            |                  2 | On Loan: No      |
| CITIBANK NA                                                             | SWAP/CDSWAP/SCDS: (NVFVES)                                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              |  | XX        |     10000 | OU      | $-314.41      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PRESTIGE BRANDS INC                                                     | Prestige Brands Inc                                                                 | CUSIP: 74112BAM7<br>LEI: 549300JBVP4J6D42I235 | Long             | DBT              | CORP              | US        |    101000 | PA      | $83291.68     | 0.01%             | 2031-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ILIAD HOLDING SAS                                                       | Iliad Holding SASU                                                                  | CUSIP: 449691AA2<br>LEI: 9695009PXA7OI9NXN582 | Long             | DBT              | CORP              | FR        |    529000 | PA      | $490623.08    | 0.08%             | 2026-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AXALTA COATING SYSTEMS                                                  | Axalta Coating Systems LLC                                                          | CUSIP: 05453GAC9<br>LEI: 549300G80QONCHILSF69 | Long             | DBT              | CORP              | US        |    498000 | PA      | $410932.25    | 0.07%             | 2029-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| AIR CANADA                                                              | Air Canada                                                                          | CUSIP: 008911BK4<br>LEI: 4B4HI3CGXMBDC0G6BM51 | Long             | DBT              | CORP              | CA        |    324000 | PA      | $286977.39    | 0.05%             | 2026-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| OZLM Ltd                                                                | OZLM VIII Ltd                                                                       | CUSIP: 67107FBJ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    875000 | PA      | $805253.40    | 0.14%             | 2029-10-17      | Floating      | 7.23%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                       | HSBC Holdings PLC                                                                   | CUSIP: 404280CQ0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    275000 | PA      | $217907.98    | 0.04%             | 2031-03-09      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                                     | RRP CARNIVAL CO                                                                     | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -111510 | PA      | $-111510.00   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Carval CLO LTD                                                          | CarVal CLO III Ltd                                                                  | CUSIP: 14686VAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $432979.50    | 0.07%             | 2032-07-20      | Floating      | 10.68%                | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                                  | PURCHASED USD / SOLD GBP                                                            | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |         1 | NC      | $9343.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRIVIUM PACKAGING FIN                                                   | Trivium Packaging Finance BV                                                        | CUSIP: 89686QAB2<br>LEI: 724500GMZWW3PVYET548 | Long             | DBT              | CORP              | NL        |    738000 | PA      | $677133.38    | 0.12%             | 2027-08-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| KeySpan Gas East Corp                                                   | KeySpan Gas East Corp                                                               | CUSIP: 49338CAA1<br>LEI: K8TS3HOE1568DUBUJL44 | Long             | DBT              | CORP              | US        |   1010000 | PA      | $972260.49    | 0.17%             | 2041-04-01      | Fixed         | 5.82%                 | 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        |     56000 | PA      | $45088.96     | 0.01%             | 2026-09-30      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                                | Occidental Petroleum Corp                                                           | CUSIP: 674599ED3<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    666000 | PA      | $688231.08    | 0.12%             | 2030-09-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| ARAMARK INTL FINANCE                                                    | Aramark International Finance Sarl                                                  | CUSIP: 000000000<br>LEI: 5493006HLPNGDDC12P30 | Long             | DBT              | CORP              | LU        |    100000 | PA      | $102227.93    | 0.02%             | 2025-04-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                            | Enbridge Inc                                                                        | CUSIP: 29250NAW5<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   1935000 | PA      | $1760421.96   | 0.30%             | 2078-03-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| EG GLOBAL FINANCE PLC                                                   | eG Global Finance PLC                                                               | CUSIP: 28228PAB7<br>LEI: 549300TL8Q5207VYET27 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $186324.65    | 0.03%             | 2025-10-30      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| BOYD GAMING CORP                                                        | Boyd Gaming Corp                                                                    | CUSIP: 103304BU4<br>LEI: 254900787YGRYS2A1Z35 | Long             | DBT              | CORP              | US        |    121000 | PA      | $112696.98    | 0.02%             | 2027-12-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                              | AbbVie Inc                                                                          | CUSIP: 00287YAW9<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   2095000 | PA      | $1800506.88   | 0.31%             | 2046-05-14      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| CALLON PETROLEUM CO                                                     | Callon Petroleum Co                                                                 | CUSIP: 13123XBF8<br>LEI: 549300EFOWPEB0WLZW21 | Long             | DBT              | CORP              | US        |    375000 | PA      | $343125.00    | 0.06%             | 2030-06-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| HARVEST MIDSTREAM I LP                                                  | Harvest Midstream I LP                                                              | CUSIP: 417558AA1<br>LEI: 549300DW5M17KJOXCY66 | Long             | DBT              | CORP              | US        |     40000 | PA      | $38177.60     | 0.01%             | 2028-09-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                            | Broadcom Inc                                                                        | CUSIP: 11135FBP5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    162000 | PA      | $119113.14    | 0.02%             | 2035-11-15      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2020-1 B PTT                                                 | United Airlines 2020-1 Class B Pass Through Trust                                   | CUSIP: 90932VAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     26670 | PA      | $25373.45     | 0.00%             | 2026-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| IMPULSORA PIPELINE                                                      | IMPULSORA PIPELINE                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1636562 | PA      | $1438180.91   | 0.24%             | 2042-12-31      | Fixed         | 6.05%                 | No            |                  3 | On Loan: No      |
| ADAPTHEALTH LLC                                                         | AdaptHealth LLC                                                                     | CUSIP: 00653VAE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     18000 | PA      | $15323.22     | 0.00%             | 2030-03-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| BANCO MERCANTIL DE NORTE                                                | Banco Mercantil del Norte SA/Grand Cayman                                           | CUSIP: 05971PAA6<br>LEI: 549300QTVYRPFHS0J362 | Long             | DBT              | CORP              | MX        |    200000 | PA      | $194787.50    | 0.03%             | 2024-09-27      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                                        | CIFC Funding 2020-I Ltd                                                             | CUSIP: 12555QAW6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $467074.65    | 0.08%             | 2036-07-15      | Floating      | 7.18%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE INTERNATIONAL                                             | SCDS: (TTMTIN)                                                                      | CUSIP: 000000000<br>LEI: E58DKGMJYYYJLN8C3868 | N/A              | DCR              |  | XX        |      4934 | OU      | $-746.52      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| COMMERCIAL METALS CO                                                    | Commercial Metals Co                                                                | CUSIP: 201723AR4<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |     51000 | PA      | $44366.25     | 0.01%             | 2032-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                                  | US 10YR ULTRA FUT MAR23                                                             | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       631 | NC      | $-947718.31   | -0.16%            |  |  |  | No            |                  1 | On Loan: No      |
| Shackleton CLO LTD                                                      | Shackleton 2015-VII-R CLO Ltd                                                       | CUSIP: 81883AAE9<br>LEI: 549300NCJRO2LKFZ8G86 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $234705.33    | 0.04%             | 2031-07-15      | Floating      | 6.43%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICALS NE                                                 | Teva Pharmaceutical Finance Netherlands III BV                                      | CUSIP: 88167AAN1<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $197287.50    | 0.03%             | 2025-01-31      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| TEMPO ACQUISITION LLC/FI                                                | Tempo Acquisition LLC / Tempo Acquisition Finance Corp                              | CUSIP: 88023JAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    112000 | PA      | $112192.36    | 0.02%             | 2025-06-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Brand Energy & Infrastructure Services, Inc.                            | Brand Energy & Infrastructure Services, Inc. 2017 Term Loan                         | CUSIP: 10524MAN7<br>LEI: 549300B658W2BPDQMW42 | Long             | LON              | CORP              | US        |   1333538 | PA      | $1190183.03   | 0.20%             | 2024-06-21      | Floating      | 8.61%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                | AT&T Inc                                                                            | CUSIP: 00206RCQ3<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   2710000 | PA      | $2291072.27   | 0.39%             | 2046-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ARD FINANCE SA                                                          | ARD Finance SA                                                                      | CUSIP: 00191AAD8<br>LEI: 6354006P6QPGGPVJW880 | Long             | DBT              | CORP              | LU        |    701000 | PA      | $487568.25    | 0.08%             | 2027-06-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                                                | Madison Park Funding XXV Ltd                                                        | CUSIP: 55820RAL6<br>LEI: 254900B0583OW8RQ8N33 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $242678.25    | 0.04%             | 2029-04-25      | Floating      | 6.01%                 | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                                     | RRP ELEMENT SOL                                                                     | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -670000 | PA      | $-670000.00   | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp                                                   | Northrop Grumman Corp                                                               | CUSIP: 666807BJ0<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    350000 | PA      | $279148.77    | 0.05%             | 2045-04-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| FANTASIA HOLDINGS GROUP                                                 | Fantasia Holdings Group Co Ltd                                                      | CUSIP: 000000000<br>LEI: 5493005JQNLB3I01JW62 | Long             | DBT              | CORP              | KY        |    300000 | PA      | $23250.00     | 0.00%             | 2023-07-28      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| HILTON WORLDWIDE FIN LLC                                                | Hilton Worldwide Finance LLC / Hilton Worldwide Finance Corp                        | CUSIP: 432891AK5<br>LEI: 549300406TN7EY0NPH20 | Long             | DBT              | CORP              | US        |     44000 | PA      | $41880.43     | 0.01%             | 2027-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC                                                    | RRP MICROSTRATE                                                                     | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | Short            | RA               | CORP              | US        |   -139694 | PA      | $-139693.75   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                                                | Alexandria Real Estate Equities Inc                                                 | CUSIP: 015271AS8<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              |  | US        |    550000 | PA      | $416806.26    | 0.07%             | 2050-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                                     | Charles Schwab Corp/The                                                             | CUSIP: 808513BJ3<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |   5195000 | PA      | $4142752.75   | 0.70%             | 2030-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                     | CUSIP: 3140XGV48<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6790848 | PA      | $6027972.76   | 1.02%             | 2050-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Halliburton Co                                                          | Halliburton Co                                                                      | CUSIP: 406216BK6<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |    500000 | PA      | $442723.21    | 0.08%             | 2045-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                                        | COLT 2020-2 Mortgage Loan Trust                                                     | CUSIP: 19688JAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3050000 | PA      | $2650632.70   | 0.45%             | 2065-03-25      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| DCP MIDSTREAM OPERATING                                                 | DCP Midstream Operating LP                                                          | CUSIP: 26439XAH6<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |    106000 | PA      | $103871.85    | 0.02%             | 2036-11-03      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Republic of Guatemala                                                   | Guatemala Government Bond                                                           | CUSIP: 000000000<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |    200000 | PA      | $191662.50    | 0.03%             | 2026-05-03      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Sabre GLBL Inc.                                                         | Sabre GLBL Inc. 2021 Term Loan B1                                                   | CUSIP: 78571YBG4<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | LON              | CORP              | US        |     48224 | PA      | $43763.28     | 0.01%             | 2027-12-17      | Floating      | 7.88%                 | No            |                  2 | On Loan: No      |
| Aptiv PLC                                                               | Aptiv PLC                                                                           | CUSIP: 03835VAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |    465000 | PA      | $344203.55    | 0.06%             | 2046-10-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Jay Park CLO, Ltd.                                                      | Jay Park CLO Ltd                                                                    | CUSIP: 47206VAQ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $473621.95    | 0.08%             | 2027-10-20      | Floating      | 6.89%                 | No            |                  2 | On Loan: No      |
| CQP HOLDCO LP/BIP-V CHIN                                                | CQP Holdco LP / BIP-V Chinook Holdco LLC                                            | CUSIP: 12657NAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $873510.08    | 0.15%             | 2031-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CORVIAS CAMPUS USG L CORP BOND 5.3 7/1/50                               | CORVIAS CAMPUS USG L CORP BOND 5.3 7/1/50                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5601988 | PA      | $2243168.57   | 0.38%             | 2050-07-01      | Fixed         | 5.30%                 | No            |                  3 | On Loan: No      |
| Sotheby's                                                               | Sotheby's 2021 Term Loan B                                                          | CUSIP: 08883CAE8<br>LEI: 549300P5BAAMQQ7VL735 | Long             | LON              | CORP              | US        |    112241 | PA      | $109238.13    | 0.02%             | 2027-01-15      | Floating      | 8.58%                 | No            |                  2 | On Loan: No      |
| PUMA INTERNATIONAL FINAN                                                | Puma International Financing SA                                                     | CUSIP: 000000000<br>LEI: 222100YFBPO7IDRUBR17 | Long             | DBT              | CORP              | LU        |    200000 | PA      | $185000.00    | 0.03%             | 2024-10-06      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Homeward Opportunities Fund I Trust                                     | Homeward Opportunities Fund Trust 2022-1                                            | CUSIP: 43789KAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1271885 | PA      | $1234648.54   | 0.21%             | 2067-07-25      | Variable      | 5.08%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FIN                                                  | Berkshire Hathaway Finance Corp                                                     | CUSIP: 084664BU4<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |    500000 | PA      | $456016.89    | 0.08%             | 2042-05-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| TD SECURITIES USA LLC                                                   | RRP GENERAL MOT                                                                     | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |  -2327448 | PA      | $-2327447.50  | -0.40%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE LUFTHANSA AG                                                   | Deutsche Lufthansa AG                                                               | CUSIP: 000000000<br>LEI: 529900PH63HYJ86ASW55 | Long             | DBT              | CORP              | DE        |    100000 | PA      | $92861.49     | 0.02%             | 2027-05-16      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Romark CLO Ltd                                                          | Romark CLO Ltd                                                                      | CUSIP: 77587UAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $477624.10    | 0.08%             | 2030-10-23      | Floating      | 6.47%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                                  | PNC Financial Services Group Inc/The                                                | CUSIP: 693475BJ3<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    132000 | PA      | $137425.16    | 0.02%             | 2033-10-28      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                    | Bank of America Corp                                                                | CUSIP: 060505EH3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $1008378.91   | 0.17%             | 2024-09-05      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| UNITED NATURAL FOODS INC                                                | United Natural Foods Inc                                                            | CUSIP: 911163AA1<br>LEI: 549300GKGW6WPZ282D40 | Long             | DBT              | CORP              | US        |     24000 | PA      | $23059.80     | 0.00%             | 2028-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| TD SECURITIES USA LLC                                                   | RRP ANHEUSER BU                                                                     | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |  -4209000 | PA      | $-4209000.00  | -0.72%            |  |  |  | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                           | Carnival Corp                                                                       | CUSIP: 143658BG6<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    387000 | PA      | $388842.12    | 0.07%             | 2026-02-01      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| CRESTWOOD MID PARTNER LP                                                | Crestwood Midstream Partners LP / Crestwood Midstream Finance Corp                  | CUSIP: 226373AR9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    188000 | PA      | $172492.00    | 0.03%             | 2029-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PARAGUAY                                                    | Paraguay Government International Bond                                              | CUSIP: 699149AJ9<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |    200000 | PA      | $193037.50    | 0.03%             | 2031-04-28      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Fairstone Financial Issuance Trust I                                    | Fairstone Financial Issuance Trust I                                                | CUSIP: 30575PAS5<br>LEI: 549300LY2ZF7LX6T3F37 | Long             | ABS-O            | CORP              | CA        |    170000 | PA      | $113524.59    | 0.02%             | 2039-10-20      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| Generate CLO Ltd.                                                       | Generate CLO 4 Ltd                                                                  | CUSIP: 986252AY0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1383407.85   | 0.24%             | 2032-04-20      | Floating      | 7.39%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                           | TransDigm Inc                                                                       | CUSIP: 893647BQ9<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    203000 | PA      | $177066.75    | 0.03%             | 2029-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| APACHE CORP                                                             | Apache Corp                                                                         | CUSIP: 037411BG9<br>LEI: 72ZZ1XRHOOU9P9X16K08 | Long             | DBT              | CORP              | US        |     97000 | PA      | $78365.94     | 0.01%             | 2049-07-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| State of Hawaii                                                         | HAWAII ST                                                                           | CUSIP: 419792K96<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1060980.00   | 0.18%             | 2038-10-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| NCR CORP                                                                | NCR Corp                                                                            | CUSIP: 62886EBA5<br>LEI: 549300YKTY8JX1DV2R67 | Long             | DBT              | CORP              | US        |     91000 | PA      | $76105.41     | 0.01%             | 2029-04-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| NORTHERN OIL AND GAS INC                                                | Northern Oil and Gas Inc                                                            | CUSIP: 665531AG4<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | DBT              | CORP              | US        |    660000 | PA      | $633728.04    | 0.11%             | 2028-03-01      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| Chamberlain Group Inc                                                   | Chamberlain Group Inc Term Loan B                                                   | CUSIP: 15963CAC0<br>LEI: 25490092IFNOZBRVE539 | Long             | LON              | CORP              | US        |    247500 | PA      | $232855.43    | 0.04%             | 2028-11-03      | Floating      | 7.63%                 | No            |                  2 | On Loan: No      |
| CABLE ONE INC                                                           | Cable One Inc                                                                       | CUSIP: 12685JAE5<br>LEI: 549300648QS85T0XSH18 | Long             | DBT              | CORP              | US        |     62000 | PA      | $48701.00     | 0.01%             | 2026-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Starwood Residential Mortgage Trust                                     | STAR 2021-1 Trust                                                                   | CUSIP: 85573GAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2050000 | PA      | $1518007.17   | 0.26%             | 2065-05-25      | Variable      | 2.36%                 | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                                     | RRP NOVELIS COR                                                                     | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -319995 | PA      | $-319995.00   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA                        | RRP BANK OF AME                                                                     | CUSIP: 000000000<br>LEI: 1VUV7VQFKUOQSJ21A208 | Short            | RA               | CORP              | US        |  -3530000 | PA      | $-3530000.00  | -0.60%            |  |  |  | No            |                  2 | On Loan: No      |
| Canyon Capital CLO Ltd                                                  | Canyon Capital CLO 2021-2 Ltd                                                       | CUSIP: 13876XAN1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $460892.85    | 0.08%             | 2034-04-15      | Floating      | 7.43%                 | No            |                  2 | On Loan: No      |
| Ball Corp                                                               | Ball Corp                                                                           | CUSIP: 058498AT3<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |     12000 | PA      | $11843.37     | 0.00%             | 2025-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Springs Windows Fashions, LLC                                           | Springs Windows Fashions, LLC 2021 Term Loan B                                      | CUSIP: 78489HAB4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    283575 | PA      | $230971.84    | 0.04%             | 2028-10-06      | Floating      | 8.75%                 | No            |                  2 | On Loan: No      |
| Fanniemae Strip                                                         | Fannie Mae Interest Strip                                                           | CUSIP: 31364HWH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        22 | PA      | $21.59        | 0.00%             | 2023-06-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                      | Energy Transfer LP                                                                  | CUSIP: 29273RBG3<br>LEI: 5493008K8W3OKZE54J59 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1217522.81   | 0.21%             | 2026-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AqGen Ascensus, Inc.                                                    | AqGen Ascensus, Inc. 2021 2nd Lien Term Loan                                        | CUSIP: 03836BAE9<br>LEI: 549300K5MHNFPEU2RK82 | Long             | LON              | CORP              | US        |    121936 | PA      | $105880.47    | 0.02%             | 2029-08-02      | Floating      | 11.31%                | No            |                  2 | On Loan: No      |
| NOMURA SECURITIES INTERNATIONAL INC                                     | RRP SCIL IV LLC                                                                     | CUSIP: 000000000<br>LEI: OXTKY6Q8X53C9ILVV871 | Short            | RA               | CORP              | US        |   -147250 | PA      | $-147250.00   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| ICAHN ENTERPRISES/FIN                                                   | Icahn Enterprises LP / Icahn Enterprises Finance Corp                               | CUSIP: 451102CC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    207000 | PA      | $175049.55    | 0.03%             | 2029-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| OUTFRONT MEDIA CAP LLC/C                                                | Outfront Media Capital LLC / Outfront Media Capital Corp                            | CUSIP: 69007TAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    191000 | PA      | $171947.07    | 0.03%             | 2027-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ALLSTATE CORP                                                           | Allstate Corp/The                                                                   | CUSIP: 020002AU5<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1706250.02   | 0.29%             | 2057-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                                      | VICI Properties LP                                                                  | CUSIP: 925650AB9<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              |  | US        |     31000 | PA      | $29408.70     | 0.00%             | 2028-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NOMURA SECURITIES INTERNATIONAL INC                                     | RRP DISH DBS CO                                                                     | CUSIP: 000000000<br>LEI: OXTKY6Q8X53C9ILVV871 | Short            | RA               | CORP              | US        |   -231750 | PA      | $-231750.00   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                                                | Marsh & McLennan Cos Inc                                                            | CUSIP: 571748AK8<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1053871.59   | 0.18%             | 2033-08-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ALLIED UNIVERSAL                                                        | Allied Universal Holdco LLC / Allied Universal Finance Corp                         | CUSIP: 019576AC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    939000 | PA      | $681488.29    | 0.12%             | 2029-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NABORS INDUSTRIES INC                                                   | Nabors Industries Inc                                                               | CUSIP: 62957HAJ4<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |    226000 | PA      | $218925.01    | 0.04%             | 2027-05-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                               | Uniform Mortgage-Backed Security, TBA                                               | CUSIP: 01F042616<br>LEI: 254900HROIFWPRGM1V77 | Long             | ABS-MBS          | USGSE             | US        |  17300000 | PA      | $16647033.82  | 2.83%             | 2053-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fertitta Entertainment, LLC                                             | Fertitta Entertainment, LLC 2022 Term Loan B                                        | CUSIP: 31556PAB3<br>LEI: 984500A0805D8V551D35 | Long             | LON              | CORP              | US        |    169835 | PA      | $161152.92    | 0.03%             | 2029-01-27      | Floating      | 8.32%                 | No            |                  2 | On Loan: No      |
| White Cap Buyer LLC                                                     | White Cap Buyer LLC Term Loan B                                                     | CUSIP: 96350TAC4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    299149 | PA      | $288786.59    | 0.05%             | 2027-10-19      | Variable      | 8.07%                 | No            |                  2 | On Loan: No      |
| NOMURA SECURITIES INTERNATIONAL INC                                     | RRP SINCLAIR TE                                                                     | CUSIP: 000000000<br>LEI: OXTKY6Q8X53C9ILVV871 | Short            | RA               | CORP              | US        |   -153750 | PA      | $-153750.00   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Palmer Square CLO Ltd                                                   | Palmer Square CLO 2020-3 Ltd                                                        | CUSIP: 69701RAQ0<br>LEI: 549300IUW4WDDDVSMS20 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $241841.55    | 0.04%             | 2031-11-15      | Floating      | 6.21%                 | No            |                  2 | On Loan: No      |
| GRAPHIC PACKAGING INTERN                                                | Graphic Packaging International LLC                                                 | CUSIP: 38869AAB3<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |     11000 | PA      | $9573.43      | 0.00%             | 2028-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                                                  | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC               | CUSIP: 013092AF8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     94000 | PA      | $85733.16     | 0.01%             | 2026-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                              | PacifiCorp                                                                          | CUSIP: 695114CG1<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |   1225000 | PA      | $1304529.99   | 0.22%             | 2037-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                                      | VICI Properties LP                                                                  | CUSIP: 925650AD5<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              |  | US        |    439000 | PA      | $406492.05    | 0.07%             | 2032-05-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                            | Broadcom Inc                                                                        | CUSIP: 11135FAQ4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     61000 | PA      | $54665.28     | 0.01%             | 2030-11-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                     | CUSIP: 3140QQXG5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2033785 | PA      | $2023091.43   | 0.34%             | 2037-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LABL INC                                                                | LABL Inc                                                                            | CUSIP: 50168QAC9<br>LEI: 5493004FUZN8R6Y3VB98 | Long             | DBT              | CORP              | US        |    176000 | PA      | $153343.52    | 0.03%             | 2028-11-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| NFP CORP                                                                | NFP Corp                                                                            | CUSIP: 65342RAE0<br>LEI: VO2L9FZNXDJNQNEYH039 | Long             | DBT              | CORP              | US        |    658000 | PA      | $560152.60    | 0.10%             | 2028-08-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Mattel Inc                                                              | Mattel Inc                                                                          | CUSIP: 577081AU6<br>LEI: 549300VELLG24KHTJ564 | Long             | DBT              | CORP              | US        |    218000 | PA      | $188169.45    | 0.03%             | 2040-10-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| ROLLER BEARING CO OF AME                                                | Roller Bearing Co of America Inc                                                    | CUSIP: 775631AD6<br>LEI: 254900U9XW6S76H2P167 | Long             | DBT              | CORP              | US        |     82000 | PA      | $70905.40     | 0.01%             | 2029-10-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| HTA GROUP LTD                                                           | HTA Group Ltd/Mauritius                                                             | CUSIP: 40435WAB6<br>LEI: 213800WEFU8O8X6EPU13 | Long             | DBT              | CORP              | MU        |    200000 | PA      | $183600.00    | 0.03%             | 2025-12-18      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Peraton Corp.                                                           | Peraton Corp. Term Loan B                                                           | CUSIP: 71360HAB3<br>LEI: 549300EQPCK07ZW63836 | Long             | LON              | CORP              | US        |    537940 | PA      | $524378.97    | 0.09%             | 2028-02-01      | Floating      | 8.13%                 | No            |                  2 | On Loan: No      |
| CATALENT PHARMA SOLUTION                                                | Catalent Pharma Solutions Inc                                                       | CUSIP: 14879EAH1<br>LEI: 549300HALRZ339MSTH85 | Long             | DBT              | CORP              | US        |    131000 | PA      | $104305.48    | 0.02%             | 2029-02-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| GLOBAL NET LEASE/GLOBAL                                                 | Global Net Lease Inc / Global Net Lease Operating Partnership LP                    | CUSIP: 37892AAA8<br>LEI: N/A                  | Long             | DBT              |  | US        |     95000 | PA      | $78557.12     | 0.01%             | 2027-12-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CNX RESOURCES CORP                                                      | CNX Resources Corp                                                                  | CUSIP: 12653CAG3<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |    226000 | PA      | $331316.00    | 0.06%             | 2026-05-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                               | ONEOK Inc                                                                           | CUSIP: 682680AW3<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    198000 | PA      | $182989.95    | 0.03%             | 2029-03-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| MAGNOLIA OIL GAS/MAG FIN                                                | Magnolia Oil & Gas Operating LLC / Magnolia Oil & Gas Finance Corp                  | CUSIP: 559665AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     22000 | PA      | $21120.00     | 0.00%             | 2026-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| JAZZ SECURITIES DAC                                                     | Jazz Securities DAC                                                                 | CUSIP: 47216FAA5<br>LEI: 6354009DV8VV7K6KOO02 | Long             | DBT              | CORP              | IE        |    200000 | PA      | $178230.00    | 0.03%             | 2029-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| AMER AIRLN 15-2 AA PTT                                                  | American Airlines 2015-2 Class AA Pass Through Trust                                | CUSIP: 02377BAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1038142 | PA      | $931183.08    | 0.16%             | 2027-09-22      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                    | RRP FHLMC 30YR                                                                      | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | Short            | RA               | CORP              | US        |  -1710742 | PA      | $-1710741.92  | -0.29%            |  |  |  | No            |                  2 | On Loan: No      |
| Wynn Macau Ltd                                                          | Wynn Macau Ltd                                                                      | CUSIP: 000000000<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $187900.00    | 0.03%             | 2024-10-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue | NEW YORK CITY NY TRANSITIONAL FIN AUTH REVENUE                                      | CUSIP: 64971XXV5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $972193.00    | 0.17%             | 2041-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                                        | SMB Private Education Loan Trust 2021-C                                             | CUSIP: 83208AAF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    190000 | PA      | $158572.29    | 0.03%             | 2053-01-15      | Fixed         | 3.00%                 | No            |                  3 | On Loan: No      |
| PERMIAN RESOURC OPTG LLC                                                | Permian Resources Operating LLC                                                     | CUSIP: 15138AAC4<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |     31000 | PA      | $29209.38     | 0.00%             | 2027-04-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AM                                                 | United Rentals North America Inc                                                    | CUSIP: 911365BQ6<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |   1110000 | PA      | $1103062.50   | 0.19%             | 2029-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                      | Energy Transfer LP                                                                  | CUSIP: 29273RBL2<br>LEI: 5493008K8W3OKZE54J59 | Long             | DBT              | CORP              | US        |    540000 | PA      | $449273.88    | 0.08%             | 2047-04-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Pool                                                                    | CUSIP: 3132DNHH9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1852297 | PA      | $1745091.76   | 0.30%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                       | HSBC Holdings PLC                                                                   | CUSIP: 404280DR7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $210190.08    | 0.04%             | 2028-11-03      | Fixed         | 7.39%                 | No            |                  2 | On Loan: No      |
| BANK OF COMMUNICATIONS                                                  | Bank of Communications Co Ltd                                                       | CUSIP: 000000000<br>LEI: 549300AX1UM10U30HK09 | Long             | DBT              | CORP              | CN        |    518000 | PA      | $494690.00    | 0.08%             | 2025-11-18      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                                        | SMB Private Education Loan Trust 2021-C                                             | CUSIP: 83208AAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    160000 | PA      | $141529.60    | 0.02%             | 2053-01-15      | Fixed         | 3.93%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                            | Broadcom Inc                                                                        | CUSIP: 11135FBF7<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    153000 | PA      | $114841.37    | 0.02%             | 2033-02-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| GMR HYDERABAD INTERNATIO                                                | GMR Hyderabad International Airport Ltd                                             | CUSIP: 000000000<br>LEI: 335800NSPGIN89SVOU83 | Long             | DBT              | CORP              | IN        |    200000 | PA      | $172100.00    | 0.03%             | 2027-10-27      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                                                  | Egypt Government International Bond                                                 | CUSIP: 03846JAC4<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    219000 | PA      | $133590.00    | 0.02%             | 2061-02-16      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                                                 | Dryden 53 CLO Ltd                                                                   | CUSIP: 26243EAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1320000 | PA      | $1274760.83   | 0.22%             | 2031-01-15      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                  | United States Treasury Note/Bond                                                    | CUSIP: 9128284L1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2800000 | PA      | $2784359.37   | 0.47%             | 2023-04-30      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| NOMURA SECURITIES INTERNATIONAL INC                                     | RRP TREASURY BO                                                                     | CUSIP: 000000000<br>LEI: OXTKY6Q8X53C9ILVV871 | Short            | RA               | CORP              | US        | -31149544 | PA      | $-31149543.75 | -5.30%            |  |  |  | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                                     | RRP LOWES COMPA                                                                     | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -972500 | PA      | $-972500.00   | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| BOEING CO                                                               | Boeing Co/The                                                                       | CUSIP: 097023CN3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    800000 | PA      | $677538.07    | 0.12%             | 2030-02-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| RBC CAPITAL MARKETS LLC                                                 | RRP VERIZON COM                                                                     | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | Short            | RA               | CORP              | US        |  -7240448 | PA      | $-7240447.50  | -1.23%            |  |  |  | No            |                  2 | On Loan: No      |
| SABRE GLBL INC                                                          | Sabre GLBL Inc                                                                      | CUSIP: 78573NAH5<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |     64000 | PA      | $65902.40     | 0.01%             | 2027-12-15      | Fixed         | 11.25%                | No            |                  2 | On Loan: No      |
| NOMURA SECURITIES INTERNATIONAL INC                                     | RRP TREASURY NO                                                                     | CUSIP: 000000000<br>LEI: OXTKY6Q8X53C9ILVV871 | Short            | RA               | CORP              | US        | -14263500 | PA      | $-14263500.00 | -2.42%            |  |  |  | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                                  | CCO Holdings LLC / CCO Holdings Capital Corp                                        | CUSIP: 1248EPCN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    206000 | PA      | $163976.00    | 0.03%             | 2032-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SIX FLAGS THEME PARKS                                                   | Six Flags Theme Parks Inc                                                           | CUSIP: 83001WAC8<br>LEI: 5493003MX0ZXTM8EVY68 | Long             | DBT              | CORP              | US        |    135000 | PA      | $135919.62    | 0.02%             | 2025-07-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| University of California                                                | UNIV OF CALIFORNIA CA REVENUES                                                      | CUSIP: 91412GDZ5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    885000 | PA      | $947074.79    | 0.16%             | 2045-05-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO INC                                                     | Sirius XM Radio Inc                                                                 | CUSIP: 82967NBM9<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |    185000 | PA      | $144331.31    | 0.02%             | 2031-09-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| WILLIAMS SCOTSMAN INTL                                                  | Williams Scotsman International Inc                                                 | CUSIP: 71953LAA9<br>LEI: 549300V3TCHCBOBTGH07 | Long             | DBT              | CORP              | US        |    175000 | PA      | $173250.00    | 0.03%             | 2025-06-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| CROWNROCK LP/CROWNROCK F                                                | CrownRock LP / CrownRock Finance Inc                                                | CUSIP: 228701AF5<br>LEI: WFBCP6PB6JZR80B7U482 | Long             | DBT              | CORP              | US        |    673000 | PA      | $649445.00    | 0.11%             | 2025-10-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Ventas Realty LP                                                        | Ventas Realty LP                                                                    | CUSIP: 92277GAG2<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |    870000 | PA      | $843851.57    | 0.14%             | 2026-01-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| API GROUP DE INC                                                        | APi Group DE Inc                                                                    | CUSIP: 00185PAA9<br>LEI: 549300XP4G7B4QYA0G83 | Long             | DBT              | CORP              | US        |     68000 | PA      | $58946.18     | 0.01%             | 2029-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                       | HSBC Holdings PLC                                                                   | CUSIP: 404280AM1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    610000 | PA      | $635946.14    | 0.11%             | 2042-01-14      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                                     | RRP W R GRACE H                                                                     | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -631680 | PA      | $-631680.00   | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| ASBURY AUTOMOTIVE GROUP                                                 | Asbury Automotive Group Inc                                                         | CUSIP: 043436AX2<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |    106000 | PA      | $87206.20     | 0.01%             | 2032-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Apidos CLO                                                              | Apidos CLO XXVI                                                                     | CUSIP: 03766GAL6<br>LEI: 549300RV409NJP65MP20 | Long             | ABS-CBDO         | CORP              | KY        |   1090000 | PA      | $1076563.79   | 0.18%             | 2029-07-18      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| KENBOURNE INVEST SA                                                     | Kenbourne Invest SA                                                                 | CUSIP: 48855KAA8<br>LEI: 222100QGH6Y9KFYZ4B27 | Long             | DBT              | CORP              | LU        |    210000 | PA      | $198358.13    | 0.03%             | 2024-11-26      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| OHIO POWER COMPANY                                                      | Ohio Power Co                                                                       | CUSIP: 199575AT8<br>LEI: 06ZODLC132CY1O2Y7D77 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3151219.89   | 0.54%             | 2033-03-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| NOMURA SECURITIES INTERNATIONAL INC                                     | RRP TREASURY NO                                                                     | CUSIP: 000000000<br>LEI: OXTKY6Q8X53C9ILVV871 | Short            | RA               | CORP              | US        |   -946250 | PA      | $-946250.00   | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                     | CUSIP: 3138ELX73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2387717 | PA      | $2367014.56   | 0.40%             | 2042-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WANDA PROPERTIES OVERSEA                                                | Wanda Properties Overseas Ltd                                                       | CUSIP: 000000000<br>LEI: 549300BJ7FGBP0KHXY31 | Long             | DBT              | CORP              | VG        |    200000 | PA      | $189000.00    | 0.03%             | 2023-07-23      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                           | TransDigm Inc                                                                       | CUSIP: 893647BP1<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    393000 | PA      | $345553.11    | 0.06%             | 2029-01-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| SOPHIA, L.P.                                                            | Sophia, L.P. 2021 Term Loan B                                                       | CUSIP: 83578BAN3<br>LEI: 549300RP8NIJ7FY7OS79 | Long             | LON              | CORP              | US        |    487962 | PA      | $469970.60    | 0.08%             | 2027-10-07      | Floating      | 8.23%                 | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                                     | RRP ZIGGO BOND                                                                      | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -108000 | PA      | $-108000.00   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| PREMIER ENTERTAINMENT SU                                                | Premier Entertainment Sub LLC / Premier Entertainment Finance Corp                  | CUSIP: 74052HAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     63000 | PA      | $46456.20     | 0.01%             | 2029-09-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| CALPINE CORP                                                            | Calpine Corp                                                                        | CUSIP: 131347CN4<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |    539000 | PA      | $480945.82    | 0.08%             | 2028-03-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                                  | US LONG BOND(CBT) MAR23                                                             | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      -114 | NC      | $62946.81     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NOMURA SECURITIES INTERNATIONAL INC                                     | RRP ALLIANT HOL                                                                     | CUSIP: 000000000<br>LEI: OXTKY6Q8X53C9ILVV871 | Short            | RA               | CORP              | US        |   -871250 | PA      | $-871250.00   | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| Eaton Vance CDO Ltd                                                     | Eaton Vance Clo 2015-1 Ltd                                                          | CUSIP: 27830KAU8<br>LEI: 5493008YP5U5LTXAO749 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $966129.10    | 0.16%             | 2030-01-20      | Floating      | 5.49%                 | No            |                  2 | On Loan: No      |
| GRAFTECH FINANCE INC                                                    | GrafTech Finance Inc                                                                | CUSIP: 384311AA4<br>LEI: 1Z010BU876CF2HDBIN43 | Long             | DBT              | CORP              | US        |     91000 | PA      | $74731.26     | 0.01%             | 2028-12-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                     | CUSIP: 3138E0RK7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    737780 | PA      | $708529.17    | 0.12%             | 2041-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                                       | Iron Mountain Inc                                                                   | CUSIP: 46284VAJ0<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              |  | US        |     66000 | PA      | $57354.00     | 0.01%             | 2030-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| TALLGRASS NRG PRTNR/FIN                                                 | Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp                        | CUSIP: 87470LAK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     88000 | PA      | $75660.95     | 0.01%             | 2031-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| EARTHSTONE ENERGY HOL                                                   | Earthstone Energy Holdings LLC                                                      | CUSIP: 27034RAA1<br>LEI: 549300HGVO86L8G72J25 | Long             | DBT              | CORP              | US        |    243000 | PA      | $232465.95    | 0.04%             | 2027-04-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| TD SECURITIES USA LLC                                                   | RRP AT+T INC 4.                                                                     | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |  -2269625 | PA      | $-2269625.00  | -0.39%            |  |  |  | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                       | NatWest Group PLC                                                                   | CUSIP: 780097BQ3<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   1575000 | PA      | $1454428.57   | 0.25%             | 2025-12-29      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BWAY Holding Company                                                    | BWAY Holding Company 2017 Term Loan B                                               | CUSIP: 05604XAP1<br>LEI: 549300DNGHXL0OMHW304 | Long             | LON              | CORP              | US        |    204675 | PA      | $199586.59    | 0.03%             | 2024-04-03      | Floating      | 7.63%                 | No            |                  2 | On Loan: No      |
| Fanniemae Strip                                                         | Fannie Mae Interest Strip                                                           | CUSIP: 31364HUF2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         4 | PA      | $4.47         | 0.00%             | 2023-02-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| EQM MIDSTREAM PARTNERS L                                                | EQM Midstream Partners LP                                                           | CUSIP: 26885BAH3<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |    245000 | PA      | $234158.75    | 0.04%             | 2027-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                                                | Electricite de France SA                                                            | CUSIP: 268317AE4<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |   2800000 | PA      | $2554198.28   | 0.43%             | 2040-01-27      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| FORTUNE STAR BVI LTD                                                    | Fortune Star BVI Ltd                                                                | CUSIP: 000000000<br>LEI: 2549008CU8NYQQRSNU62 | Long             | DBT              | CORP              | VG        |    200000 | PA      | $188000.00    | 0.03%             | 2023-07-02      | 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      | $149600.00    | 0.03%             | 2024-04-08      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MSCI INC                                                                | MSCI Inc                                                                            | CUSIP: 55354GAM2<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |     96000 | PA      | $79390.08     | 0.01%             | 2031-11-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| ENLINK MIDSTREAM PARTNER                                                | EnLink Midstream Partners LP                                                        | CUSIP: 29336UAG2<br>LEI: 88CPW63VL7KHJWS0NY83 | Long             | DBT              | CORP              | US        |     42000 | PA      | $33736.50     | 0.01%             | 2047-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                     | CUSIP: 3140QQ6G5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2087570 | PA      | $2133016.61   | 0.36%             | 2038-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                                    | OneMain Finance Corp                                                                | CUSIP: 85172FAQ2<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    165000 | PA      | $151936.95    | 0.03%             | 2028-01-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES USA, INC.                                               | RRP FNMA 40YR R                                                                     | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | Short            | RA               | CORP              | US        |  -2072967 | PA      | $-2072967.27  | -0.35%            |  |  |  | No            |                  2 | On Loan: No      |
| Equate Petrochemical BV                                                 | Equate Petrochemical BV                                                             | CUSIP: 000000000<br>LEI: 635400Y3Z5R4NJSMQ630 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $190850.00    | 0.03%             | 2026-11-03      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Canyon Capital CLO Ltd                                                  | Canyon Capital CLO 2016-1 Ltd                                                       | CUSIP: 13887PAP0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $234598.05    | 0.04%             | 2031-07-15      | Floating      | 5.98%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae REMICS                                                                   | CUSIP: 31359QFX7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       127 | PA      | $0.15         | 0.00%             | 2023-04-25      | Floating      | 1.20%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                           | TransDigm Inc                                                                       | CUSIP: 893647BH9<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     71000 | PA      | $70247.91     | 0.01%             | 2027-03-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| BCP MODULAR SERVICES                                                    | BCP V Modular Services Finance II PLC                                               | CUSIP: 000000000<br>LEI: 213800227GGD6UI7PI97 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $89382.53     | 0.02%             | 2028-11-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION                                                  | Clydesdale Acquisition Holdings Inc                                                 | CUSIP: 18972EAB1<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |    382000 | PA      | $326981.13    | 0.06%             | 2030-04-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| SPRINT LLC                                                              | Sprint LLC                                                                          | CUSIP: 85207UAK1<br>LEI: 549300ZTTY7CXOLJ6539 | Long             | DBT              | CORP              | US        |    234000 | PA      | $246239.60    | 0.04%             | 2026-03-01      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| GARFUNKELUX HOLDCO 3 SA                                                 | Garfunkelux Holdco 3 SA                                                             | CUSIP: 000000000<br>LEI: 2221007QVSNJV7EWBX69 | Long             | DBT              | CORP              | LU        |    100000 | PA      | $93932.04     | 0.02%             | 2025-11-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| KKR Apple Bidco, LLC                                                    | KKR Apple Bidco, LLC 2021 Term Loan                                                 | CUSIP: 48254EAB7<br>LEI: 2549001SCJD3WEYJFM53 | Long             | LON              | CORP              | US        |     65587 | PA      | $64592.46     | 0.01%             | 2028-09-23      | Floating      | 7.13%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                                                | Hilcorp Energy I LP / Hilcorp Finance Co                                            | CUSIP: 431318AU8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    146000 | PA      | $129949.72    | 0.02%             | 2029-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Cedar Funding Ltd                                                       | Cedar Funding VII Clo Ltd                                                           | CUSIP: 15032FAA4<br>LEI: 549300G87EGFMLOYN341 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $493840.20    | 0.08%             | 2031-01-20      | Floating      | 5.24%                 | No            |                  2 | On Loan: No      |
| Meritage Homes Corp                                                     | Meritage Homes Corp                                                                 | CUSIP: 59001ABA9<br>LEI: 52990044W9UMFJO2FB97 | Long             | DBT              | CORP              | US        |     35000 | PA      | $32907.27     | 0.01%             | 2027-06-06      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Connect Finco Sarl                                                      | Connect Finco Sarl 2021 Term Loan B                                                 | CUSIP: 000000000<br>LEI: 2594001KNYIQ456J2792 | Long             | LON              | CORP              | LU        |         0 | PA      | $0.47         | 0.00%             | 2026-12-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CHROME BIDCO SASU                                                       | Chrome Bidco SASU                                                                   | CUSIP: 000000000<br>LEI: 9845000C1FYE89DC8677 | Long             | DBT              | CORP              | FR        |    100000 | PA      | $89650.14     | 0.02%             | 2028-05-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PROGRESSIVE CORP                                                        | Progressive Corp/The                                                                | CUSIP: 743315AZ6<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |    750000 | PA      | $651206.99    | 0.11%             | 2032-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Sprint Capital Corp                                                     | Sprint Capital Corp                                                                 | CUSIP: 852060AT9<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |    767000 | PA      | $912806.70    | 0.16%             | 2032-03-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                     | CUSIP: 3140QGSN8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2181043 | PA      | $2041973.57   | 0.35%             | 2051-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DT MIDSTREAM INC                                                        | DT Midstream Inc                                                                    | CUSIP: 23345MAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    260000 | PA      | $223368.60    | 0.04%             | 2029-06-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| LITIGATION FEE RESIDUAL                                                 | LITIGATION FEE RESIDUAL                                                             | CUSIP: 53689HAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    918024 | PA      | $877905.90    | 0.15%             | 2027-10-30      | Fixed         | 4.00%                 | No            |                  3 | On Loan: No      |
| NCL CORPORATION LTD                                                     | NCL Corp Ltd                                                                        | CUSIP: 62886HBA8<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |    156000 | PA      | $122533.32    | 0.02%             | 2026-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| UNITI GROUP/CSL CAPITAL                                                 | Uniti Group LP / Uniti Group Finance Inc / CSL Capital LLC                          | CUSIP: 91327BAB6<br>LEI: N/A                  | Long             | DBT              |  | US        |     50000 | PA      | $40000.00     | 0.01%             | 2028-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Generate CLO Ltd.                                                       | Generate CLO 6 Ltd                                                                  | CUSIP: 37148JAJ2<br>LEI: 254900V675MOVWK0HA08 | Long             | ABS-CBDO         | CORP              | KY        |    750000 | PA      | $664406.33    | 0.11%             | 2035-01-22      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| EnLink Midstream LLC                                                    | EnLink Midstream LLC                                                                | CUSIP: 29336TAA8<br>LEI: 54930000GY1H533OBE23 | Long             | DBT              | CORP              | US        |    327000 | PA      | $302565.93    | 0.05%             | 2029-06-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| TAYLOR MORRISON COMM                                                    | Taylor Morrison Communities Inc                                                     | CUSIP: 87724RAA0<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |    119000 | PA      | $114254.43    | 0.02%             | 2027-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                                          | Microsoft Corp                                                                      | CUSIP: 594918AR5<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3351610.60   | 0.57%             | 2042-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SABINE PASS LIQUEFACTION                                                | Sabine Pass Liquefaction LLC                                                        | CUSIP: 785592AV8<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1770722.98   | 0.30%             | 2026-06-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                                  | US ULTRA BOND CBT MAR23                                                             | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       428 | NC      | $-514437.76   | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| ENERGY TRANSFER LP                                                      | Energy Transfer LP                                                                  | CUSIP: 29273RBD0<br>LEI: 5493008K8W3OKZE54J59 | Long             | DBT              | CORP              | US        |    500000 | PA      | $484297.25    | 0.08%             | 2025-03-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| AETHON UN/AETHIN UN FIN                                                 | Aethon United BR LP / Aethon United Finance Corp                                    | CUSIP: 00810GAC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    559000 | PA      | $554497.86    | 0.09%             | 2026-02-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| ACCOR SA                                                                | Accor SA                                                                            | CUSIP: 000000000<br>LEI: 969500QZC2Q0TK11NV07 | Long             | DBT              | CORP              | FR        |    100000 | PA      | $100493.80    | 0.02%             | 2024-01-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ADVANCED DRAINAGE SYSTEM                                                | Advanced Drainage Systems Inc                                                       | CUSIP: 00790RAB0<br>LEI: 6QQTOZ5MF5DHM7K92I60 | Long             | DBT              | CORP              | US        |    513000 | PA      | $498461.58    | 0.08%             | 2030-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| GRUENENTHAL GMBH                                                        | Gruenenthal GmbH                                                                    | CUSIP: 000000000<br>LEI: 529900SH895E31PGLA72 | Long             | DBT              | CORP              | DE        |    100000 | PA      | $96072.84     | 0.02%             | 2028-05-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                                | Burlington Northern Santa Fe LLC                                                    | CUSIP: 12189LAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1890000 | PA      | $1977319.85   | 0.34%             | 2040-05-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                        | Crown Castle Inc                                                                    | CUSIP: 22822VAX9<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |    350000 | PA      | $239771.27    | 0.04%             | 2041-04-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| BIG RIVER STEEL/BRS FIN                                                 | Big River Steel LLC / BRS Finance Corp                                              | CUSIP: 08949LAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    941000 | PA      | $896514.91    | 0.15%             | 2029-01-31      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| ASCENT RESOURCES/ARU FIN                                                | Ascent Resources Utica Holdings LLC / ARU Finance Corp                              | CUSIP: 04364VAU7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    152000 | PA      | $135527.76    | 0.02%             | 2029-06-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO                                                     | Sherwin-Williams Co/The                                                             | CUSIP: 824348AX4<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    350000 | PA      | $293714.38    | 0.05%             | 2047-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                                           | DISH DBS Corp                                                                       | CUSIP: 25470XBF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    686000 | PA      | $547513.75    | 0.09%             | 2028-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                               | Amgen Inc                                                                           | CUSIP: 031162DJ6<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $925128.07    | 0.16%             | 2033-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| ILLUMINATE BUYER/HLDG                                                   | Illuminate Buyer LLC / Illuminate Holdings IV Inc                                   | CUSIP: 45232TAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    230000 | PA      | $192562.07    | 0.03%             | 2028-07-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| COLGATE ENERGY PARTNERS                                                 | Colgate Energy Partners III LLC                                                     | CUSIP: 19416MAA7<br>LEI: 549300QRLZK0B17DH791 | Long             | DBT              | CORP              | US        |    312000 | PA      | $302652.41    | 0.05%             | 2026-02-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| I-Logic Technologies Bidco Limited                                      | I-Logic Technologies Bidco Limited 2021 USD Term Loan B                             | CUSIP: 00510DAB0<br>LEI: 213800PHEXJH1L7ZN896 | Long             | LON              | CORP              | US        |     65677 | PA      | $64445.63     | 0.01%             | 2028-02-16      | Variable      | 8.73%                 | No            |                  2 | On Loan: No      |
| ATI INC                                                                 | ATI Inc                                                                             | CUSIP: 01741RAM4<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |    187000 | PA      | $164672.12    | 0.03%             | 2031-10-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                                | Occidental Petroleum Corp                                                           | CUSIP: 674599DJ1<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    489000 | PA      | $478533.32    | 0.08%             | 2040-03-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                                                     | Medline Borrower LP                                                                 | CUSIP: 62482BAA0<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |    349000 | PA      | $281280.04    | 0.05%             | 2029-04-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| WABASH NATIONAL CORP                                                    | Wabash National Corp                                                                | CUSIP: 929566AL1<br>LEI: 5299004ZAWHQZI5XO485 | Long             | DBT              | CORP              | US        |    149000 | PA      | $126886.30    | 0.02%             | 2028-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TEMPUR SEALY INTL INC                                                   | Tempur Sealy International Inc                                                      | CUSIP: 88023UAJ0<br>LEI: 549300HFEKVR3US71V91 | Long             | DBT              | CORP              | US        |    111000 | PA      | $87137.78     | 0.01%             | 2031-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                                   | Norfolk Southern Corp                                                               | CUSIP: 655844CM8<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1067210.10   | 0.18%             | 2032-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                     | CUSIP: 31410KXV1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    280407 | PA      | $290780.79    | 0.05%             | 2038-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CDI ESCROW ISSUER INC                                                   | CDI Escrow Issuer Inc                                                               | CUSIP: 12511VAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    393000 | PA      | $352296.65    | 0.06%             | 2030-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NuStar Logistics LP                                                     | NuStar Logistics LP                                                                 | CUSIP: 67059TAF2<br>LEI: N62BF2PKP51FIIOIUN20 | Long             | DBT              | CORP              | US        |     99000 | PA      | $95327.81     | 0.02%             | 2026-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                     | American Tower Corp                                                                 | CUSIP: 03027XBA7<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |   1584000 | PA      | $1341435.54   | 0.23%             | 2030-01-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| COMISION FEDERAL DE ELEC                                                | Comision Federal de Electricidad                                                    | CUSIP: 000000000<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |    200000 | PA      | $197662.50    | 0.03%             | 2024-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| MSCI INC                                                                | MSCI Inc                                                                            | CUSIP: 55354GAK6<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |     81000 | PA      | $67331.25     | 0.01%             | 2030-09-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORPORATION                                                | Devon Energy Corp                                                                   | CUSIP: 25179MAV5<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1018049.41   | 0.17%             | 2025-12-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                           | Carnival Corp                                                                       | CUSIP: 143658BR2<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    342000 | PA      | $227902.63    | 0.04%             | 2029-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| EQM MIDSTREAM PARTNERS L                                                | EQM Midstream Partners LP                                                           | CUSIP: 26885BAN0<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |     57000 | PA      | $54920.64     | 0.01%             | 2030-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Reynolds American Inc                                                   | Reynolds American Inc                                                               | CUSIP: 761713BB1<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1277695.32   | 0.22%             | 2045-08-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                | BX Trust 2022-VAMF                                                                  | CUSIP: 05609TAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1300000 | PA      | $1241359.73   | 0.21%             | 2039-01-15      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                                     | RRP NGL ENERGY                                                                      | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |    -79781 | PA      | $-79781.25    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| ALLIED WORLD ASSURANCE                                                  | Allied World Assurance Co Holdings Ltd                                              | CUSIP: 01959EAC2<br>LEI: 549300E2X3MLXVVR4T40 | Long             | DBT              | CORP              | BM        |   1495000 | PA      | $1431549.81   | 0.24%             | 2025-10-29      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                     | Petroleos Mexicanos                                                                 | CUSIP: 71654QCG5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    212000 | PA      | $192655.00    | 0.03%             | 2027-03-13      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                     | Petroleos Mexicanos                                                                 | CUSIP: 71643VAB1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    235000 | PA      | $184181.25    | 0.03%             | 2032-02-16      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| NABORS INDUSTRIES LTD                                                   | Nabors Industries Ltd                                                               | CUSIP: 629571AA8<br>LEI: 5493008TXYN3II3PU369 | Long             | DBT              | CORP              | BM        |    140000 | PA      | $131935.85    | 0.02%             | 2026-01-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Ascent Resources - Utica                                                | Ascent Resources - Utica 2020 Fixed 2nd Lien Term Loan                              | CUSIP: 000000000<br>LEI: 549300EGLQ2M2CL7JZ89 | Long             | LON              | CORP              | US        |   1541230 | PA      | $1624456.17   | 0.28%             | 2025-11-01      | Floating      | 12.94%                | No            |                  2 | On Loan: No      |
| Palmer Square Loan Funding Ltd                                          | Palmer Square Loan Funding 2021-2 Ltd                                               | CUSIP: 69702DAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    168539 | PA      | $166038.66    | 0.03%             | 2029-05-20      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                               | Uniform Mortgage-Backed Security, TBA                                               | CUSIP: 01F040610<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   9600000 | PA      | $9001535.42   | 1.53%             | 2053-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Whitebox CLO III Ltd                                                    | Whitebox CLO III Ltd                                                                | CUSIP: 96467HAJ5<br>LEI: 549300JXCQSPB1A61C68 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $233838.93    | 0.04%             | 2034-10-15      | Floating      | 7.43%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AM                                                 | United Rentals North America Inc                                                    | CUSIP: 911365BL7<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |     40000 | PA      | $37583.20     | 0.01%             | 2030-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| TD SECURITIES USA LLC                                                   | RRP UNITEDHEALT                                                                     | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |  -1787188 | PA      | $-1787187.50  | -0.30%            |  |  |  | No            |                  2 | On Loan: No      |
| REALOGY GROUP/CO-ISSUER                                                 | Realogy Group LLC / Realogy Co-Issuer Corp                                          | CUSIP: 75606DAL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    180000 | PA      | $136150.20    | 0.02%             | 2029-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| VIASAT INC                                                              | Viasat Inc                                                                          | CUSIP: 92552VAN0<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | DBT              | CORP              | US        |     35000 | PA      | $26257.80     | 0.00%             | 2028-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ENLINK MIDSTREAM LLC                                                    | EnLink Midstream LLC                                                                | CUSIP: 29336TAC4<br>LEI: 54930000GY1H533OBE23 | Long             | DBT              | CORP              | US        |    235000 | PA      | $223837.09    | 0.04%             | 2028-01-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                | BX Commercial Mortgage Trust 2021-CIP                                               | CUSIP: 12434FAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    605000 | PA      | $583758.81    | 0.10%             | 2038-12-15      | Floating      | 5.24%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                     | American Tower Corp                                                                 | CUSIP: 03027XBM1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |     63000 | PA      | $51279.06     | 0.01%             | 2031-04-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                          | Lowe's Cos Inc                                                                      | CUSIP: 548661EL7<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $976210.94    | 0.17%             | 2033-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AVANTOR FUNDING INC                                                     | Avantor Funding Inc                                                                 | CUSIP: 05352TAB5<br>LEI: 5493003VM0XB4U8YD238 | Long             | DBT              | CORP              | US        |    179000 | PA      | $150315.25    | 0.03%             | 2029-11-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                | Charter Communications Operating LLC / Charter Communications Operating Capital     | CUSIP: 161175CJ1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    535000 | PA      | $457777.65    | 0.08%             | 2033-04-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Gulf Stream Meridian 1 Ltd.                                             | Gulf Stream Meridian 1 Ltd                                                          | CUSIP: 402564AA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $433479.40    | 0.07%             | 2033-04-15      | Floating      | 10.53%                | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                         | CVS Health Corp                                                                     | CUSIP: 126650CN8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    700000 | PA      | $637983.36    | 0.11%             | 2045-07-20      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Navient Corp                                                            | Navient Corp                                                                        | CUSIP: 63938CAB4<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |     39000 | PA      | $37734.46     | 0.01%             | 2024-10-25      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                             | RRP CHOBANI LLC                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -702012 | PA      | $-702012.50   | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| INDIA CLEANTECH ENERGY                                                  | India Cleantech Energy                                                              | CUSIP: 45410BAA2<br>LEI: 254900DGTS4HHR3Q6F66 | Long             | DBT              | CORP              | MU        |    236750 | PA      | $202421.25    | 0.03%             | 2026-08-10      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                | Ford Motor Credit Co LLC                                                            | CUSIP: 345397B77<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    200000 | PA      | $173680.00    | 0.03%             | 2026-08-10      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| SENSATA TECHNOLOGIES BV                                                 | Sensata Technologies BV                                                             | CUSIP: 81725WAL7<br>LEI: PUCKW5P5O3XMOZVH7T53 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $189545.07    | 0.03%             | 2030-09-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| IHEARTCOMMUNICATIONS INC                                                | iHeartCommunications Inc                                                            | CUSIP: 45174HBE6<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |     66000 | PA      | $55907.50     | 0.01%             | 2027-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PUG LLC                                                                 | PUG LLC USD Term Loan                                                               | CUSIP: 74530DAC9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    109310 | PA      | $89998.40     | 0.02%             | 2027-02-12      | Floating      | 7.88%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategies                                        | Carlyle Global Market Strategies CLO 2013-1 Ltd                                     | CUSIP: 14310BAU5<br>LEI: 549300CVBX8ZUYQV3Q10 | Long             | ABS-CBDO         | CORP              | KY        |    247173 | PA      | $244358.27    | 0.04%             | 2030-08-14      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| TICP CLO Ltd                                                            | TICP CLO XV Ltd                                                                     | CUSIP: 87250RAD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $231814.78    | 0.04%             | 2033-04-20      | Floating      | 7.39%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HO                                                | Clear Channel Outdoor Holdings Inc                                                  | CUSIP: 18453HAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1043000 | PA      | $903759.50    | 0.15%             | 2027-08-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| IQVIA Inc                                                               | IQVIA Inc                                                                           | CUSIP: 46266TAA6<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |    266000 | PA      | $253577.80    | 0.04%             | 2027-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Epicor Software Corporation                                             | Epicor Software Corporation 2020 2nd Lien Term Loan                                 | CUSIP: 29426NAQ7<br>LEI: JGNXVGGGXR4O1L5I7S73 | Long             | LON              | CORP              | US        |     62000 | PA      | $60977.00     | 0.01%             | 2028-07-31      | Floating      | 12.13%                | No            |                  2 | On Loan: No      |
| ARCONIC CORP                                                            | Arconic Corp                                                                        | CUSIP: 03966VAA5<br>LEI: 549300B4YFWH3U74B152 | Long             | DBT              | CORP              | US        |    393000 | PA      | $368738.16    | 0.06%             | 2028-02-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| DUN & BRADSTREET CORP                                                   | Dun & Bradstreet Corp/The                                                           | CUSIP: 26483EAL4<br>LEI: RI37BMPWE56BCJ747E14 | Long             | DBT              | CORP              | US        |    473000 | PA      | $404775.91    | 0.07%             | 2029-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SUMMER BC HOLDCO B SARL                                                 | Summer BC Holdco B SARL                                                             | CUSIP: 000000000<br>LEI: 984500NRF59D5DB9B654 | Long             | DBT              | CORP              | LU        |    100000 | PA      | $90051.56     | 0.02%             | 2026-10-31      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                            | Broadcom Inc                                                                        | CUSIP: 11135FBL4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |      7000 | PA      | $5584.13      | 0.00%             | 2034-04-15      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| RAYTHEON TECH CORP                                                      | Raytheon Technologies Corp                                                          | CUSIP: 75513ECN9<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $809816.50    | 0.14%             | 2032-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| FAIR ISAAC CORP                                                         | Fair Isaac Corp                                                                     | CUSIP: 303250AF1<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |    322000 | PA      | $292216.93    | 0.05%             | 2028-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                                     | RRP COMSTOCK RE                                                                     | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -345150 | PA      | $-345150.00   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Northwell Healthcare Inc                                                | Northwell Healthcare Inc                                                            | CUSIP: 667274AC8<br>LEI: 54930073NUTKK4QD3P47 | Long             | DBT              | CORP              | US        |    725000 | PA      | $575831.09    | 0.10%             | 2047-11-01      | Fixed         | 4.26%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                                       | Iron Mountain Inc                                                                   | CUSIP: 46284VAL5<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              |  | US        |    108000 | PA      | $93594.54     | 0.02%             | 2032-07-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                                                | CSX Corp                                                                            | CUSIP: 126408GW7<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    350000 | PA      | $319301.06    | 0.05%             | 2042-05-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CONDOR MERGER SUB INC                                                   | Condor Merger Sub Inc                                                               | CUSIP: 579063AB4<br>LEI: 254900SAGUYT3MBUU161 | Long             | DBT              | CORP              | US        |    734000 | PA      | $590158.68    | 0.10%             | 2030-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| SCOTTS MIRACLE-GRO CO                                                   | Scotts Miracle-Gro Co/The                                                           | CUSIP: 810186AX4<br>LEI: 2TH9E0JTOUXOEGI2R879 | Long             | DBT              | CORP              | US        |    122000 | PA      | $93200.83     | 0.02%             | 2031-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES USA, INC.                                               | RRP FNMA 15YR U                                                                     | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | Short            | RA               | CORP              | US        |  -2032502 | PA      | $-2032502.41  | -0.35%            |  |  |  | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAIN INC                                                   | Caesars Entertainment Inc                                                           | CUSIP: 12769GAA8<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |    433000 | PA      | $352379.73    | 0.06%             | 2029-10-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| NOMURA SECURITIES INTERNATIONAL INC                                     | RRP CSC HOLDING                                                                     | CUSIP: 000000000<br>LEI: OXTKY6Q8X53C9ILVV871 | Short            | RA               | CORP              | US        |   -371875 | PA      | $-371875.00   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| FIRSTENERGY CORP                                                        | FirstEnergy Corp                                                                    | CUSIP: 337932AP2<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |     14000 | PA      | $11111.80     | 0.00%             | 2030-09-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                     | CUSIP: 3140QQJC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1537291 | PA      | $1546027.59   | 0.26%             | 2037-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SWF ESCROW ISSUER CORP                                                  | SWF Escrow Issuer Corp                                                              | CUSIP: 78500AAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    223000 | PA      | $129217.35    | 0.02%             | 2029-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                                      | Alternative Loan Trust 2005-64CB                                                    | CUSIP: 12668AA21<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    428889 | PA      | $374883.83    | 0.06%             | 2035-12-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Alliant Holdings Intermediate, LLC                                      | Alliant Holdings Intermediate, LLC 2021 Term Loan B4                                | CUSIP: 01881UAJ4<br>LEI: 5493006Q26653NF8SI73 | Long             | LON              | CORP              | US        |     93535 | PA      | $91296.32     | 0.02%             | 2027-11-06      | Floating      | 7.85%                 | No            |                  2 | On Loan: No      |
| KAISER ALUMINUM CORP                                                    | Kaiser Aluminum Corp                                                                | CUSIP: 483007AL4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    535000 | PA      | $430006.25    | 0.07%             | 2031-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ITT HOLDINGS LLC                                                        | ITT Holdings LLC                                                                    | CUSIP: 45074JAA2<br>LEI: 549300TH2PHOLK31LB42 | Long             | DBT              | CORP              | US        |    232000 | PA      | $195376.48    | 0.03%             | 2029-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Advisor Group, Inc.                                                     | Advisor Group, Inc. 2021 Term Loan                                                  | CUSIP: 00775KAE8<br>LEI: 549300XL60BDV6UW5C86 | Long             | LON              | CORP              | US        |        34 | PA      | $32.76        | 0.00%             | 2026-07-31      | Floating      | 8.88%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                                 | Romanian Government International Bond                                              | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    212000 | PA      | $187264.17    | 0.03%             | 2029-03-11      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                     | CUSIP: 3140FXCQ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    950538 | PA      | $910421.24    | 0.15%             | 2056-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                                | Occidental Petroleum Corp                                                           | CUSIP: 674599DD4<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     64000 | PA      | $68382.08     | 0.01%             | 2031-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Helios Software Holdings, Inc.                                          | Helios Software Holdings, Inc. 2021 USD Term Loan B                                 | CUSIP: 42328DAF5<br>LEI: 2138002XO5EAYFHPPT53 | Long             | LON              | CORP              | US        |     80371 | PA      | $78697.29     | 0.01%             | 2028-03-11      | Variable      | 8.48%                 | No            |                  2 | On Loan: No      |
| CDP Financial Inc                                                       | CDP Financial Inc                                                                   | CUSIP: 125094AC6<br>LEI: 549300OXMGVYFCBFV096 | Long             | DBT              | CORP              | CA        |   5890000 | PA      | $6251775.23   | 1.06%             | 2039-11-25      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| ASCENT RESOURCES/ARU FIN                                                | Ascent Resources Utica Holdings LLC / ARU Finance Corp                              | CUSIP: 04364VAK9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    648000 | PA      | $797040.00    | 0.14%             | 2027-11-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                           | Carnival Corp                                                                       | CUSIP: 143658BQ4<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    447000 | PA      | $364488.27    | 0.06%             | 2028-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AROUNDTOWN SA                                                           | Aroundtown SA                                                                       | CUSIP: 000000000<br>LEI: 529900H4DWG3KWMBMQ39 | Long             | DBT              | CORP              | LU        |    100000 | PA      | $49522.20     | 0.01%             | 2024-09-23      | Fixed         | 3.38%                 | 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        |    100000 | PA      | $105024.48    | 0.02%             | 2025-01-31      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PENSKE AUTOMOTIVE GROUP                                                 | Penske Automotive Group Inc                                                         | CUSIP: 70959WAJ2<br>LEI: 549300W7UTQ0M4C7LB15 | Long             | DBT              | CORP              | US        |     29000 | PA      | $26913.73     | 0.00%             | 2025-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                             | Oracle Corp                                                                         | CUSIP: 68389XBX2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $841583.34    | 0.14%             | 2050-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| DIRECTV FIN LLC/COINC                                                   | Directv Financing LLC / Directv Financing Co-Obligor Inc                            | CUSIP: 25461LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    299000 | PA      | $267503.34    | 0.05%             | 2027-08-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| VALLOUREC SA                                                            | Vallourec SA                                                                        | CUSIP: 000000000<br>LEI: 969500P2Q1B47H4MCJ34 | Long             | DBT              | CORP              | FR        |     17000 | PA      | $17840.57     | 0.00%             | 2026-06-30      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| SCIENTIFIC GAMES INTERNA                                                | Scientific Games International Inc                                                  | CUSIP: 80874YBG4<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |    136000 | PA      | $138747.47    | 0.02%             | 2025-07-01      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| COMMSCOPE TECH LLC                                                      | CommScope Technologies LLC                                                          | CUSIP: 20337YAA5<br>LEI: M4TWC4QDOKW45N7T6Y12 | Long             | DBT              | CORP              | US        |    530000 | PA      | $482300.00    | 0.08%             | 2025-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ARABIAN CENTRES SUKUK II                                                | Arabian Centres Sukuk II Ltd                                                        | CUSIP: 03847QAA1<br>LEI: 549300X92PKHJD8UYG94 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $181100.00    | 0.03%             | 2026-10-07      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| EOG Resources Inc                                                       | EOG Resources Inc                                                                   | CUSIP: 26875PAQ4<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |    200000 | PA      | $189953.46    | 0.03%             | 2036-01-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                                   | Tenet Healthcare Corp                                                               | CUSIP: 88033GCY4<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    330000 | PA      | $312062.10    | 0.05%             | 2026-01-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CORP FINANCIERA DE DESAR                                                | Corp Financiera de Desarrollo SA                                                    | CUSIP: 000000000<br>LEI: 254900BOM7T4MG6T0J30 | Long             | DBT              | NUSS              | PE        |    200000 | PA      | $192975.00    | 0.03%             | 2025-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Galaxy CLO Ltd                                                          | Galaxy XXVII CLO Ltd                                                                | CUSIP: 36320UAC4<br>LEI: 549300GJYHKO4BDEN716 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1972115.40   | 0.34%             | 2031-05-16      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| NOMURA SECURITIES INTERNATIONAL INC                                     | RRP MOLINA HEAL                                                                     | CUSIP: 000000000<br>LEI: OXTKY6Q8X53C9ILVV871 | Short            | RA               | CORP              | US        |    -56610 | PA      | $-56610.00    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                                                | Madison Park Funding XVII Ltd                                                       | CUSIP: 55818YBJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $938554.20    | 0.16%             | 2030-07-21      | Floating      | 7.88%                 | No            |                  2 | On Loan: No      |
| NATIONSTAR MTG HLD INC                                                  | Nationstar Mortgage Holdings Inc                                                    | CUSIP: 63861CAE9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     78000 | PA      | $60645.00     | 0.01%             | 2031-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Crown Cork & Seal Co Inc                                                | Crown Cork & Seal Co Inc                                                            | CUSIP: 228255AH8<br>LEI: 7HLDMDH0ZXNUH6PT7Z42 | Long             | DBT              | CORP              | US        |     23000 | PA      | $23678.73     | 0.00%             | 2026-12-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| BELL CANADA                                                             | Bell Telephone Co of Canada or Bell Canada/The                                      | CUSIP: 0778FPAF6<br>LEI: 549300JYAVAQRV5MNZ86 | Long             | DBT              | CORP              | CA        |    335000 | PA      | $242243.57    | 0.04%             | 2051-03-17      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| ZF FINANCE GMBH                                                         | ZF Finance GmbH                                                                     | CUSIP: 000000000<br>LEI: 5493001N9T6QDCCXB426 | Long             | DBT              | CORP              | DE        |    100000 | PA      | $89732.14     | 0.02%             | 2028-09-21      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                                     | RRP KINETIK HOL                                                                     | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -272160 | PA      | $-272160.00   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                                                    | Lockheed Martin Corp                                                                | CUSIP: 539830BN8<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |   1410000 | PA      | $1180824.18   | 0.20%             | 2052-09-15      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                                                 | Royal Caribbean Cruises Ltd                                                         | CUSIP: 780153BJ0<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |     61000 | PA      | $51316.25     | 0.01%             | 2026-08-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                                   | Tenet Healthcare Corp                                                               | CUSIP: 88033GDG2<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     55000 | PA      | $49210.76     | 0.01%             | 2028-06-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Graham Holdings Co                                                      | Graham Holdings Co                                                                  | CUSIP: 384637AA2<br>LEI: 529900BOSCEEEMAFQJ29 | Long             | DBT              | CORP              | US        |     27000 | PA      | $26530.20     | 0.00%             | 2026-06-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                                                 | Royal Caribbean Cruises Ltd                                                         | CUSIP: 780153BR2<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    186000 | PA      | $191133.60    | 0.03%             | 2029-01-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                                                   | Uber Technologies Inc                                                               | CUSIP: 90353TAK6<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    791000 | PA      | $689162.71    | 0.12%             | 2029-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AVIENT CORP                                                             | Avient Corp                                                                         | CUSIP: 05368VAA4<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | DBT              | CORP              | US        |    116000 | PA      | $113393.71    | 0.02%             | 2030-08-01      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                           | Carnival Corp                                                                       | CUSIP: 143658BJ0<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    223000 | PA      | $210735.00    | 0.04%             | 2027-08-01      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU                                                | Venture Global Calcasieu Pass LLC                                                   | CUSIP: 92328MAA1<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |    590000 | PA      | $516250.00    | 0.09%             | 2029-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                | BX Commercial Mortgage Trust 2021-SOAR                                              | CUSIP: 05608WAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1677294 | PA      | $1615521.25   | 0.27%             | 2038-06-15      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| MINERALS TECHNOLOGIES IN                                                | Minerals Technologies Inc                                                           | CUSIP: 603158AA4<br>LEI: 549300D3I1QU67GP6403 | Long             | DBT              | CORP              | US        |    114000 | PA      | $101528.40    | 0.02%             | 2028-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NEW GOLD INC                                                            | New Gold Inc                                                                        | CUSIP: 644535AH9<br>LEI: 5493005G0GNCHP0H6L96 | Long             | DBT              | CORP              | CA        |    470000 | PA      | $412450.44    | 0.07%             | 2027-07-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ENDEAVOR ENERGY RESOURCE                                                | Endeavor Energy Resources LP / EER Finance Inc                                      | CUSIP: 29260FAE0<br>LEI: 549300WY5QI80P9WHD46 | Long             | DBT              | CORP              | US        |    239000 | PA      | $228847.28    | 0.04%             | 2028-01-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| McAfee, LLC                                                             | McAfee, LLC 2022 USD Term Loan B                                                    | CUSIP: 57906HAD9<br>LEI: 2549009UKR8UEZYVCR93 | Long             | LON              | CORP              | US        |    475247 | PA      | $441214.47    | 0.08%             | 2029-03-01      | Variable      | 8.18%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                                | Warnermedia Holdings Inc                                                            | CUSIP: 55903VAL7<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    534000 | PA      | $439890.37    | 0.07%             | 2032-03-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| Zayo Group Holdings, Inc.                                               | Zayo Group Holdings, Inc. USD Term Loan                                             | CUSIP: 98919XAB7<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | LON              | CORP              | US        |    545580 | PA      | $440397.33    | 0.07%             | 2027-03-09      | Floating      | 7.38%                 | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                                     | RRP CABLE ONE I                                                                     | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -123629 | PA      | $-123628.75   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES INC                                                   | American Airlines Inc                                                               | CUSIP: 023771S58<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | DBT              | CORP              | US        |    325000 | PA      | $348594.76    | 0.06%             | 2025-07-15      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| NEW ENTERPRISE STONE & L                                                | New Enterprise Stone & Lime Co Inc                                                  | CUSIP: 644274AG7<br>LEI: 549300O5DQ5Y61B8VF38 | Long             | DBT              | CORP              | US        |     26000 | PA      | $24022.43     | 0.00%             | 2028-07-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| NOMURA SECURITIES INTERNATIONAL INC                                     | RRP COMMSCOPE T                                                                     | CUSIP: 000000000<br>LEI: OXTKY6Q8X53C9ILVV871 | Short            | RA               | CORP              | US        |   -465075 | PA      | $-465075.00   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                                     | RRP MINERVA MER                                                                     | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -539400 | PA      | $-539400.00   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| MGM CHINA HOLDINGS LTD                                                  | MGM China Holdings Ltd                                                              | CUSIP: 000000000<br>LEI: 529900VZFN87OS7WJM66 | Long             | DBT              | CORP              | KY        |    450000 | PA      | $416756.25    | 0.07%             | 2026-05-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| GOODYEAR TIRE & RUBBER                                                  | Goodyear Tire & Rubber Co/The                                                       | CUSIP: 382550BN0<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |     78000 | PA      | $65063.67     | 0.01%             | 2029-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                | Ford Motor Credit Co LLC                                                            | CUSIP: 345397C27<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    401000 | PA      | $374092.90    | 0.06%             | 2027-05-28      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Cedar Funding Ltd                                                       | Cedar Funding X CLO Ltd                                                             | CUSIP: 15033XAL0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    930000 | PA      | $899606.21    | 0.15%             | 2032-10-20      | Floating      | 5.84%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                                  | US 10YR NOTE (CBT)MAR23                                                             | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |     -1340 | NC      | $1048261.69   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| GLOBAL PRIME CAPITAL                                                    | Global Prime Capital Pte Ltd                                                        | CUSIP: 000000000<br>LEI: 254900BOZNNFPDZAEZ24 | Long             | DBT              | CORP              | SG        |    200000 | PA      | $189350.00    | 0.03%             | 2025-01-23      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| SHIFT4 PAYMENTS LLC/FIN                                                 | Shift4 Payments LLC / Shift4 Payments Finance Sub Inc                               | CUSIP: 82453AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    314000 | PA      | $296664.06    | 0.05%             | 2026-11-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                | AT&T Inc                                                                            | CUSIP: 00206RDH2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1086868.66   | 0.18%             | 2042-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                                                  | VICI Properties LP / VICI Note Co Inc                                               | CUSIP: 92564RAF2<br>LEI: N/A                  | Long             | DBT              |  | US        |     37000 | PA      | $36639.62     | 0.01%             | 2024-05-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| GRAPHIC PACKAGING INTERN                                                | Graphic Packaging International LLC                                                 | CUSIP: 38869AAA5<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |     53000 | PA      | $49886.25     | 0.01%             | 2027-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PILGRIM'S PRIDE CORP                                                    | Pilgrim's Pride Corp                                                                | CUSIP: 72147KAG3<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |    117000 | PA      | $91552.50     | 0.02%             | 2032-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Gainwell Acquisition Corp.                                              | Gainwell Acquisition Corp. Term Loan B                                              | CUSIP: 59909TAC8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    330828 | PA      | $309737.35    | 0.05%             | 2027-10-01      | Floating      | 8.73%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PERU                                                        | Peruvian Government International Bond                                              | CUSIP: 715638DF6<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    126000 | PA      | $104170.50    | 0.02%             | 2031-01-23      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| CHART INDUSTRIES INC                                                    | Chart Industries Inc                                                                | CUSIP: 000000000<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | DBT              | CORP              | US        |     66000 | PA      | $67690.26     | 0.01%             | 2031-01-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN                                                | Hilton Domestic Operating Co Inc                                                    | CUSIP: 432833AL5<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    144000 | PA      | $120474.72    | 0.02%             | 2031-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Babson CLO Ltd                                                          | Barings CLO Ltd 2017-I                                                              | CUSIP: 06760BAL6<br>LEI: 549300TE5WUQQTRVZ282 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $237313.63    | 0.04%             | 2029-07-18      | Floating      | 7.79%                 | No            |                  2 | On Loan: No      |
| Duke Energy Florida LLC                                                 | Duke Energy Florida LLC                                                             | CUSIP: 341099CL1<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    770000 | PA      | $844566.86    | 0.14%             | 2038-06-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| GROUP 1 AUTOMOTIVE INC                                                  | Group 1 Automotive Inc                                                              | CUSIP: 398905AN9<br>LEI: 549300US8QAZJLWYAF63 | Long             | DBT              | CORP              | US        |     30000 | PA      | $25392.91     | 0.00%             | 2028-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Carval CLO LTD                                                          | CarVal CLO VC Ltd                                                                   | CUSIP: 14687MAG7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $229743.65    | 0.04%             | 2034-10-15      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| MICROCHIP TECHNOLOGY INC                                                | Microchip Technology Inc                                                            | CUSIP: 595017AD6<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |     21000 | PA      | $65420.57     | 0.01%             | 2025-02-15      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO Ltd                                         | Benefit Street Partners CLO II Ltd                                                  | CUSIP: 08179XAW5<br>LEI: 549300PVYNJC7QL0GC48 | Long             | ABS-CBDO         | CORP              | KY        |    267266 | PA      | $264864.42    | 0.05%             | 2029-07-15      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| TELECOM ITALIA CAPITAL                                                  | Telecom Italia Capital SA                                                           | CUSIP: 87927VAF5<br>LEI: 549300777DJZOR5C4L39 | Long             | DBT              | CORP              | LU        |    131000 | PA      | $107169.79    | 0.02%             | 2033-11-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES USA, INC.                                               | RRP FNMA 15YR U                                                                     | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | Short            | RA               | CORP              | US        |  -2285146 | PA      | $-2285145.72  | -0.39%            |  |  |  | No            |                  2 | On Loan: No      |
| Carval CLO LTD                                                          | CarVal CLO II Ltd                                                                   | CUSIP: 14686AAW9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $470031.90    | 0.08%             | 2032-04-20      | Floating      | 7.44%                 | No            |                  2 | On Loan: No      |
| LBM ACQUISITION LLC                                                     | LBM Acquisition LLC                                                                 | CUSIP: 05552BAA4<br>LEI: 549300FAEB3VWZL4NI86 | Long             | DBT              | CORP              | US        |     25000 | PA      | $15908.79     | 0.00%             | 2029-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| COHERENT CORP                                                           | Coherent Corp                                                                       | CUSIP: 902104AC2<br>LEI: 549300O5C25A0MMHHU33 | Long             | DBT              | CORP              | US        |    574000 | PA      | $495034.82    | 0.08%             | 2029-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Naked Juice LLC                                                         | Naked Juice LLC 2nd Lien Term Loan                                                  | CUSIP: 62984CAB9<br>LEI: 549300Y5TU1XQ1KVLJ64 | Long             | LON              | CORP              | US        |     20000 | PA      | $15731.20     | 0.00%             | 2030-01-24      | Floating      | 10.68%                | No            |                  2 | On Loan: No      |
| TERVITA CORP                                                            | Tervita Corp                                                                        | CUSIP: 88159EAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     77000 | PA      | $82780.28     | 0.01%             | 2025-12-01      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| CIDRON AIDA FINCO SARL                                                  | Cidron Aida Finco Sarl                                                              | CUSIP: 000000000<br>LEI: 98450036A07991DEBF10 | Long             | DBT              | CORP              | LU        |    100000 | PA      | $91255.82     | 0.02%             | 2028-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Churchill Downs Inc                                                     | Churchill Downs Inc                                                                 | CUSIP: 171484AE8<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |    202000 | PA      | $180763.74    | 0.03%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Republic of Sri Lanka                                                   | Sri Lanka Government International Bond                                             | CUSIP: 000000000<br>LEI: 254900HXCCIOHM74FA02 | Long             | DBT              | NUSS              | LK        |    432000 | PA      | $126900.00    | 0.02%             | 2024-03-14      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                                     | RRP WESCO DISTR                                                                     | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -452088 | PA      | $-452087.50   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| WEATHERFORD INTL LTD                                                    | Weatherford International Ltd                                                       | CUSIP: 947075AP2<br>LEI: 549300A2JKMG5PGOGF82 | Long             | DBT              | CORP              | BM        |      5000 | PA      | $5100.22      | 0.00%             | 2024-12-01      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA VEND FIN IV                                                | Virgin Media Vendor Financing Notes IV DAC                                          | CUSIP: 92770QAA5<br>LEI: 635400ZZNJSEA4CAJR23 | Long             | DBT              | CORP              | IE        |    307000 | PA      | $268350.93    | 0.05%             | 2028-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Verscend Holding Corp.                                                  | Verscend Holding Corp. 2021 Term Loan B                                             | CUSIP: 92531HAD9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    628317 | PA      | $623045.33    | 0.11%             | 2025-08-27      | Floating      | 8.38%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                | BX Commercial Mortgage Trust 2021-XL2                                               | CUSIP: 05609KAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    463358 | PA      | $445343.76    | 0.08%             | 2038-10-15      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                                        | COLT 2022-7 Mortgage Loan Trust                                                     | CUSIP: 12663GAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2372424 | PA      | $2329800.70   | 0.40%             | 2067-04-25      | Variable      | 5.16%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                             | SWP: USD 1.862000 12-OCT-2041                                                       | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |  14800000 | OU      | $2271358.63   | 0.39%             |  |  |  | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                                  | Diamondback Energy Inc                                                              | CUSIP: 25278XAV1<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    556000 | PA      | $564321.15    | 0.10%             | 2033-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Great Canadian Gaming Corporation                                       | Great Canadian Gaming Corporation 2021 Term Loan                                    | CUSIP: 000000000<br>LEI: 549300FU60SSFLTE0M84 | Long             | LON              | CORP              | CA        |     37810 | PA      | $37037.92     | 0.01%             | 2026-11-01      | Floating      | 8.75%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                            | Broadcom Inc                                                                        | CUSIP: 11135FAL5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    103000 | PA      | $95789.49     | 0.02%             | 2028-09-15      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| ANTERO MIDSTREAM PART/FI                                                | Antero Midstream Partners LP / Antero Midstream Finance Corp                        | CUSIP: 03690AAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    203000 | PA      | $191907.53    | 0.03%             | 2027-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| TELEFONICA EUROPE BV                                                    | Telefonica Europe BV                                                                | CUSIP: 000000000<br>LEI: 7245007FZS0M65WUGP67 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $109185.85    | 0.02%             | 2028-08-23      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| GATES GLOBAL/GATES CORP                                                 | Gates Global LLC / Gates Corp                                                       | CUSIP: 36740LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    406000 | PA      | $391790.00    | 0.07%             | 2026-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                                                    | SWAP/CDSWAP/SCDS: (SDFGR)                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              |  | XX        |     10000 | OU      | $955.29       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                                     | RRP WYNN RESORT                                                                     | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -264784 | PA      | $-264783.75   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| GMAC Mortgage Corporation Loan Trust                                    | GMACM Mortgage Loan Trust 2005-AR3                                                  | CUSIP: 36185N7L8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    109454 | PA      | $96416.14     | 0.02%             | 2035-06-19      | Variable      | 3.17%                 | No            |                  2 | On Loan: No      |
| BELLIS ACQUISITION CO PL                                                | Bellis Acquisition Co PLC                                                           | CUSIP: 000000000<br>LEI: 259400CYE2267UB4A481 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $98166.75     | 0.02%             | 2026-02-16      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                     | JPMorgan Chase & Co                                                                 | CUSIP: 48128BAG6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    165000 | PA      | $145406.25    | 0.02%             | 2025-02-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                                                | CenterPoint Energy Houston Electric LLC                                             | CUSIP: 15189XAZ1<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    750000 | PA      | $723023.50    | 0.12%             | 2032-10-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Reynolds American Inc                                                   | Reynolds American Inc                                                               | CUSIP: 761713BG0<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |    635000 | PA      | $621193.35    | 0.11%             | 2025-06-12      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| SHIFT4 PAYMENTS INC                                                     | Shift4 Payments Inc                                                                 | CUSIP: 82452JAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    112000 | PA      | $110950.00    | 0.02%             | 2025-12-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| RFC PRINCIPAL STRIP                                                     | Resolution Funding Corp Principal Strip                                             | CUSIP: 76116FAC1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   6055000 | PA      | $4392771.71   | 0.75%             | 2030-04-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Bluemountain CLO Ltd                                                    | BlueMountain CLO XXVIII Ltd                                                         | CUSIP: 09630PAJ2<br>LEI: 5493001GLQHON6UV2U40 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $454782.85    | 0.08%             | 2034-04-15      | Floating      | 6.98%                 | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                                     | RRP BOMBARDIER                                                                      | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -297731 | PA      | $-297731.25   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INFO MGMT                                                 | Iron Mountain Information Management Services Inc                                   | CUSIP: 46285MAA8<br>LEI: N/A                  | Long             | DBT              |  | US        |     76000 | PA      | $63133.24     | 0.01%             | 2032-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Palmer Square CLO Ltd                                                   | Palmer Square CLO 2022-4 Ltd                                                        | CUSIP: 69700XAJ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $995427.30    | 0.17%             | 2035-10-20      | Floating      | 8.07%                 | No            |                  2 | On Loan: No      |
| MPT OPER PARTNERSP/FINL                                                 | MPT Operating Partnership LP / MPT Finance Corp                                     | CUSIP: 55342UAJ3<br>LEI: N/A                  | Long             | DBT              |  | US        |    571000 | PA      | $435435.83    | 0.07%             | 2029-08-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS                                                 | Frontier Communications Holdings LLC                                                | CUSIP: 35908MAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    446000 | PA      | $453470.29    | 0.08%             | 2030-05-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                                                | American Water Capital Corp                                                         | CUSIP: 03040WBA2<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    750000 | PA      | $717530.72    | 0.12%             | 2032-06-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc                                                           | TransDigm Inc                                                                       | CUSIP: 893647BE6<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |   3355000 | PA      | $3308667.45   | 0.56%             | 2026-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD PPTY REIT INC                                                | Brookfield Property REIT Inc / BPR Cumulus LLC / BPR Nimbus LLC / GGSI Sellco LL    | CUSIP: 11284DAC9<br>LEI: N/A                  | Long             | DBT              |  | US        |    120000 | PA      | $100297.84    | 0.02%             | 2027-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO INC                                                     | Sirius XM Radio Inc                                                                 | CUSIP: 82967NBG2<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |     57000 | PA      | $47036.97     | 0.01%             | 2030-07-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Deerfield Dakota Holding, LLC                                           | Deerfield Dakota Holding, LLC 2021 USD 2nd Lien Term Loan                           | CUSIP: 24440EAG2<br>LEI: 549300FDREJLOIGXY104 | Long             | LON              | CORP              | US        |    145000 | PA      | $137387.50    | 0.02%             | 2028-04-07      | Floating      | 11.13%                | No            |                  2 | On Loan: No      |
| Polaris Newco LLC                                                       | Polaris Newco LLC USD Term Loan B                                                   | CUSIP: 73108RAB4<br>LEI: 254900LEPDAG7EDOA064 | Long             | LON              | CORP              | US        |    119744 | PA      | $109010.03    | 0.02%             | 2028-06-02      | Floating      | 8.73%                 | No            |                  2 | On Loan: No      |
| ROCKETMTGE CO-ISSUER INC                                                | Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc                                 | CUSIP: 77313LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    302000 | PA      | $258863.04    | 0.04%             | 2026-10-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| TD SECURITIES USA LLC                                                   | RRP COMCAST COR                                                                     | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -843325 | PA      | $-843325.00   | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                                     | RRP 1011778 BC                                                                      | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -147392 | PA      | $-147392.50   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                             | Oracle Corp                                                                         | CUSIP: 68389XCE3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    329000 | PA      | $272782.80    | 0.05%             | 2031-03-25      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO V Ltd                                                       | Elmwood CLO V Ltd                                                                   | CUSIP: 29003BAN1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    436000 | PA      | $406623.98    | 0.07%             | 2034-10-20      | Floating      | 6.24%                 | No            |                  2 | On Loan: No      |
| JELD-WEN INC                                                            | JELD-WEN Inc                                                                        | CUSIP: 475795AE0<br>LEI: 549300XWE6NM0N1HFW16 | Long             | DBT              | CORP              | US        |     98000 | PA      | $91663.76     | 0.02%             | 2025-05-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN INC                                                          | Transocean Inc                                                                      | CUSIP: 893830BQ1<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | KY        |     81000 | PA      | $81202.50     | 0.01%             | 2027-01-30      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDI                                                        | Ford Motor Credit Co LLC                                                            | CUSIP: 345397B69<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    300000 | PA      | $235667.43    | 0.04%             | 2031-06-17      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Nokia OYJ                                                               | Nokia Oyj                                                                           | CUSIP: 654902AC9<br>LEI: 549300A0JPRWG1KI7U06 | Long             | DBT              | CORP              | FI        |     88000 | PA      | $83526.20     | 0.01%             | 2039-05-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| ROCKIES EXPRESS PIPELINE                                                | Rockies Express Pipeline LLC                                                        | CUSIP: 77340RAR8<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |     36000 | PA      | $32304.60     | 0.01%             | 2029-07-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| TWILIO INC                                                              | Twilio Inc                                                                          | CUSIP: 90138FAD4<br>LEI: 5493004W8TRGD63APX93 | Long             | DBT              | CORP              | US        |    359000 | PA      | $284814.45    | 0.05%             | 2031-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                                      | Alternative Loan Trust 2007-OA10                                                    | CUSIP: 02149QAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4180030 | PA      | $604630.91    | 0.10%             | 2047-09-25      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| NOMURA SECURITIES INTERNATIONAL INC                                     | RRP MATCH GROUP                                                                     | CUSIP: 000000000<br>LEI: OXTKY6Q8X53C9ILVV871 | Short            | RA               | CORP              | US        |   -178766 | PA      | $-178766.25   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Port Authority of New York & New Jersey                                 | PORT AUTH OF NEW YORK & NEW JERSEY NY                                               | CUSIP: 73358WAJ3<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |    780000 | PA      | $819079.56    | 0.14%             | 2029-12-01      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST                                                 | Starwood Property Trust Inc                                                         | CUSIP: 85571BAY1<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              |  | US        |     52000 | PA      | $45503.92     | 0.01%             | 2027-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                                   | Tenet Healthcare Corp                                                               | CUSIP: 88033GDJ6<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    122000 | PA      | $109229.04    | 0.02%             | 2028-10-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| OIL & GAS HOLDING                                                       | Oil and Gas Holding Co BSCC/The                                                     | CUSIP: 000000000<br>LEI: 549300OBH16L6TS6IW50 | Long             | DBT              | CORP              | BH        |    200000 | PA      | $203287.50    | 0.03%             | 2024-11-07      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                                | Rogers Communications Inc                                                           | CUSIP: 775109AL5<br>LEI: 54930030NVF3Y2OL0A78 | Long             | DBT              | CORP              | CA        |   2325000 | PA      | $2579278.44   | 0.44%             | 2038-08-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                                  | CCO Holdings LLC / CCO Holdings Capital Corp                                        | CUSIP: 1248EPCD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    262000 | PA      | $225952.73    | 0.04%             | 2030-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| City of Los Angeles CA                                                  | LOS ANGELES CA                                                                      | CUSIP: 544351RH4<br>LEI: 549300E7TO710PTXPJ65 | Long             | DBT              | MUN               | US        |   2000000 | PA      | $1907204.00   | 0.32%             | 2042-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ultimate Software Group Inc (The)                                       | Ultimate Software Group Inc (The) Term Loan B                                       | CUSIP: 90385KAB7<br>LEI: 529900FKHWSTQ1GXK240 | Long             | LON              | CORP              | US        |    143911 | PA      | $138514.73    | 0.02%             | 2026-05-04      | Floating      | 8.13%                 | No            |                  2 | On Loan: No      |
| TELECOM ITALIA CAPITAL                                                  | Telecom Italia Capital SA                                                           | CUSIP: 87927VAV0<br>LEI: 549300777DJZOR5C4L39 | Long             | DBT              | CORP              | LU        |     79000 | PA      | $65570.00     | 0.01%             | 2038-06-04      | Fixed         | 7.72%                 | No            |                  2 | On Loan: No      |
| LUMEN TECHNOLOGIES INC                                                  | Lumen Technologies Inc                                                              | CUSIP: 156700BD7<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |    277000 | PA      | $191188.70    | 0.03%             | 2029-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EP Purchaser, LLC                                                       | EP Purchaser, LLC 2021 Term Loan B                                                  | CUSIP: 26881KAC8<br>LEI: 549300GGODRVQG1GH476 | Long             | LON              | CORP              | US        |    101355 | PA      | $100025.26    | 0.02%             | 2028-11-06      | Floating      | 8.23%                 | No            |                  2 | On Loan: No      |
| OCADO GROUP PLC                                                         | Ocado Group PLC                                                                     | CUSIP: 000000000<br>LEI: 213800LO8F61YB8MBC74 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $93089.16     | 0.02%             | 2026-10-08      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SENSATA TECH INC                                                        | Sensata Technologies Inc                                                            | CUSIP: 81728UAA2<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |    479000 | PA      | $416971.67    | 0.07%             | 2030-02-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Pool                                                                    | CUSIP: 3133WJ5E5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    315642 | PA      | $313592.71    | 0.05%             | 2037-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                                       | Iron Mountain Inc                                                                   | CUSIP: 46284VAG6<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              |  | US        |     21000 | PA      | $18861.79     | 0.00%             | 2028-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CROCS INC                                                               | Crocs Inc                                                                           | CUSIP: 227046AA7<br>LEI: 549300B0J6YCXD63OG72 | Long             | DBT              | CORP              | US        |     15000 | PA      | $12706.50     | 0.00%             | 2029-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Sprint Capital Corp                                                     | Sprint Capital Corp                                                                 | CUSIP: 852060AD4<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |    867000 | PA      | $899893.98    | 0.15%             | 2028-11-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| INTRUM AB                                                               | Intrum AB                                                                           | CUSIP: 000000000<br>LEI: 549300UNCO2FCUWXX470 | Long             | DBT              | CORP              | SE        |    100000 | PA      | $84902.70     | 0.01%             | 2027-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CAESARS RESORT / FINCO                                                  | Caesars Resort Collection LLC / CRC Finco Inc                                       | CUSIP: 12770RAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    103000 | PA      | $100827.33    | 0.02%             | 2025-07-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Marathon Petroleum Corp                                                 | Marathon Petroleum Corp                                                             | CUSIP: 56585AAF9<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1181304.21   | 0.20%             | 2041-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU                                                | Venture Global Calcasieu Pass LLC                                                   | CUSIP: 92328MAC7<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |   1367000 | PA      | $1116702.30   | 0.19%             | 2033-11-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| US FOODS INC                                                            | US Foods Inc                                                                        | CUSIP: 90290MAD3<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |    290000 | PA      | $257496.80    | 0.04%             | 2029-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| RCI BANQUE SA                                                           | RCI Banque SA                                                                       | CUSIP: 000000000<br>LEI: 96950001WI712W7PQG45 | Long             | DBT              | CORP              | FR        |    100000 | PA      | $95115.86     | 0.02%             | 2030-02-18      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| ATI INC                                                                 | ATI Inc                                                                             | CUSIP: 01741RAL6<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |     68000 | PA      | $60093.64     | 0.01%             | 2029-10-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                | Charter Communications Operating LLC / Charter Communications Operating Capital     | CUSIP: 161175AY0<br>LEI: 0J0XRGZE3PBRFEZ7MV65 | Long             | DBT              | CORP              | US        |   4700000 | PA      | $4606474.61   | 0.78%             | 2025-07-23      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                   | Wells Fargo & Co                                                                    | CUSIP: 949746TD3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    245000 | PA      | $214439.93    | 0.04%             | 2026-03-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| NETWORK I2I LTD                                                         | Network i2i Ltd                                                                     | CUSIP: V6703DAA2<br>LEI: 2549003L8M1FGHLHOX45 | Long             | DBT              | CORP              | MU        |    400000 | PA      | $379700.00    | 0.06%             | 2025-01-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| CONNECT FINCO SARL/CONNE                                                | Connect Finco SARL / Connect US Finco LLC                                           | CUSIP: 20752TAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |   1055000 | PA      | $977731.29    | 0.17%             | 2026-10-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                  | United States Treasury Note/Bond                                                    | CUSIP: 9128284V9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1000000 | PA      | $941679.69    | 0.16%             | 2028-08-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Altice Financing SA                                                     | Altice Financing SA 2017 USD Term Loan B                                            | CUSIP: 000000000<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | LON              | CORP              | LU        |     22776 | PA      | $22014.13     | 0.00%             | 2025-07-15      | Floating      | 6.83%                 | No            |                  2 | On Loan: No      |
| AGL CLO 3 Ltd.                                                          | AGL CLO 3 LTD                                                                       | CUSIP: 00119MAJ8<br>LEI: 549300LS0REDUXQSHW18 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $223255.18    | 0.04%             | 2033-01-15      | Floating      | 7.38%                 | No            |                  2 | On Loan: No      |
| W.R. Grace & Co.-Conn.                                                  | W.R. Grace & Co.-Conn. 2021 Term Loan B                                             | CUSIP: 92943HAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    210870 | PA      | $206521.86    | 0.04%             | 2028-09-22      | Floating      | 8.50%                 | No            |                  2 | On Loan: No      |
| NCR CORP                                                                | NCR Corp                                                                            | CUSIP: 62886EAV0<br>LEI: 549300YKTY8JX1DV2R67 | Long             | DBT              | CORP              | US        |     57000 | PA      | $53298.14     | 0.01%             | 2029-09-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| iHeartCommunications Inc                                                | iHeartCommunications Inc                                                            | CUSIP: 45174HBC0<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |     91367 | PA      | $84057.64     | 0.01%             | 2026-05-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Titan Acquisition Limited                                               | Titan Acquisition Limited 2018 Term Loan B                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |    573781 | PA      | $534781.35    | 0.09%             | 2025-03-28      | Floating      | 8.15%                 | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                                     | RRP SERVICE COR                                                                     | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -170950 | PA      | $-170950.00   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                                     | RRP MEXICO UNI                                                                      | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -360952 | PA      | $-360951.71   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| HUB International Ltd                                                   | HUB International Ltd                                                               | CUSIP: 44332PAD3<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |    938000 | PA      | $918292.62    | 0.16%             | 2026-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Regional Management Issuance Trust                                      | Regional Management Issuance Trust 2022-2B                                          | CUSIP: 75907JAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    200000 | PA      | $201111.12    | 0.03%             | 2032-11-17      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                                     | RRP FRONTIER CO                                                                     | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -108870 | PA      | $-108870.00   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                                                      | Vodafone Group PLC                                                                  | CUSIP: 000000000<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $104636.44    | 0.02%             | 2079-01-03      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| ALM Loan Funding                                                        | ALM 2020 Ltd                                                                        | CUSIP: 00166DAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    285000 | PA      | $247674.43    | 0.04%             | 2029-10-15      | Floating      | 10.08%                | No            |                  2 | On Loan: No      |
| Cedar Funding Ltd                                                       | Cedar Funding XIV CLO Ltd                                                           | CUSIP: 15034AAC9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $483433.25    | 0.08%             | 2033-07-15      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| ORGANON & CO/ORG                                                        | Organon & Co / Organon Foreign Debt Co-Issuer BV                                    | CUSIP: 68622TAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    387000 | PA      | $335095.66    | 0.06%             | 2031-04-30      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| ENLINK MIDSTREAM PARTNER                                                | EnLink Midstream Partners LP                                                        | CUSIP: 29336UAD9<br>LEI: 88CPW63VL7KHJWS0NY83 | Long             | DBT              | CORP              | US        |     33000 | PA      | $25008.34     | 0.00%             | 2045-04-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                  | United States Treasury Note/Bond                                                    | CUSIP: 9128284Z0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  14800000 | PA      | $14225921.91  | 2.42%             | 2025-08-31      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                        | Societe Generale SA                                                                 | CUSIP: 83367TBF5<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   1000000 | PA      | $989818.59    | 0.17%             | 2023-12-18      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| CONSTELLIUM SE                                                          | Constellium SE                                                                      | CUSIP: 21039CAB0<br>LEI: 724500KRJEMC79KAAU28 | Long             | DBT              | CORP              | FR        |   1091000 | PA      | $886369.19    | 0.15%             | 2029-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                             | Oracle Corp                                                                         | CUSIP: 68389XCJ2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    556000 | PA      | $581921.20    | 0.10%             | 2032-11-09      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY CORP                                                        | FirstEnergy Corp                                                                    | CUSIP: 337932AM9<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |    403000 | PA      | $265899.40    | 0.05%             | 2050-03-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                        | Crown Castle Inc                                                                    | CUSIP: 22822VAL5<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |    151000 | PA      | $142595.25    | 0.02%             | 2029-02-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Voya CLO Ltd                                                            | Voya CLO 2022-4 Ltd                                                                 | CUSIP: 92920LAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $996564.30    | 0.17%             | 2033-10-20      | Floating      | 8.24%                 | No            |                  2 | On Loan: No      |
| CA MAGNUM HOLDINGS                                                      | CA Magnum Holdings                                                                  | CUSIP: 12674CAA1<br>LEI: 549300ZRDHFR078MFZ78 | Long             | DBT              | CORP              | MU        |    258000 | PA      | $233523.54    | 0.04%             | 2026-10-31      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                            | Comcast Corp                                                                        | CUSIP: 20030NBQ3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1764806.68   | 0.30%             | 2045-08-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| RHP HOTEL PPTY/RHP FINAN                                                | RHP Hotel Properties LP / RHP Finance Corp                                          | CUSIP: 749571AF2<br>LEI: N/A                  | Long             | DBT              |  | US        |    226000 | PA      | $204532.54    | 0.03%             | 2027-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Cedar Funding Ltd                                                       | Cedar Funding IX CLO Ltd                                                            | CUSIP: 15033EAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $246431.60    | 0.04%             | 2031-04-20      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                                                | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                      | CUSIP: 01883LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1419000 | PA      | $1275482.34   | 0.22%             | 2027-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH CO/INBEV                                                 | Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc                         | CUSIP: 03522AAJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4600000 | PA      | $4181746.01   | 0.71%             | 2046-02-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CROWN AMERICAS LLC                                                      | Crown Americas LLC                                                                  | CUSIP: 228180AA3<br>LEI: RPPGGRL1J75WGF2DFO04 | Long             | DBT              | CORP              | US        |     91000 | PA      | $86042.32     | 0.01%             | 2030-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NOMURA SECURITIES INTERNATIONAL INC                                     | RRP CAESARS ENT                                                                     | CUSIP: 000000000<br>LEI: OXTKY6Q8X53C9ILVV871 | Short            | RA               | CORP              | US        |   -833295 | PA      | $-833295.00   | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN                                                | Hilton Domestic Operating Co Inc                                                    | CUSIP: 432833AJ0<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |     99000 | PA      | $85635.00     | 0.01%             | 2029-05-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| 1011778 BC / NEW RED FIN                                                | 1011778 BC ULC / New Red Finance Inc                                                | CUSIP: 68245XAH2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     84000 | PA      | $75141.82     | 0.01%             | 2028-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BANGKOK BANK PCL/HK                                                     | Bangkok Bank PCL/Hong Kong                                                          | CUSIP: 000000000<br>LEI: 549300CCL2BKJGMYXV60 | Long             | DBT              | CORP              | TH        |    200000 | PA      | $189350.00    | 0.03%             | 2025-09-23      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WYNDHAM HOTELS & RESORTS                                                | Wyndham Hotels & Resorts Inc                                                        | CUSIP: 98311AAB1<br>LEI: 549300FE3MQ4RVXXC673 | Long             | DBT              | CORP              | US        |    104000 | PA      | $93308.80     | 0.02%             | 2028-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                                     | RRP NFP CORP 6                                                                      | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -839788 | PA      | $-839787.50   | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| Apidos CLO                                                              | Apidos CLO XXII                                                                     | CUSIP: 03765XAN6<br>LEI: 5493003SQW0Q40KVFQ19 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $233967.13    | 0.04%             | 2031-04-20      | Floating      | 7.19%                 | No            |                  2 | On Loan: No      |
| Surgery Center Holdings, Inc.                                           | Surgery Center Holdings, Inc. 2021 Term Loan                                        | CUSIP: 86880NAX1<br>LEI: 54930054EVI5HWPPW113 | Long             | LON              | CORP              | US        |    112682 | PA      | $111119.92    | 0.02%             | 2026-08-31      | Floating      | 8.05%                 | No            |                  2 | On Loan: No      |
| SINCLAIR TELEVISION GROU                                                | Sinclair Television Group Inc                                                       | CUSIP: 829259BA7<br>LEI: 549300CQGEN0CH65UD62 | Long             | DBT              | CORP              | US        |    666000 | PA      | $499291.14    | 0.08%             | 2030-12-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                     | COMM 2015-LC19 Mortgage Trust                                                       | CUSIP: 200474BH6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3500000 | PA      | $3207231.65   | 0.55%             | 2048-02-10      | Variable      | 4.22%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                                        | CIFC Funding 2019-I Ltd                                                             | CUSIP: 12553DAQ0<br>LEI: 254900RRJV30GDUWIX97 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $473933.45    | 0.08%             | 2032-04-20      | Floating      | 7.34%                 | No            |                  2 | On Loan: No      |
| WYNN RESORTS FINANCE LLC                                                | Wynn Resorts Finance LLC / Wynn Resorts Capital Corp                                | CUSIP: 983133AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    480000 | PA      | $411422.40    | 0.07%             | 2029-10-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Generate CLO Ltd.                                                       | Generate CLO 3 Ltd                                                                  | CUSIP: 98625UBA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1750000 | PA      | $1599701.08   | 0.27%             | 2029-10-20      | Floating      | 7.84%                 | No            |                  2 | On Loan: No      |
| Standard Chartered PLC                                                  | Standard Chartered PLC                                                              | CUSIP: 853254BK5<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    500000 | PA      | $440469.49    | 0.07%             | 2033-03-15      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| NOMURA SECURITIES INTERNATIONAL INC                                     | RRP TREASURY BO                                                                     | CUSIP: 000000000<br>LEI: OXTKY6Q8X53C9ILVV871 | Short            | RA               | CORP              | US        |  -1622500 | PA      | $-1622500.00  | -0.28%            |  |  |  | No            |                  2 | On Loan: No      |
| COLGATE ENERGY P                                                        | Colgate Energy Partners III LLC                                                     | CUSIP: 19416MAB5<br>LEI: 549300QRLZK0B17DH791 | Long             | DBT              | CORP              | US        |    421000 | PA      | $361580.30    | 0.06%             | 2029-07-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SCIENTIFIC GAMES INTERNA                                                | Scientific Games International Inc                                                  | CUSIP: 80874YBE9<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |     96000 | PA      | $92160.00     | 0.02%             | 2029-11-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                                      | Ukraine Government International Bond                                               | CUSIP: 903724BY7<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    200000 | PA      | $37287.50     | 0.01%             | 2035-03-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE INTERNATIONAL                                             | CDS: (CMBX.NA.9.BBB-)                                                               | CUSIP: 000000000<br>LEI: E58DKGMJYYYJLN8C3868 | N/A              | DCR              |  | US        |    199000 | OU      | $-37381.94    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| ILIAD SA                                                                | iliad SA                                                                            | CUSIP: 000000000<br>LEI: 969500FZ9BTRZS3JNB97 | Long             | DBT              | CORP              | FR        |    100000 | PA      | $106188.59    | 0.02%             | 2027-06-14      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                                     | RRP FORD MOTOR                                                                      | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -130000 | PA      | $-130000.00   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                                     | RRP NOVELIS COR                                                                     | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -367792 | PA      | $-367792.50   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| ALTICE FINANCING SA                                                     | Altice Financing SA                                                                 | CUSIP: 02154CAH6<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | DBT              | CORP              | LU        |   1251000 | PA      | $983990.15    | 0.17%             | 2029-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| YUZHOU GROUP                                                            | Yuzhou Group Holdings Co Ltd                                                        | CUSIP: 000000000<br>LEI: 213800MP59KHGJSPHE82 | Long             | DBT              | CORP              | KY        |    263000 | PA      | $23012.50     | 0.00%             | 2025-02-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MASONITE INTERNATIONAL C                                                | Masonite International Corp                                                         | CUSIP: 575385AE9<br>LEI: 549300H0H07ZFT4JYM32 | Long             | DBT              | CORP              | CA        |    145000 | PA      | $117294.29    | 0.02%             | 2030-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                                            | Centene Corp                                                                        | CUSIP: 15135BAZ4<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    460000 | PA      | $361468.00    | 0.06%             | 2031-08-01      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                                           | DISH DBS Corp                                                                       | CUSIP: 25470XBD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     79000 | PA      | $50963.69     | 0.01%             | 2029-06-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                     | CUSIP: 3140FXDJ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2227165 | PA      | $2133175.40   | 0.36%             | 2056-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                                     | RRP PRIME SECUR                                                                     | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -125375 | PA      | $-125375.00   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                                                  | United States Treasury Note/Bond                                                    | CUSIP: 91282CFA4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  48000000 | PA      | $46818749.76  | 7.96%             | 2024-07-31      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DANAOS CORP                                                             | Danaos Corp                                                                         | CUSIP: 23585WAA2<br>LEI: 734IM3DNDNT36T7YTD24 | Long             | DBT              | CORP              | MH        |    100000 | PA      | $96000.00     | 0.02%             | 2028-03-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                                     | RRP SIRIUS XM R                                                                     | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -205125 | PA      | $-205125.00   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Element Materials Technology Group US Holdings Inc.                     | Element Materials Technology Group US Holdings Inc. 2022 USD Term Loan              | CUSIP: 000000000<br>LEI: 213800EGOJGGUKUGEZ30 | Long             | LON              | CORP              | US        |     85304 | PA      | $83171.39     | 0.01%             | 2029-07-06      | Variable      | 8.93%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY CORP                                                        | FirstEnergy Corp                                                                    | CUSIP: 337932AL1<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |    101000 | PA      | $82349.34     | 0.01%             | 2030-03-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CRE                                                  | Blackstone Private Credit Fund                                                      | CUSIP: 09261HAY3<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |     56000 | PA      | $55556.04     | 0.01%             | 2025-09-29      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| HERTZ CORP/THE                                                          | Hertz Corp/The                                                                      | CUSIP: 428040DA4<br>LEI: 549300PD0C69OJ0NLB27 | Long             | DBT              | CORP              | US        |     85000 | PA      | $71187.50     | 0.01%             | 2026-12-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| NABORS INDUSTRIES LTD                                                   | Nabors Industries Ltd                                                               | CUSIP: 629571AB6<br>LEI: 5493008TXYN3II3PU369 | Long             | DBT              | CORP              | BM        |    170000 | PA      | $155532.34    | 0.03%             | 2028-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                                | Vistra Operations Co LLC                                                            | CUSIP: 92840VAH5<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     58000 | PA      | $49973.78     | 0.01%             | 2029-05-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                                     | RRP MOZART DEBT                                                                     | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -666491 | PA      | $-666491.25   | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                                | Occidental Petroleum Corp                                                           | CUSIP: 674599DF9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    103000 | PA      | $105060.00    | 0.02%             | 2036-09-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Dun & Bradstreet Corporation (The)                                      | Dun & Bradstreet Corporation (The) Term Loan                                        | CUSIP: 26483NAN0<br>LEI: RI37BMPWE56BCJ747E14 | Long             | LON              | CORP              | US        |    109780 | PA      | $108584.74    | 0.02%             | 2026-02-06      | Floating      | 7.64%                 | No            |                  2 | On Loan: No      |
| NGPL PipeCo LLC                                                         | NGPL PipeCo LLC                                                                     | CUSIP: 62912XAC8<br>LEI: 549300K3NT1HSQFEM073 | Long             | DBT              | CORP              | US        |    138000 | PA      | $143591.32    | 0.02%             | 2037-12-15      | Fixed         | 7.77%                 | No            |                  2 | On Loan: No      |
| TRANSURBAN FINANCE CO                                                   | Transurban Finance Co Pty Ltd                                                       | CUSIP: 89400PAE3<br>LEI: 54930081LPJMUMEA6E57 | Long             | DBT              | CORP              | AU        |    580000 | PA      | $557099.81    | 0.09%             | 2026-02-02      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| BCPE EMPIRE HOLDINGS INC                                                | BCPE Empire Holdings Inc                                                            | CUSIP: 05552VAA0<br>LEI: 549300O2G0VI2955B626 | Long             | DBT              | CORP              | US        |     74000 | PA      | $66361.72     | 0.01%             | 2027-05-01      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS                                                | Cheniere Energy Partners LP                                                         | CUSIP: 16411QAN1<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    625000 | PA      | $496691.71    | 0.08%             | 2032-01-31      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ANGI GROUP LLC                                                          | ANGI Group LLC                                                                      | CUSIP: 001846AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    174000 | PA      | $129122.79    | 0.02%             | 2028-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| LIGADO NETWORKS LLC                                                     | Ligado Networks LLC                                                                 | CUSIP: 53225HAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    165360 | PA      | $53097.10     | 0.01%             | 2023-11-01      | Fixed         | 15.50%                | No            |                  2 | On Loan: No      |
| CABLEVISION LIGHTPATH                                                   | Cablevision Lightpath LLC                                                           | CUSIP: 12687GAA7<br>LEI: 5493002ZVBLRLGES1R71 | Long             | DBT              | CORP              | US        |    220000 | PA      | $181311.59    | 0.03%             | 2027-09-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                                     | Global Payments Inc                                                                 | CUSIP: 37940XAQ5<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    172000 | PA      | $163804.29    | 0.03%             | 2032-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                             | RRP WYNN RESORT                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -147108 | PA      | $-147107.50   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                                        | COLT 2020-3 Mortgage Loan Trust                                                     | CUSIP: 12597QAD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3820000 | PA      | $3305557.93   | 0.56%             | 2065-04-27      | Variable      | 3.36%                 | No            |                  2 | On Loan: No      |
| SCOTTS MIRACLE-GRO CO                                                   | Scotts Miracle-Gro Co/The                                                           | CUSIP: 810186AW6<br>LEI: 2TH9E0JTOUXOEGI2R879 | Long             | DBT              | CORP              | US        |     18000 | PA      | $13566.60     | 0.00%             | 2032-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| LAMAR MEDIA CORP                                                        | Lamar Media Corp                                                                    | CUSIP: 513075BR1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     38000 | PA      | $34014.04     | 0.01%             | 2028-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                     | CUSIP: 3140XAUR1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1962190 | PA      | $1885538.51   | 0.32%             | 2049-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TITAN ACQ/CO-BORROWER                                                   | Titan Acquisition Ltd / Titan Co-Borrower LLC                                       | CUSIP: 88827AAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    514000 | PA      | $462902.27    | 0.08%             | 2026-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| LIVE NATION ENTERTAINMEN                                                | Live Nation Entertainment Inc                                                       | CUSIP: 538034AK5<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |     21000 | PA      | $20333.13     | 0.00%             | 2024-11-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                           | Carnival Corp                                                                       | CUSIP: 143658BN1<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    711000 | PA      | $507682.44    | 0.09%             | 2027-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CDW LLC/CDW FINANCE                                                     | CDW LLC / CDW Finance Corp                                                          | CUSIP: 12513GBH1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     91000 | PA      | $77910.56     | 0.01%             | 2028-12-01      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| DISH DBS Corp                                                           | DISH DBS Corp                                                                       | CUSIP: 25470XAY1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    343000 | PA      | $276591.77    | 0.05%             | 2026-07-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                                     | RRP CLEAR CHANN                                                                     | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -680000 | PA      | $-680000.00   | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                                                   | GFL Environmental Inc                                                               | CUSIP: 36168QAK0<br>LEI: 549300FYK4MBXWIVZU26 | Long             | DBT              | CORP              | CA        |      8000 | PA      | $7560.00      | 0.00%             | 2025-08-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ADVANCED DRAINAGE SYSTEM                                                | Advanced Drainage Systems Inc                                                       | CUSIP: 00790RAA2<br>LEI: 6QQTOZ5MF5DHM7K92I60 | Long             | DBT              | CORP              | US        |    202000 | PA      | $188365.00    | 0.03%             | 2027-09-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NESCO HOLDINGS II INC                                                   | NESCO Holdings II Inc                                                               | CUSIP: 64083YAA9<br>LEI: 254900FAHT0HW9T6L409 | Long             | DBT              | CORP              | US        |    146000 | PA      | $127750.00    | 0.02%             | 2029-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                                     | Global Payments Inc                                                                 | CUSIP: 37940XAB8<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    400000 | PA      | $340020.56    | 0.06%             | 2029-08-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| NFP CORP                                                                | NFP Corp                                                                            | CUSIP: 65342RAD2<br>LEI: VO2L9FZNXDJNQNEYH039 | Long             | DBT              | CORP              | US        |   1270000 | PA      | $1046834.32   | 0.18%             | 2028-08-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES INC                                                     | United Airlines Inc                                                                 | CUSIP: 90932LAH0<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |    627000 | PA      | $545926.20    | 0.09%             | 2029-04-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| NORTHERN TRUST CORP                                                     | Northern Trust Corp                                                                 | CUSIP: 665859AX2<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |    160000 | PA      | $168710.75    | 0.03%             | 2032-11-02      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| RAYMOND JAMES FINANCIAL                                                 | Raymond James Financial Inc                                                         | CUSIP: 754730AF6<br>LEI: RGUZHJ05YTITL6D76949 | Long             | DBT              | CORP              | US        |    400000 | PA      | $355609.37    | 0.06%             | 2046-07-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                                                   | Uber Technologies Inc                                                               | CUSIP: 90353TAG5<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    190000 | PA      | $182399.98    | 0.03%             | 2028-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners XXII Ltd                                    | Octagon Investment Partners XXII Ltd                                                | CUSIP: 67572YBW1<br>LEI: 549300MQ9W5DWZ8QX450 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $441108.85    | 0.07%             | 2030-01-22      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                | Ford Motor Credit Co LLC                                                            | CUSIP: 345397ZJ5<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    200000 | PA      | $190293.26    | 0.03%             | 2025-06-09      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                               | Uniform Mortgage-Backed Security, TBA                                               | CUSIP: 01F032617<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5000000 | PA      | $4541513.60   | 0.77%             | 2053-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                                     | Citigroup COmmercial Mortgage Trust 2019-SMRT                                       | CUSIP: 29429MAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    700000 | PA      | $682514.00    | 0.12%             | 2036-01-10      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| KINGDOM OF MOROCCO                                                      | Morocco Government International Bond                                               | CUSIP: 617726AK0<br>LEI: 529900F3MBW9XY5K1X07 | Long             | DBT              | NUSS              | MA        |    200000 | PA      | $173225.00    | 0.03%             | 2027-12-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                   | Wells Fargo Commercial Mortgage Trust 2016-LC25                                     | CUSIP: 95000JAV0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1700000 | PA      | $1591255.93   | 0.27%             | 2059-12-15      | Fixed         | 3.64%                 | No            |                  2 | On Loan: No      |
| Palmer Square CLO Ltd                                                   | Palmer Square CLO 2013-2 Ltd                                                        | CUSIP: 69688AAQ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $241170.98    | 0.04%             | 2031-10-17      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                                     | RRP AVANTOR FUN                                                                     | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -230944 | PA      | $-230943.75   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| SM ENERGY CO                                                            | SM Energy Co                                                                        | CUSIP: 78454LAW0<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |     66000 | PA      | $63278.82     | 0.01%             | 2028-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                             | RRP TREASURY BO                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        | -19093750 | PA      | $-19093750.00 | -3.25%            |  |  |  | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                    | RRP FNMA 30YR                                                                       | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | Short            | RA               | CORP              | US        |   -234795 | PA      | $-234794.72   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| GOODYEAR TIRE & RUBBER                                                  | Goodyear Tire & Rubber Co/The                                                       | CUSIP: 382550BK6<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |     81000 | PA      | $66120.40     | 0.01%             | 2033-04-30      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICAL INDU                                                | Teva Pharmaceutical Finance Netherlands III BV                                      | CUSIP: 88167AAP6<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $180225.00    | 0.03%             | 2027-05-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                                                    | Kraft Heinz Foods Co                                                                | CUSIP: 50077LAZ9<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    161000 | PA      | $139754.92    | 0.02%             | 2049-10-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Whetstone Park CLO Ltd                                                  | Whetstone Park CLO Ltd                                                              | CUSIP: 96329YAC1<br>LEI: 549300M54M5QSBMB3780 | Long             | ABS-CBDO         | CORP              | KY        |    725000 | PA      | $693318.23    | 0.12%             | 2035-01-20      | Floating      | 5.84%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                     | CUSIP: 3140FXCK6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2990740 | PA      | $2960148.66   | 0.50%             | 2055-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                       | SWAP/CDSWAP/SCDS: (TTMTIN)                                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              |  | XX        |      5076 | OU      | $-768.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bayview Commercial Asset Trust                                          | Bayview Commercial Asset Trust 2007-2                                               | CUSIP: 07325XAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    714798 | PA      | $631508.71    | 0.11%             | 2037-07-25      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| BROWN GROUP HOLDING, LLC                                                | Brown Group Holding, LLC 2022 Incremental Term Loan B2                              | CUSIP: 11565HAD8<br>LEI: 25490094PF4HHK9QS109 | Long             | LON              | CORP              | US        |    174562 | PA      | $173771.73    | 0.03%             | 2029-07-02      | Variable      | 8.13%                 | No            |                  2 | On Loan: No      |
| MARVELL TECHNOLOGY INC                                                  | Marvell Technology Inc                                                              | CUSIP: 573874AJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    230000 | PA      | $184997.90    | 0.03%             | 2031-04-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| NOMURA SECURITIES INTERNATIONAL INC                                     | RRP VERSCEND ES                                                                     | CUSIP: 000000000<br>LEI: OXTKY6Q8X53C9ILVV871 | Short            | RA               | CORP              | US        |   -967500 | PA      | $-967500.00   | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| PIONEER NATURAL RESOURCE                                                | Pioneer Natural Resources Co                                                        | CUSIP: 723787AP2<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | DBT              | CORP              | US        |     62000 | PA      | $144584.00    | 0.02%             | 2025-05-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| General Motors Co                                                       | General Motors Co                                                                   | CUSIP: 37045VAF7<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |   2506000 | PA      | $2316868.35   | 0.39%             | 2043-10-02      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS                                                 | Frontier Communications Holdings LLC                                                | CUSIP: 35906ABE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    152000 | PA      | $141142.64    | 0.02%             | 2027-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CAMELOT FINANCE SA                                                      | Camelot Finance SA                                                                  | CUSIP: 13323AAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    238000 | PA      | $223065.65    | 0.04%             | 2026-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SMYRNA READY MIX CONCRET                                                | Smyrna Ready Mix Concrete LLC                                                       | CUSIP: 85236FAA1<br>LEI: 549300S7RFWHQFOIOY93 | Long             | DBT              | CORP              | US        |    509000 | PA      | $455402.30    | 0.08%             | 2028-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Trimaran CAVU Ltd                                                       | Trimaran Cavu 2021-2 Ltd                                                            | CUSIP: 89624UAJ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $453242.75    | 0.08%             | 2034-10-25      | Floating      | 7.61%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                                 | Oncor Electric Delivery Co LLC                                                      | CUSIP: 68233JCJ1<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $979017.55    | 0.17%             | 2032-09-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Eaton Corp                                                              | Eaton Corp                                                                          | CUSIP: 278062AE4<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |    500000 | PA      | $427290.11    | 0.07%             | 2042-11-02      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| MILEAGE PLUS HLDINGS LLC                                                | Mileage Plus Holdings LLC / Mileage Plus Intellectual Property Assets Ltd           | CUSIP: 599191AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    740250 | PA      | $735957.92    | 0.13%             | 2027-06-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA                        | RRP TREASURY BO                                                                     | CUSIP: 000000000<br>LEI: 1VUV7VQFKUOQSJ21A208 | Short            | RA               | CORP              | US        |   -546081 | PA      | $-546081.25   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| SABRE GLBL INC                                                          | Sabre GLBL Inc                                                                      | CUSIP: 78573NAC6<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |     99000 | PA      | $98616.57     | 0.02%             | 2025-04-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| TRIUMPH GROUP INC                                                       | Triumph Group Inc                                                                   | CUSIP: 896818AS0<br>LEI: 5493007L6S47Q14SL582 | Long             | DBT              | CORP              | US        |    509000 | PA      | $517907.50    | 0.09%             | 2024-06-01      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                                                | Madison Park Funding XXIII Ltd                                                      | CUSIP: 55820TAN8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    600000 | PA      | $572090.22    | 0.10%             | 2031-07-27      | Floating      | 6.36%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                                        | CIFC Funding 2014-II-R Ltd                                                          | CUSIP: 12548RAE4<br>LEI: 549300O8WGQU5B6HEB94 | Long             | ABS-CBDO         | CORP              | KY        |    750000 | PA      | $700171.43    | 0.12%             | 2030-04-24      | Floating      | 7.12%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                        | CSC Holdings LLC                                                                    | CUSIP: 126307BH9<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    813000 | PA      | $564070.81    | 0.10%             | 2031-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| York CLO Ltd                                                            | York CLO 1 Ltd                                                                      | CUSIP: 986255AY3<br>LEI: 549300EJZ6JIZVXIHF06 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $241100.00    | 0.04%             | 2029-10-22      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| AIT Worldwide Logistics, Inc                                            | AIT Worldwide Logistics, Inc 2021 Term Loan                                         | CUSIP: 00145AAB9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     76230 | PA      | $69750.45     | 0.01%             | 2028-04-06      | Floating      | 9.54%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO IV Ltd                                                      | Elmwood CLO IV Ltd                                                                  | CUSIP: 29002GAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $241375.18    | 0.04%             | 2033-04-15      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| NOMURA SECURITIES INTERNATIONAL INC                                     | RRP TREASURY NO                                                                     | CUSIP: 000000000<br>LEI: OXTKY6Q8X53C9ILVV871 | Short            | RA               | CORP              | US        | -47220000 | PA      | $-47220000.00 | -8.03%            |  |  |  | No            |                  2 | On Loan: No      |
| JSW STEEL LTD                                                           | JSW Steel Ltd                                                                       | CUSIP: 000000000<br>LEI: 335800EK6HZSC4CVAJ09 | Long             | DBT              | CORP              | IN        |    200000 | PA      | $197500.00    | 0.03%             | 2024-04-18      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Municipal Electric Authority of Georgia                                 | MUNI ELEC AUTH OF GEORGIA                                                           | CUSIP: 626207YS7<br>LEI: JA0WNILDDF2KUPS83B16 | Long             | DBT              | MUN               | US        |   1929000 | PA      | $1919312.56   | 0.33%             | 2057-04-01      | Fixed         | 7.06%                 | No            |                  2 | On Loan: No      |
| WEATHERFORD INTERNATIONA                                                | Weatherford International Ltd                                                       | CUSIP: 947075AT4<br>LEI: 549300A2JKMG5PGOGF82 | Long             | DBT              | CORP              | BM        |    151000 | PA      | $148025.30    | 0.03%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                                                | Electricite de France SA                                                            | CUSIP: 268317AF1<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |   4200000 | PA      | $4185602.27   | 0.71%             | 2023-01-29      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| JBS USA/FOOD/FINANCE                                                    | JBS USA LUX SA / JBS USA Food Co / JBS USA Finance Inc                              | CUSIP: 46590XAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    233000 | PA      | $190337.87    | 0.03%             | 2031-12-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                     | Elevance Health Inc                                                                 | CUSIP: 036752AS2<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    600000 | PA      | $448494.92    | 0.08%             | 2051-03-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                    | RRP FGOLD 15YR                                                                      | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | Short            | RA               | CORP              | US        |  -1660288 | PA      | $-1660288.36  | -0.28%            |  |  |  | No            |                  2 | On Loan: No      |
| RBC CAPITAL MARKETS LLC                                                 | RRP CALLON PETR                                                                     | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | Short            | RA               | CORP              | US        |   -346459 | PA      | $-346458.75   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                      | Energy Transfer LP                                                                  | CUSIP: 29273VAN0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    473000 | PA      | $406780.00    | 0.07%             | 2026-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                               | Apple Inc                                                                           | CUSIP: 037833BX7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   2400000 | PA      | $2272139.16   | 0.39%             | 2046-02-23      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| ENCOMPASS HEALTH CORP                                                   | Encompass Health Corp                                                               | CUSIP: 29261AAE0<br>LEI: 549300FVRPM9DRQZRG64 | Long             | DBT              | CORP              | US        |    141000 | PA      | $121191.87    | 0.02%             | 2031-04-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| VERITAS US INC/BERMUDA L                                                | Veritas US Inc / Veritas Bermuda Ltd                                                | CUSIP: 92346LAE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    189000 | PA      | $130167.85    | 0.02%             | 2025-09-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CNX MIDSTREAM PART LP                                                   | CNX Midstream Partners LP                                                           | CUSIP: 12654AAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     66000 | PA      | $54163.89     | 0.01%             | 2030-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| HUNGARY                                                                 | Hungary Government International Bond                                               | CUSIP: 445545AL0<br>LEI: 5299008DH62LEB10JK83 | Long             | DBT              | NUSS              | HU        |    176000 | PA      | $175593.00    | 0.03%             | 2024-03-25      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ENERGY CO                                                  | Southwestern Energy Co                                                              | CUSIP: 845467AT6<br>LEI: EFWMP121W54QV9MGOP87 | Long             | DBT              | CORP              | US        |    109000 | PA      | $93150.31     | 0.02%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| RONSHINE CHINA                                                          | Ronshine China Holdings Ltd                                                         | CUSIP: 000000000<br>LEI: 549300GNBBT32SFSEC47 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $10000.00     | 0.00%             | 2023-12-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MADISON IAQ LLC                                                         | Madison IAQ LLC                                                                     | CUSIP: 55760LAB3<br>LEI: 549300IXDNBXNHUPBU73 | Long             | DBT              | CORP              | US        |    199000 | PA      | $136394.37    | 0.02%             | 2029-06-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ENCOMPASS HEALTH CORP                                                   | Encompass Health Corp                                                               | CUSIP: 29261AAA8<br>LEI: 549300FVRPM9DRQZRG64 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9084.00      | 0.00%             | 2028-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                   | Wells Fargo & Co                                                                    | CUSIP: 949746RG8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   3390000 | PA      | $3036117.90   | 0.52%             | 2024-06-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA NA                                                      | SWAP/CDSWAP/SCDS: (TTMTIN)                                                          | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              |  | XX        |     10000 | OU      | $-1513.01     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Lehman Brothers Small Balance Commercial                                | Lehman Brothers Small Balance Commercial Mortgage Trust 2006-1                      | CUSIP: 86359DZP5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1229550 | PA      | $1212476.44   | 0.21%             | 2031-04-25      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| ABC SUPPLY CO INC                                                       | American Builders & Contractors Supply Co Inc                                       | CUSIP: 024747AF4<br>LEI: 549300H5GQ4C1BEKG397 | Long             | DBT              | CORP              | US        |     63000 | PA      | $56208.60     | 0.01%             | 2028-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO INC                                                     | Sirius XM Radio Inc                                                                 | CUSIP: 82967NBJ6<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |     96000 | PA      | $83548.80     | 0.01%             | 2028-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GARTNER INC                                                             | Gartner Inc                                                                         | CUSIP: 366651AC1<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |    189000 | PA      | $176210.37    | 0.03%             | 2028-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Bank of America N.A.                                                    | PURCHASED USD / SOLD EUR                                                            | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $-13508.54    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State of Illinois                                                       | ILLINOIS ST                                                                         | CUSIP: 452151LF8<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |   2000000 | PA      | $1912590.00   | 0.33%             | 2033-06-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| OPTION CARE HEALTH INC                                                  | Option Care Health Inc                                                              | CUSIP: 68404LAA0<br>LEI: 549300DI3Q5ACSYJRI17 | Long             | DBT              | CORP              | US        |    166000 | PA      | $145201.86    | 0.02%             | 2029-10-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| INTERPUBLIC GROUP COS                                                   | Interpublic Group of Cos Inc/The                                                    | CUSIP: 460690BQ2<br>LEI: 5493008IUOJ5VWTRC333 | Long             | DBT              | CORP              | US        |    500000 | PA      | $456893.49    | 0.08%             | 2048-10-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Envision Healthcare Corporation                                         | Envision Healthcare Corporation 2022 First Out Term Loan                            | CUSIP: 29373UAE1<br>LEI: 549300OL60X0LPKY8N60 | Long             | LON              | CORP              | US        |     39714 | PA      | $35196.33     | 0.01%             | 2027-03-31      | Variable      | 12.61%                | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                              | AbbVie Inc                                                                          | CUSIP: 00287YCY3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   2140000 | PA      | $2001069.30   | 0.34%             | 2035-03-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| American Airlines, Inc.                                                 | American Airlines, Inc. 2021 Term Loan                                              | CUSIP: 02376CBJ3<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | LON              | CORP              | KY        |    432780 | PA      | $430412.69    | 0.07%             | 2028-04-20      | Floating      | 8.99%                 | No            |                  2 | On Loan: No      |
| MATCH GROUP HLD II LLC                                                  | Match Group Holdings II LLC                                                         | CUSIP: 57665RAJ5<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |      6000 | PA      | $5580.00      | 0.00%             | 2029-02-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| CATALENT PHARMA SOLUTION                                                | Catalent Pharma Solutions Inc                                                       | CUSIP: 14879EAK4<br>LEI: 549300HALRZ339MSTH85 | Long             | DBT              | CORP              | US        |    328000 | PA      | $258985.52    | 0.04%             | 2030-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CENTRAL GARDEN & PET CO                                                 | Central Garden & Pet Co                                                             | CUSIP: 153527AP1<br>LEI: 5493004DVZLD37DJ0H83 | Long             | DBT              | CORP              | US        |    119000 | PA      | $98511.18     | 0.02%             | 2031-04-30      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                               | Uniform Mortgage-Backed Security, TBA                                               | CUSIP: 01F050627<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2900000 | PA      | $2856235.84   | 0.49%             | 2053-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GoldenTree Loan Management US CLO1, LTD                                 | Goldentree Loan Management US Clo 3 Ltd                                             | CUSIP: 38138BAG5<br>LEI: 549300TB55YBQBSW5Z77 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $243139.20    | 0.04%             | 2030-04-20      | Floating      | 5.79%                 | No            |                  2 | On Loan: No      |
| SILGAN HOLDINGS INC                                                     | Silgan Holdings Inc                                                                 | CUSIP: 827048AW9<br>LEI: KAF673KJXD92C8KSLU49 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23128.94     | 0.00%             | 2028-02-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| CommScope Inc                                                           | CommScope Inc                                                                       | CUSIP: 20338QAA1<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |     96000 | PA      | $74400.00     | 0.01%             | 2027-03-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| HERTZ CORP/THE                                                          | Hertz Corp/The                                                                      | CUSIP: 428040DB2<br>LEI: 549300PD0C69OJ0NLB27 | Long             | DBT              | CORP              | US        |     70000 | PA      | $53102.00     | 0.01%             | 2029-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae I Pool                                                                   | CUSIP: 36202VEV9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     25732 | PA      | $26107.57     | 0.00%             | 2033-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                                                 | Simon Property Group LP                                                             | CUSIP: 828807CL9<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |   1670000 | PA      | $1432035.50   | 0.24%             | 2042-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                                      | Dominican Republic International Bond                                               | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    228000 | PA      | $222485.25    | 0.04%             | 2027-01-25      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| BRF SA                                                                  | BRF SA                                                                              | CUSIP: 000000000<br>LEI: 254900MTXR9LUVQFU480 | Long             | DBT              | CORP              | BR        |    200000 | PA      | $168412.50    | 0.03%             | 2030-01-24      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| RYAN SPECIALTY GROUP                                                    | Ryan Specialty Group LLC                                                            | CUSIP: 78351MAA0<br>LEI: 549300K52N7QBO3PYY45 | Long             | DBT              | CORP              | US        |     92000 | PA      | $79662.42     | 0.01%             | 2030-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust                                      | Ellington Financial Mortgage Trust 2020-1                                           | CUSIP: 31574PAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1331830.05   | 0.23%             | 2065-05-25      | Variable      | 5.24%                 | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                                     | RRP UBER TECHNO                                                                     | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -352260 | PA      | $-352260.00   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                    | PURCHASED USD / SOLD GBP                                                            | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | US        |         1 | NC      | $95.42        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| IVORY COAST                                                             | Ivory Coast Government International Bond                                           | CUSIP: 000000000<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |    400000 | PA      | $387000.00    | 0.07%             | 2028-03-03      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                                     | RRP AXALTA COAT                                                                     | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -170610 | PA      | $-170610.00   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                                     | GS Mortgage-Backed Securities Corp Trust 2022-PJ2                                   | CUSIP: 36267EAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1107782 | PA      | $889210.70    | 0.15%             | 2052-06-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| MPT OPER PARTNERSP/FINL                                                 | MPT Operating Partnership LP / MPT Finance Corp                                     | CUSIP: 55342UAH7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     28000 | PA      | $23534.84     | 0.00%             | 2027-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Deerfield Dakota Holding, LLC                                           | Deerfield Dakota Holding, LLC 2020 USD Term Loan B                                  | CUSIP: 24440EAB3<br>LEI: 549300FDREJLOIGXY104 | Long             | LON              | CORP              | US        |    103990 | PA      | $96938.85     | 0.02%             | 2027-04-09      | Variable      | 8.07%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO VI Ltd.                                                     | Elmwood CLO VI Ltd                                                                  | CUSIP: 29001VAN9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $241383.18    | 0.04%             | 2034-10-20      | Floating      | 5.89%                 | No            |                  2 | On Loan: No      |
| Whitebox CLO III Ltd                                                    | Whitebox CLO III Ltd                                                                | CUSIP: 96467JAA0<br>LEI: 549300JXCQSPB1A61C68 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $227048.38    | 0.04%             | 2034-10-15      | Floating      | 10.93%                | No            |                  2 | On Loan: No      |
| COVANTA HOLDING CORP                                                    | Covanta Holding Corp                                                                | CUSIP: 22303XAA3<br>LEI: 40XIFLS8XDQGGHGPGC04 | Long             | DBT              | CORP              | US        |     92000 | PA      | $75372.84     | 0.01%             | 2029-12-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAIN INC                                                   | Caesars Entertainment Inc                                                           | CUSIP: 28470RAH5<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |    728000 | PA      | $707379.76    | 0.12%             | 2025-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| DEALER TIRE LLC/DT ISSR                                                 | Dealer Tire LLC / DT Issuer LLC                                                     | CUSIP: 24229JAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    111000 | PA      | $97665.95     | 0.02%             | 2028-02-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| MERLIN ENTERTAINMENTS                                                   | Merlin Entertainments Ltd                                                           | CUSIP: 59010QAB2<br>LEI: 549300ZTI0VEFO6WV007 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $187247.50    | 0.03%             | 2026-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| YUM! BRANDS INC                                                         | Yum! Brands Inc                                                                     | CUSIP: 988498AN1<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |     62000 | PA      | $51987.00     | 0.01%             | 2031-03-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| ASG FINANCE DESIGNATED                                                  | ASG Finance Designated Activity Co                                                  | CUSIP: 00217AAA4<br>LEI: 5493005UOB0OMEJ4WK10 | Long             | DBT              | CORP              | IE        |    200000 | PA      | $193000.00    | 0.03%             | 2024-12-03      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                                                  | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC               | CUSIP: 013092AE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    194000 | PA      | $173137.24    | 0.03%             | 2030-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                                     | RRP COMSTOCK RE                                                                     | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -372544 | PA      | $-372543.75   | -0.06%            |  |  |  | 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        |    111440 | PA      | $105914.80    | 0.02%             | 2029-04-13      | Variable      | 8.60%                 | No            |                  2 | On Loan: No      |
| ALPEK SA DE CV                                                          | Alpek SAB de CV                                                                     | CUSIP: 020564AE0<br>LEI: 549300PWKJTP62D4IQ66 | Long             | DBT              | CORP              | MX        |    200000 | PA      | $166162.50    | 0.03%             | 2031-02-25      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CHINA SCE GRP HLDGS LTD                                                 | China SCE Group Holdings Ltd                                                        | CUSIP: 000000000<br>LEI: 549300Q8UEI2ERAP6P49 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $98000.00     | 0.02%             | 2024-04-09      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Corning Inc                                                             | Corning Inc                                                                         | CUSIP: 219350BF1<br>LEI: 549300X2937PB0CJ7I56 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1550626.70   | 0.26%             | 2057-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| MOLINA HEALTHCARE INC                                                   | Molina Healthcare Inc                                                               | CUSIP: 60855RAK6<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |    122000 | PA      | $103387.64    | 0.02%             | 2030-11-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                                                | Madison Park Funding XXIII Ltd                                                      | CUSIP: 55820TAJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $987919.50    | 0.17%             | 2031-07-27      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                                     | RRP CLEAR CHANN                                                                     | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -182188 | PA      | $-182187.50   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| CORELOGIC INC                                                           | CoreLogic Inc                                                                       | CUSIP: 21871DAD5<br>LEI: 54930086CD8K2UIL0516 | Long             | DBT              | CORP              | US        |    350000 | PA      | $268520.00    | 0.05%             | 2028-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES USA, INC.                                               | RRP FNMA 15YR U                                                                     | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | Short            | RA               | CORP              | US        |  -3055972 | PA      | $-3055971.53  | -0.52%            |  |  |  | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                                     | RRP CHENIERE EN                                                                     | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -526875 | PA      | $-526875.00   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| NOVELIS CORP                                                            | Novelis Corp                                                                        | CUSIP: 670001AG1<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |    595000 | PA      | $533423.45    | 0.09%             | 2026-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CHEPLAPHARM ARZNEIMITTEL                                                | Cheplapharm Arzneimittel GmbH                                                       | CUSIP: 000000000<br>LEI: 529900ONXKBELT7EW052 | Long             | DBT              | CORP              | DE        |    100000 | PA      | $93450.24     | 0.02%             | 2027-02-11      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE INTERNATIONAL                                             | SWAP/CDSWAP/SCDS: (TTMTIN)                                                          | CUSIP: 000000000<br>LEI: E58DKGMJYYYJLN8C3868 | N/A              | DCR              |  | XX        |     25000 | OU      | $-3782.52     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LIBERTY BROADBAND CORP                                                  | Liberty Broadband Corp                                                              | CUSIP: 530307AC1<br>LEI: 549300MIX43II8JLN536 | Long             | DBT              | CORP              | US        |    279000 | PA      | $269235.00    | 0.05%             | 2050-09-30      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Veritas US Inc.                                                         | Veritas US Inc. 2021 USD Term Loan B                                                | CUSIP: 000000000<br>LEI: 549300RFUWCPWS8FQ104 | Long             | LON              | CORP              | US        |    184889 | PA      | $129620.06    | 0.02%             | 2025-09-01      | Floating      | 9.73%                 | No            |                  2 | On Loan: No      |
| SASOL Financing USA LLC                                                 | Sasol Financing USA LLC                                                             | CUSIP: 80386WAB1<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | US        |    200000 | PA      | $180725.00    | 0.03%             | 2028-09-27      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategies                                        | Carlyle Global Market Strategies CLO 2013-1 Ltd                                     | CUSIP: 14310BAS0<br>LEI: 549300CVBX8ZUYQV3Q10 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $902475.50    | 0.15%             | 2030-08-14      | Floating      | 8.00%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN                                                | Hilton Domestic Operating Co Inc                                                    | CUSIP: 432833AN1<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |     77000 | PA      | $61661.60     | 0.01%             | 2032-02-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| SEALED AIR CORP                                                         | Sealed Air Corp                                                                     | CUSIP: 81211KAY6<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |     49000 | PA      | $44449.71     | 0.01%             | 2027-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| USA COM PART/USA COM FIN                                                | USA Compression Partners LP / USA Compression Finance Corp                          | CUSIP: 91740PAF5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    259000 | PA      | $242165.07    | 0.04%             | 2027-09-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Pool                                                                    | CUSIP: 3132DNBL6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2170350 | PA      | $1990999.57   | 0.34%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AZURE POWER SOLAR ENERGY                                                | Azure Power Solar Energy Pvt Ltd                                                    | CUSIP: 000000000<br>LEI: 549300N77HEXIINE3X94 | Long             | DBT              | CORP              | MU        |    200000 | PA      | $175000.00    | 0.03%             | 2024-12-24      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES USA, INC.                                               | RRP ORACLE CORP                                                                     | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | Short            | RA               | CORP              | US        |  -2707375 | PA      | $-2707375.00  | -0.46%            |  |  |  | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                        | CSC Holdings LLC                                                                    | CUSIP: 126307BB2<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    600000 | PA      | $423498.00    | 0.07%             | 2030-12-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                                              | Navient Private Education Refi Loan Trust 2021-D                                    | CUSIP: 63942CAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    770000 | PA      | $645264.54    | 0.11%             | 2060-04-15      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| Cedar Funding Ltd                                                       | Cedar Funding IX CLO Ltd                                                            | CUSIP: 15033EAJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $233203.10    | 0.04%             | 2031-04-20      | Floating      | 6.84%                 | No            |                  2 | On Loan: No      |
| Delta TopCo, Inc.                                                       | Delta TopCo, Inc. 2020 Term Loan B                                                  | CUSIP: 24780DAC1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    113843 | PA      | $104877.85    | 0.02%             | 2027-12-01      | Floating      | 8.15%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                         | CVS Health Corp                                                                     | CUSIP: 126650CZ1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   1821000 | PA      | $1634429.24   | 0.28%             | 2048-03-25      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| GENESIS ENERGY LP/FIN                                                   | Genesis Energy LP / Genesis Energy Finance Corp                                     | CUSIP: 37185LAL6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     97000 | PA      | $89286.56     | 0.02%             | 2028-02-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| SURGERY CENTER HOLDINGS                                                 | Surgery Center Holdings Inc                                                         | CUSIP: 86881WAD4<br>LEI: 54930054EVI5HWPPW113 | Long             | DBT              | CORP              | US        |    255000 | PA      | $259462.50    | 0.04%             | 2027-04-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                                     | RRP CLARIVATE S                                                                     | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -271000 | PA      | $-271000.00   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                                           | DISH DBS Corp                                                                       | CUSIP: 25470XBE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    654000 | PA      | $550887.09    | 0.09%             | 2026-12-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| OMAN GOV INTERNTL BOND                                                  | Oman Government International Bond                                                  | CUSIP: 000000000<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |    228000 | PA      | $206910.00    | 0.04%             | 2047-03-08      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SRS DISTRIBUTION INC                                                    | SRS Distribution Inc                                                                | CUSIP: 78471RAD8<br>LEI: 549300ZQ3XP75BCYM468 | Long             | DBT              | CORP              | US        |    423000 | PA      | $336645.86    | 0.06%             | 2029-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| RBC CAPITAL MARKETS LLC                                                 | RRP VIRGINIA EL                                                                     | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | Short            | RA               | CORP              | US        |  -3900400 | PA      | $-3900400.00  | -0.66%            |  |  |  | No            |                  2 | On Loan: No      |
| Octagon Investment Partners XVII LTD                                    | Octagon Investment Partners XVII Ltd                                                | CUSIP: 67590GBL2<br>LEI: 54930007Y57X4ONHQV20 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $481883.20    | 0.08%             | 2031-01-25      | Floating      | 5.76%                 | No            |                  2 | On Loan: No      |
| ANTERO MIDSTREAM PART/FI                                                | Antero Midstream Partners LP / Antero Midstream Finance Corp                        | CUSIP: 03690AAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     39000 | PA      | $36176.79     | 0.01%             | 2028-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Radiate Holdco, LLC                                                     | Radiate Holdco, LLC 2021 Term Loan B                                                | CUSIP: 75025KAH1<br>LEI: 5493000GQJ5RDX9DNJ71 | Long             | LON              | CORP              | US        |     38610 | PA      | $31221.98     | 0.01%             | 2026-09-25      | Floating      | 7.63%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                                  | Williams Cos Inc/The                                                                | CUSIP: 96950FAQ7<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1119904.86   | 0.19%             | 2025-01-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| SPECTRUM BRANDS INC                                                     | Spectrum Brands Inc                                                                 | CUSIP: 84762LAV7<br>LEI: 549300VU3EH2E73C1Q04 | Long             | DBT              | CORP              | US        |     53000 | PA      | $45867.59     | 0.01%             | 2029-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc                                                           | TransDigm Inc                                                                       | CUSIP: 893647BB2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     31000 | PA      | $30161.60     | 0.01%             | 2026-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                                     | RRP NFP CORP 4                                                                      | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -444972 | PA      | $-444972.50   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                | JP Morgan Mortgage Trust 2006-S3                                                    | CUSIP: 46629AAM3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     42230 | PA      | $17410.20     | 0.00%             | 2036-08-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| TD SECURITIES USA LLC                                                   | RRP VOYA FINANC                                                                     | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |  -4168125 | PA      | $-4168125.00  | -0.71%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                             | BNP Paribas SA                                                                      | CUSIP: 05565ASK0<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   2000000 | PA      | $1545200.94   | 0.26%             | 2031-02-25      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| CAMELOT RETURN MERGER SU                                                | Camelot Return Merger Sub Inc                                                       | CUSIP: 13323NAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    146000 | PA      | $133973.98    | 0.02%             | 2028-08-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                  | United States Treasury Note/Bond                                                    | CUSIP: 9128285M8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3000000 | PA      | $2861367.18   | 0.49%             | 2028-11-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                    | Bank of America Corp                                                                | CUSIP: 06051GGA1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3693278.32   | 0.63%             | 2027-10-21      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                | Lloyds Banking Group PLC                                                            | CUSIP: 53944YAJ2<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    595000 | PA      | $564666.16    | 0.10%             | 2026-06-27      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE INTERNATIONAL                                             | CDS: (CMBX.NA.9.BBB-)                                                               | CUSIP: 000000000<br>LEI: E58DKGMJYYYJLN8C3868 | N/A              | DCR              |  | US        |   4000000 | OU      | $-751395.78   | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| HOWARD HUGHES CORP                                                      | Howard Hughes Corp/The                                                              | CUSIP: 44267DAF4<br>LEI: 549300BVHY25JZC1KI49 | Long             | DBT              | CORP              | US        |     80000 | PA      | $64725.51     | 0.01%             | 2031-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| SYNEOS HEALTH INC                                                       | Syneos Health Inc                                                                   | CUSIP: 87166BAA0<br>LEI: 549300F1ZGKDS8P6GU13 | Long             | DBT              | CORP              | US        |    131000 | PA      | $104321.20    | 0.02%             | 2029-01-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                                      | Dominican Republic International Bond                                               | CUSIP: 25714PEP9<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    160000 | PA      | $146530.00    | 0.02%             | 2029-02-22      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GRAND CANYON UNIVERSITY                                                 | Grand Canyon University                                                             | CUSIP: 38528UAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    702000 | PA      | $660434.58    | 0.11%             | 2028-10-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE SECURITIES (USA) LLC                                      | RRP WYNN LAS VE                                                                     | CUSIP: 000000000<br>LEI: 1V8Y6QCX6YMJ2OELII46 | Short            | RA               | CORP              | US        |    -85625 | PA      | $-85625.00    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Government National Mortgage Association                                            | CUSIP: 38377VHH2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5577835 | PA      | $379779.72    | 0.06%             | 2041-04-16      | Floating      | 2.34%                 | No            |                  2 | On Loan: No      |
| Bombardier Inc                                                          | Bombardier Inc                                                                      | CUSIP: 097751AL5<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $100000.00    | 0.02%             | 2034-05-01      | Fixed         | 7.45%                 | No            |                  2 | On Loan: No      |
| ALTICE FINANCING SA                                                     | Altice Financing SA                                                                 | CUSIP: 000000000<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | DBT              | CORP              | LU        |    100000 | PA      | $84351.42     | 0.01%             | 2028-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BEACON ROOFING SUPPLY IN                                                | Beacon Roofing Supply Inc                                                           | CUSIP: 073685AH2<br>LEI: 549300HDXQWWCBOYXP31 | Long             | DBT              | CORP              | US        |     86000 | PA      | $71465.25     | 0.01%             | 2029-05-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Athenahealth, Inc.                                                      | Athenahealth, Inc. 2022 Term Loan B                                                 | CUSIP: 04686RAB9<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | LON              | CORP              | US        |   1067122 | PA      | $960794.32    | 0.16%             | 2029-02-15      | Variable      | 7.82%                 | No            |                  2 | On Loan: No      |
| ACI Worldwide Inc                                                       | ACI Worldwide Inc                                                                   | CUSIP: 004498AB7<br>LEI: 5493003BPVMZUJ6F5C02 | Long             | DBT              | CORP              | US        |    262000 | PA      | $253812.50    | 0.04%             | 2026-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| GARDA WORLD SECURITY                                                    | Garda World Security Corp                                                           | CUSIP: 36485MAK5<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |     81000 | PA      | $71521.38     | 0.01%             | 2027-02-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                     | CUSIP: 31416BZF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    230807 | PA      | $240774.01    | 0.04%             | 2038-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| York CLO Ltd                                                            | York CLO 1 Ltd                                                                      | CUSIP: 986255BA4<br>LEI: 549300EJZ6JIZVXIHF06 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $237110.10    | 0.04%             | 2029-10-22      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES USA, INC.                                               | RRP GOLDMAN SAC                                                                     | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | Short            | RA               | CORP              | US        |  -8281419 | PA      | $-8281418.75  | -1.41%            |  |  |  | No            |                  2 | On Loan: No      |
| LAMB WESTON HLD                                                         | Lamb Weston Holdings Inc                                                            | CUSIP: 513272AC8<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |    229000 | PA      | $216977.50    | 0.04%             | 2028-05-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Staples, Inc.                                                           | Staples, Inc. 7 Year Term Loan                                                      | CUSIP: 855031AQ3<br>LEI: XQM2JINI1UL7642TU573 | Long             | LON              | CORP              | US        |     48732 | PA      | $44969.28     | 0.01%             | 2026-04-16      | Floating      | 9.44%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                                                   | GFL Environmental Inc                                                               | CUSIP: 36168QAJ3<br>LEI: 549300FYK4MBXWIVZU26 | Long             | DBT              | CORP              | CA        |     98000 | PA      | $93609.27     | 0.02%             | 2025-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CABLE ONE INC                                                           | Cable One Inc                                                                       | CUSIP: 12685JAC9<br>LEI: 549300648QS85T0XSH18 | Long             | DBT              | CORP              | US        |    199000 | PA      | $156158.44    | 0.03%             | 2030-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Murphy Oil Corp                                                         | Murphy Oil Corp                                                                     | CUSIP: 626717AJ1<br>LEI: QBKYQD0ODE7DC7PDIN91 | Long             | DBT              | CORP              | US        |      9000 | PA      | $8843.41      | 0.00%             | 2025-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| DISCOVERY COMMUNICATIONS                                                | Discovery Communications LLC                                                        | CUSIP: 25470DAK5<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |    210000 | PA      | $199195.54    | 0.03%             | 2025-03-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                                                 | Dryden 106 CLO Ltd                                                                  | CUSIP: 26254CAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $496928.05    | 0.08%             | 2035-10-15      | Floating      | 8.46%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                                   | Level 3 Financing Inc                                                               | CUSIP: 527298BN2<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     76000 | PA      | $63270.00     | 0.01%             | 2027-09-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Churchill Downs Inc                                                     | Churchill Downs Inc                                                                 | CUSIP: 171484AG3<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |    230000 | PA      | $217937.68    | 0.04%             | 2027-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Central Garden & Pet Co                                                 | Central Garden & Pet Co                                                             | CUSIP: 153527AM8<br>LEI: 5493004DVZLD37DJ0H83 | Long             | DBT              | CORP              | US        |     35000 | PA      | $32559.81     | 0.01%             | 2028-02-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| SRS DISTRIBUTION INC                                                    | SRS Distribution Inc                                                                | CUSIP: 78471RAB2<br>LEI: 549300ZQ3XP75BCYM468 | Long             | DBT              | CORP              | US        |    362000 | PA      | $320902.19    | 0.05%             | 2028-07-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                                       | Post Holdings Inc                                                                   | CUSIP: 737446AQ7<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    159000 | PA      | $137175.66    | 0.02%             | 2030-04-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| PPM CLO 2 Ltd.                                                          | PPM CLO 2 Ltd                                                                       | CUSIP: 69377PAQ7<br>LEI: 549300JBW1DIZLGMSY83 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $229033.25    | 0.04%             | 2032-04-16      | Floating      | 7.63%                 | No            |                  2 | On Loan: No      |
| MILLICOM INTL CELLULAR                                                  | Millicom International Cellular SA                                                  | CUSIP: 600814AR8<br>LEI: 549300CTHC1CP86P2G96 | Long             | DBT              | CORP              | LU        |    200000 | PA      | $167912.50    | 0.03%             | 2031-04-27      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ASHTON WOODS USA/FINANCE                                                | Ashton Woods USA LLC / Ashton Woods Finance Co                                      | CUSIP: 045086AP0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     98000 | PA      | $78655.78     | 0.01%             | 2030-04-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PANAMA                                                      | Panama Government International Bond                                                | CUSIP: 698299BK9<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    453000 | PA      | $388957.13    | 0.07%             | 2030-01-23      | Fixed         | 3.16%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners XXI Ltd                                     | Octagon Investment Partners XXI Ltd                                                 | CUSIP: 67590QBK2<br>LEI: 549300XIS9D4AHDX5A35 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $245297.83    | 0.04%             | 2031-02-14      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                                  | Bank of New York Mellon Corp/The                                                    | CUSIP: 064058AL4<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   2845000 | PA      | $2291524.77   | 0.39%             | 2026-12-20      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Extended Stay America Trust                                             | Extended Stay America Trust 2021-ESH                                                | CUSIP: 30227FAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    810240 | PA      | $775687.20    | 0.13%             | 2038-07-15      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                                                     | Gilead Sciences Inc                                                                 | CUSIP: 375558AX1<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $916997.16    | 0.16%             | 2044-04-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                                     | RRP PETSMART LL                                                                     | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -364820 | PA      | $-364820.00   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                                     | RRP TENET HEALT                                                                     | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -259999 | PA      | $-259998.75   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| MONG DUONG FIN HLDGS BV                                                 | Mong Duong Finance Holdings BV                                                      | CUSIP: 000000000<br>LEI: 549300995KGQFMWSV879 | Long             | DBT              | CORP              | NL        |    576000 | PA      | $478008.00    | 0.08%             | 2029-05-07      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| NRG Energy Inc                                                          | NRG Energy Inc                                                                      | CUSIP: 629377CE0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     45000 | PA      | $42240.15     | 0.01%             | 2028-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ANTERO MIDSTREAM PART/FI                                                | Antero Midstream Partners LP / Antero Midstream Finance Corp                        | CUSIP: 03690AAH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    140000 | PA      | $127993.60    | 0.02%             | 2029-06-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON INGALLS INDUS                                                | Huntington Ingalls Industries Inc                                                   | CUSIP: 446413AT3<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |    126000 | PA      | $114361.04    | 0.02%             | 2030-05-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                                     | RRP ALLSTATE CO                                                                     | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |  -1511640 | PA      | $-1511640.00  | -0.26%            |  |  |  | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                    | RRP FNMA 30YR                                                                       | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | Short            | RA               | CORP              | US        |   -577160 | PA      | $-577159.53   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| BRASKEM IDESA SAPI                                                      | Braskem Idesa SAPI                                                                  | CUSIP: 10554NAB4<br>LEI: YH0V7ZHY352ITDGEYB83 | Long             | DBT              | CORP              | MX        |    200000 | PA      | $142500.00    | 0.02%             | 2032-02-20      | Fixed         | 6.99%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                                                      | Ford Motor Co                                                                       | CUSIP: 345370CR9<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6638.38      | 0.00%             | 2026-12-08      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| GULFPORT ENERGY OP CORP                                                 | Gulfport Energy Corp                                                                | CUSIP: 402635AR7<br>LEI: 254900DJRGZBUZ3F5038 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24375.00     | 0.00%             | 2026-05-17      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| SM Energy Co                                                            | SM Energy Co                                                                        | CUSIP: 78454LAN0<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |     85000 | PA      | $82522.25     | 0.01%             | 2026-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CRESCENT ENERGY FINANCE                                                 | Crescent Energy Finance LLC                                                         | CUSIP: 45344LAA1<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |    496000 | PA      | $467400.64    | 0.08%             | 2026-05-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Regatta Funding                                                         | Regatta XI Funding Ltd                                                              | CUSIP: 75887XAJ6<br>LEI: 254900TUAAER6MTE4E64 | Long             | ABS-CBDO         | CORP              | KY        |    370000 | PA      | $345791.31    | 0.06%             | 2031-07-17      | Floating      | 6.93%                 | No            |                  2 | On Loan: No      |
| MUELLER WATER PRODUCTS                                                  | Mueller Water Products Inc                                                          | CUSIP: 624758AF5<br>LEI: 549300F7ZU4P1F8V8L60 | Long             | DBT              | CORP              | US        |     94000 | PA      | $82602.50     | 0.01%             | 2029-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SURA ASSET MANAGEMENT                                                   | SURA Asset Management SA                                                            | CUSIP: 000000000<br>LEI: 549300013ETMS1C0EA22 | Long             | DBT              | CORP              | CO        |    178000 | PA      | $176665.00    | 0.03%             | 2024-04-17      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                                 | Romanian Government International Bond                                              | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    222000 | PA      | $183249.98    | 0.03%             | 2030-02-08      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                    | RRP FHLMC GOLD                                                                      | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | Short            | RA               | CORP              | US        |   -602707 | PA      | $-602706.72   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| CIVITAS RESOURCES INC                                                   | Civitas Resources Inc                                                               | CUSIP: 097793AE3<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |     60000 | PA      | $54855.34     | 0.01%             | 2026-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                                     | RRP HERC HOLDIN                                                                     | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -120540 | PA      | $-120540.00   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                                     | RRP CARNIVAL HO                                                                     | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -175840 | PA      | $-175840.00   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES USA, INC.                                               | RRP CHARLES SCH                                                                     | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | Short            | RA               | CORP              | US        |  -3557362 | PA      | $-3557362.50  | -0.60%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                             | RRP ORACLE CORP                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -556000 | PA      | $-556000.00   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                                                      | Ford Motor Co                                                                       | CUSIP: 345370CZ1<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |    216000 | PA      | $203796.00    | 0.03%             | 2026-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                   | Wells Fargo & Co                                                                    | CUSIP: 94974BGK0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   2250000 | PA      | $1733029.79   | 0.29%             | 2045-05-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| SVB FINANCIAL GROUP                                                     | SVB Financial Group                                                                 | CUSIP: 78486QAP6<br>LEI: 549300D2KJ20JMXE7542 | Long             | DBT              | CORP              | US        |   1275000 | PA      | $836462.11    | 0.14%             | 2026-11-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| KOBE US MIDCO 2 INC                                                     | Kobe US Midco 2 Inc                                                                 | CUSIP: 499894AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    176000 | PA      | $123200.00    | 0.02%             | 2026-11-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| PDC Energy Inc                                                          | PDC Energy Inc                                                                      | CUSIP: 69327RAJ0<br>LEI: 5493008W8H2T511J5Y59 | Long             | DBT              | CORP              | US        |    164000 | PA      | $156549.48    | 0.03%             | 2026-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Deephaven Residential Mortgage Trust                                    | Deephaven Residential Mortgage Trust 2022-2                                         | CUSIP: 24380XAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    301814 | PA      | $283442.84    | 0.05%             | 2067-03-25      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| REALOGY GROUP/CO-ISSUER                                                 | Realogy Group LLC / Realogy Co-Issuer Corp                                          | CUSIP: 75606DAQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     91000 | PA      | $66385.41     | 0.01%             | 2030-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| STANDARD INDUSTRIES INC                                                 | Standard Industries Inc/NJ                                                          | CUSIP: 853496AD9<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |     62000 | PA      | $55793.18     | 0.01%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| City & County Honolulu HI Wastewater System Revenue                     | HONOLULU CITY & CNTY HI WSTWTR SYS REVENUE                                          | CUSIP: 4387012C7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $640884.00    | 0.11%             | 2045-07-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| LIVE NATION ENTERTAINMEN                                                | Live Nation Entertainment Inc                                                       | CUSIP: 538034AX7<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |    132000 | PA      | $112474.23    | 0.02%             | 2028-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| JONES DESLAURIERS INSURA                                                | Jones Deslauriers Insurance Management Inc                                          | CUSIP: 48020RAA3<br>LEI: 549300JQIWNFU00E5424 | Long             | DBT              | CORP              | CA        |    191000 | PA      | $188107.13    | 0.03%             | 2030-12-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| BOEING CO                                                               | Boeing Co/The                                                                       | CUSIP: 097023DC6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     69000 | PA      | $60455.52     | 0.01%             | 2031-02-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| VMED O2 UK FINAN                                                        | Vmed O2 UK Financing I PLC                                                          | CUSIP: 92858RAB6<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |    252000 | PA      | $204712.20    | 0.03%             | 2031-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MODERN LAND CHINA CO LTD                                                | Modern Land China Co Ltd                                                            | CUSIP: 000000000<br>LEI: 549300PDOU6AR9Z9IN08 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $11500.00     | 0.00%             | 2023-04-11      | Fixed         | 9.80%                 | No            |                  2 | On Loan: No      |
| NEW FORTRESS ENERGY INC                                                 | New Fortress Energy Inc                                                             | CUSIP: 644393AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    928000 | PA      | $861833.60    | 0.15%             | 2026-09-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| 522 Funding CLO LTD                                                     | 522 Funding CLO 2019-4 Ltd                                                          | CUSIP: 33834WAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $476061.50    | 0.08%             | 2030-04-20      | Floating      | 6.64%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                    | RRP FHLMC 4350A                                                                     | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | Short            | RA               | CORP              | US        |  -1756251 | PA      | $-1756250.84  | -0.30%            |  |  |  | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                                 | Oncor Electric Delivery Co LLC                                                      | CUSIP: 68233JBU7<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1001504.51   | 0.17%             | 2030-05-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| FEL ENERGY VI SARL                                                      | FEL Energy VI Sarl                                                                  | CUSIP: 000000000<br>LEI: 254900H2U8PBIY32VI94 | Long             | DBT              | CORP              | LU        |    184790 | PA      | $157452.60    | 0.03%             | 2040-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Voya CLO Ltd                                                            | VOYA CLO 2017-2                                                                     | CUSIP: 92915UAJ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $242376.20    | 0.04%             | 2030-06-07      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                  | United States Treasury Note/Bond                                                    | CUSIP: 9128285C0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2400000 | PA      | $2319750.00   | 0.39%             | 2025-09-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Intelsat Jackson Holdings S.A.                                          | Intelsat Jackson Holdings S.A. 2021 Exit Term Loan B                                | CUSIP: 000000000<br>LEI: 8XJ8KF85PBKK1TLMFN29 | Long             | LON              | CORP              | LU        |    345257 | PA      | $332679.46    | 0.06%             | 2029-02-01      | Floating      | 7.44%                 | No            |                  2 | On Loan: No      |
| OWL ROCK CAPITAL CORP                                                   | Owl Rock Capital Corp                                                               | CUSIP: 69121KAD6<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |     12000 | PA      | $11016.22     | 0.00%             | 2026-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Hess Corp                                                               | Hess Corp                                                                           | CUSIP: 42809HAG2<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1050558.64   | 0.18%             | 2027-04-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Hub International Limited                                               | Hub International Limited 2022 Term Loan B                                          | CUSIP: 44332EAV8<br>LEI: 549300JQT6ATTUNS5E06 | Long             | LON              | CORP              | US        |    180000 | PA      | $177850.80    | 0.03%             | 2029-11-10      | Variable      | 8.22%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                                         | SWAP/CDSWAP/ICE: (CDX.NA.HY.39.V1)                                                  | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |   7640000 | OU      | $-59350.68    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL                                      | SWAP/CDSWAP/SCDS: (ADLERR)                                                          | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              |  | XX        |      4021 | OU      | $-1038.69     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GTCR AP Finance Inc                                                     | GTCR AP Finance Inc                                                                 | CUSIP: 40060QAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    161000 | PA      | $154218.68    | 0.03%             | 2027-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Ultimate Software Group Inc (The)                                       | Ultimate Software Group Inc (The) 2021 2nd Lien Term Loan                           | CUSIP: 000000000<br>LEI: 529900FKHWSTQ1GXK240 | Long             | LON              | CORP              | US        |    294944 | PA      | $270021.23    | 0.05%             | 2027-05-03      | Floating      | 10.03%                | No            |                  2 | On Loan: No      |
| LUMEN TECHNOLOGIES INC                                                  | Lumen Technologies Inc                                                              | CUSIP: 550241AA1<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |     36000 | PA      | $25917.58     | 0.00%             | 2029-06-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust 2019-XL                                    | BX Commercial Mortgage Trust 2019-XL                                                | CUSIP: 056054AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1128989 | PA      | $1115069.42   | 0.19%             | 2036-10-15      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| General Electric Co                                                     | General Electric Co                                                                 | CUSIP: 36962G3A0<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |   2150000 | PA      | $2197818.56   | 0.37%             | 2037-08-07      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| LINDBLAD EXPEDITIONS LLC                                                | Lindblad Expeditions LLC                                                            | CUSIP: 53523LAA8<br>LEI: 549300MPUWOG67Y2R254 | Long             | DBT              | CORP              | US        |    208000 | PA      | $188691.36    | 0.03%             | 2027-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| TEMPUR SEALY INTL INC                                                   | Tempur Sealy International Inc                                                      | CUSIP: 88023UAH4<br>LEI: 549300HFEKVR3US71V91 | Long             | DBT              | CORP              | US        |    137000 | PA      | $115101.92    | 0.02%             | 2029-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CEDAR FAIR/CAN/MAGNUM/MI                                                | Cedar Fair LP / Canada's Wonderland Co / Magnum Management Corp / Millennium Op     | CUSIP: 150190AF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    432000 | PA      | $427298.39    | 0.07%             | 2025-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SBA COMMUNICATIONS CORP                                                 | SBA Communications Corp                                                             | CUSIP: 78410GAD6<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | DBT              |  | US        |    367000 | PA      | $331589.45    | 0.06%             | 2027-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                                | EQT Corp                                                                            | CUSIP: 26884LAK5<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |     55000 | PA      | $127710.00    | 0.02%             | 2026-05-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION AUTOMOTIVE                                                | Constellation Automotive Financing PLC                                              | CUSIP: 000000000<br>LEI: 254900HVTSU7VICDRM89 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $78788.49     | 0.01%             | 2027-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| MIDAS OPCO HOLDINGS LLC                                                 | Stagwell Global LLC                                                                 | CUSIP: 59565JAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     69000 | PA      | $56896.02     | 0.01%             | 2029-08-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| BOXER PARENT CO INC                                                     | Boxer Parent Co Inc                                                                 | CUSIP: 103186AB8<br>LEI: 5493006T045HLTF7YX04 | Long             | DBT              | CORP              | US        |    187000 | PA      | $181859.66    | 0.03%             | 2025-10-02      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| FOUNDATION BUILDING M                                                   | Foundation Building Materials Inc                                                   | CUSIP: 350392AA4<br>LEI: 549300ZVE6MONHB01I28 | Long             | DBT              | CORP              | US        |     63000 | PA      | $47168.34     | 0.01%             | 2029-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                                       | Herc Holdings Inc                                                                   | CUSIP: 42704LAA2<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |    164000 | PA      | $152971.00    | 0.03%             | 2027-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Gold Pool                                                               | CUSIP: 31335B6T8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    619788 | PA      | $615110.23    | 0.10%             | 2047-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Pool                                                                    | CUSIP: 3132DPAR9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1754610 | PA      | $1659573.02   | 0.28%             | 2052-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                                        | COLT 2022-9 Mortgage Loan Trust                                                     | CUSIP: 19688PAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    389700 | PA      | $393344.45    | 0.07%             | 2067-12-25      | Variable      | 6.79%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                             | SWP: USD 1.930800 22-OCT-2051                                                       | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   3550000 | OU      | $-1044868.65  | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                                        | CIFC Funding 2013-I Ltd                                                             | CUSIP: 12549AAS9<br>LEI: 549300PC4RPZFE70AI24 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $445640.60    | 0.08%             | 2030-07-16      | Floating      | 7.63%                 | No            |                  2 | On Loan: No      |
| TICP CLO Ltd                                                            | TICP CLO I-2 LTD                                                                    | CUSIP: 87248VAJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $481298.70    | 0.08%             | 2028-04-26      | Floating      | 7.37%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                    | RRP FNMA 15YR U                                                                     | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | Short            | RA               | CORP              | US        |  -1508964 | PA      | $-1508963.62  | -0.26%            |  |  |  | No            |                  2 | On Loan: No      |
| EQM MIDSTREAM PARTNERS L                                                | EQM Midstream Partners LP                                                           | CUSIP: 26885BAL4<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |    348000 | PA      | $284490.00    | 0.05%             | 2031-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| DCP MIDSTREAM OPERATING                                                 | DCP Midstream Operating LP                                                          | CUSIP: 23311VAJ6<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34718.65     | 0.01%             | 2027-07-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                                     | RRP DOMINICAN R                                                                     | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |    -96375 | PA      | $-96375.00    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| DirecTV Financing, LLC                                                  | DirecTV Financing, LLC Term Loan                                                    | CUSIP: 25460HAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    629363 | PA      | $611400.89    | 0.10%             | 2027-08-02      | Floating      | 9.38%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                    | PURCHASED USD / SOLD EUR                                                            | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | US        |         1 | NC      | $-5710.36     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Spruce Hill Mortgage Loan Trust                                         | Spruce Hill Mortgage Loan Trust 2022-SH1                                            | CUSIP: 85213XAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    757058 | PA      | $689697.41    | 0.12%             | 2057-07-25      | Variable      | 4.10%                 | No            |                  2 | On Loan: No      |
| VERTIV GROUP CORPORATION                                                | Vertiv Group Corp                                                                   | CUSIP: 92535UAB0<br>LEI: 549300ZT8RQ5VK10E643 | Long             | DBT              | CORP              | US        |    412000 | PA      | $350200.00    | 0.06%             | 2028-11-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                                  | US 5YR NOTE (CBT) MAR23                                                             | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       188 | NC      | $-211103.07   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| CMG MEDIA CORPORATION                                                   | CMG Media Corp                                                                      | CUSIP: 88146LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    478000 | PA      | $359790.60    | 0.06%             | 2027-12-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| MONITCHEM HOLDCO 3 S.A.                                                 | Monitchem HoldCo 3 SA                                                               | CUSIP: 000000000<br>LEI: 222100SJHJ1CNJMSW162 | Long             | DBT              | CORP              | LU        |    100000 | PA      | $102618.85    | 0.02%             | 2025-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                     | CUSIP: 3140QQJE6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3091451 | PA      | $3112930.47   | 0.53%             | 2037-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TEACHERS INSUR & ANNUITY                                                | Teachers Insurance & Annuity Association of America                                 | CUSIP: 878091BF3<br>LEI: O06XD7BJ4EPXNABVFN69 | Long             | DBT              | CORP              | US        |    700000 | PA      | $572365.47    | 0.10%             | 2047-05-15      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| FANTASIA HOLDINGS GROUP                                                 | Fantasia Holdings Group Co Ltd                                                      | CUSIP: 000000000<br>LEI: 5493005JQNLB3I01JW62 | Long             | DBT              | CORP              | KY        |    400000 | PA      | $31000.00     | 0.01%             | 2023-06-01      | Fixed         | 11.88%                | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Pool                                                                    | CUSIP: 3133BBF87<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2281065 | PA      | $2151500.94   | 0.37%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GREENKO DUTCH BV                                                        | Greenko Dutch BV                                                                    | CUSIP: 000000000<br>LEI: 724500PT585P4JPVRP08 | Long             | DBT              | CORP              | NL        |    191000 | PA      | $165692.50    | 0.03%             | 2026-03-29      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| OZLM Ltd                                                                | OZLM XXI Ltd                                                                        | CUSIP: 67112AAG6<br>LEI: 5493002HF6D1C4B1AK86 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $874844.90    | 0.15%             | 2031-01-20      | Floating      | 6.91%                 | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                                     | RRP DT MIDSTREA                                                                     | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -172575 | PA      | $-172575.00   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| SYNAPTICS INC                                                           | Synaptics Inc                                                                       | CUSIP: 87157DAG4<br>LEI: 549300AJ3LI4FWNRQX29 | Long             | DBT              | CORP              | US        |    151000 | PA      | $127224.86    | 0.02%             | 2029-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Birch Grove CLO Ltd.                                                    | Birch Grove CLO Ltd                                                                 | CUSIP: 09075JAS8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $941549.40    | 0.16%             | 2031-06-15      | Floating      | 8.12%                 | No            |                  2 | On Loan: No      |
| HPCL-MITTAL ENERGY LTD                                                  | HPCL-Mittal Energy Ltd                                                              | CUSIP: 000000000<br>LEI: 3358008CSQJBZUGQXP26 | Long             | DBT              | CORP              | IN        |    200000 | PA      | $186750.00    | 0.03%             | 2026-10-22      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| BWX TECHNOLOGIES INC                                                    | BWX Technologies Inc                                                                | CUSIP: 05605HAC4<br>LEI: 549300NP85N265KWMS58 | Long             | DBT              | CORP              | US        |     24000 | PA      | $21004.73     | 0.00%             | 2029-04-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| STERICYCLE INC                                                          | Stericycle Inc                                                                      | CUSIP: 858912AG3<br>LEI: B8PTJH2P0AXSWSMP2136 | Long             | DBT              | CORP              | US        |     92000 | PA      | $80270.00     | 0.01%             | 2029-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| JP MORGAN SECURITIES LLC                                                | RRP ALTICE FINA                                                                     | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | Short            | RA               | CORP              | US        |   -797512 | PA      | $-797512.50   | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Federal National Mortgage Association                                               | CUSIP: 313586752<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | EP               | USGSE             | US        |     10000 | NS      | $23400.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GARDEN SPINCO CORP                                                      | Garden Spinco Corp                                                                  | CUSIP: 365417AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    136000 | PA      | $144160.00    | 0.02%             | 2030-07-20      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| Banc of America Funding Corporation                                     | Banc of America Funding 2007-2 Trust                                                | CUSIP: 05951GAQ5<br>LEI: 54930023UHZHF7UJ8596 | Long             | ABS-MBS          | CORP              | US        |    224683 | PA      | $181072.88    | 0.03%             | 2037-03-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ARCHROCK PARTNERS LP/FIN                                                | Archrock Partners LP / Archrock Partners Finance Corp                               | CUSIP: 03959KAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    233000 | PA      | $222436.77    | 0.04%             | 2027-04-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                     | CUSIP: 3138XFK46<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    865914 | PA      | $834376.41    | 0.14%             | 2043-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SM Energy Co                                                            | SM Energy Co                                                                        | CUSIP: 78454LAP5<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |     14000 | PA      | $13485.08     | 0.00%             | 2027-01-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Altria Group Inc                                                        | Altria Group Inc                                                                    | CUSIP: 02209SAR4<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1762799.14   | 0.30%             | 2044-01-31      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| GARTNER INC                                                             | Gartner Inc                                                                         | CUSIP: 366651AE7<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |     50000 | PA      | $43098.37     | 0.01%             | 2030-10-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                               | Uniform Mortgage-Backed Security, TBA                                               | CUSIP: 01F050619<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   8500000 | PA      | $8374381.99   | 1.42%             | 2053-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT CORP                                                          | Open Text Corp                                                                      | CUSIP: 683715AF3<br>LEI: 549300HP7ONDQODZJV16 | Long             | DBT              | CORP              | CA        |    590000 | PA      | $590000.00    | 0.10%             | 2027-12-01      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                                       | General Motors Co                                                                   | CUSIP: 37045VAZ3<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |     69000 | PA      | $64100.74     | 0.01%             | 2032-10-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| AHP HEALTH PARTN                                                        | AHP Health Partners Inc                                                             | CUSIP: 00150LAB7<br>LEI: 549300QMM8MQ6SM5KX05 | Long             | DBT              | CORP              | US        |    219000 | PA      | $171093.75    | 0.03%             | 2029-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BLOCK COMMUNICATIONS INC                                                | Block Communications Inc                                                            | CUSIP: 093645AJ8<br>LEI: M5G68A9OHJWIL4SFC742 | Long             | DBT              | CORP              | US        |     87000 | PA      | $75907.50     | 0.01%             | 2028-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| FANTASIA HOLDINGS GROUP                                                 | Fantasia Holdings Group Co Ltd                                                      | CUSIP: 000000000<br>LEI: 5493005JQNLB3I01JW62 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $15500.00     | 0.00%             | 2022-04-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TELECOM ITALIA SPA                                                      | Telecom Italia SpA/Milano                                                           | CUSIP: 000000000<br>LEI: 549300W384M3RI3VXU42 | Long             | DBT              | CORP              | IT        |    100000 | PA      | $81329.33     | 0.01%             | 2029-01-18      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| COMSTOCK RESOURCES INC                                                  | Comstock Resources Inc                                                              | CUSIP: 205768AT1<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |    537000 | PA      | $461658.90    | 0.08%             | 2030-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                                | Celanese US Holdings LLC                                                            | CUSIP: 15089QAM6<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    190000 | PA      | $187401.98    | 0.03%             | 2027-07-15      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| EQM MIDSTREAM PARTNERS L                                                | EQM Midstream Partners LP                                                           | CUSIP: 26885BAF7<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |     89000 | PA      | $85884.72     | 0.01%             | 2025-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| New York City Industrial Development Agency                             | NEW YORK CITY NY INDL DEV AGY REVENUE                                               | CUSIP: 64971PKR5<br>LEI: 549300XR20ZR5DHL9534 | Long             | DBT              | MUN               | US        |    165000 | PA      | $119536.40    | 0.02%             | 2040-03-01      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| GoldenTree Loan Opportunities X, Limited                                | Goldentree Loan Opportunities X Ltd                                                 | CUSIP: 38137PAY6<br>LEI: 549300IGEA8MXF2YEF61 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $235451.48    | 0.04%             | 2031-07-20      | Floating      | 7.29%                 | No            |                  2 | On Loan: No      |
| DIGITAL REALTY TRUST LP                                                 | Digital Realty Trust LP                                                             | CUSIP: 25389JAV8<br>LEI: CD4SPTZ3YBTHY0C1AH38 | Long             | DBT              |  | US        |     85000 | PA      | $85561.99     | 0.01%             | 2028-01-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Mello Mortgage Capital Acceptance Trust                                 | Mello Mortgage Capital Acceptance 2022-INV2                                         | CUSIP: 58549JAF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    817601 | PA      | $681451.90    | 0.12%             | 2052-04-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| ENTEGRIS ESCROW CORP                                                    | Entegris Escrow Corp                                                                | CUSIP: 29365BAA1<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |   1279000 | PA      | $1166367.81   | 0.20%             | 2029-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES USA, INC.                                               | RRP JPMORGAN CH                                                                     | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | Short            | RA               | CORP              | US        |  -2218750 | PA      | $-2218750.00  | -0.38%            |  |  |  | No            |                  2 | On Loan: No      |
| FedEx Corp                                                              | FedEx Corp                                                                          | CUSIP: 31428XBE5<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1055424.18   | 0.18%             | 2045-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                                     | RRP LAMB WESTON                                                                     | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |    -70426 | PA      | $-70426.25    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                             | RRP FNMA                                                                            | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |  -2020000 | PA      | $-2020000.00  | -0.34%            |  |  |  | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                    | RRP FNMA 30YR                                                                       | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | Short            | RA               | CORP              | US        |   -284765 | PA      | $-284765.41   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU                                                | Venture Global Calcasieu Pass LLC                                                   | CUSIP: 92328MAB9<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |    564000 | PA      | $480525.18    | 0.08%             | 2031-08-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| ARCHROCK PARTNERS LP/FIN                                                | Archrock Partners LP / Archrock Partners Finance Corp                               | CUSIP: 03959KAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    464000 | PA      | $424565.59    | 0.07%             | 2028-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| United Airlines, Inc.                                                   | United Airlines, Inc. 2021 Term Loan B                                              | CUSIP: 90932RAJ3<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | LON              | CORP              | US        |    431318 | PA      | $425089.28    | 0.07%             | 2028-04-21      | Floating      | 8.11%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                      | NEW YORK ST DORM AUTH ST PERSONAL INCOME TAX REVENUE                                | CUSIP: 649902T37<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |   1900000 | PA      | $1951824.40   | 0.33%             | 2040-03-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| TELECOM ITALIA CAPITAL                                                  | Telecom Italia Capital SA                                                           | CUSIP: 87927VAR9<br>LEI: 549300777DJZOR5C4L39 | Long             | DBT              | CORP              | LU        |     60000 | PA      | $48714.00     | 0.01%             | 2036-07-18      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| Altria Group Inc                                                        | Altria Group Inc                                                                    | CUSIP: 02209SAV5<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $835807.85    | 0.14%             | 2046-09-16      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| COMPASS GROUP DIVERSIFIE                                                | Compass Group Diversified Holdings LLC                                              | CUSIP: 20451RAB8<br>LEI: 549300I6PTUQPX21TE93 | Long             | DBT              | CORP              | US        |    129000 | PA      | $110397.04    | 0.02%             | 2029-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ACADIA HEALTHCARE CO INC                                                | Acadia Healthcare Co Inc                                                            | CUSIP: 00404AAN9<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |     37000 | PA      | $35094.50     | 0.01%             | 2028-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| RBC CAPITAL MARKETS LLC                                                 | RRP E.ON INTERN                                                                     | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | Short            | RA               | CORP              | US        |  -2952750 | PA      | $-2952750.00  | -0.50%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                                                    | SWAP/CDSWAP/SCDS: (VMED)                                                            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              |  | XX        |     10000 | OU      | $396.49       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PetSmart, Inc.                                                          | PetSmart, Inc. 2021 Term Loan B                                                     | CUSIP: 71677HAL9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     26500 | PA      | $25878.77     | 0.00%             | 2028-02-11      | Floating      | 8.13%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN                                                | Hilton Domestic Operating Co Inc                                                    | CUSIP: 432833AF8<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    206000 | PA      | $186679.26    | 0.03%             | 2030-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                      | Energy Transfer LP                                                                  | CUSIP: 29273VAP5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    115000 | PA      | $114071.95    | 0.02%             | 2028-02-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| AEROPUERTOS DOMINICANOS                                                 | Aeropuertos Dominicanos Siglo XXI SA                                                | CUSIP: 007866AC0<br>LEI: 254900KJA5MXNPYB4W32 | Long             | DBT              | CORP              | DO        |    200000 | PA      | $193750.00    | 0.03%             | 2029-03-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| NOMURA SECURITIES INTERNATIONAL INC                                     | RRP BALL CORPOR                                                                     | CUSIP: 000000000<br>LEI: OXTKY6Q8X53C9ILVV871 | Short            | RA               | CORP              | US        |   -194628 | PA      | $-194627.50   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| CHOBANI LLC/FINANCE CORP                                                | Chobani LLC / Chobani Finance Corp Inc                                              | CUSIP: 17027NAA0<br>LEI: 549300Q10QN3IXF3HZ69 | Long             | DBT              | CORP              | US        |    791000 | PA      | $770236.25    | 0.13%             | 2025-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                                                    | SWAP/CDSWAP/SCDS: (CMACG)                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              |  | XX        |      2000 | OU      | $76.21        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES USA, INC.                                               | RRP FNMA 30YR U                                                                     | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | Short            | RA               | CORP              | US        |  -5825140 | PA      | $-5825139.98  | -0.99%            |  |  |  | No            |                  2 | On Loan: No      |
| SUZANO AUSTRIA GMBH                                                     | Suzano Austria GmbH                                                                 | CUSIP: 86964WAJ1<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |     80000 | PA      | $66790.00     | 0.01%             | 2031-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                                                      | Ford Motor Co                                                                       | CUSIP: 345370DB3<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |    126000 | PA      | $116343.05    | 0.02%             | 2032-08-19      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS                                                | Univision Communications Inc                                                        | CUSIP: 914906AX0<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |    144000 | PA      | $137620.80    | 0.02%             | 2030-06-30      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| PECF USS Intermediate Holding III Corporation                           | PECF USS Intermediate Holding III Corporation Term Loan B                           | CUSIP: 69291LAB2<br>LEI: 254900DIL842DEXPYJ91 | Long             | LON              | CORP              | US        |    227143 | PA      | $188749.19    | 0.03%             | 2028-12-15      | Floating      | 8.63%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                    | RRP FNMA 15 47C                                                                     | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | Short            | RA               | CORP              | US        |  -1415177 | PA      | $-1415176.53  | -0.24%            |  |  |  | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                                        | CIFC Funding 2015-III Ltd                                                           | CUSIP: 12550MAJ9<br>LEI: 549300UDPJ30BQP2HX62 | Long             | ABS-CBDO         | CORP              | KY        |    241330 | PA      | $238091.87    | 0.04%             | 2029-04-19      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA NA                                                      | SWAP/CDSWAP/SCDS: (ADLERR)                                                          | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              |  | XX        |      5404 | OU      | $-1395.94     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS                                                 | Frontier Communications Holdings LLC                                                | CUSIP: 35906ABF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    520000 | PA      | $453450.40    | 0.08%             | 2028-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                       | HSBC Holdings PLC                                                                   | CUSIP: 404280BL2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    435000 | PA      | $399247.23    | 0.07%             | 2027-05-22      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust                           | J.P. Morgan Chase Commercial Mortgage Securities Trust 2022-ACB                     | CUSIP: 46593EAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1700000 | PA      | $1642442.76   | 0.28%             | 2039-03-15      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                                            | Centene Corp                                                                        | CUSIP: 15135BAX9<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    655000 | PA      | $512519.89    | 0.09%             | 2031-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                                                 | Royal Caribbean Cruises Ltd                                                         | CUSIP: 780153BL5<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    124000 | PA      | $124524.52    | 0.02%             | 2027-08-15      | Fixed         | 11.63%                | No            |                  2 | On Loan: No      |
| International Paper Co                                                  | International Paper Co                                                              | CUSIP: 460146CH4<br>LEI: 824LMFJDH41EY779Q875 | Long             | DBT              | CORP              | US        |    870000 | PA      | $867207.49    | 0.15%             | 2041-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SCC POWER PLC                                                           | SCC Power PLC                                                                       | CUSIP: 78397YAC6<br>LEI: 529900IYGYC6VSDSDF37 | Long             | DBT              | CORP              | GB        |    132521 | PA      | $3975.63      | 0.00%             | 2032-05-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                                     | RRP INDIGO MERG                                                                     | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -278500 | PA      | $-278500.00   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS                                                | Targa Resources Partners LP / Targa Resources Partners Finance Corp                 | CUSIP: 87612BBN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    373000 | PA      | $375968.31    | 0.06%             | 2029-01-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                                                 | Royal Caribbean Cruises Ltd                                                         | CUSIP: 780153AZ5<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |     82000 | PA      | $87945.00     | 0.01%             | 2025-06-01      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                                                 | Walt Disney Co/The                                                                  | CUSIP: 254687DT0<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    385000 | PA      | $434354.07    | 0.07%             | 2028-11-30      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2013-1 A PTT                                                 | United Airlines 2013-1 Class A Pass Through Trust                                   | CUSIP: 909319AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2412430 | PA      | $2244069.91   | 0.38%             | 2025-08-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                        | Crown Castle Inc                                                                    | CUSIP: 22822VAN1<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |   1000000 | PA      | $871646.25    | 0.15%             | 2029-11-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                             | RRP CDP FINANCI                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |  -6368562 | PA      | $-6368562.50  | -1.08%            |  |  |  | No            |                  2 | On Loan: No      |
| HCA Inc                                                                 | HCA Inc                                                                             | CUSIP: 404119BV0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1090000 | PA      | $968051.96    | 0.16%             | 2047-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                                                  | VICI Properties LP / VICI Note Co Inc                                               | CUSIP: 92564RAC9<br>LEI: N/A                  | Long             | DBT              |  | US        |     75000 | PA      | $70712.25     | 0.01%             | 2025-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BANK NEGARA INDONESIA                                                   | Bank Negara Indonesia Persero Tbk PT                                                | CUSIP: 000000000<br>LEI: 549300HZ8J3MLVXQ8F85 | Long             | DBT              | CORP              | ID        |    252000 | PA      | $229347.72    | 0.04%             | 2026-03-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SCIENCE APPLICATIONS INT                                                | Science Applications International Corp                                             | CUSIP: 808625AA5<br>LEI: 549300LZPNZIXQGZPZ48 | Long             | DBT              | CORP              | US        |     73000 | PA      | $67524.85     | 0.01%             | 2028-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Buttermilk Park CLO Ltd                                                 | Buttermilk Park CLO Ltd                                                             | CUSIP: 124166AL3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $220951.08    | 0.04%             | 2031-10-15      | Floating      | 7.18%                 | No            |                  2 | On Loan: No      |
| ARCONIC CORP                                                            | Arconic Corp                                                                        | CUSIP: 03966VAB3<br>LEI: 549300B4YFWH3U74B152 | Long             | DBT              | CORP              | US        |     89000 | PA      | $87495.60     | 0.01%             | 2025-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| F-BRASILE SPA/F-BRASILE                                                 | F-Brasile SpA / F-Brasile US LLC                                                    | CUSIP: 30191BAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | IT        |    200000 | PA      | $163500.00    | 0.03%             | 2026-08-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                              | Verus Securitization Trust 2022-INV2                                                | CUSIP: 924923AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    570265 | PA      | $574247.24    | 0.10%             | 2067-10-25      | Variable      | 6.79%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES/AADVAN                                                | American Airlines Inc/AAdvantage Loyalty IP Ltd                                     | CUSIP: 00253XAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    677330 | PA      | $619049.71    | 0.11%             | 2029-04-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| KASIKORNBANK PCL HK                                                     | Kasikornbank PCL/Hong Kong                                                          | CUSIP: 000000000<br>LEI: 5493004COSQ54937AW41 | Long             | DBT              | CORP              | TH        |    300000 | PA      | $283837.50    | 0.05%             | 2025-10-14      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| ENLINK MIDSTREAM PARTNER                                                | EnLink Midstream Partners LP                                                        | CUSIP: 29336UAC1<br>LEI: 88CPW63VL7KHJWS0NY83 | Long             | DBT              | CORP              | US        |    155000 | PA      | $127838.83    | 0.02%             | 2044-04-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| LIMA METRO LINE 2 FIN LT                                                | Lima Metro Line 2 Finance Ltd                                                       | CUSIP: 532522AA7<br>LEI: 5493009BVQNQT1UKQ352 | Long             | DBT              | CORP              | KY        |   2365523 | PA      | $2291304.74   | 0.39%             | 2034-07-05      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                                                   | GFL Environmental Inc                                                               | CUSIP: 36168QAP9<br>LEI: 549300FYK4MBXWIVZU26 | Long             | DBT              | CORP              | CA        |    252000 | PA      | $213557.40    | 0.04%             | 2029-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| OP SERVICIOS MEGA                                                       | Operadora de Servicios Mega SA de CV Sofom ER                                       | CUSIP: 68373NAA3<br>LEI: 4469000001BP4DCM0P31 | Long             | DBT              | CORP              | MX        |    200000 | PA      | $98912.50     | 0.02%             | 2025-02-11      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| ATLAS LUXCO 4 / ALL UNI                                                 | Allied Universal Holdco LLC/Allied Universal Finance Corp/Atlas Luxco 4 Sarl        | CUSIP: 049362AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    670000 | PA      | $543197.84    | 0.09%             | 2028-06-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| KINGDOM OF BAHRAIN                                                      | Bahrain Government International Bond                                               | CUSIP: 000000000<br>LEI: 549300RODM1WN85LFQ95 | Long             | DBT              | NUSS              | BH        |    200000 | PA      | $175850.00    | 0.03%             | 2032-09-16      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| PERFORMANCE FOOD GROUP I                                                | Performance Food Group Inc                                                          | CUSIP: 71376LAE0<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |    349000 | PA      | $302450.38    | 0.05%             | 2029-08-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| HOME POINT CAPITAL INC                                                  | Home Point Capital Inc                                                              | CUSIP: 43734LAA4<br>LEI: 549300DQF6YN0E43PM71 | Long             | DBT              | CORP              | US        |    116000 | PA      | $80212.86     | 0.01%             | 2026-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                                   | Tenet Healthcare Corp                                                               | CUSIP: 88033GDC1<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     98000 | PA      | $95183.19     | 0.02%             | 2024-09-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                     | CUSIP: 3140QQJA4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1325982 | PA      | $1333967.34   | 0.23%             | 2037-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                                     | RRP ROYAL CARIB                                                                     | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -146475 | PA      | $-146475.00   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Paraguay                                                    | Paraguay Government International Bond                                              | CUSIP: 699149AH3<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |    200000 | PA      | $171725.00    | 0.03%             | 2050-03-30      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                                     | RRP ALTRIA GROU                                                                     | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |  -1417500 | PA      | $-1417500.00  | -0.24%            |  |  |  | No            |                  2 | On Loan: No      |
| AIR CANADA                                                              | Air Canada 2021 Term Loan B                                                         | CUSIP: 000000000<br>LEI: 4B4HI3CGXMBDC0G6BM51 | Long             | LON              | CORP              | CA        |    235815 | PA      | $232572.94    | 0.04%             | 2028-08-11      | Floating      | 8.13%                 | No            |                  2 | On Loan: No      |
| CARPENTER TECHNOLOGY                                                    | Carpenter Technology Corp                                                           | CUSIP: 144285AL7<br>LEI: DX6I6ZD3X5WNNCDJKP85 | Long             | DBT              | CORP              | US        |    154000 | PA      | $146458.62    | 0.02%             | 2028-07-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                                                | Western Midstream Operating LP                                                      | CUSIP: 958254AJ3<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |     75000 | PA      | $61667.02     | 0.01%             | 2048-03-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| WYNN LAS VEGAS LLC/CORP                                                 | Wynn Las Vegas LLC / Wynn Las Vegas Capital Corp                                    | CUSIP: 983130AX3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    125000 | PA      | $112808.86    | 0.02%             | 2027-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CLARIV SCI HLD CORP                                                     | Clarivate Science Holdings Corp                                                     | CUSIP: 18064PAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    435000 | PA      | $369902.25    | 0.06%             | 2029-07-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Marble Point CLO LTD                                                    | Marble Point CLO XVII Ltd                                                           | CUSIP: 56606CAG8<br>LEI: 2549003LUS5LG1CTZP23 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $223364.15    | 0.04%             | 2033-04-20      | Floating      | 7.99%                 | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                                     | RRP FORD MOTOR                                                                      | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -253050 | PA      | $-253050.00   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Chobani, LLC                                                            | Chobani, LLC 2020 Term Loan B                                                       | CUSIP: 17026YAH2<br>LEI: 549300ISVDMZ91KNTR38 | Long             | LON              | CORP              | US        |     32838 | PA      | $32126.53     | 0.01%             | 2027-10-25      | Floating      | 7.88%                 | No            |                  2 | On Loan: No      |
| RESIDEO FUNDING INC                                                     | Resideo Funding Inc                                                                 | CUSIP: 76119LAB7<br>LEI: 5493000IFJ6XJKH66598 | Long             | DBT              | CORP              | US        |     42000 | PA      | $33959.10     | 0.01%             | 2029-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                       | SWAP/CDSWAP/SCDS: (ADLERR)                                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              |  | XX        |      3249 | OU      | $-839.26      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| STONEGATE PUB FIN                                                       | Stonegate Pub Co Financing 2019 PLC                                                 | CUSIP: 000000000<br>LEI: 254900L5266ML3505282 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $109047.30    | 0.02%             | 2025-07-31      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                                | Occidental Petroleum Corp                                                           | CUSIP: 674599DB8<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20380.40     | 0.00%             | 2024-07-01      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Nordea Bank Abp                                                         | Nordea Bank Abp                                                                     | CUSIP: 65557CAN3<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |   2960000 | PA      | $2867602.71   | 0.49%             | 2024-09-23      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                                        | CIFC Funding 2022-VII Ltd                                                           | CUSIP: 12569EAJ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $497206.45    | 0.08%             | 2035-10-22      | Floating      | 8.06%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO INC                                                     | Sirius XM Radio Inc                                                                 | CUSIP: 82967NBL1<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |    331000 | PA      | $293908.14    | 0.05%             | 2026-09-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| CONSENSUS CLOUD SOLUTION                                                | Consensus Cloud Solutions Inc                                                       | CUSIP: 20848VAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     48000 | PA      | $44891.55     | 0.01%             | 2026-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae REMICS                                                                   | CUSIP: 31358UB54<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        15 | PA      | $14.71        | 0.00%             | 2023-02-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Matador Resources Co                                                    | Matador Resources Co                                                                | CUSIP: 576485AE6<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |    413000 | PA      | $397082.58    | 0.07%             | 2026-09-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                            | Enbridge Inc                                                                        | CUSIP: 29250NBC8<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    950000 | PA      | $859006.98    | 0.15%             | 2080-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                            | Barclays PLC                                                                        | CUSIP: 06738EAE5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   4320000 | PA      | $4149977.85   | 0.71%             | 2025-03-16      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| BLACK KNIGHT INFOSERV LL                                                | Black Knight InfoServ LLC                                                           | CUSIP: 092174AA9<br>LEI: 549300H5PS5C68DAUX66 | Long             | DBT              | CORP              | US        |    255000 | PA      | $221212.50    | 0.04%             | 2028-09-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                                               | Block Inc                                                                           | CUSIP: 852234AP8<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |   1275000 | PA      | $1017354.38   | 0.17%             | 2031-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| RHP HOTEL PPTY/RHP FINAN                                                | RHP Hotel Properties LP / RHP Finance Corp                                          | CUSIP: 749571AG0<br>LEI: N/A                  | Long             | DBT              |  | US        |     69000 | PA      | $59518.95     | 0.01%             | 2029-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Teleflex Inc                                                            | Teleflex Inc                                                                        | CUSIP: 879369AF3<br>LEI: UUL85LWXB4NGSWWXIQ25 | Long             | DBT              | CORP              | US        |     14000 | PA      | $13343.26     | 0.00%             | 2027-11-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| AMC NETWORKS INC                                                        | AMC Networks Inc                                                                    | CUSIP: 00164VAF0<br>LEI: 549300VGG9K75226LR46 | Long             | DBT              | CORP              | US        |     83000 | PA      | $51717.09     | 0.01%             | 2029-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                                                      | Ford Motor Co                                                                       | CUSIP: 345370DA5<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |    420000 | PA      | $314975.51    | 0.05%             | 2032-02-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                                     | RRP LEVEL 3 FIN                                                                     | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -282938 | PA      | $-282937.50   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| SRS DISTRIBUTION INC                                                    | SRS Distribution Inc                                                                | CUSIP: 78471RAC0<br>LEI: 549300ZQ3XP75BCYM468 | Long             | DBT              | CORP              | US        |    340000 | PA      | $274896.80    | 0.05%             | 2029-07-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                       | SWAP/CDSWAP/SCDS: (ADLERR)                                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              |  | XX        |      9132 | OU      | $-2358.94     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                                            | Ecopetrol SA                                                                        | CUSIP: 279158AP4<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |    130000 | PA      | $99125.00     | 0.02%             | 2031-11-02      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Buckeye Partners LP                                                     | Buckeye Partners LP                                                                 | CUSIP: 118230AP6<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |     59000 | PA      | $43082.16     | 0.01%             | 2044-10-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| MOLINA HEALTHCARE INC                                                   | Molina Healthcare Inc                                                               | CUSIP: 60855RAJ9<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |     55000 | PA      | $50192.45     | 0.01%             | 2028-06-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BUCKEYE PARTNERS LP                                                     | Buckeye Partners LP                                                                 | CUSIP: 118230AT8<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |    179000 | PA      | $170480.35    | 0.03%             | 2025-03-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                             | RRP TREASURY NO                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |  -2814000 | PA      | $-2814000.00  | -0.48%            |  |  |  | No            |                  2 | On Loan: No      |
| GSR Mortgage Loan Trust                                                 | GSR Mortgage Loan Trust 2007-4F                                                     | CUSIP: 362669AK9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     83220 | PA      | $57919.79     | 0.01%             | 2037-07-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CLEARWAY ENERGY OP LLC                                                  | Clearway Energy Operating LLC                                                       | CUSIP: 18539UAC9<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |    124000 | PA      | $114445.26    | 0.02%             | 2028-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Gold Pool                                                               | CUSIP: 3128MMXN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1807980 | PA      | $1700137.06   | 0.29%             | 2033-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                                   | Tenet Healthcare Corp                                                               | CUSIP: 88033GDA5<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    363000 | PA      | $337677.10    | 0.06%             | 2027-11-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Starwood Mortgage Residential Trust                                     | Starwood Mortgage Residential Trust 2020-3                                          | CUSIP: 85573MAD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1430320.80   | 0.24%             | 2065-04-25      | Variable      | 3.54%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                              | US Bancorp                                                                          | CUSIP: 902973BC9<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1553250.00   | 0.26%             | 2027-01-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| SOTHEBY'S                                                               | Sotheby's                                                                           | CUSIP: 835898AH0<br>LEI: 549300P5BAAMQQ7VL735 | Long             | DBT              | CORP              | US        |    865000 | PA      | $811049.44    | 0.14%             | 2027-10-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP/FINANCE CORP                                                  | Sunoco LP / Sunoco Finance Corp                                                     | CUSIP: 86765LAN7<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3788.16      | 0.00%             | 2028-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| TD SECURITIES USA LLC                                                   | RRP APPLE INC 4                                                                     | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |  -2211000 | PA      | $-2211000.00  | -0.38%            |  |  |  | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                            | Broadcom Inc                                                                        | CUSIP: 11135FBK6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    287000 | PA      | $230090.12    | 0.04%             | 2033-04-15      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                                            | CSMC 2022-NQM5 Trust                                                                | CUSIP: 12663DAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2926223 | PA      | $2853453.53   | 0.49%             | 2067-05-25      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| Dewolf Park clo, ltd                                                    | Dewolf Park CLO Ltd                                                                 | CUSIP: 25211AAL3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    280000 | PA      | $249861.22    | 0.04%             | 2030-10-15      | Floating      | 6.93%                 | No            |                  2 | On Loan: No      |
| Generate CLO Ltd.                                                       | Generate CLO 2 Ltd                                                                  | CUSIP: 98625TAJ4<br>LEI: 5493009C48K5WG4EX118 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $246919.83    | 0.04%             | 2031-01-22      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| AON GLOBAL LTD                                                          | Aon Global Ltd                                                                      | CUSIP: 00185AAK0<br>LEI: 635400FALWQYX5E6QC64 | Long             | DBT              | CORP              | GB        |   1445000 | PA      | $1408779.73   | 0.24%             | 2025-12-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ARCOSA INC                                                              | Arcosa Inc                                                                          | CUSIP: 039653AA8<br>LEI: 549300WFHLTCZV7D6V29 | Long             | DBT              | CORP              | US        |    238000 | PA      | $206388.99    | 0.04%             | 2029-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners XV Ltd                                      | Octagon Investment Partners XV Ltd                                                  | CUSIP: 67590EBG8<br>LEI: 549300VYCI9AZ4NZBX86 | Long             | ABS-CBDO         | CORP              | KY        |   2880000 | PA      | $2842497.79   | 0.48%             | 2030-07-19      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                                                 | Dryden 78 CLO Ltd                                                                   | CUSIP: 26253LAG7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $228392.28    | 0.04%             | 2033-04-17      | Floating      | 7.08%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                     | Elevance Health Inc                                                                 | CUSIP: 036752AD5<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $854287.32    | 0.15%             | 2047-12-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Grinding Media Inc.                                                     | Grinding Media Inc. 2021 Term Loan B                                                | CUSIP: 39854KAB6<br>LEI: 254900IYFJ03EGFQ8C34 | Long             | LON              | CORP              | US        |     63195 | PA      | $58455.35     | 0.01%             | 2028-10-12      | Floating      | 8.77%                 | No            |                  3 | On Loan: No      |
| Voya CLO Ltd                                                            | Voya CLO 2018-2 Ltd                                                                 | CUSIP: 92917JAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $961164.90    | 0.16%             | 2031-07-15      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| STATION CASINOS LLC                                                     | Station Casinos LLC                                                                 | CUSIP: 857691AH2<br>LEI: 5493004E7Q60TX54WL62 | Long             | DBT              | CORP              | US        |    155000 | PA      | $124336.86    | 0.02%             | 2031-12-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                           | TransDigm Inc                                                                       | CUSIP: 893647BK2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    130000 | PA      | $131922.70    | 0.02%             | 2025-12-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| AON GLOBAL LTD                                                          | Aon Global Ltd                                                                      | CUSIP: 00185AAG9<br>LEI: VVT2B79I2Z4U3R6BY589 | Long             | DBT              | CORP              | GB        |    500000 | PA      | $426885.40    | 0.07%             | 2044-06-14      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Renaissance Holding Corp.                                               | Renaissance Holding Corp. 2018 1st Lien Term Loan                                   | CUSIP: 75972JAB0<br>LEI: 549300UKKEC0Y6TXNF09 | Long             | LON              | CORP              | US        |      9350 | PA      | $8896.21      | 0.00%             | 2025-05-30      | Floating      | 7.63%                 | No            |                  2 | On Loan: No      |
| YUZHOU GROUP                                                            | Yuzhou Group Holdings Co Ltd                                                        | CUSIP: 000000000<br>LEI: 213800MP59KHGJSPHE82 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $17500.00     | 0.00%             | 2026-01-13      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GUATEMALA                                                   | Guatemala Government Bond                                                           | CUSIP: 401494AS8<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |    200000 | PA      | $194912.50    | 0.03%             | 2032-04-24      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                                                  | VICI Properties LP / VICI Note Co Inc                                               | CUSIP: 92564RAE5<br>LEI: N/A                  | Long             | DBT              |  | US        |    267000 | PA      | $233669.06    | 0.04%             | 2030-08-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                                  | CCO Holdings LLC / CCO Holdings Capital Corp                                        | CUSIP: 1248EPCE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    269000 | PA      | $222235.70    | 0.04%             | 2030-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| KONTOOR BRANDS INC                                                      | Kontoor Brands Inc                                                                  | CUSIP: 50050NAA1<br>LEI: 549300M0CPXV65RFF271 | Long             | DBT              | CORP              | US        |     67000 | PA      | $54679.37     | 0.01%             | 2029-11-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Republic of Senegal                                                     | Senegal Government International Bond                                               | CUSIP: 000000000<br>LEI: 549300NP14ZLQGWIUZ97 | Long             | DBT              | NUSS              | SN        |    200000 | PA      | $164225.00    | 0.03%             | 2033-05-23      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Duke Energy Florida LLC                                                 | Duke Energy Florida LLC                                                             | CUSIP: 341099CH0<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |   2775000 | PA      | $2974860.30   | 0.51%             | 2037-09-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| API GROUP DE INC                                                        | APi Group DE Inc                                                                    | CUSIP: 001877AA7<br>LEI: 549300XP4G7B4QYA0G83 | Long             | DBT              | CORP              | US        |     89000 | PA      | $73764.98     | 0.01%             | 2029-07-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Navient Corp                                                            | Navient Corp                                                                        | CUSIP: 78442FET1<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |     51000 | PA      | $49960.58     | 0.01%             | 2024-03-25      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| DCP MIDSTREAM OPERATING                                                 | DCP Midstream Operating LP                                                          | CUSIP: 23311RAA4<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |    172000 | PA      | $173373.98    | 0.03%             | 2037-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                              | Verus Securitization Trust 2022-3                                                   | CUSIP: 92538UAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3175107 | PA      | $2997241.33   | 0.51%             | 2067-02-25      | Variable      | 4.13%                 | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                                     | RRP LIVE NATION                                                                     | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -208500 | PA      | $-208500.00   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| SIMMONS FOOD INC/SIMMONS                                                | Simmons Foods Inc/Simmons Prepared Foods Inc/Simmons Pet Food Inc/Simmons Feed      | CUSIP: 82873MAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     96000 | PA      | $78149.05     | 0.01%             | 2029-03-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                                                | Western Midstream Operating LP                                                      | CUSIP: 958254AD6<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    229000 | PA      | $190234.88    | 0.03%             | 2044-04-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| ZHENRO PROPERTIES GROUP                                                 | Zhenro Properties Group Ltd                                                         | CUSIP: 000000000<br>LEI: 549300I66TVJEL841P38 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $5000.00      | 0.00%             | 2024-04-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Aruba Investments, Inc.                                                 | Aruba Investments, Inc. 2020 2nd Lien Term Loan                                     | CUSIP: 04317JAF5<br>LEI: 254900GMIYFF4FZ0A357 | Long             | LON              | CORP              | US        |     64400 | PA      | $58282.00     | 0.01%             | 2028-11-24      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                | AT&T Inc                                                                            | CUSIP: 00206RKA9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    350000 | PA      | $246509.28    | 0.04%             | 2051-06-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| KEN GARFF AUTOMOTIVE LLC                                                | Ken Garff Automotive LLC                                                            | CUSIP: 48850PAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     82000 | PA      | $68595.29     | 0.01%             | 2028-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ENLINK MIDSTREAM PARTNER                                                | EnLink Midstream Partners LP                                                        | CUSIP: 29336UAF4<br>LEI: 88CPW63VL7KHJWS0NY83 | Long             | DBT              | CORP              | US        |     67000 | PA      | $62981.87     | 0.01%             | 2026-07-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                                                | Prudential Financial Inc                                                            | CUSIP: 74432QAQ8<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |   1625000 | PA      | $1677983.61   | 0.29%             | 2036-12-14      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| SABLE INTL FINANCE LTD                                                  | Sable International Finance Ltd                                                     | CUSIP: 785712AG5<br>LEI: 2138009IE9A35LO5JS73 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $184750.00    | 0.03%             | 2027-09-07      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| YUM! BRANDS INC                                                         | Yum! Brands Inc                                                                     | CUSIP: 988498AR2<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |     26000 | PA      | $24082.50     | 0.00%             | 2032-04-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| RADIATE HOLDCO / FINANCE                                                | Radiate Holdco LLC / Radiate Finance Inc                                            | CUSIP: 75026JAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    776000 | PA      | $325155.64    | 0.06%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Verscend Escrow Corp                                                    | Verscend Escrow Corp                                                                | CUSIP: 92535WAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1355000 | PA      | $1327507.05   | 0.23%             | 2026-08-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Mauser Packaging Solut                                                  | Mauser Packaging Solutions Holding Co                                               | CUSIP: 12429TAD6<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |    431000 | PA      | $419081.63    | 0.07%             | 2024-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ILIAD HOLDING SAS                                                       | Iliad Holding SASU                                                                  | CUSIP: 449691AC8<br>LEI: 9695009PXA7OI9NXN582 | Long             | DBT              | CORP              | FR        |    802000 | PA      | $724839.62    | 0.12%             | 2028-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                | Enterprise Products Operating LLC                                                   | CUSIP: 29379VAG8<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1433349.43   | 0.24%             | 2039-10-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                                                 | Dryden XXVIII Senior Loan Fund                                                      | CUSIP: 26251BAS5<br>LEI: 549300K4FV16ICO2FF98 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $936880.10    | 0.16%             | 2030-08-15      | Floating      | 7.76%                 | No            |                  2 | On Loan: No      |
| SoftBank Group Corp                                                     | SoftBank Group Corp                                                                 | CUSIP: 000000000<br>LEI: 5493003BZYYYCDIO0R13 | Long             | DBT              | CORP              | JP        |    100000 | PA      | $96236.62     | 0.02%             | 2025-09-19      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| NOMURA SECURITIES INTERNATIONAL INC                                     | RRP CHARTER COM                                                                     | CUSIP: 000000000<br>LEI: OXTKY6Q8X53C9ILVV871 | Short            | RA               | CORP              | US        |   -673750 | PA      | $-673750.00   | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                                     | RRP DIRECTV FIN                                                                     | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -210795 | PA      | $-210795.00   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| VIASAT INC                                                              | Viasat Inc                                                                          | CUSIP: 92552VAK6<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | DBT              | CORP              | US        |    169000 | PA      | $156796.10    | 0.03%             | 2025-09-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                                                   | GFL Environmental Inc                                                               | CUSIP: 36168QAL8<br>LEI: 549300FYK4MBXWIVZU26 | Long             | DBT              | CORP              | CA        |    295000 | PA      | $252225.00    | 0.04%             | 2028-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| EMPRESAS PUBLIC MEDELLIN                                                | Empresas Publicas de Medellin ESP                                                   | CUSIP: 29246BAE8<br>LEI: 549300SU25TO8EMXB434 | Long             | DBT              | CORP              | CO        |    201000 | PA      | $159204.56    | 0.03%             | 2029-07-18      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                             | Oracle Corp                                                                         | CUSIP: 68389XBV6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    215000 | PA      | $183309.49    | 0.03%             | 2030-04-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings, Inc.                                    | Clear Channel Outdoor Holdings, Inc. Term Loan B                                    | CUSIP: 18452RAD7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    587354 | PA      | $533863.39    | 0.09%             | 2026-08-21      | Floating      | 7.91%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                                                   | Uber Technologies Inc                                                               | CUSIP: 90353TAE0<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    788000 | PA      | $788551.60    | 0.13%             | 2027-09-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                          | Morgan Stanley                                                                      | CUSIP: 6174468C6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    905000 | PA      | $883723.70    | 0.15%             | 2025-07-23      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Sedgwick Claims Management Services, Inc.                               | Sedgwick Claims Management Services, Inc. 2020 Term Loan B3                         | CUSIP: 81527CAN7<br>LEI: 549300BIN4DWJG5VWF64 | Long             | LON              | CORP              | US        |     51092 | PA      | $50364.43     | 0.01%             | 2026-09-03      | Floating      | 8.63%                 | No            |                  2 | On Loan: No      |
| Navient Corp                                                            | Navient Corp                                                                        | CUSIP: 63938CAE8<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |     28000 | PA      | $27977.20     | 0.00%             | 2023-09-25      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| ELASTIC NV                                                              | Elastic NV                                                                          | CUSIP: 28415LAA1<br>LEI: 2549003I48WHHH937I59 | Long             | DBT              | CORP              | NL        |    254000 | PA      | $205155.80    | 0.03%             | 2029-07-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac REMICS                                                                  | CUSIP: 3137BBHG8<br>LEI: 254900HROIFWPRGM1V77 | Long             | ABS-MBS          | USGSE             | US        |   1869307 | PA      | $1763020.69   | 0.30%             | 2044-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                        | Paramount Global                                                                    | CUSIP: 92553PAU6<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    645000 | PA      | $535599.03    | 0.09%             | 2043-09-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| REPUBLICA ORIENT URUGUAY                                                | Uruguay Government International Bond                                               | CUSIP: 760942BE1<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |    209530 | PA      | $227549.58    | 0.04%             | 2034-10-28      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ZIGGO BV                                                                | Ziggo BV                                                                            | CUSIP: 98955DAA8<br>LEI: 213800TQASLF9JXH5J59 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $167354.00    | 0.03%             | 2030-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD RESID PROPERT                                                | Brookfield Residential Properties Inc / Brookfield Residential US LLC               | CUSIP: 11283YAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    143000 | PA      | $111492.44    | 0.02%             | 2030-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ATI INC                                                                 | ATI Inc                                                                             | CUSIP: 01741RAH5<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |     12000 | PA      | $11475.42     | 0.00%             | 2027-12-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ADLER GROUP SA                                                          | ADLER Group SA                                                                      | CUSIP: 000000000<br>LEI: 391200OYYFJ3DWAMEC69 | Long             | DBT              | CORP              | LU        |    100000 | PA      | $42282.75     | 0.01%             | 2026-11-13      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Murphy Oil Corp                                                         | Murphy Oil Corp                                                                     | CUSIP: 626717AG7<br>LEI: QBKYQD0ODE7DC7PDIN91 | Long             | DBT              | CORP              | US        |     18000 | PA      | $14040.00     | 0.00%             | 2042-12-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| SAUDI INTERNATIONAL BOND                                                | Saudi Government International Bond                                                 | CUSIP: 000000000<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |    222000 | PA      | $179306.63    | 0.03%             | 2033-02-02      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Burlington Resources LLC                                                | Burlington Resources LLC                                                            | CUSIP: 20825VAB8<br>LEI: 0FJ5X7MVCTSE8OEPQE56 | Long             | DBT              | CORP              | US        |    685000 | PA      | $705386.46    | 0.12%             | 2036-10-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Magenta Buyer LLC                                                       | Magenta Buyer LLC 2021 USD 2nd Lien Term Loan                                       | CUSIP: 55910RAE3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    280000 | PA      | $219332.40    | 0.04%             | 2029-07-27      | Floating      | 12.67%                | No            |                  2 | On Loan: No      |
| VISTRA CORP                                                             | Vistra Operations Co LLC                                                            | CUSIP: 92840VAF9<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     12000 | PA      | $11137.12     | 0.00%             | 2027-07-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                             | Oracle Corp                                                                         | CUSIP: 68389XBQ7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    400000 | PA      | $292358.30    | 0.05%             | 2047-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                            | UBS Group AG                                                                        | CUSIP: 902613AG3<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   2000000 | PA      | $1671302.96   | 0.28%             | 2026-06-02      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2020-1 A PTT                                                 | United Airlines 2020-1 Class A Pass Through Trust                                   | CUSIP: 90931GAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    379384 | PA      | $374052.10    | 0.06%             | 2027-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                     | COMM 2015-CCRE22 Mortgage Trust                                                     | CUSIP: 12592XBJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $4546882.00   | 0.77%             | 2048-03-10      | Variable      | 4.07%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HO                                                | Clear Channel Outdoor Holdings Inc                                                  | CUSIP: 18453HAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    847000 | PA      | $621926.69    | 0.11%             | 2029-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                             | FSWP: USD 1.610000 28-MAR-2032                                                      | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |  26000000 | OU      | $2149551.74   | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |
| PRA Health Sciences Inc                                                 | PRA Health Sciences Inc                                                             | CUSIP: 45569KAA1<br>LEI: 549300R1HR1VWWHIAK47 | Long             | DBT              | CORP              | US        |    400000 | PA      | $362021.23    | 0.06%             | 2026-07-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ADAPTHEALTH LLC                                                         | AdaptHealth LLC                                                                     | CUSIP: 00653VAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     49000 | PA      | $44917.76     | 0.01%             | 2028-08-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| CENTRAL GARDEN & PET CO                                                 | Central Garden & Pet Co                                                             | CUSIP: 153527AN6<br>LEI: 5493004DVZLD37DJ0H83 | Long             | DBT              | CORP              | US        |    116000 | PA      | $95282.79     | 0.02%             | 2030-10-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| ABJA Investment Co                                                      | ABJA Investment Co Pte Ltd                                                          | CUSIP: 000000000<br>LEI: 254900E6OE5YJ9WCCU19 | Long             | DBT              | CORP              | SG        |    250000 | PA      | $249062.50    | 0.04%             | 2024-07-31      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP/US FIN                                                | Clarios Global LP / Clarios US Finance Co                                           | CUSIP: 69867DAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    743000 | PA      | $726284.09    | 0.12%             | 2026-05-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ENERGY CO                                                  | Southwestern Energy Co                                                              | CUSIP: 845467AR0<br>LEI: EFWMP121W54QV9MGOP87 | Long             | DBT              | CORP              | US        |    232000 | PA      | $215077.92    | 0.04%             | 2029-02-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ALLIED UNIVERSAL                                                        | Allied Universal Holdco LLC / Allied Universal Finance Corp                         | CUSIP: 019576AB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $174000.00    | 0.03%             | 2027-07-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Wynn Macau Ltd                                                          | Wynn Macau Ltd                                                                      | CUSIP: 000000000<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $173250.00    | 0.03%             | 2027-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SERVICE CORP INTL                                                       | Service Corp International/US                                                       | CUSIP: 817565CG7<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |    263000 | PA      | $221505.38    | 0.04%             | 2031-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SPECTRUM BRANDS INC                                                     | Spectrum Brands Inc                                                                 | CUSIP: 84762LAW5<br>LEI: 549300VU3EH2E73C1Q04 | Long             | DBT              | CORP              | US        |    104000 | PA      | $91783.50     | 0.02%             | 2030-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                                                  | VICI Properties LP / VICI Note Co Inc                                               | CUSIP: 92564RAA3<br>LEI: N/A                  | Long             | DBT              |  | US        |     73000 | PA      | $68103.43     | 0.01%             | 2026-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                                     | RRP CSC HOLDING                                                                     | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -174444 | PA      | $-174443.75   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| LSF11 A5 HOLDCO LLC                                                     | LSF11 A5 HoldCo LLC                                                                 | CUSIP: 50221DAA7<br>LEI: 254900FPK7P5WNA66Y10 | Long             | DBT              | CORP              | US        |     76000 | PA      | $62784.45     | 0.01%             | 2029-10-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL INTL BV                                                   | Clear Channel International BV                                                      | CUSIP: 18452MAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    256000 | PA      | $244276.26    | 0.04%             | 2025-08-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                                                     | Medline Borrower LP                                                                 | CUSIP: 62482BAB8<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |    847000 | PA      | $672746.69    | 0.11%             | 2029-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                             | FSWP: USD 1.657000 25-APR-2032                                                      | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |  25400000 | OU      | $2384880.78   | 0.41%             |  |  |  | No            |                  2 | On Loan: No      |
| LEGACY LIFEPOINT HEALTH                                                 | Legacy LifePoint Health LLC                                                         | CUSIP: 53219LAT6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    130000 | PA      | $122341.70    | 0.02%             | 2025-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Digicel International Finance Limited                                   | Digicel International Finance Limited 2017 Term Loan B                              | CUSIP: 000000000<br>LEI: 5493007V023VOEW4FK27 | Long             | LON              | CORP              | LC        |    373275 | PA      | $312804.09    | 0.05%             | 2024-05-28      | Floating      | 7.63%                 | No            |                  2 | On Loan: No      |
| Voya CLO 2017-4, Ltd.                                                   | Voya Clo 2017-4 Ltd                                                                 | CUSIP: 92916QAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $246896.00    | 0.04%             | 2030-10-15      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                              | AbbVie Inc                                                                          | CUSIP: 00287YAY5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    500000 | PA      | $473414.05    | 0.08%             | 2026-05-14      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                                   | Level 3 Financing Inc                                                               | CUSIP: 527298BT9<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     96000 | PA      | $69059.54     | 0.01%             | 2029-07-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| OT MERGER CORP                                                          | OT Merger Corp                                                                      | CUSIP: 688777AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     78000 | PA      | $41340.00     | 0.01%             | 2029-10-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Epicor Software Corporation                                             | Epicor Software Corporation 2020 Term Loan                                          | CUSIP: 29426NAN4<br>LEI: JGNXVGGGXR4O1L5I7S73 | Long             | LON              | CORP              | US        |     89582 | PA      | $85835.95     | 0.01%             | 2027-07-30      | Floating      | 7.63%                 | No            |                  2 | On Loan: No      |
| MPH ACQUISITION HOLDINGS                                                | MPH Acquisition Holdings LLC                                                        | CUSIP: 553283AD4<br>LEI: 5493002WXOPRPTXWTU06 | Long             | DBT              | CORP              | US        |    139000 | PA      | $108433.90    | 0.02%             | 2028-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Sterling Bank Trust                                                     | Sterling COOFS Trust 2004-2                                                         | CUSIP: 859245AB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    720648 | PA      | $7206.48      | 0.00%             | 2030-03-30      | Fixed         | 2.08%                 | No            |                  3 | On Loan: No      |
| AHEAD DB HOLDINGS LLC                                                   | Ahead DB Holdings LLC                                                               | CUSIP: 00867FAA6<br>LEI: 254900L07WFL833JX193 | Long             | DBT              | CORP              | US        |     99000 | PA      | $79571.25     | 0.01%             | 2028-05-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| KBR INC                                                                 | KBR Inc                                                                             | CUSIP: 48242WAC0<br>LEI: 254900OFQDXZRKRCV808 | Long             | DBT              | CORP              | US        |    134000 | PA      | $118363.91    | 0.02%             | 2028-09-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                                                 | Royal Caribbean Cruises Ltd                                                         | CUSIP: 780153BK7<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    138000 | PA      | $111738.73    | 0.02%             | 2027-07-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| FREEPORT LNG INVESTMENTS, LLLP                                          | Freeport LNG Investments, LLLP Term Loan B                                          | CUSIP: 35670CAB4<br>LEI: 549300LR5YVRZH4YPQ33 | Long             | LON              | CORP              | US        |    171250 | PA      | $162473.89    | 0.03%             | 2028-12-21      | Floating      | 7.74%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corp                                                   | Tenet Healthcare Corp                                                               | CUSIP: 88033GCX6<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    123000 | PA      | $118142.73    | 0.02%             | 2027-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| RLJ LODGING TRUST LP                                                    | RLJ Lodging Trust LP                                                                | CUSIP: 74965LAA9<br>LEI: 549300RX5I8Z6I6LDZ74 | Long             | DBT              |  | US        |     76000 | PA      | $67684.72     | 0.01%             | 2026-07-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ROCKCLIFF ENERGY II LLC                                                 | Rockcliff Energy II LLC                                                             | CUSIP: 77289KAA3<br>LEI: 5493007AZNVKZ5HEMT23 | Long             | DBT              | CORP              | US        |    257000 | PA      | $235142.15    | 0.04%             | 2029-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                                     | RRP PETROLEOS M                                                                     | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -143514 | PA      | $-143513.50   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BROADCOM CRP / CAYMN FI                                                 | Broadcom Corp / Broadcom Cayman Finance Ltd                                         | CUSIP: 11134LAH2<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |   2850000 | PA      | $2695786.93   | 0.46%             | 2027-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| IQVIA Inc                                                               | IQVIA Inc                                                                           | CUSIP: 449934AD0<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |    280000 | PA      | $267357.71    | 0.05%             | 2026-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HUSKY III HOLDING LTD                                                   | Husky III Holding Ltd                                                               | CUSIP: 44810RAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    241000 | PA      | $213285.00    | 0.04%             | 2025-02-15      | Fixed         | 13.00%                | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                                                | CHS/Community Health Systems Inc                                                    | CUSIP: 12543DBG4<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |     92000 | PA      | $78886.32     | 0.01%             | 2027-03-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| MAF SUKUK LTD                                                           | MAF Sukuk Ltd                                                                       | CUSIP: 000000000<br>LEI: 549300IS9H0W5N2N4K34 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $194037.50    | 0.03%             | 2029-05-14      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                                     | Global Payments Inc                                                                 | CUSIP: 37940XAD4<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    408000 | PA      | $334301.89    | 0.06%             | 2030-05-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                      | NEW YORK ST DORM AUTH ST PERSONAL INCOME TAX REVENUE                                | CUSIP: 64990FMT8<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |   1100000 | PA      | $1126351.60   | 0.19%             | 2039-03-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                             | RRP UBER TECHNO                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -295895 | PA      | $-295895.00   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| SCIL IV LLC / SCIL USA H                                                | SCIL IV LLC / SCIL USA Holdings LLC                                                 | CUSIP: 78397UAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $169500.00    | 0.03%             | 2026-11-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                          | Lowe's Cos Inc                                                                      | CUSIP: 548661DJ3<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $821791.57    | 0.14%             | 2045-09-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| SBA COMMUNICATIONS CORP                                                 | SBA Communications Corp                                                             | CUSIP: 78410GAG9<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | DBT              | CORP              | US        |    321000 | PA      | $266908.29    | 0.05%             | 2029-02-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Sabre GLBL Inc.                                                         | Sabre GLBL Inc. 2021 Term Loan B2                                                   | CUSIP: 78571YBF6<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | LON              | CORP              | US        |     77226 | PA      | $70082.50     | 0.01%             | 2027-12-17      | Floating      | 7.88%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                                               | Nelnet Student Loan Trust 2021-A                                                    | CUSIP: 64035DAG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    460000 | PA      | $375587.47    | 0.06%             | 2062-04-20      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| CDW LLC/CDW FINANCE                                                     | CDW LLC / CDW Finance Corp                                                          | CUSIP: 12513GBF5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    191000 | PA      | $162672.79    | 0.03%             | 2029-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| STANDARD INDUSTRIES INC                                                 | Standard Industries Inc/NJ                                                          | CUSIP: 853496AH0<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |     64000 | PA      | $48160.21     | 0.01%             | 2031-01-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                                  | US 2YR NOTE (CBT) MAR23                                                             | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       -15 | NC      | $-2366.55     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CHESAPEAKE ENERGY CORP                                                  | Chesapeake Energy Corp                                                              | CUSIP: 165167DG9<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |     28000 | PA      | $26529.58     | 0.00%             | 2029-02-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                                     | RRP FORD MOTOR                                                                      | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |    -93712 | PA      | $-93712.50    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| KLABIN AUSTRIA GMBH                                                     | Klabin Austria GmbH                                                                 | CUSIP: 49836AAC8<br>LEI: 984500578YEA8DD41B09 | Long             | DBT              | CORP              | AT        |    200000 | PA      | $161000.00    | 0.03%             | 2031-01-12      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| WHITE CAP PARENT LLC                                                    | White Cap Parent LLC                                                                | CUSIP: 96351CAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    142000 | PA      | $122757.58    | 0.02%             | 2026-03-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                                                  | VICI Properties LP / VICI Note Co Inc                                               | CUSIP: 92564RAL9<br>LEI: N/A                  | Long             | DBT              |  | US        |     34000 | PA      | $29798.76     | 0.01%             | 2029-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| TRI POINTE HOMES INC                                                    | Tri Pointe Homes Inc                                                                | CUSIP: 87265HAF6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     28000 | PA      | $24996.44     | 0.00%             | 2027-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Aramark Services Inc                                                    | Aramark Services Inc                                                                | CUSIP: 038522AP3<br>LEI: 42YMHYH0XMHJEXDUB065 | Long             | DBT              | CORP              | US        |     32000 | PA      | $31225.18     | 0.01%             | 2025-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                                                   | Duke Energy Carolinas LLC                                                           | CUSIP: 26442CAA2<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    640000 | PA      | $662067.48    | 0.11%             | 2037-06-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                          | NRG Energy Inc                                                                      | CUSIP: 629377CS9<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     73000 | PA      | $54826.65     | 0.01%             | 2032-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd                                                             | OCP CLO 2017-14 Ltd                                                                 | CUSIP: 67097QAE5<br>LEI: 25490025Q5WQX513IQ05 | Long             | ABS-CBDO         | CORP              | KY        |   1320000 | PA      | $1278872.23   | 0.22%             | 2030-11-20      | Floating      | 6.18%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                                | Virginia Electric and Power Co                                                      | CUSIP: 927804FB5<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |   3920000 | PA      | $4054754.19   | 0.69%             | 2037-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ALBION FINANCING 1SARL /                                                | Albion Financing 1 SARL / Aggreko Holdings Inc                                      | CUSIP: 013304AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    200000 | PA      | $178362.00    | 0.03%             | 2026-10-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Ultimate Software Group Inc (The)                                       | Ultimate Software Group Inc (The) 2021 Term Loan                                    | CUSIP: 90385KAK7<br>LEI: 529900FKHWSTQ1GXK240 | Long             | LON              | CORP              | US        |    186804 | PA      | $177463.61    | 0.03%             | 2026-05-04      | Floating      | 8.03%                 | No            |                  2 | On Loan: No      |
| New Arclin U.S. Holding Corp.                                           | New Arclin U.S. Holding Corp. 2021 Delayed Draw Term Loan                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     32402 | PA      | $28367.69     | 0.00%             | 2028-10-02      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| KRUNG THAI BANK/CAYMAN                                                  | Krung Thai Bank PCL/Cayman Islands                                                  | CUSIP: 000000000<br>LEI: 54930007ZQMYCRFQGE36 | Long             | DBT              | CORP              | TH        |    252000 | PA      | $224563.50    | 0.04%             | 2026-03-25      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Yum! Brands Inc                                                         | Yum! Brands Inc                                                                     | CUSIP: 988498AK7<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |     44000 | PA      | $36190.00     | 0.01%             | 2043-11-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| COMMERCIAL METALS CO                                                    | Commercial Metals Co                                                                | CUSIP: 201723AQ6<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |     48000 | PA      | $42473.12     | 0.01%             | 2030-01-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                             | RRP SPRINGLEAF                                                                      | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -131250 | PA      | $-131250.00   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                             | RRP SOTHEBYS 7.                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -764444 | PA      | $-764443.75   | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| NOMURA SECURITIES INTERNATIONAL INC                                     | RRP WHITE CAP B                                                                     | CUSIP: 000000000<br>LEI: OXTKY6Q8X53C9ILVV871 | Short            | RA               | CORP              | US        |   -369562 | PA      | $-369562.50   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| NOVA Chemicals Corp                                                     | NOVA Chemicals Corp                                                                 | CUSIP: 66977WAQ2<br>LEI: 5493007M1XGU5E55ZJ25 | Long             | DBT              | CORP              | CA        |     41000 | PA      | $39667.34     | 0.01%             | 2024-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority                                   | MET TRANSPRTN AUTH NY DEDICATED TAX FUND                                            | CUSIP: 59259NZH9<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |   1295000 | PA      | $1585792.25   | 0.27%             | 2039-11-15      | Fixed         | 7.34%                 | No            |                  2 | On Loan: No      |
| ICAHN ENTERPRISES/FIN                                                   | Icahn Enterprises LP / Icahn Enterprises Finance Corp                               | CUSIP: 451102BW6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    112000 | PA      | $107380.13    | 0.02%             | 2024-09-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ARAMARK SERVICES INC                                                    | Aramark Services Inc                                                                | CUSIP: 038522AR9<br>LEI: 42YMHYH0XMHJEXDUB065 | Long             | DBT              | CORP              | US        |     14000 | PA      | $13827.94     | 0.00%             | 2025-05-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                                | Occidental Petroleum Corp                                                           | CUSIP: 674599EA9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     67000 | PA      | $75643.30     | 0.01%             | 2030-07-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| DIAMOND BC BV                                                           | Diamond BC BV                                                                       | CUSIP: 25257DAA6<br>LEI: 549300SWLHWJF3D4N658 | Long             | DBT              | CORP              | NL        |    428000 | PA      | $343470.00    | 0.06%             | 2029-10-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                                | OBX 2022-NQM9 Trust                                                                 | CUSIP: 67118LAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    576578 | PA      | $573760.21    | 0.10%             | 2062-09-25      | Variable      | 6.45%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                                          | Bombardier Inc                                                                      | CUSIP: 097751BV2<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    846000 | PA      | $820801.33    | 0.14%             | 2026-06-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| CELLNEX TELECOM SA                                                      | Cellnex Telecom SA                                                                  | CUSIP: 000000000<br>LEI: 5493008T4YG3AQUI7P67 | Long             | DBT              | CORP              | ES        |    100000 | PA      | $77168.47     | 0.01%             | 2031-11-20      | Fixed         | 0.75%                 | No            |                  1 | On Loan: No      |
| Trimaran CAVU Ltd                                                       | Trimaran CAVU 2022-2 Ltd                                                            | CUSIP: 89625BAJ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    400000 | PA      | $396318.68    | 0.07%             | 2036-01-20      | Floating      | 10.47%                | No            |                  2 | On Loan: No      |
| WYNN RESORTS FINANCE LLC                                                | Wynn Resorts Finance LLC / Wynn Resorts Capital Corp                                | CUSIP: 983133AB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    163000 | PA      | $162096.39    | 0.03%             | 2025-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank                                                   | PURCHASED USD / SOLD CAD                                                            | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DFE              |  | US        |         1 | NC      | $-902.60      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HELIOS SOFT/ION CORP SOL                                                | Helios Software Holdings Inc / ION Corporate Solutions Finance Sarl                 | CUSIP: 42329HAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $151995.00    | 0.03%             | 2028-05-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| EIG PEARL HOLDINGS SARL                                                 | EIG Pearl Holdings Sarl                                                             | CUSIP: 28249NAA9<br>LEI: 549300KIMRL45BWA5H76 | Long             | DBT              | CORP              | LU        |    208000 | PA      | $174434.00    | 0.03%             | 2036-08-31      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                                                  | WESCO Distribution Inc                                                              | CUSIP: 95081QAN4<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |    117000 | PA      | $118463.92    | 0.02%             | 2025-06-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| CIFI HOLDINGS GROUP                                                     | CIFI Holdings Group Co Ltd                                                          | CUSIP: 000000000<br>LEI: 549300WGKSV867C0JF48 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $50162.50     | 0.01%             | 2024-11-07      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES USA, INC.                                               | RRP FHLMC 30YR                                                                      | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | Short            | RA               | CORP              | US        |  -1913665 | PA      | $-1913665.16  | -0.33%            |  |  |  | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                             | Prologis LP                                                                         | CUSIP: 74340XBT7<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |   1000000 | PA      | $968067.12    | 0.16%             | 2033-01-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| SUMMIT MATERIALS LLC/FIN                                                | Summit Materials LLC / Summit Materials Finance Corp                                | CUSIP: 86614RAN7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    117000 | PA      | $108929.93    | 0.02%             | 2029-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NOMURA SECURITIES INTERNATIONAL INC                                     | RRP BOMBARDIER                                                                      | CUSIP: 000000000<br>LEI: OXTKY6Q8X53C9ILVV871 | Short            | RA               | CORP              | US        |   -605302 | PA      | $-605302.50   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| SEASPAN CORP                                                            | Seaspan Corp                                                                        | CUSIP: 81254UAK2<br>LEI: 5493007Z8Q1H45KT7W98 | Long             | DBT              | CORP              | MH        |    205000 | PA      | $155349.00    | 0.03%             | 2029-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CLARIV SCI HLD CORP                                                     | Clarivate Science Holdings Corp                                                     | CUSIP: 18064PAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    815000 | PA      | $706112.74    | 0.12%             | 2028-07-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| NOMURA SECURITIES INTERNATIONAL INC                                     | RRP COMPASS DIV                                                                     | CUSIP: 000000000<br>LEI: OXTKY6Q8X53C9ILVV871 | Short            | RA               | CORP              | US        |   -107070 | PA      | $-107070.00   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL                                      | SWAP/CDSWAP/CDS: (CMBX.NA.15.BBB-)                                                  | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              |  | US        |   4710000 | OU      | $-899193.26   | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| H&E EQUIPMENT SERVICES                                                  | H&E Equipment Services Inc                                                          | CUSIP: 404030AJ7<br>LEI: 254900KVLRCDMQRYY541 | Long             | DBT              | CORP              | US        |     37000 | PA      | $31516.23     | 0.01%             | 2028-12-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CHARLES RIVER LABORATORI                                                | Charles River Laboratories International Inc                                        | CUSIP: 159864AE7<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | DBT              | CORP              | US        |     67000 | PA      | $61704.99     | 0.01%             | 2028-05-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                | Lloyds Banking Group PLC                                                            | CUSIP: 539439AU3<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   1750000 | PA      | $1688237.46   | 0.29%             | 2025-09-27      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| REKEEP SPA                                                              | Rekeep SpA                                                                          | CUSIP: 000000000<br>LEI: 8156008737CA044FCB79 | Long             | DBT              | CORP              | IT        |    100000 | PA      | $88978.76     | 0.02%             | 2026-02-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                                            | Centene Corp                                                                        | CUSIP: 15135BAW1<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    557000 | PA      | $456600.32    | 0.08%             | 2030-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Voya CLO Ltd                                                            | Voya CLO 2014-2 Ltd                                                                 | CUSIP: 92912VAY1<br>LEI: 549300L8S87K3SMP0R77 | Long             | ABS-CBDO         | CORP              | KY        |    237054 | PA      | $233539.01    | 0.04%             | 2030-04-17      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| FORTRESS TRANS & INFRAST                                                | Fortress Transportation and Infrastructure Investors LLC                            | CUSIP: 34960PAD3<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |    194000 | PA      | $165503.34    | 0.03%             | 2028-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Peraton Corp.                                                           | Peraton Corp. 2nd Lien Term Loan B1                                                 | CUSIP: 71360HAG2<br>LEI: 549300EQPCK07ZW63836 | Long             | LON              | CORP              | US        |    404434 | PA      | $383605.32    | 0.07%             | 2029-02-01      | Floating      | 12.09%                | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                                     | RRP OUTFRONT ME                                                                     | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -133950 | PA      | $-133950.00   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| LIVE NATION ENTERTAINMEN                                                | Live Nation Entertainment Inc                                                       | CUSIP: 538034AV1<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |    631000 | PA      | $617465.18    | 0.10%             | 2027-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| OWL ROCK CAPITAL CORP                                                   | Owl Rock Capital Corp                                                               | CUSIP: 69121KAC8<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |    129000 | PA      | $119184.37    | 0.02%             | 2025-07-22      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES 2013-2                                                | American Airlines 2013-2 Class A Pass Through Trust                                 | CUSIP: 02377UAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    758971 | PA      | $757934.06    | 0.13%             | 2023-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Republic Finance Issuance Trust                                         | Republic Finance Issuance Trust 2020-A                                              | CUSIP: 76042EAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    240000 | PA      | $217911.98    | 0.04%             | 2030-11-20      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                     | CUSIP: 3140QQ6J9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1990736 | PA      | $2034039.43   | 0.35%             | 2038-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SPIRIT AEROSYSTEMS INC                                                  | Spirit AeroSystems Inc                                                              | CUSIP: 85205TAL4<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | DBT              | CORP              | US        |     22000 | PA      | $21739.52     | 0.00%             | 2025-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| IND & COMM BK OF CHINA                                                  | Industrial & Commercial Bank of China Ltd                                           | CUSIP: 000000000<br>LEI: 5493002ERZU2K9PZDL40 | Long             | DBT              | CORP              | CN        |    250000 | PA      | $233437.50    | 0.04%             | 2026-09-24      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| IHEARTCOMMUNICATIONS INC                                                | iHeartCommunications Inc                                                            | CUSIP: 45174HBG1<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |     50000 | PA      | $40717.00     | 0.01%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET CAR/FINANCE                                                 | Avis Budget Car Rental LLC / Avis Budget Finance Inc                                | CUSIP: 053773BF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     26000 | PA      | $22241.40     | 0.00%             | 2029-03-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| QORVO INC                                                               | Qorvo Inc                                                                           | CUSIP: 74736KAH4<br>LEI: 254900YAUJV2EUEVBR11 | Long             | DBT              | CORP              | US        |    116000 | PA      | $102571.84    | 0.02%             | 2029-10-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Aetna Inc                                                               | Aetna Inc                                                                           | CUSIP: 00817YAJ7<br>LEI: 549300QKBENKLBXQ8968 | Long             | DBT              | CORP              | US        |    575000 | PA      | $495954.55    | 0.08%             | 2042-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                              | AbbVie Inc                                                                          | CUSIP: 00287YCX5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   3250000 | PA      | $3167481.01   | 0.54%             | 2025-03-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| TCI Communications Inc                                                  | TCI Communications Inc                                                              | CUSIP: 872287AF4<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    610000 | PA      | $660338.11    | 0.11%             | 2026-02-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                                                    | SWAP/CDSWAP/SCDS: (LADLN)                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              |  | XX        |     30000 | OU      | $-2356.92     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MATCH GROUP HLD II LLC                                                  | Match Group Holdings II LLC                                                         | CUSIP: 57665RAL0<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |     20000 | PA      | $16327.35     | 0.00%             | 2030-08-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| OWL ROCK CORE INCOME COR                                                | OWL Rock Core Income Corp                                                           | CUSIP: 69120VAN1<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |    215000 | PA      | $214304.35    | 0.04%             | 2027-09-16      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                     | Elevance Health Inc                                                                 | CUSIP: 94973VBG1<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     12000 | PA      | $87752.40     | 0.01%             | 2042-10-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                     | Petroleos Mexicanos                                                                 | CUSIP: 71654QDE9<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    245000 | PA      | $185220.00    | 0.03%             | 2031-01-28      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Da Vinci Purchaser Corp.                                                | Da Vinci Purchaser Corp. 2019 Term Loan                                             | CUSIP: 23343FAB0<br>LEI: 254900CEZYHAWVXDTS47 | Long             | LON              | CORP              | US        |    118278 | PA      | $107041.14    | 0.02%             | 2027-01-08      | Floating      | 8.38%                 | No            |                  2 | On Loan: No      |
| OQ SAOC                                                                 | OQ SAOC                                                                             | CUSIP: 67624L2A5<br>LEI: 549300YK417GKI6EQ392 | Long             | DBT              | CORP              | OM        |    200000 | PA      | $188600.00    | 0.03%             | 2028-05-06      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| NOMURA SECURITIES INTERNATIONAL INC                                     | RRP ALLIANT HOL                                                                     | CUSIP: 000000000<br>LEI: OXTKY6Q8X53C9ILVV871 | Short            | RA               | CORP              | US        |  -1104924 | PA      | $-1104923.75  | -0.19%            |  |  |  | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                                                 | Dryden 50 Senior Loan Fund                                                          | CUSIP: 262431AD1<br>LEI: 5493008NBEE3C4AF3K95 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $241899.85    | 0.04%             | 2030-07-15      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| EASY TACTIC LTD                                                         | Easy Tactic Ltd                                                                     | CUSIP: 000000000<br>LEI: 549300WYFMC41MKE6E16 | Long             | DBT              | CORP              | VG        |    210379 | PA      | $42378.22     | 0.01%             | 2027-07-11      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                                    | Edison International                                                                | CUSIP: 281020AT4<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    115000 | PA      | $96134.20     | 0.02%             | 2026-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                                | Electricite de France SA                                                            | CUSIP: 000000000<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $154247.49    | 0.03%             | 2030-06-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| LIFE TIME INC                                                           | Life Time Inc                                                                       | CUSIP: 53190FAC9<br>LEI: 549300PALKE96VYH4X17 | Long             | DBT              | CORP              | US        |    146000 | PA      | $131400.00    | 0.02%             | 2026-04-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Formula One Holdings Limited.                                           | Formula One Holdings Limited. Term Loan B                                           | CUSIP: 000000000<br>LEI: 549300BBG8Z3D6QSYP53 | Long             | LON              | CORP              | LU        |     93000 | PA      | $92883.75     | 0.02%             | 2030-01-15      | Variable      | 7.57%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                                                  | VICI Properties LP / VICI Note Co Inc                                               | CUSIP: 92564RAH8<br>LEI: N/A                  | Long             | DBT              |  | US        |      6000 | PA      | $5646.46      | 0.00%             | 2026-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Oi SA                                                                   | Oi SA                                                                               | CUSIP: 000000000<br>LEI: 254900YEMWCRRAGD4978 | Long             | DBT              | CORP              | BR        |    148000 | PA      | $24771.50     | 0.00%             | 2025-07-27      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                                                | Madison Park Funding XXV Ltd                                                        | CUSIP: 55820RAJ1<br>LEI: 254900B0583OW8RQ8N33 | Long             | ABS-CBDO         | CORP              | KY        |   1478182 | PA      | $1456821.25   | 0.25%             | 2029-04-25      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                                                   | GFL Environmental Inc                                                               | CUSIP: 36168QAN4<br>LEI: 549300FYK4MBXWIVZU26 | Long             | DBT              | CORP              | CA        |    287000 | PA      | $251196.75    | 0.04%             | 2029-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PRECISION DRILLING CORP                                                 | Precision Drilling Corp                                                             | CUSIP: 740212AM7<br>LEI: 549300WF2OE8T5BP4B84 | Long             | DBT              | CORP              | CA        |      9000 | PA      | $8379.06      | 0.00%             | 2029-01-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                                                 | Dryden XXVIII Senior Loan Fund                                                      | CUSIP: 26251BAL0<br>LEI: 549300K4FV16ICO2FF98 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $247995.35    | 0.04%             | 2030-08-15      | Floating      | 5.81%                 | No            |                  2 | On Loan: No      |
| Ecopetrol SA                                                            | Ecopetrol SA                                                                        | CUSIP: 279158AK5<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |    188000 | PA      | $178694.00    | 0.03%             | 2025-01-16      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| RLJ LODGING TRUST LP                                                    | RLJ Lodging Trust LP                                                                | CUSIP: 74965LAB7<br>LEI: 549300RX5I8Z6I6LDZ74 | Long             | DBT              |  | US        |     66000 | PA      | $53503.93     | 0.01%             | 2029-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                               | Amgen Inc                                                                           | CUSIP: 031162BZ2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    500000 | PA      | $418910.01    | 0.07%             | 2045-05-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| ZAYO GROUP HOLDINGS INC                                                 | Zayo Group Holdings Inc                                                             | CUSIP: 98919VAB1<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | DBT              | CORP              | US        |   1617000 | PA      | $916966.16    | 0.16%             | 2028-03-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| HEALTHPEAK PROPERTIES                                                   | Healthpeak Properties Inc                                                           | CUSIP: 40414LAN9<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1947625.38   | 0.33%             | 2025-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                | BX Commercial Mortgage Trust 2022-LP2                                               | CUSIP: 05610HAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1633966 | PA      | $1574394.90   | 0.27%             | 2039-02-15      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES USA, INC.                                               | RRP FNMA 40YR R                                                                     | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | Short            | RA               | CORP              | US        |   -885400 | PA      | $-885399.51   | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                                      | Credit Agricole SA                                                                  | CUSIP: 225313AD7<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |   1000000 | PA      | $990800.00    | 0.17%             | 2024-01-23      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Palmer Square Loan Funding Ltd                                          | Palmer Square Loan Funding 2021-1 Ltd                                               | CUSIP: 69701YAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    142108 | PA      | $140554.66    | 0.02%             | 2029-04-20      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| MATTEL INC                                                              | Mattel Inc                                                                          | CUSIP: 577081BF8<br>LEI: 549300VELLG24KHTJ564 | Long             | DBT              | CORP              | US        |     49000 | PA      | $43037.93     | 0.01%             | 2029-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON AND CO                                                 | Becton Dickinson and Co                                                             | CUSIP: 075887CP2<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    750000 | PA      | $702016.43    | 0.12%             | 2032-08-22      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CONSENSUS CLOUD SOLUTION                                                | Consensus Cloud Solutions Inc                                                       | CUSIP: 20848VAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     45000 | PA      | $41389.58     | 0.01%             | 2028-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| TAYLOR MORRISON COMM                                                    | Taylor Morrison Communities Inc                                                     | CUSIP: 87724RAJ1<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |     37000 | PA      | $32050.67     | 0.01%             | 2030-08-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| SPX FLOW, INC.                                                          | SPX Flow, Inc. 2022 Term Loan                                                       | CUSIP: 000000000<br>LEI: 5493003YXEKRBINIEM78 | Long             | LON              | CORP              | US        |    211470 | PA      | $197045.63    | 0.03%             | 2029-04-05      | Variable      | 8.92%                 | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                                                        | CSC Holdings LLC                                                                    | CUSIP: 126307AH0<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    276000 | PA      | $256960.14    | 0.04%             | 2024-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Cobham Ultra SeniorCo S.a.r.l                                           | Cobham Ultra SeniorCo S.a.r.l USD Term Loan B                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     52000 | PA      | $50440.00     | 0.01%             | 2029-08-03      | Floating      | 7.06%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                                                      | Ford Motor Co                                                                       | CUSIP: 345370CQ1<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1435585.80   | 0.24%             | 2043-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| LIONS GATE CAPITAL HOLD                                                 | Lions Gate Capital Holdings LLC                                                     | CUSIP: 53627NAE1<br>LEI: 549300MWJHNLR35C0837 | Long             | DBT              | CORP              | US        |    510000 | PA      | $295696.44    | 0.05%             | 2029-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                                     | RRP ORGANON C                                                                       | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -262192 | PA      | $-262192.50   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                                   | Level 3 Financing Inc                                                               | CUSIP: 527298BP7<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    324000 | PA      | $273775.28    | 0.05%             | 2027-03-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                                       | Post Holdings Inc                                                                   | CUSIP: 737446AP9<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |     22000 | PA      | $19908.13     | 0.00%             | 2029-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES USA, INC.                                               | RRP FNMA 30YR U                                                                     | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | Short            | RA               | CORP              | US        |  -1810103 | PA      | $-1810103.05  | -0.31%            |  |  |  | No            |                  2 | On Loan: No      |
| Grupo Bimbo SAB de CV                                                   | Grupo Bimbo SAB de CV                                                               | CUSIP: 40052VAF1<br>LEI: 5493000RIXURZEBFEV60 | Long             | DBT              | CORP              | MX        |    200000 | PA      | $198162.50    | 0.03%             | 2023-04-17      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ALLSTATE CORP                                                           | Allstate Corp/The                                                                   | CUSIP: 020002BB6<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1880000.00   | 0.32%             | 2053-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ENTEGRIS INC                                                            | Entegris Inc                                                                        | CUSIP: 29362UAC8<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |    294000 | PA      | $259964.89    | 0.04%             | 2028-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                             | RRP SWF ESCROW                                                                      | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -111221 | PA      | $-111221.25   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| NCL FINANCE LTD                                                         | NCL Finance Ltd                                                                     | CUSIP: 62888HAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    177000 | PA      | $130665.18    | 0.02%             | 2028-03-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Ascend Performance Materials Operations LLC                             | Ascend Performance Materials Operations LLC 2021 Term Loan B                        | CUSIP: 04350TAC8<br>LEI: 549300NIMFUIRMMAGQ29 | Long             | LON              | CORP              | US        |    249346 | PA      | $234198.30    | 0.04%             | 2026-08-27      | Variable      | 8.83%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CHILE                                                       | Chile Government International Bond                                                 | CUSIP: 168863DY1<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    200000 | PA      | $168475.00    | 0.03%             | 2042-03-07      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                        | T-Mobile USA Inc                                                                    | CUSIP: 87264AAZ8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    500000 | PA      | $411068.77    | 0.07%             | 2050-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES/AADVAN                                                | American Airlines Inc/AAdvantage Loyalty IP Ltd                                     | CUSIP: 00253XAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    178731 | PA      | $171876.04    | 0.03%             | 2026-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                                     | RRP MATTAMY GRO                                                                     | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |    -86906 | PA      | $-86906.25    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| 595 EXPRESS LLC 12/31/2031                                              | 595 EXPRESS LLC 12/31/2031                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    712455 | PA      | $652107.56    | 0.11%             | 2031-12-31      | Fixed         | 3.31%                 | No            |                  3 | On Loan: No      |
| Grippen Park CLO LTD                                                    | Grippen Park CLO Ltd                                                                | CUSIP: 39862EAD6<br>LEI: 549300P7KR0IARP7PG22 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $231505.58    | 0.04%             | 2030-01-20      | Floating      | 7.54%                 | No            |                  2 | On Loan: No      |
| VMED O2 UK FINAN                                                        | Vmed O2 UK Financing I PLC                                                          | CUSIP: 000000000<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $91892.30     | 0.02%             | 2031-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| IMOLA MERGER CORP                                                       | Imola Merger Corp                                                                   | CUSIP: 45258LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    203000 | PA      | $176125.56    | 0.03%             | 2029-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Marble Point CLO XXIII Ltd.                                             | Marble Point CLO XXIII Ltd                                                          | CUSIP: 56607TAN5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $227808.20    | 0.04%             | 2035-01-22      | Floating      | 7.97%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                            | UBS Group AG                                                                        | CUSIP: 902613AD0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    200000 | PA      | $151951.73    | 0.03%             | 2031-02-10      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                             | RRP CCO HOLDING                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -421875 | PA      | $-421875.00   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| BANCO BILBAO VIZCAYA ARG                                                | Banco Bilbao Vizcaya Argentaria SA                                                  | CUSIP: 05946KAF8<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |   2000000 | PA      | $1702859.40   | 0.29%             | 2027-11-16      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| YUM! BRANDS INC                                                         | Yum! Brands Inc                                                                     | CUSIP: 988498AL5<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1835.00      | 0.00%             | 2030-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| DT MIDSTREAM INC                                                        | DT Midstream Inc                                                                    | CUSIP: 23345MAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    409000 | PA      | $343110.10    | 0.06%             | 2031-06-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                             | RRP ROCKET MORT                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -236692 | PA      | $-236692.50   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| PREMIER ENTERTAINMENT SU                                                | Premier Entertainment Sub LLC / Premier Entertainment Finance Corp                  | CUSIP: 74052HAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     79000 | PA      | $55884.60     | 0.01%             | 2031-09-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| HESS MIDSTREAM OPERATION                                                | Hess Midstream Operations LP                                                        | CUSIP: 428102AE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    162000 | PA      | $138497.20    | 0.02%             | 2030-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                             | Oracle Corp                                                                         | CUSIP: 68389XCH6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    380000 | PA      | $394427.05    | 0.07%             | 2029-11-09      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| BlackRock Liquidity Funds                                               | BlackRock Liquidity Funds: T-Fund, Institutional Shares                             | CUSIP: 09248U718<br>LEI: 5493007YVNX55LTRQ706 | Long             | STIV             | RF                | US        |   2477689 | NS      | $2477688.68   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| TENET HEALTHCARE CORP                                                   | Tenet Healthcare Corp                                                               | CUSIP: 88033GDP2<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    243000 | PA      | $231530.40    | 0.04%             | 2030-06-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| ARCHES BUYER INC                                                        | Arches Buyer Inc                                                                    | CUSIP: 039524AA1<br>LEI: 2549009ADY4208OH2Y47 | Long             | DBT              | CORP              | US        |     73000 | PA      | $57093.40     | 0.01%             | 2028-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BOXER PARENT CO INC                                                     | Boxer Parent Co Inc                                                                 | CUSIP: 103186AC6<br>LEI: 5493006T045HLTF7YX04 | Long             | DBT              | CORP              | US        |    948000 | PA      | $894357.32    | 0.15%             | 2026-03-01      | Fixed         | 9.13%                 | No            |                  2 | On Loan: No      |
| ITR Concession Co LLC                                                   | ITR Concession Co LLC                                                               | CUSIP: 450636AA3<br>LEI: 5493007GBY3OBTILCX44 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3847614.52   | 0.65%             | 2025-07-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                                     | RRP NABORS INDU                                                                     | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -166110 | PA      | $-166110.00   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| VISTRA CORP                                                             | Vistra Operations Co LLC                                                            | CUSIP: 92840VAA0<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     12000 | PA      | $11561.01     | 0.00%             | 2026-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                                                  | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC               | CUSIP: 013092AC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    104000 | PA      | $96602.48     | 0.02%             | 2027-01-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                                  | CCO Holdings LLC / CCO Holdings Capital Corp                                        | CUSIP: 1248EPCK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    431000 | PA      | $345711.57    | 0.06%             | 2031-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CARPENTER TECHNOLOGY                                                    | Carpenter Technology Corp                                                           | CUSIP: 144285AM5<br>LEI: DX6I6ZD3X5WNNCDJKP85 | Long             | DBT              | CORP              | US        |    151000 | PA      | $151360.42    | 0.03%             | 2030-03-15      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                      | Energy Transfer LP                                                                  | CUSIP: 86765BAT6<br>LEI: 5493006LL0CKP8WQW329 | Long             | DBT              | CORP              | US        |    310000 | PA      | $292892.47    | 0.05%             | 2026-07-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| MEDCO OAK TREE PTE LTD                                                  | Medco Oak Tree Pte Ltd                                                              | CUSIP: 000000000<br>LEI: 254900AU06KP3JTGZL51 | Long             | DBT              | CORP              | SG        |    288000 | PA      | $273240.00    | 0.05%             | 2026-05-14      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| CNTRL PARENT/CDK GLB INC                                                | Central Parent Inc / CDK Global Inc                                                 | CUSIP: 15477CAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    563000 | PA      | $550682.60    | 0.09%             | 2029-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| SENSATA TECHNOLOGIES INC                                                | Sensata Technologies Inc                                                            | CUSIP: 81728UAB0<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |     13000 | PA      | $10694.32     | 0.00%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| GoldenTree Loan Management US CLO1, LTD                                 | Goldentree Loan Management US Clo 4 Ltd                                             | CUSIP: 38137YAS0<br>LEI: 549300H67V5FL4RU1Z53 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $488570.60    | 0.08%             | 2031-04-24      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                | AT&T Inc                                                                            | CUSIP: 00206RDG4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    520000 | PA      | $540957.00    | 0.09%             | 2041-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| KLA CORP                                                                | KLA Corp                                                                            | CUSIP: 482480AJ9<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |    500000 | PA      | $362072.06    | 0.06%             | 2050-03-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| ARDAGH METAL PACKAGING                                                  | Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance PLC         | CUSIP: 03969YAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |   1466000 | PA      | $1161845.02   | 0.20%             | 2029-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AMWINS GROUP INC                                                        | AmWINS Group Inc                                                                    | CUSIP: 031921AB5<br>LEI: 549300SJE7MUB8NMRG61 | Long             | DBT              | CORP              | US        |    189000 | PA      | $160299.73    | 0.03%             | 2029-06-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE SECURITIES (USA) LLC                                      | RRP MICROSTRATE                                                                     | CUSIP: 000000000<br>LEI: 1V8Y6QCX6YMJ2OELII46 | Short            | RA               | CORP              | US        |    -49940 | PA      | $-49940.00    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                                      | Dominican Republic International Bond                                               | CUSIP: 25714PED6<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    226000 | PA      | $191718.63    | 0.03%             | 2030-01-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL INFO SERV                                                 | Fidelity National Information Services Inc                                          | CUSIP: 31620MAU0<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $775123.01    | 0.13%             | 2046-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Aramark Services Inc                                                    | Aramark Services Inc                                                                | CUSIP: 038522AQ1<br>LEI: 42YMHYH0XMHJEXDUB065 | Long             | DBT              | CORP              | US        |    413000 | PA      | $385302.16    | 0.07%             | 2028-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                                     | RRP ILIAD HOLDI                                                                     | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -361250 | PA      | $-361250.00   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                                   | Level 3 Financing Inc                                                               | CUSIP: 527298BS1<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    108000 | PA      | $79082.03     | 0.01%             | 2029-01-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Goldentree Loan Opportunities IX Ltd                                    | GoldenTree Loan Opportunities IX Ltd                                                | CUSIP: 38123HAS3<br>LEI: 549300IOBSI2NBFBJX90 | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1465345.05   | 0.25%             | 2029-10-29      | Floating      | 6.01%                 | No            |                  2 | On Loan: No      |
| CANO HEALTH LLC                                                         | Cano Health LLC                                                                     | CUSIP: 13782CAA8<br>LEI: 254900OGI2T8V1NXN639 | Long             | DBT              | CORP              | US        |     71000 | PA      | $42955.00     | 0.01%             | 2028-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY TRANSMISSION                                                | FirstEnergy Transmission LLC                                                        | CUSIP: 33767BAA7<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |    391000 | PA      | $363718.35    | 0.06%             | 2044-07-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Greeneden U.S. Holdings II, LLC                                         | Greeneden U.S. Holdings II, LLC 2020 USD Term Loan B4                               | CUSIP: 39479UAQ6<br>LEI: 549300CVRD4OUCPHWQ42 | Long             | LON              | CORP              | US        |    232544 | PA      | $222807.64    | 0.04%             | 2027-12-01      | Floating      | 8.38%                 | No            |                  2 | On Loan: No      |
| NAVIENT CORP                                                            | Navient Corp                                                                        | CUSIP: 63938CAM0<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |     30000 | PA      | $24480.01     | 0.00%             | 2029-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| New York City Municipal Water Finance Authority                         | NEW YORK CITY NY MUNI WTR FIN AUTH WTR & SWR SYS REVENUE                            | CUSIP: 64972FT30<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |   1390000 | PA      | $1491938.43   | 0.25%             | 2042-06-15      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| NRG Energy Inc                                                          | NRG Energy Inc                                                                      | CUSIP: 629377CH3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     73000 | PA      | $64440.02     | 0.01%             | 2029-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                             | RRP SP FINCO LL                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -174352 | PA      | $-174352.50   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| JEFFERIES FIN LLC / JFIN                                                | Jefferies Finance LLC / JFIN Co-Issuer Corp                                         | CUSIP: 47232MAF9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    220000 | PA      | $179460.60    | 0.03%             | 2028-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SAUDI INTERNATIONAL BOND                                                | Saudi Government International Bond                                                 | CUSIP: 000000000<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |    278000 | PA      | $274577.13    | 0.05%             | 2030-04-17      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SUBURBAN PROPANE PARTNRS                                                | Suburban Propane Partners LP/Suburban Energy Finance Corp                           | CUSIP: 864486AL9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     62000 | PA      | $52698.92     | 0.01%             | 2031-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                  | United States Treasury Note/Bond                                                    | CUSIP: 912810RQ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  66500000 | PA      | $49755507.48  | 8.46%             | 2046-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| VAIL RESORTS INC                                                        | Vail Resorts Inc                                                                    | CUSIP: 91879QAL3<br>LEI: 529900PSZHRNU9HKH870 | Long             | DBT              | CORP              | US        |    105000 | PA      | $105000.08    | 0.02%             | 2025-05-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BOYNE USA INC                                                           | Boyne USA Inc                                                                       | CUSIP: 103557AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    233000 | PA      | $206215.32    | 0.04%             | 2029-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SURGERY CENTER HOLDINGS                                                 | Surgery Center Holdings Inc                                                         | CUSIP: 84611WAB0<br>LEI: 54930054EVI5HWPPW113 | Long             | DBT              | CORP              | US        |    189000 | PA      | $186308.41    | 0.03%             | 2025-07-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BOOKING HOLDINGS INC                                                    | Booking Holdings Inc                                                                | CUSIP: 09857LAN8<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |     34000 | PA      | $45284.74     | 0.01%             | 2025-05-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                                      | Credit Agricole SA                                                                  | CUSIP: 225313AP0<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $160283.51    | 0.03%             | 2029-03-23      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| RADIATE HOLDCO / FINANCE                                                | Radiate Holdco LLC / Radiate Finance Inc                                            | CUSIP: 75026JAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    355000 | PA      | $260818.50    | 0.04%             | 2026-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                | BX Trust 2022-GPA                                                                   | CUSIP: 05608UAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    650000 | PA      | $645929.51    | 0.11%             | 2039-10-15      | Floating      | 6.50%                 | No            |                  2 | On Loan: No      |
| OWL ROCK CAPITAL CORP                                                   | Owl Rock Capital Corp                                                               | CUSIP: 69121KAE4<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |     46000 | PA      | $40165.22     | 0.01%             | 2026-07-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| NOMURA SECURITIES INTERNATIONAL INC                                     | RRP CCO HOLDING                                                                     | CUSIP: 000000000<br>LEI: OXTKY6Q8X53C9ILVV871 | Short            | RA               | CORP              | US        |   -167696 | PA      | $-167696.25   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS                                                 | Frontier Communications Holdings LLC                                                | CUSIP: 35906ABG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    249000 | PA      | $205987.74    | 0.04%             | 2029-05-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                                 | Romanian Government International Bond                                              | CUSIP: 77586RAN0<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    204000 | PA      | $195177.00    | 0.03%             | 2027-11-25      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GENNEIA SA                                                              | Genneia SA                                                                          | CUSIP: 372319AB9<br>LEI: 529900YZ70LX0XWS9P67 | Long             | DBT              | CORP              | AR        |     92099 | PA      | $89295.74     | 0.02%             | 2027-09-02      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| LITHIA MOTORS INC                                                       | Lithia Motors Inc                                                                   | CUSIP: 536797AG8<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |     89000 | PA      | $73167.79     | 0.01%             | 2029-06-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| TK ELEVATOR US NEWCO INC                                                | TK Elevator US Newco Inc                                                            | CUSIP: 92537RAA7<br>LEI: 549300C2AFWPAYWS5574 | Long             | DBT              | CORP              | US        |   1207000 | PA      | $1071260.78   | 0.18%             | 2027-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MAF SUKUK LTD                                                           | MAF Sukuk Ltd                                                                       | CUSIP: 000000000<br>LEI: 549300IS9H0W5N2N4K34 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $185100.00    | 0.03%             | 2030-02-28      | Fixed         | 3.93%                 | No            |                  2 | On Loan: No      |
| Buckeye Partners LP                                                     | Buckeye Partners LP                                                                 | CUSIP: 118230AM3<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |     94000 | PA      | $70037.38     | 0.01%             | 2043-11-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| TK ELEVATOR HOLDCO GMBH                                                 | TK Elevator Holdco GmbH                                                             | CUSIP: 92537VAA8<br>LEI: 2549008GCHWX9EEMIS56 | Long             | DBT              | CORP              | DE        |    400000 | PA      | $326605.38    | 0.06%             | 2028-07-15      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| TERRAFORM POWER OPERATIN                                                | TerraForm Power Operating LLC                                                       | CUSIP: 88104LAG8<br>LEI: 5493000S2OLR3UT5BE13 | Long             | DBT              | CORP              | US        |    121000 | PA      | $105269.81    | 0.02%             | 2030-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| TD SECURITIES USA LLC                                                   | RRP FLORIDA POW                                                                     | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |  -2879062 | PA      | $-2879062.50  | -0.49%            |  |  |  | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                                                  | WESCO Distribution Inc                                                              | CUSIP: 95081QAP9<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |    590000 | PA      | $597654.64    | 0.10%             | 2028-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                           | Citigroup Inc                                                                       | CUSIP: 172967NB3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    335000 | PA      | $273503.72    | 0.05%             | 2026-11-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| TruGreen Limited Partnership                                            | TruGreen Limited Partnership 2020 2nd Lien Term Loan                                | CUSIP: 89787RAK8<br>LEI: 549300QNRP2MNHR3QM19 | Long             | LON              | CORP              | US        |    106000 | PA      | $77380.00     | 0.01%             | 2028-11-02      | Floating      | 13.43%                | No            |                  3 | On Loan: No      |
| NOMURA SECURITIES INTERNATIONAL INC                                     | RRP EARTHSTONE                                                                      | CUSIP: 000000000<br>LEI: OXTKY6Q8X53C9ILVV871 | Short            | RA               | CORP              | US        |   -196492 | PA      | $-196492.50   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                                     | RRP TRANSDIGM I                                                                     | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -136000 | PA      | $-136000.00   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| ORGANON & CO/ORG                                                        | Organon & Co / Organon Foreign Debt Co-Issuer BV                                    | CUSIP: 68622TAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    240000 | PA      | $212496.00    | 0.04%             | 2028-04-30      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| LEGACY LIFEPOINT HEALTH                                                 | Legacy LifePoint Health LLC                                                         | CUSIP: 53219LAS8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     47000 | PA      | $39753.54     | 0.01%             | 2027-02-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO, Limited                                        | Bain Capital Credit CLO 2021-3 Ltd                                                  | CUSIP: 05683NAG7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $224592.28    | 0.04%             | 2034-07-24      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| XPO ESCROW SUB LLC                                                      | XPO Escrow Sub LLC                                                                  | CUSIP: 98379JAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     75000 | PA      | $75894.00     | 0.01%             | 2027-11-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch Mortgage Investors Trust                                  | Merrill Lynch Mortgage Investors Trust Series 2006-A3                               | CUSIP: 59023CAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    147869 | PA      | $108445.43    | 0.02%             | 2036-05-25      | Variable      | 3.01%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips                                                          | ConocoPhillips                                                                      | CUSIP: 20825CAQ7<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | DBT              | CORP              | US        |    600000 | PA      | $672316.43    | 0.11%             | 2039-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORPORATION                                                | Devon Energy Corp                                                                   | CUSIP: 25179MAN3<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |    300000 | PA      | $253946.01    | 0.04%             | 2042-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO, Limited                                        | Bain Capital Credit CLO 2021-5 Ltd                                                  | CUSIP: 05682EAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $477264.10    | 0.08%             | 2034-10-23      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                  | United States Treasury Note/Bond                                                    | CUSIP: 912810RZ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $1560078.12   | 0.27%             | 2047-11-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Constellium SE                                                          | Constellium SE                                                                      | CUSIP: 000000000<br>LEI: 724500KRJEMC79KAAU28 | Long             | DBT              | CORP              | FR        |    100000 | PA      | $102602.58    | 0.02%             | 2026-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| GEN DIGITAL INC                                                         | Gen Digital Inc                                                                     | CUSIP: 668771AL2<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |    164000 | PA      | $161130.00    | 0.03%             | 2030-09-30      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| Sedgwick Claims Management Services, Inc.                               | Sedgwick Claims Management Services, Inc. 2019 Term Loan B                          | CUSIP: 81527CAM9<br>LEI: 549300BIN4DWJG5VWF64 | Long             | LON              | CORP              | US        |    138960 | PA      | $136230.83    | 0.02%             | 2026-09-03      | Floating      | 8.13%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                            | Comcast Corp                                                                        | CUSIP: 20030NAM3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    790000 | PA      | $867847.19    | 0.15%             | 2037-03-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| SPIRIT AEROSYSTEMS INC                                                  | Spirit AeroSystems Inc                                                              | CUSIP: 85205TAN0<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | DBT              | CORP              | US        |    329000 | PA      | $346338.30    | 0.06%             | 2029-11-30      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| ASHLAND LLC                                                             | Ashland LLC                                                                         | CUSIP: 04433LAA0<br>LEI: 6O4MRU8C1MS0K34UQF79 | Long             | DBT              | CORP              | US        |    186000 | PA      | $148664.37    | 0.03%             | 2031-09-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| WR GRACE HOLDING LLC                                                    | WR Grace Holdings LLC                                                               | CUSIP: 92943GAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    987000 | PA      | $796775.49    | 0.14%             | 2029-08-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Asurion LLC                                                             | Asurion LLC 2020 Term Loan B8                                                       | CUSIP: 04649VAX8<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |         0 | PA      | $0.36         | 0.00%             | 2026-12-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Highbridge Loan Management Ltd                                          | Highbridge Loan Management 3-2014                                                   | CUSIP: 40436XAJ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $894660.00    | 0.15%             | 2029-07-18      | Floating      | 7.79%                 | No            |                  2 | On Loan: No      |
| Staples Inc                                                             | Staples Inc                                                                         | CUSIP: 855030AN2<br>LEI: XQM2JINI1UL7642TU573 | Long             | DBT              | CORP              | US        |    157000 | PA      | $135126.76    | 0.02%             | 2026-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                                  | CCO Holdings LLC / CCO Holdings Capital Corp                                        | CUSIP: 1248EPCS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    517000 | PA      | $485845.58    | 0.08%             | 2029-09-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                                        | CIFC Funding 2017-II Ltd                                                            | CUSIP: 12550YAN4<br>LEI: 2549005S1LQJ8MBPXW05 | Long             | ABS-CBDO         | CORP              | KY        |    497064 | PA      | $491017.86    | 0.08%             | 2030-04-20      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| Clarios Global LP                                                       | Clarios Global LP 2021 USD Term Loan B                                              | CUSIP: 000000000<br>LEI: 549300474L1ZLXZY2P98 | Long             | LON              | CORP              | CA        |     68962 | PA      | $67439.79     | 0.01%             | 2026-04-30      | Floating      | 7.63%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                                         | ICE: (CDX.NA.IG.39.V1)                                                              | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |  31140000 | OU      | $-260284.89   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| NOMURA SECURITIES INTERNATIONAL INC                                     | RRP SRS DISTRIB                                                                     | CUSIP: 000000000<br>LEI: OXTKY6Q8X53C9ILVV871 | Short            | RA               | CORP              | US        |   -328354 | PA      | $-328353.75   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Oracle Corp                                                             | Oracle Corp                                                                         | CUSIP: 68389XAM7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   3025000 | PA      | $2775872.37   | 0.47%             | 2040-07-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CALLON PETROLEUM                                                        | Callon Petroleum Co                                                                 | CUSIP: 13123XBD3<br>LEI: 549300EFOWPEB0WLZW21 | Long             | DBT              | CORP              | US        |    407000 | PA      | $387986.49    | 0.07%             | 2028-08-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| SOTHEBY'S/BIDFAIR HLD                                                   | Sotheby's/Bidfair Holdings Inc                                                      | CUSIP: 83600GAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    400000 | PA      | $335880.09    | 0.06%             | 2029-06-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| MH Sub I, LLC                                                           | MH Sub I, LLC 2021 2nd Lien Term Loan                                               | CUSIP: 55303BAD5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     35000 | PA      | $31193.75     | 0.01%             | 2029-02-23      | Variable      | 10.65%                | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                                     | RRP HILTON DOME                                                                     | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -143000 | PA      | $-143000.00   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                                                  | United States Treasury Note/Bond                                                    | CUSIP: 912810RJ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  61400000 | PA      | $50674187.50  | 8.62%             | 2044-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ADT SEC CORP                                                            | ADT Security Corp/The                                                               | CUSIP: 00109LAA1<br>LEI: 5493009JEEDYLVRA0J13 | Long             | DBT              | CORP              | US        |     19000 | PA      | $16158.67     | 0.00%             | 2029-08-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Range Resources Corp                                                    | Range Resources Corp                                                                | CUSIP: 75281AAS8<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9499.03      | 0.00%             | 2025-05-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| JP MORGAN SECURITIES LLC                                                | RRP LOCKHEED MA                                                                     | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | Short            | RA               | CORP              | US        |  -1240800 | PA      | $-1240800.00  | -0.21%            |  |  |  | No            |                  2 | On Loan: No      |
| NEW FORTRESS ENERGY INC                                                 | New Fortress Energy Inc                                                             | CUSIP: 644393AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    625000 | PA      | $591125.00    | 0.10%             | 2025-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ELEMENT SOLUTIONS INC                                                   | Element Solutions Inc                                                               | CUSIP: 28618MAA4<br>LEI: 549300FLGN6P5CU20J91 | Long             | DBT              | CORP              | US        |   1211000 | PA      | $1029350.00   | 0.18%             | 2028-09-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ABC SUPPLY CO INC                                                       | American Builders & Contractors Supply Co Inc                                       | CUSIP: 024747AG2<br>LEI: 549300H5GQ4C1BEKG397 | Long             | DBT              | CORP              | US        |     46000 | PA      | $37602.70     | 0.01%             | 2029-11-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Anchorage Capital CLO LTD                                               | Anchorage Capital CLO 2013-1 Ltd                                                    | CUSIP: 033292AW3<br>LEI: 5493008PWA7TS1SR9447 | Long             | ABS-CBDO         | CORP              | KY        |    720000 | PA      | $673662.96    | 0.11%             | 2030-10-13      | Floating      | 7.14%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                                      | VICI Properties LP                                                                  | CUSIP: 925650AC7<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              |  | US        |    138000 | PA      | $131364.59    | 0.02%             | 2030-02-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                               | Boeing Co/The                                                                       | CUSIP: 097023CY9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1140000 | PA      | $1112228.77   | 0.19%             | 2030-05-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Sensata Technologies BV                                                 | Sensata Technologies BV                                                             | CUSIP: 81725WAJ2<br>LEI: PUCKW5P5O3XMOZVH7T53 | Long             | DBT              | CORP              | NL        |     70000 | PA      | $68362.77     | 0.01%             | 2025-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LIQUID TELECOM FINANCE                                                  | Liquid Telecommunications Financing Plc                                             | CUSIP: 536333AB3<br>LEI: 635400MXAVJRJJCWVI87 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $143225.00    | 0.02%             | 2026-09-04      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SENSATA TECHNOLOGIES BV                                                 | Sensata Technologies BV                                                             | CUSIP: 81725WAK9<br>LEI: PUCKW5P5O3XMOZVH7T53 | Long             | DBT              | CORP              | NL        |     53000 | PA      | $45712.50     | 0.01%             | 2029-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMER PIPELINE                                                | Plains All American Pipeline LP / PAA Finance Corp                                  | CUSIP: 72650RBM3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    116000 | PA      | $100579.63    | 0.02%             | 2029-12-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae REMICS                                                                   | CUSIP: 31358U6R2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        18 | PA      | $18.14        | 0.00%             | 2023-05-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| STERLING COOFS TR                                                       | STERLING COOFS TR                                                                   | CUSIP: 859245AA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    829617 | PA      | $8296.17      | 0.00%             | 2029-04-15      | Variable      | 2.36%                 | No            |                  3 | On Loan: No      |
| STANDARD INDUSTRIES INC                                                 | Standard Industries Inc/NJ                                                          | CUSIP: 853496AC1<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23068.33     | 0.00%             | 2027-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Oxnard Union High School District                                       | OXNARD CA UNION HIGH SCH DIST                                                       | CUSIP: 692039SV3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1600000 | PA      | $1163558.40   | 0.20%             | 2043-08-01      | Fixed         | 3.18%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                                            | Centene Corp                                                                        | CUSIP: 15135BAY7<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    485000 | PA      | $409364.25    | 0.07%             | 2028-07-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                                                    | Kraft Heinz Foods Co                                                                | CUSIP: 50077LBJ4<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    339000 | PA      | $323981.08    | 0.06%             | 2050-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LBM Acquisition LLC                                                     | LBM Acquisition LLC Term Loan B                                                     | CUSIP: 50179JAB4<br>LEI: 549300FAEB3VWZL4NI86 | Long             | LON              | CORP              | US        |         1 | PA      | $0.55         | 0.00%             | 2027-12-17      | Floating      | 7.12%                 | No            |                  2 | On Loan: No      |
| NOMURA SECURITIES INTERNATIONAL INC                                     | RRP ALLIED UNIV                                                                     | CUSIP: 000000000<br>LEI: OXTKY6Q8X53C9ILVV871 | Short            | RA               | CORP              | US        |   -177000 | PA      | $-177000.00   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                  | General Motors Financial Co Inc                                                     | CUSIP: 37045XAL0<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    807000 | PA      | $803662.39    | 0.14%             | 2023-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| 1011778 BC / NEW RED FIN                                                | 1011778 BC ULC / New Red Finance Inc                                                | CUSIP: 68245XAJ8<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    214000 | PA      | $191616.87    | 0.03%             | 2028-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS                                                | Univision Communications Inc                                                        | CUSIP: 914906AU6<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |     70000 | PA      | $67536.70     | 0.01%             | 2027-06-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| GENESIS ENERGY LP/FIN                                                   | Genesis Energy LP / Genesis Energy Finance Corp                                     | CUSIP: 37185LAJ1<br>LEI: 549300VJ5D6MDK138782 | Long             | DBT              | CORP              | US        |     72000 | PA      | $68811.12     | 0.01%             | 2025-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                 | Goldman Sachs Group Inc/The                                                         | CUSIP: 38148LAE6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   8965000 | PA      | $8670554.97   | 1.47%             | 2025-05-22      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac REMICS                                                                  | CUSIP: 3137BERC0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  10669015 | PA      | $9656969.35   | 1.64%             | 2054-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Park Avenue Institutional Advisers CLO                                  | Park Avenue Institutional Advisers CLO Ltd 2017-1                                   | CUSIP: 70018FAE9<br>LEI: 549300ZWX1MRCB6KO574 | Long             | ABS-CBDO         | CORP              | KY        |   1300000 | PA      | $1111898.71   | 0.19%             | 2034-02-14      | Floating      | 11.46%                | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                                       | General Motors Co                                                                   | CUSIP: 37045VAY6<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    414000 | PA      | $395079.26    | 0.07%             | 2029-10-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CBAM CLO Management LLC                                                 | CBAM 2017-1 Ltd                                                                     | CUSIP: 12480VAJ4<br>LEI: 254900JWJFDB3KD6V066 | Long             | ABS-CBDO         | CORP              | KY        |    350000 | PA      | $332943.17    | 0.06%             | 2030-07-20      | Floating      | 6.64%                 | No            |                  2 | On Loan: No      |
| TD SECURITIES USA LLC                                                   | RRP DUKE ENERGY                                                                     | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |  -1716875 | PA      | $-1716875.00  | -0.29%            |  |  |  | No            |                  2 | On Loan: No      |
| FERTITTA ENTERTAINMENT                                                  | Fertitta Entertainment LLC / Fertitta Entertainment Finance Co Inc                  | CUSIP: 31556TAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    156000 | PA      | $132012.66    | 0.02%             | 2029-01-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| PERUSAHAAN PENERBIT SBSN                                                | Perusahaan Penerbit SBSN Indonesia III                                              | CUSIP: 71567PAU4<br>LEI: 254900G208H6Q0L5B953 | Long             | DBT              | CORP              | ID        |    200000 | PA      | $197772.00    | 0.03%             | 2027-06-06      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Government National Mortgage Association                                            | CUSIP: 38376PA59<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    673360 | PA      | $47762.30     | 0.01%             | 2039-12-16      | Floating      | 2.14%                 | No            |                  2 | On Loan: No      |
| ZAYO GROUP HOLDINGS INC                                                 | Zayo Group Holdings Inc                                                             | CUSIP: 98919VAA3<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | DBT              | CORP              | US        |   1037000 | PA      | $765897.09    | 0.13%             | 2027-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                                                | Neuberger Berman Loan Advisers NBLA CLO 52 Ltd                                      | CUSIP: 64135FAG5<br>LEI: 5493008RV69QDGFCMY47 | Long             | ABS-CBDO         | CORP              | JE        |    568000 | PA      | $568000.00    | 0.10%             | 2035-10-24      | Floating      | 10.33%                | No            |                  3 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                                                | Hilcorp Energy I LP / Hilcorp Finance Co                                            | CUSIP: 431318AZ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $4314.58      | 0.00%             | 2032-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                    | Bank of America Corp                                                                | CUSIP: 060505FL3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   3500000 | PA      | $3082310.00   | 0.52%             | 2028-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                                   | Mexico Government International Bond                                                | CUSIP: 91087BAE0<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    400000 | PA      | $376800.00    | 0.06%             | 2028-01-11      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ATLAS LUXCO 4 / ALL UNI                                                 | Allied Universal Holdco LLC/Allied Universal Finance Corp/Atlas Luxco 4 Sarl        | CUSIP: 019579AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    571000 | PA      | $471606.03    | 0.08%             | 2028-06-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES/SKYMILES                                                | Delta Air Lines Inc / SkyMiles IP Ltd                                               | CUSIP: 830867AB3<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |      5661 | PA      | $5321.19      | 0.00%             | 2028-10-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                                     | RRP UBER TECHNO                                                                     | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -534914 | PA      | $-534913.75   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS                                                | Univision Communications Inc                                                        | CUSIP: 914906AS1<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |     52000 | PA      | $49524.29     | 0.01%             | 2025-02-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| LEVI STRAUSS & CO                                                       | Levi Strauss & Co                                                                   | CUSIP: 52736RBJ0<br>LEI: MB0UERO0RDFKU8258G77 | Long             | DBT              | CORP              | US        |    154000 | PA      | $122228.26    | 0.02%             | 2031-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| EDvestinU Private Education Loan Issue No. 1, LLC                       | EDvestinU Private Education Loan Issue No 3 LLC                                     | CUSIP: 28166LAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    110000 | PA      | $85226.36     | 0.01%             | 2050-11-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| USA COM PART/USA COM FIN                                                | USA Compression Partners LP / USA Compression Finance Corp                          | CUSIP: 91740PAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    208000 | PA      | $199532.32    | 0.03%             | 2026-04-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| HOWARD HUGHES CORP                                                      | Howard Hughes Corp/The                                                              | CUSIP: 44267DAE7<br>LEI: 549300BVHY25JZC1KI49 | Long             | DBT              | CORP              | US        |     74000 | PA      | $61975.00     | 0.01%             | 2029-02-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                                                 | Dryden 64 CLO Ltd                                                                   | CUSIP: 26251LAJ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1250000 | PA      | $1153890.38   | 0.20%             | 2031-04-18      | Floating      | 6.84%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                    | RRP FNMA 15YR U                                                                     | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | Short            | RA               | CORP              | US        |  -1302352 | PA      | $-1302352.07  | -0.22%            |  |  |  | No            |                  2 | On Loan: No      |
| CABLE ONE INC                                                           | Cable One Inc                                                                       | CUSIP: 12685JAG0<br>LEI: 549300648QS85T0XSH18 | Long             | DBT              | CORP              | US        |    492000 | PA      | $365556.00    | 0.06%             | 2028-03-15      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| NEW ENTERPRISE STONE & L                                                | New Enterprise Stone & Lime Co Inc                                                  | CUSIP: 644274AH5<br>LEI: 549300O5DQ5Y61B8VF38 | Long             | DBT              | CORP              | US        |     55000 | PA      | $48838.39     | 0.01%             | 2028-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MH Sub I, LLC                                                           | MH Sub I, LLC 2017 1st Lien Term Loan                                               | CUSIP: 45567YAJ4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     89255 | PA      | $86589.73     | 0.01%             | 2024-09-13      | Floating      | 8.13%                 | No            |                  2 | On Loan: No      |
| TD SECURITIES USA LLC                                                   | RRP FIVE CORNER                                                                     | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |  -1932125 | PA      | $-1932125.00  | -0.33%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                             | RRP CHARLES SCH                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -150750 | PA      | $-150750.00   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| WR GRACE HOLDING LLC                                                    | WR Grace Holdings LLC                                                               | CUSIP: 92943GAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     21000 | PA      | $20685.00     | 0.00%             | 2024-10-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| PENSKE AUTOMOTIVE GROUP                                                 | Penske Automotive Group Inc                                                         | CUSIP: 70959WAK9<br>LEI: 549300W7UTQ0M4C7LB15 | Long             | DBT              | CORP              | US        |     46000 | PA      | $37335.62     | 0.01%             | 2029-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                             | RRP METLIFE INC                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |  -2070000 | PA      | $-2070000.00  | -0.35%            |  |  |  | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                                                      | Vodafone Group PLC                                                                  | CUSIP: 92857WBU3<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    700000 | PA      | $533802.03    | 0.09%             | 2050-09-17      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Cloudera, Inc.                                                          | Cloudera, Inc. 2021 Second Lien Term Loan                                           | CUSIP: 74339VAE8<br>LEI: 549300PGONC4JOI0RG62 | Long             | LON              | CORP              | US        |    233641 | PA      | $194312.21    | 0.03%             | 2029-10-08      | Floating      | 10.38%                | No            |                  2 | On Loan: No      |
| GO DADDY OPCO/FINCO                                                     | Go Daddy Operating Co LLC / GD Finance Co Inc                                       | CUSIP: 38016LAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     27000 | PA      | $25554.42     | 0.00%             | 2027-12-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MH Sub I, LLC                                                           | MH Sub I, LLC 2020 Incremental Term Loan                                            | CUSIP: 45567YAL9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    206357 | PA      | $200240.87    | 0.03%             | 2024-09-13      | Floating      | 8.13%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                                                | Western Midstream Operating LP                                                      | CUSIP: 958254AL8<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |     69000 | PA      | $57268.10     | 0.01%             | 2048-08-15      | Fixed         | 5.50%                 | 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      | $57600.00     | 0.01%             | 2029-03-14      | Fixed         | 7.85%                 | No            |                  2 | On Loan: No      |
| 1011778 BC / NEW RED FIN                                                | 1011778 BC ULC / New Red Finance Inc                                                | CUSIP: 68245XAM1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    101000 | PA      | $81790.81     | 0.01%             | 2030-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CRESTWOOD MID PARTNER LP                                                | Crestwood Midstream Partners LP / Crestwood Midstream Finance Corp                  | CUSIP: 226373AQ1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     34000 | PA      | $31620.00     | 0.01%             | 2027-05-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| NOMURA SECURITIES INTERNATIONAL INC                                     | RRP ALBERTSONS                                                                      | CUSIP: 000000000<br>LEI: OXTKY6Q8X53C9ILVV871 | Short            | RA               | CORP              | US        |    -78138 | PA      | $-78137.50    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SCC POWER PLC                                                           | SCC Power PLC                                                                       | CUSIP: 78397YAB8<br>LEI: 529900IYGYC6VSDSDF37 | Long             | DBT              | CORP              | GB        |    244654 | PA      | $83366.98     | 0.01%             | 2028-12-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                                     | RRP UNITED AIRL                                                                     | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -301388 | PA      | $-301387.50   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| MURPHY OIL USA INC                                                      | Murphy Oil USA Inc                                                                  | CUSIP: 626738AE8<br>LEI: N32S6DTR2ZZ5222WHV58 | Long             | DBT              | CORP              | US        |     95000 | PA      | $86927.85     | 0.01%             | 2029-09-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CABLEVISION LIGHTPATH                                                   | Cablevision Lightpath LLC                                                           | CUSIP: 12687GAB5<br>LEI: 5493002ZVBLRLGES1R71 | Long             | DBT              | CORP              | US        |    400000 | PA      | $297170.86    | 0.05%             | 2028-09-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd                                                             | OCP CLO 2015-9 Ltd                                                                  | CUSIP: 67091YAY0<br>LEI: 254900XV0U0WEM36A370 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $239990.13    | 0.04%             | 2033-01-15      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| MIDWEST GMNG BOR/MWG FIN                                                | Midwest Gaming Borrower LLC / Midwest Gaming Finance Corp                           | CUSIP: 59833DAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    144000 | PA      | $122524.44    | 0.02%             | 2029-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ELANCO ANIMAL HEALTH INC                                                | Elanco Animal Health Inc                                                            | CUSIP: 28414HAG8<br>LEI: 549300SHPNDCE059M934 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1903.02      | 0.00%             | 2028-08-28      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                     | JPMorgan Chase & Co                                                                 | CUSIP: 48128BAF8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   3027000 | PA      | $2769495.23   | 0.47%             | 2024-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SVB FINANCIAL GROUP                                                     | SVB Financial Group                                                                 | CUSIP: 78486QAJ0<br>LEI: 549300D2KJ20JMXE7542 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1320040.04   | 0.22%             | 2026-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GUATEMALA                                                   | Guatemala Government Bond                                                           | CUSIP: 401494AV1<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |    200000 | PA      | $191850.00    | 0.03%             | 2029-08-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management                                             | RCKT Mortgage Trust 2022-2                                                          | CUSIP: 74938WAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1083313 | PA      | $902916.28    | 0.15%             | 2052-02-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| JP MORGAN SECURITIES LLC                                                | RRP HSBC HOLDIN                                                                     | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | Short            | RA               | CORP              | US        |   -202812 | PA      | $-202812.50   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Nokia OYJ                                                               | Nokia Oyj                                                                           | CUSIP: 654902AE5<br>LEI: 549300A0JPRWG1KI7U06 | Long             | DBT              | CORP              | FI        |     31000 | PA      | $29266.16     | 0.00%             | 2027-06-12      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| MHI Holdings,LLC                                                        | MHI Holdings,LLC Term Loan B                                                        | CUSIP: 55303YAC7<br>LEI: 549300XOWJ3ALVFU4F13 | Long             | LON              | CORP              | US        |    226760 | PA      | $224209.06    | 0.04%             | 2026-09-21      | Floating      | 9.38%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                           | Citigroup Inc                                                                       | CUSIP: 172967MU2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    105000 | PA      | $91467.60     | 0.02%             | 2025-12-10      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae REMICS                                                                   | CUSIP: 3136A6FA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    949735 | PA      | $191796.40    | 0.03%             | 2042-04-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                                   | Mexico Government International Bond                                                | CUSIP: 91087BAM2<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    269000 | PA      | $217352.00    | 0.04%             | 2031-05-24      | Fixed         | 2.66%                 | No            |                  2 | On Loan: No      |
| ABJA INVESTMENT CO                                                      | ABJA Investment Co Pte Ltd                                                          | CUSIP: 000000000<br>LEI: 254900E6OE5YJ9WCCU19 | Long             | DBT              | CORP              | SG        |    200000 | PA      | $193500.00    | 0.03%             | 2028-01-24      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOURC OPTG LLC                                                | Permian Resources Operating LLC                                                     | CUSIP: 15136AAA0<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |     95000 | PA      | $160407.50    | 0.03%             | 2028-04-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| NFP CORP                                                                | NFP Corp                                                                            | CUSIP: 65342RAF7<br>LEI: VO2L9FZNXDJNQNEYH039 | Long             | DBT              | CORP              | US        |     74000 | PA      | $69588.39     | 0.01%             | 2030-10-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                                    | Edison International                                                                | CUSIP: 281020AW7<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |     75000 | PA      | $78321.10     | 0.01%             | 2029-11-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                                     | RRP ENERGY TRAN                                                                     | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -313954 | PA      | $-313953.75   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Prodigy Finance Designated Activity Co                                  | Prodigy Finance CM2021-1 DAC                                                        | CUSIP: 742855AC3<br>LEI: 635400HTAZNW3LYYMQ40 | Long             | ABS-O            | CORP              | IE        |    250000 | PA      | $245681.98    | 0.04%             | 2051-07-25      | Floating      | 8.14%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                                                  | Credit Suisse Group AG                                                              | CUSIP: 000000000<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |    100000 | PA      | $106291.32    | 0.02%             | 2029-03-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| SABINE PASS LIQUEFACTION                                                | Sabine Pass Liquefaction LLC                                                        | CUSIP: 785592AY2<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100069.19    | 0.02%             | 2037-09-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| ATS CORP                                                                | ATS Corp                                                                            | CUSIP: 001940AC9<br>LEI: 5493005KP4RP3IU7HQ41 | Long             | DBT              | CORP              | CA        |     71000 | PA      | $61255.96     | 0.01%             | 2028-12-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                                      | Alternative Loan Trust 2006-OA21                                                    | CUSIP: 23245QAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    380243 | PA      | $299967.02    | 0.05%             | 2047-03-20      | Floating      | 4.54%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE INTERNATIONAL                                             | SWAP/CDSWAP/SCDS: (CMACG)                                                           | CUSIP: 000000000<br>LEI: E58DKGMJYYYJLN8C3868 | N/A              | DCR              |  | XX        |     40000 | OU      | $1524.34      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ANTERO RESOURCES CORP                                                   | Antero Resources Corp                                                               | CUSIP: 03674XAQ9<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | DBT              | CORP              | US        |     83000 | PA      | $83457.01     | 0.01%             | 2029-02-01      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| Baxalta Inc                                                             | Baxalta Inc                                                                         | CUSIP: 07177MAN3<br>LEI: 5493000JW8DCO3T45R55 | Long             | DBT              | CORP              | US        |    500000 | PA      | $477786.63    | 0.08%             | 2045-06-23      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| WMG ACQUISITION CORP                                                    | WMG Acquisition Corp                                                                | CUSIP: 92933BAQ7<br>LEI: 549300NAS11NXI33CP80 | Long             | DBT              | CORP              | US        |     37000 | PA      | $31869.93     | 0.01%             | 2030-07-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                     | American Tower Corp                                                                 | CUSIP: 03027XBW9<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    243000 | PA      | $216706.43    | 0.04%             | 2032-03-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                                     | RRP CHARTER COM                                                                     | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -788750 | PA      | $-788750.00   | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                                                | Republic of South Africa Government International Bond                              | CUSIP: 836205BA1<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    200000 | PA      | $177475.00    | 0.03%             | 2029-09-30      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| SCIENTIFIC GAMES INTERNA                                                | Scientific Games International Inc                                                  | CUSIP: 80874YBC3<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95391.00     | 0.02%             | 2028-05-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMER PIPELINE                                                | Plains All American Pipeline LP / PAA Finance Corp                                  | CUSIP: 72650RBN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    198000 | PA      | $172078.07    | 0.03%             | 2030-09-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| ROLLS-ROYCE PLC                                                         | Rolls-Royce PLC                                                                     | CUSIP: 77578JAC2<br>LEI: X57JK1U580XATGR67572 | Long             | DBT              | CORP              | GB        |   1000000 | PA      | $952500.00    | 0.16%             | 2027-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MIDCONTINENT COMM & FIN                                                 | Midcontinent Communications / Midcontinent Finance Corp                             | CUSIP: 59565XAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    108000 | PA      | $97781.54     | 0.02%             | 2027-08-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                     | CUSIP: 3140Q7X51<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7259987 | PA      | $6976875.84   | 1.19%             | 2047-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ARDAGH METAL PACKAGING                                                  | Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance PLC         | CUSIP: 03969YAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    200000 | PA      | $169889.03    | 0.03%             | 2028-09-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                                     | RRP ARAMARK SER                                                                     | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -299425 | PA      | $-299425.00   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| MFRA Trust                                                              | MFA 2021-NQM1 Trust                                                                 | CUSIP: 55283FAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2750000 | PA      | $1936983.95   | 0.33%             | 2065-04-25      | Variable      | 2.31%                 | No            |                  2 | On Loan: No      |
| Mileage Plus Holdings LLC                                               | Mileage Plus Holdings LLC 2020 Term Loan B                                          | CUSIP: 59921PAB2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    126470 | PA      | $129916.10    | 0.02%             | 2027-06-21      | Floating      | 10.00%                | No            |                  2 | On Loan: No      |
| REPUBLIC OF PERU                                                        | Peruvian Government International Bond                                              | CUSIP: 715638DP4<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    358000 | PA      | $261295.25    | 0.04%             | 2032-12-01      | Fixed         | 1.86%                 | No            |                  2 | On Loan: No      |
| COVANTA HOLDING CORP                                                    | Covanta Holding Corp                                                                | CUSIP: 22282EAJ1<br>LEI: 40XIFLS8XDQGGHGPGC04 | Long             | DBT              | CORP              | US        |     48000 | PA      | $38761.82     | 0.01%             | 2030-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JP MORGAN SECURITIES LLC                                                | RRP KINDER MORG                                                                     | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | Short            | RA               | CORP              | US        |  -1237250 | PA      | $-1237250.00  | -0.21%            |  |  |  | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                                     | RRP MAGALLANES                                                                      | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -428535 | PA      | $-428535.00   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                | J.P. Morgan Mortgage Trust 2022-INV3                                                | CUSIP: 46593FAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    786453 | PA      | $656473.16    | 0.11%             | 2052-09-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Suncor Energy Inc                                                       | Suncor Energy Inc                                                                   | CUSIP: 867229AE6<br>LEI: 549300W70ZOQDVLCHY06 | Long             | DBT              | CORP              | CA        |   1000000 | PA      | $1025479.05   | 0.17%             | 2038-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| DARLING INGREDIENTS INC                                                 | Darling Ingredients Inc                                                             | CUSIP: 237266AJ0<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | DBT              | CORP              | US        |    297000 | PA      | $290317.50    | 0.05%             | 2030-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PRIME SECSRVC BRW/FINANC                                                | Prime Security Services Borrower LLC / Prime Finance Inc                            | CUSIP: 74166MAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    172000 | PA      | $156547.52    | 0.03%             | 2028-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| 522 Funding CLO LTD                                                     | 522 Funding CLO 2019-4 Ltd                                                          | CUSIP: 33834WAG7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    600000 | PA      | $544367.64    | 0.09%             | 2030-04-20      | Floating      | 7.89%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY TRANSMISSION                                                | FirstEnergy Transmission LLC                                                        | CUSIP: 33767BAC3<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |    109000 | PA      | $88197.18     | 0.01%             | 2049-04-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP/US FIN                                                | Clarios Global LP / Clarios US Finance Co                                           | CUSIP: 69867DAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1774000 | PA      | $1732304.79   | 0.29%             | 2027-05-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| HUB INTERNATIONAL LTD                                                   | HUB International Ltd                                                               | CUSIP: 44332PAG6<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |     35000 | PA      | $30568.39     | 0.01%             | 2029-12-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                | Ford Motor Credit Co LLC                                                            | CUSIP: 345397B51<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    200000 | PA      | $165183.81    | 0.03%             | 2028-02-16      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| OWL ROCK CORE INCOME COR                                                | OWL Rock Core Income Corp                                                           | CUSIP: 69120VAM3<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |     31000 | PA      | $26379.85     | 0.00%             | 2026-09-23      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| OneMain Financial Issuance Trust                                        | OneMain Financial Issuance Trust 2020-A                                             | CUSIP: 68269LAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    900179 | PA      | $893614.41    | 0.15%             | 2032-05-14      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| KKR APPLE BIDCO, LLC                                                    | KKR Apple Bidco, LLC 2021 2nd Lien Term Loan                                        | CUSIP: 000000000<br>LEI: 2549001SCJD3WEYJFM53 | Long             | LON              | CORP              | US        |     18000 | PA      | $17305.74     | 0.00%             | 2029-09-21      | Floating      | 10.13%                | No            |                  2 | On Loan: No      |
| ASBURY AUTOMOTIVE GROUP                                                 | Asbury Automotive Group Inc                                                         | CUSIP: 043436AV6<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |     84000 | PA      | $70253.54     | 0.01%             | 2030-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                     | Petroleos Mexicanos                                                                 | CUSIP: 71654QDL3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    204162 | PA      | $191057.35    | 0.03%             | 2029-06-02      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES USA, INC.                                               | RRP MICROSOFT C                                                                     | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | Short            | RA               | CORP              | US        |  -3285000 | PA      | $-3285000.00  | -0.56%            |  |  |  | No            |                  2 | On Loan: No      |
| FISERV INC                                                              | Fiserv Inc                                                                          | CUSIP: 337738AV0<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    500000 | PA      | $405646.77    | 0.07%             | 2049-07-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                                        | CIFC Funding 2022-VII Ltd                                                           | CUSIP: 12569EAL1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    600000 | PA      | $587136.18    | 0.10%             | 2035-10-22      | Floating      | 9.56%                 | No            |                  2 | On Loan: No      |
| VEDANTA RESOURCES                                                       | Vedanta Resources Finance II PLC                                                    | CUSIP: 000000000<br>LEI: 8945002DGA3BBXO3N634 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $173412.50    | 0.03%             | 2024-01-21      | Fixed         | 13.88%                | No            |                  2 | On Loan: No      |
| FORTRESS TRANS & INFRAST                                                | Fortress Transportation and Infrastructure Investors LLC                            | CUSIP: 34960PAB7<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |     38000 | PA      | $35727.75     | 0.01%             | 2025-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS                                                 | Frontier Communications Holdings LLC                                                | CUSIP: 35908MAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    157000 | PA      | $123334.92    | 0.02%             | 2030-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                                     | RRP TENET HEALT                                                                     | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -175871 | PA      | $-175871.25   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Indonesia                                                   | Indonesia Government International Bond                                             | CUSIP: 455780CF1<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    500000 | PA      | $489312.50    | 0.08%             | 2028-04-24      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                                     | RRP FORD MOTOR                                                                      | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -287000 | PA      | $-287000.00   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| EQM MIDSTREAM PARTNERS L                                                | EQM Midstream Partners LP                                                           | CUSIP: 26885BAB6<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |     68000 | PA      | $60482.06     | 0.01%             | 2026-12-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                    | RRP FNMA 15YR U                                                                     | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | Short            | RA               | CORP              | US        |   -200643 | PA      | $-200642.52   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Stevens Holding Co Inc                                                  | Stevens Holding Co Inc                                                              | CUSIP: 86024TAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     90000 | PA      | $90225.00     | 0.02%             | 2026-10-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| KAISER ALUMINUM CORP                                                    | Kaiser Aluminum Corp                                                                | CUSIP: 483007AJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    119000 | PA      | $103842.46    | 0.02%             | 2028-03-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| FANTASIA HOLDINGS GROUP                                                 | Fantasia Holdings Group Co Ltd                                                      | CUSIP: 000000000<br>LEI: 5493005JQNLB3I01JW62 | Long             | DBT              | CORP              | KY        |    307000 | PA      | $23792.50     | 0.00%             | 2023-01-09      | Fixed         | 10.88%                | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                                     | RRP LIVE NATION                                                                     | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -378125 | PA      | $-378125.00   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| NOVELIS CORP                                                            | Novelis Corp                                                                        | CUSIP: 670001AH9<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |    528000 | PA      | $431055.20    | 0.07%             | 2031-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                                                   | Uber Technologies Inc                                                               | CUSIP: 90353TAC4<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    265000 | PA      | $265912.06    | 0.05%             | 2026-11-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                                                    | SWAP/CDSWAP/SCDS: (COFP)                                                            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              |  | XX        |     10000 | OU      | $-512.70      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sirius XM Radio Inc                                                     | Sirius XM Radio Inc                                                                 | CUSIP: 82967NBA5<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |    261000 | PA      | $241258.25    | 0.04%             | 2027-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EQM MIDSTREAM PARTNERS L                                                | EQM Midstream Partners LP                                                           | CUSIP: 26885BAK6<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |     13000 | PA      | $10919.05     | 0.00%             | 2029-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Lealand Finance Company B.V.                                            | Lealand Finance Company B.V. 2020 Make Whole Term Loan                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | NL        |      8354 | PA      | $5221.38      | 0.00%             | 2024-06-28      | Floating      | 7.38%                 | No            |                  2 | On Loan: No      |
| MICROSTRATEGY INC                                                       | MicroStrategy Inc                                                                   | CUSIP: 594972AF8<br>LEI: 549300WQTWEJUEHXQX21 | Long             | DBT              | CORP              | US        |    305000 | PA      | $218090.25    | 0.04%             | 2028-06-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                     | CUSIP: 3140X4XF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2152258 | PA      | $2067097.44   | 0.35%             | 2034-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES USA, INC.                                               | RRP FNMA 30YR U                                                                     | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | Short            | RA               | CORP              | US        |  -1945880 | PA      | $-1945879.98  | -0.33%            |  |  |  | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                                       | Kinder Morgan Inc                                                                   | CUSIP: 49456BAJ0<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1187348.74   | 0.20%             | 2046-02-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                                     | RRP FORTRESS TR                                                                     | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -132162 | PA      | $-132162.50   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| FIVE CORNERS FUNDING TRS                                                | Five Corners Funding Trust                                                          | CUSIP: 33829TAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2050000 | PA      | $2032341.85   | 0.35%             | 2023-11-15      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| SABRE GLBL INC                                                          | Sabre GLBL Inc                                                                      | CUSIP: 78573NAF9<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |     64000 | PA      | $61506.56     | 0.01%             | 2025-09-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                                 | Romanian Government International Bond                                              | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    226000 | PA      | $166215.25    | 0.03%             | 2031-07-16      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| PT Pertamina (Persero)                                                  | Pertamina Persero PT                                                                | CUSIP: 69370RAD9<br>LEI: 254900NDAKGNZ2IBBL45 | Long             | DBT              | CORP              | ID        |    239000 | PA      | $218113.79    | 0.04%             | 2029-07-30      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| CD&R SMOKEY BUYER INC                                                   | CD&R Smokey Buyer Inc                                                               | CUSIP: 12510CAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    173000 | PA      | $148454.76    | 0.03%             | 2025-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                                     | RRP CVS HEALTH                                                                      | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |  -1698082 | PA      | $-1698082.50  | -0.29%            |  |  |  | No            |                  2 | On Loan: No      |
| Bombardier Inc                                                          | Bombardier Inc                                                                      | CUSIP: 097751BT7<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    395000 | PA      | $383140.46    | 0.07%             | 2027-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| MURPHY OIL CORP                                                         | Murphy Oil Corp                                                                     | CUSIP: 626717AM4<br>LEI: QBKYQD0ODE7DC7PDIN91 | Long             | DBT              | CORP              | US        |     40000 | PA      | $38491.60     | 0.01%             | 2027-12-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                                     | RRP VMED O2 UK                                                                      | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -163800 | PA      | $-163800.00   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| BX Trust                                                                | BX Trust 2021-LBA                                                                   | CUSIP: 05609BCD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1690000 | PA      | $1606323.54   | 0.27%             | 2036-02-15      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                       | HSBC Holdings PLC                                                                   | CUSIP: 404280BP3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1090000 | PA      | $1003258.17   | 0.17%             | 2028-03-23      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MATTAMY GROUP CORP                                                      | Mattamy Group Corp                                                                  | CUSIP: 57701RAM4<br>LEI: 5493008TNY7A82WCXU31 | Long             | DBT              | CORP              | CA        |    135000 | PA      | $109412.67    | 0.02%             | 2030-03-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| MPT OPER PARTNERSP/FINL                                                 | MPT Operating Partnership LP / MPT Finance Corp                                     | CUSIP: 55342UAM6<br>LEI: N/A                  | Long             | DBT              |  | US        |    889000 | PA      | $609394.91    | 0.10%             | 2031-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BOYD GAMING CORP                                                        | Boyd Gaming Corp                                                                    | CUSIP: 103304BV2<br>LEI: 254900787YGRYS2A1Z35 | Long             | DBT              | CORP              | US        |    219000 | PA      | $190530.00    | 0.03%             | 2031-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PERFORMANCE FOOD GROUP I                                                | Performance Food Group Inc                                                          | CUSIP: 69346VAA7<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |     28000 | PA      | $26408.62     | 0.00%             | 2027-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| eG Global Finance PLC                                                   | eG Global Finance PLC                                                               | CUSIP: 28228PAA9<br>LEI: 549300TL8Q5207VYET27 | Long             | DBT              | CORP              | GB        |    241000 | PA      | $210400.23    | 0.04%             | 2025-02-07      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS                                                | Cheniere Energy Partners LP                                                         | CUSIP: 16411QAG6<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    870000 | PA      | $782322.65    | 0.13%             | 2029-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                                                    | SWAP/CDSWAP/SCDS: (ADLERR)                                                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              |  | XX        |      5545 | OU      | $-1432.37     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Apache Corp                                                             | Apache Corp                                                                         | CUSIP: 037411AW5<br>LEI: 72ZZ1XRHOOU9P9X16K08 | Long             | DBT              | CORP              | US        |    202000 | PA      | $167399.93    | 0.03%             | 2040-09-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Peloton Interactive, Inc                                                | Peloton Interactive, Inc Term Loan                                                  | CUSIP: 70614EAD2<br>LEI: 5493002YS021166W0339 | Long             | LON              | CORP              | US        |     70645 | PA      | $69290.74     | 0.01%             | 2027-05-25      | Variable      | 11.76%                | No            |                  2 | On Loan: No      |
| SOLIS IV BV                                                             | Solis IV BV USD Term Loan B1                                                        | CUSIP: 000000000<br>LEI: 529900811T142NS3H544 | Long             | LON              | CORP              | US        |    146632 | PA      | $128433.94    | 0.02%             | 2029-02-26      | Variable      | 7.86%                 | No            |                  2 | On Loan: No      |
| CLEAN HARBORS INC                                                       | Clean Harbors Inc                                                                   | CUSIP: 184496AP2<br>LEI: 5493000SJVZVZJKHJF48 | Long             | DBT              | CORP              | US        |     78000 | PA      | $72341.24     | 0.01%             | 2029-07-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| COMSTOCK RESOURCES INC                                                  | Comstock Resources Inc                                                              | CUSIP: 205768AS3<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |    472000 | PA      | $425980.00    | 0.07%             | 2029-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ADT SEC CORP                                                            | ADT Security Corp/The                                                               | CUSIP: 74166NAA2<br>LEI: 5493009JEEDYLVRA0J13 | Long             | DBT              | CORP              | US        |     29000 | PA      | $24645.04     | 0.00%             | 2032-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC / FIN INC                                                  | Acrisure LLC / Acrisure Finance Inc                                                 | CUSIP: 00489LAH6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    140000 | PA      | $114412.20    | 0.02%             | 2029-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TALLGRASS NRG PRTNR/FIN                                                 | Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp                        | CUSIP: 87470LAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     24000 | PA      | $21284.16     | 0.00%             | 2028-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ARDAGH METAL PACKAGING                                                  | Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance PLC         | CUSIP: 03969YAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    372000 | PA      | $364167.61    | 0.06%             | 2027-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BCPE Empire Holdings, Inc.                                              | BCPE Empire Holdings, Inc. 2022 Incremental Term Loan                               | CUSIP: 05550HAL9<br>LEI: 549300O2G0VI2955B626 | Long             | LON              | CORP              | US        |     26798 | PA      | $25993.58     | 0.00%             | 2026-06-11      | Variable      | 9.05%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Equity Loan Trust                                      | CWHEQ Revolving Home Equity Loan Trust Series 2006-I                                | CUSIP: 12668FAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1167240 | PA      | $1071509.00   | 0.18%             | 2037-01-15      | Floating      | 4.46%                 | No            |                  2 | On Loan: No      |
| APX GROUP INC                                                           | APX Group Inc                                                                       | CUSIP: 00213MAW4<br>LEI: 549300OMQVKPRU98OE64 | Long             | DBT              | CORP              | US        |    181000 | PA      | $149901.81    | 0.03%             | 2029-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| H.B. FULLER CO                                                          | HB Fuller Co                                                                        | CUSIP: 40410KAA3<br>LEI: JSMX3Z5FOYM8V0Q52357 | Long             | DBT              | CORP              | US        |     74000 | PA      | $65490.00     | 0.01%             | 2028-10-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                                                | Madison Park Funding LXII Ltd                                                       | CUSIP: 55817HAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    760000 | PA      | $756320.16    | 0.13%             | 2033-07-17      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| Long Beach Mortgage Loan Trust                                          | Long Beach Mortgage Loan Trust 2006-8                                               | CUSIP: 54251UAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6187514 | PA      | $1737762.69   | 0.30%             | 2036-09-25      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| TD SECURITIES USA LLC                                                   | RRP BURLINGTON                                                                      | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -684144 | PA      | $-684143.75   | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                             | SWP: OIS 3.526500 10-NOV-2052                                                       | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   3200000 | OU      | $186314.20    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                    | RRP FNMA 22 25F                                                                     | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | Short            | RA               | CORP              | US        | -13206574 | PA      | $-13206573.74 | -2.25%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                             | RRP TREASURY BO                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        | -52036500 | PA      | $-52036500.00 | -8.85%            |  |  |  | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                                                | CHS/Community Health Systems Inc                                                    | CUSIP: 12543DBM1<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    303000 | PA      | $228473.26    | 0.04%             | 2030-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                                          | Bombardier Inc                                                                      | CUSIP: 097751BX8<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    667000 | PA      | $616788.23    | 0.10%             | 2028-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                    | RRP FNMA 15YR U                                                                     | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | Short            | RA               | CORP              | US        |  -1393274 | PA      | $-1393273.88  | -0.24%            |  |  |  | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                               | Uniform Mortgage-Backed Security, TBA                                               | CUSIP: 01F042624<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   4800000 | PA      | $4618642.70   | 0.79%             | 2053-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CHARLES RIVER LABORATORI                                                | Charles River Laboratories International Inc                                        | CUSIP: 159864AG2<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | DBT              | CORP              | US        |     23000 | PA      | $20341.20     | 0.00%             | 2029-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| LMIRT CAPITAL PTE LTD                                                   | LMIRT Capital Pte Ltd                                                               | CUSIP: 000000000<br>LEI: 5493009IDXHZSVD2BI70 | Long             | DBT              |  | SG        |    250000 | PA      | $165000.00    | 0.03%             | 2024-06-19      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                                    | OneMain Finance Corp                                                                | CUSIP: 682691AB6<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    206000 | PA      | $170561.82    | 0.03%             | 2027-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Nabors Industries Inc                                                   | Nabors Industries Inc                                                               | CUSIP: 62957HAF2<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |    468000 | PA      | $446289.48    | 0.08%             | 2025-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| LUMEN TECHNOLOGIES INC                                                  | Lumen Technologies Inc                                                              | CUSIP: 156700BC9<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |    718000 | PA      | $608470.90    | 0.10%             | 2027-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FERTITTA ENTERTAINMENT                                                  | Fertitta Entertainment LLC / Fertitta Entertainment Finance Co Inc                  | CUSIP: 31556TAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     46000 | PA      | $37103.60     | 0.01%             | 2030-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                    | RRP FHLMC 30YR                                                                      | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | Short            | RA               | CORP              | US        |  -1631584 | PA      | $-1631583.76  | -0.28%            |  |  |  | No            |                  2 | On Loan: No      |
| Octagon Investment Partners 54 Ltd                                      | Octagon 54 Ltd                                                                      | CUSIP: 67577FAJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $231309.23    | 0.04%             | 2034-07-15      | Floating      | 7.13%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                                   | Level 3 Financing Inc                                                               | CUSIP: 527298BR3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    454000 | PA      | $357615.80    | 0.06%             | 2028-07-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                                     | Citigroup Commercial Mortgage Trust 2020-420K                                       | CUSIP: 17328QAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    270000 | PA      | $198150.49    | 0.03%             | 2042-11-10      | Variable      | 3.31%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                     | CUSIP: 3138AMUJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    761585 | PA      | $752793.34    | 0.13%             | 2041-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BWX TECHNOLOGIES INC                                                    | BWX Technologies Inc                                                                | CUSIP: 05605HAB6<br>LEI: 549300NP85N265KWMS58 | Long             | DBT              | CORP              | US        |    181000 | PA      | $162673.75    | 0.03%             | 2028-06-30      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| New Arclin U.S. Holding Corp.                                           | New Arclin U.S. Holding Corp. 2021 Term Loan                                        | CUSIP: 03880YAC8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    109866 | PA      | $96187.74     | 0.02%             | 2028-09-30      | Floating      | 8.13%                 | No            |                  2 | On Loan: No      |
| VZ SECURED FINANCING BV                                                 | VZ Secured Financing BV                                                             | CUSIP: 000000000<br>LEI: 549300MG611MYCOWY949 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $83495.06     | 0.01%             | 2032-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MSCI INC                                                                | MSCI Inc                                                                            | CUSIP: 55354GAH3<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |     51000 | PA      | $44422.78     | 0.01%             | 2029-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                                                | Republic of South Africa Government International Bond                              | CUSIP: 836205BC7<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    200000 | PA      | $179750.00    | 0.03%             | 2032-04-20      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| MSCI INC                                                                | MSCI Inc                                                                            | CUSIP: 55354GAL4<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |     14000 | PA      | $11639.95     | 0.00%             | 2031-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Cold Storage Trust                                                      | Cold Storage Trust 2020-ICE5                                                        | CUSIP: 193051AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    237884 | PA      | $231313.16    | 0.04%             | 2037-11-15      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| Republic of Colombia                                                    | Colombia Government International Bond                                              | CUSIP: 195325CX1<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    300000 | PA      | $281587.50    | 0.05%             | 2026-01-28      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                | J.P. Morgan Mortgage Trust 2022-DSC1                                                | CUSIP: 46656AAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    503886 | PA      | $477211.65    | 0.08%             | 2063-01-25      | Variable      | 4.75%                 | No            |                  3 | On Loan: No      |
| Waste Pro USA Inc                                                       | Waste Pro USA Inc                                                                   | CUSIP: 94107JAA1<br>LEI: 549300BY1QXU5BI3UF28 | Long             | DBT              | CORP              | US        |    509000 | PA      | $449497.90    | 0.08%             | 2026-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Discovery Purchaser Corporation                                         | Discovery Purchaser Corporation Term Loan                                           | CUSIP: 000000000<br>LEI: 2549001LSO1ZBIPA5D65 | Long             | LON              | CORP              | US        |    362000 | PA      | $329148.50    | 0.06%             | 2029-10-04      | Variable      | 8.96%                 | No            |                  2 | On Loan: No      |
| AVIANCA MIDCO 2 PLC                                                     | Avianca Midco 2 PLC                                                                 | CUSIP: 05368PAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    150376 | PA      | $109774.48    | 0.02%             | 2028-12-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                                             | Equinix Inc                                                                         | CUSIP: 29444UBE5<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              |  | US        |    151000 | PA      | $131433.61    | 0.02%             | 2029-11-18      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| TCW Gem Ltd                                                             | TCW CLO 2020-1 Ltd                                                                  | CUSIP: 87190CBE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $227852.00    | 0.04%             | 2034-04-20      | Floating      | 7.64%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Pool                                                                    | CUSIP: 3133WJWS4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    379208 | PA      | $377455.69    | 0.06%             | 2037-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                                     | RRP MOLINA HEAL                                                                     | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |    -38431 | PA      | $-38431.25    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| VIDEOTRON LTD                                                           | Videotron Ltd                                                                       | CUSIP: 92660FAN4<br>LEI: 549300LW4GNJRBECSD81 | Long             | DBT              | CORP              | CA        |    178000 | PA      | $149965.00    | 0.03%             | 2029-06-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Galaxy CLO Ltd                                                          | Galaxy XX CLO Ltd                                                                   | CUSIP: 36320MAQ1<br>LEI: 549300S1CAKZT00VQL17 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $235605.28    | 0.04%             | 2031-04-20      | Floating      | 5.99%                 | No            |                  2 | On Loan: No      |
| NOMURA SECURITIES INTERNATIONAL INC                                     | RRP BOMBARDIER                                                                      | CUSIP: 000000000<br>LEI: OXTKY6Q8X53C9ILVV871 | Short            | RA               | CORP              | US        |   -811102 | PA      | $-811102.50   | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| Elmwood CLO 21 Ltd                                                      | Elmwood CLO 21 Ltd                                                                  | CUSIP: 289907AJ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $497025.55    | 0.08%             | 2035-11-20      | Floating      | 8.42%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                                  | CCO Holdings LLC / CCO Holdings Capital Corp                                        | CUSIP: 1248EPCQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    492000 | PA      | $398864.40    | 0.07%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                                                   | GFL Environmental Inc                                                               | CUSIP: 36168QAF1<br>LEI: 549300FYK4MBXWIVZU26 | Long             | DBT              | CORP              | CA        |    139000 | PA      | $132926.75    | 0.02%             | 2026-12-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                                    | OneMain Finance Corp                                                                | CUSIP: 85172FAR0<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     42000 | PA      | $34351.82     | 0.01%             | 2029-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                                    | OneMain Finance Corp                                                                | CUSIP: 85172FAN9<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    150000 | PA      | $142632.00    | 0.02%             | 2026-03-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| Planview Parent, Inc.                                                   | Planview Parent, Inc. 2nd Lien Term Loan                                            | CUSIP: 000000000<br>LEI: 549300SEALM1D9FKMA32 | Long             | LON              | CORP              | US        |    103000 | PA      | $91155.00     | 0.02%             | 2028-12-18      | Floating      | 11.98%                | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                             | SWP: USD 1.593500 12-OCT-2031                                                       | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |  26700000 | OU      | $-4625487.09  | -0.79%            |  |  |  | No            |                  2 | On Loan: No      |
| TK ELEVATOR MIDCO GMBH                                                  | TK Elevator Midco GmbH                                                              | CUSIP: 000000000<br>LEI: 254900K869UN2ZWVB351 | Long             | DBT              | CORP              | DE        |    200000 | PA      | $189405.33    | 0.03%             | 2027-07-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                            | Broadcom Inc                                                                        | CUSIP: 11135FAS0<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    466000 | PA      | $410704.75    | 0.07%             | 2032-11-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| THAMES WATER KEMBLE FINA                                                | Thames Water Kemble Finance PLC                                                     | CUSIP: 000000000<br>LEI: 213800S7UU2MQXYJQO60 | Long             | DBT              | CORP              | GB        |    168000 | PA      | $171228.35    | 0.03%             | 2026-05-19      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                                                | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                      | CUSIP: 01883LAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1035000 | PA      | $926974.63    | 0.16%             | 2027-10-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL                                      | SWAP/CDSWAP/SCDS: (TTMTIN)                                                          | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              |  | XX        |     25000 | OU      | $-3782.52     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Mattel Inc                                                              | Mattel Inc                                                                          | CUSIP: 577081AW2<br>LEI: 549300VELLG24KHTJ564 | Long             | DBT              | CORP              | US        |    149000 | PA      | $121284.70    | 0.02%             | 2041-11-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| LCM INVESTMENTS HOLDINGS                                                | LCM Investments Holdings II LLC                                                     | CUSIP: 50190EAA2<br>LEI: 549300P5V78NNQTG4428 | Long             | DBT              | CORP              | US        |    182000 | PA      | $145743.52    | 0.02%             | 2029-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| MATCH GROUP HLD II LLC                                                  | Match Group Holdings II LLC                                                         | CUSIP: 57667JAA0<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |    247000 | PA      | $189415.41    | 0.03%             | 2031-10-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| BALL CORP                                                               | Ball Corp                                                                           | CUSIP: 058498AW6<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |     25000 | PA      | $19953.00     | 0.00%             | 2030-08-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| CNX RESOURCES CORP                                                      | CNX Resources Corp                                                                  | CUSIP: 12653CAJ7<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |     74000 | PA      | $68090.66     | 0.01%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                      | Union Pacific Corp                                                                  | CUSIP: 907818FG8<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    800000 | PA      | $617985.28    | 0.11%             | 2060-03-20      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| LIBERTY BROADBAND CORP                                                  | Liberty Broadband Corp                                                              | CUSIP: 530307AA5<br>LEI: 549300MIX43II8JLN536 | Long             | DBT              | CORP              | US        |    379000 | PA      | $369127.71    | 0.06%             | 2050-09-30      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| HEALTHEQUITY INC                                                        | HealthEquity Inc                                                                    | CUSIP: 42226AAA5<br>LEI: 529900LRJU1RAFQHM467 | Long             | DBT              | CORP              | US        |    288000 | PA      | $251683.20    | 0.04%             | 2029-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BOOZ ALLEN HAMILTON INC                                                 | Booz Allen Hamilton Inc                                                             | CUSIP: 09951LAA1<br>LEI: 549300D7XCH2480XU542 | Long             | DBT              | CORP              | US        |    137000 | PA      | $121376.88    | 0.02%             | 2028-09-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Foundation Building Materials Holding Company LLC                       | Foundation Building Materials Holding Company LLC 2021 Term Loan                    | CUSIP: 35039KAB2<br>LEI: 549300ZVE6MONHB01I28 | Long             | LON              | CORP              | US        |     67999 | PA      | $64207.90     | 0.01%             | 2028-01-31      | Floating      | 7.66%                 | No            |                  2 | On Loan: No      |
| RANGE RESOURCES CORP                                                    | Range Resources Corp                                                                | CUSIP: 75281ABK4<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | DBT              | CORP              | US        |     12000 | PA      | $10573.29     | 0.00%             | 2030-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ATHENAHEALTH GROUP INC                                                  | AthenaHealth Group Inc                                                              | CUSIP: 60337JAA4<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | DBT              | CORP              | US        |   1048000 | PA      | $772304.91    | 0.13%             | 2030-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| LADDER CAP FIN LLLP/CORP                                                | Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp                  | CUSIP: 505742AM8<br>LEI: N/A                  | Long             | DBT              |  | US        |     42000 | PA      | $35281.23     | 0.01%             | 2027-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| NUSTAR LOGISTICS LP                                                     | NuStar Logistics LP                                                                 | CUSIP: 67059TAH8<br>LEI: N62BF2PKP51FIIOIUN20 | Long             | DBT              | CORP              | US        |     17000 | PA      | $15719.30     | 0.00%             | 2030-10-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| OMAN GOV INTERNTL BOND                                                  | Oman Government International Bond                                                  | CUSIP: 000000000<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |    200000 | PA      | $186162.50    | 0.03%             | 2048-01-17      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| STAR ENERGY GEOTHERMAL                                                  | Star Energy Geothermal Wayang Windu Ltd                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | VG        |    210808 | PA      | $198857.82    | 0.03%             | 2033-04-24      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust                                      | Ellington Financial Mortgage Trust 2021-2                                           | CUSIP: 31572LAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    220634 | PA      | $169700.92    | 0.03%             | 2066-06-25      | Variable      | 0.93%                 | No            |                  2 | On Loan: No      |
| SK INVICTUS INTERMEDIATE                                                | SK Invictus Intermediate II Sarl                                                    | CUSIP: 29977LAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    372000 | PA      | $305040.00    | 0.05%             | 2029-10-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CITIBANK NA                                                             | SWAP/CDSWAP/SCDS: (ADLERR)                                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              |  | XX        |      2649 | OU      | $-684.28      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                                        | Altice France SA/France                                                             | CUSIP: 02156LAF8<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |    544000 | PA      | $407860.30    | 0.07%             | 2029-07-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                                              | Navient Private Education Refi Loan Trust 2021-D                                    | CUSIP: 63942CAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    440000 | PA      | $372570.84    | 0.06%             | 2060-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| STILLWATER MINING CO                                                    | Stillwater Mining Co                                                                | CUSIP: 000000000<br>LEI: 6354007DPCY4ZN2MRR73 | Long             | DBT              | CORP              | US        |    200000 | PA      | $175787.50    | 0.03%             | 2026-11-16      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                          | NRG Energy Inc                                                                      | CUSIP: 629377CR1<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    215000 | PA      | $163442.47    | 0.03%             | 2031-02-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| HUNGARY                                                                 | Hungary Government International Bond                                               | CUSIP: 445545AP1<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    200000 | PA      | $190162.50    | 0.03%             | 2029-06-16      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Republic of Colombia                                                    | Colombia Government International Bond                                              | CUSIP: 195325DL6<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    200000 | PA      | $176537.50    | 0.03%             | 2027-04-25      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                                                  | VICI Properties LP / VICI Note Co Inc                                               | CUSIP: 92564RAG0<br>LEI: N/A                  | Long             | DBT              |  | US        |     33000 | PA      | $31638.75     | 0.01%             | 2025-06-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                                | Occidental Petroleum Corp                                                           | CUSIP: 674599DL6<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     44000 | PA      | $45275.56     | 0.01%             | 2046-03-15      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| RegionalCare Hospital Partners Holdings, Inc.                           | RegionalCare Hospital Partners Holdings, Inc. 2018 Term Loan B                      | CUSIP: 75915TAD4<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | LON              | CORP              | US        |     76474 | PA      | $71923.67     | 0.01%             | 2025-11-16      | Floating      | 8.16%                 | No            |                  2 | On Loan: No      |
| LIVE NATION ENTERTAINMEN                                                | Live Nation Entertainment Inc                                                       | CUSIP: 538034AR0<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |    339000 | PA      | $301820.18    | 0.05%             | 2027-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES USA, INC.                                               | RRP FNMA 40YR R                                                                     | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | Short            | RA               | CORP              | US        |  -2896394 | PA      | $-2896394.26  | -0.49%            |  |  |  | No            |                  2 | On Loan: No      |
| NORTHWEST FIBER LLC/NORT                                                | Northwest Fiber LLC / Northwest Fiber Finance Sub Inc                               | CUSIP: 667449AD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    328000 | PA      | $288594.96    | 0.05%             | 2027-04-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FMR LLC                                                                 | FMR LLC                                                                             | CUSIP: 30251BAD0<br>LEI: 6X064LF7Y6B4DKF2GZ26 | Long             | DBT              | CORP              | US        |   2300000 | PA      | $2133965.48   | 0.36%             | 2033-02-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| RAPTOR ACQ/RAPTOR CO-ISS                                                | Raptor Acquisition Corp / Raptor Co-Issuer LLC                                      | CUSIP: 75383KAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    121000 | PA      | $107496.43    | 0.02%             | 2026-11-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FIN USA PLC                                                   | Rio Tinto Finance USA PLC                                                           | CUSIP: 76720AAD8<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $373039.69    | 0.06%             | 2042-03-22      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                                     | RRP MPH ACQUISI                                                                     | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |    -89655 | PA      | $-89655.00    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                     | CUSIP: 3140QQJB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2247468 | PA      | $2260307.09   | 0.38%             | 2037-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WEATHERFORD INTERNATIONA                                                | Weatherford International Ltd                                                       | CUSIP: 947075AU1<br>LEI: 549300A2JKMG5PGOGF82 | Long             | DBT              | CORP              | BM        |    220000 | PA      | $211267.81    | 0.04%             | 2030-04-30      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| K HOVNANIAN ENTERPRISES                                                 | K Hovnanian Enterprises Inc                                                         | CUSIP: 48251UAF5<br>LEI: 549300JJCQ0KAI7CJG32 | Long             | DBT              | CORP              | US        |    147000 | PA      | $141120.00    | 0.02%             | 2026-02-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| AIR LIQUIDE FINANCE                                                     | Air Liquide Finance SA                                                              | CUSIP: 00913RAE6<br>LEI: 549300YGXL5Z3R14K812 | Long             | DBT              | CORP              | FR        |    360000 | PA      | $274299.28    | 0.05%             | 2046-09-27      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TD SECURITIES USA LLC                                                   | RRP PRUDENTIAL                                                                      | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |  -1627031 | PA      | $-1627031.25  | -0.28%            |  |  |  | No            |                  2 | On Loan: No      |
| Palmer Square CLO Ltd                                                   | Palmer Square CLO 2015-2 Ltd                                                        | CUSIP: 69689CBC9<br>LEI: 549300PACXK2KP6J2T91 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $230259.78    | 0.04%             | 2030-07-20      | Floating      | 6.99%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                                        | CIFC Funding 2015-I Ltd                                                             | CUSIP: 12548MBF1<br>LEI: 5493001TP5YQV9X08Z14 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $986992.60    | 0.17%             | 2031-01-22      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                            | Barclays PLC                                                                        | CUSIP: 06738EBT1<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    310000 | PA      | $236375.00    | 0.04%             | 2028-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                            | Broadcom Inc                                                                        | CUSIP: 11135FBH3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    120000 | PA      | $94514.26     | 0.02%             | 2031-02-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Banff Merger Sub Inc                                                    | Banff Merger Sub Inc 2021 USD 2nd Lien Term Loan                                    | CUSIP: 000000000<br>LEI: 5493006T045HLTF7YX04 | Long             | LON              | CORP              | US        |    279000 | PA      | $255982.50    | 0.04%             | 2026-02-27      | Floating      | 9.88%                 | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                                     | RRP AIR CANADA                                                                      | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -225990 | PA      | $-225990.00   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Yanlord Land HK Co Ltd                                                  | Yanlord Land HK Co Ltd                                                              | CUSIP: 000000000<br>LEI: 549300O56H3950RDWG19 | Long             | DBT              | CORP              | HK        |    250000 | PA      | $247500.00    | 0.04%             | 2023-04-23      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                                      | Ukraine Government International Bond                                               | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    385000 | PA      | $79839.38     | 0.01%             | 2027-09-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                                                   | Duke Energy Carolinas LLC                                                           | CUSIP: 26442CAB0<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |   1675000 | PA      | $1755641.59   | 0.30%             | 2038-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| COMMSCOPE INC                                                           | CommScope Inc                                                                       | CUSIP: 203372AV9<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |    171000 | PA      | $122242.57    | 0.02%             | 2028-07-01      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                | Charter Communications Operating LLC / Charter Communications Operating Capital     | CUSIP: 161175BT0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $725949.06    | 0.12%             | 2050-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE HOLDING SA                                                | Altice France Holding SA                                                            | CUSIP: 02156TAB0<br>LEI: 5299000JVHXKJPOE6H40 | Long             | DBT              | CORP              | LU        |    688000 | PA      | $524600.00    | 0.09%             | 2027-05-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| HSBC SECURITIES USA, INC.                                               | RRP FNMA 30YR                                                                       | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | Short            | RA               | CORP              | US        |  -6761493 | PA      | $-6761492.99  | -1.15%            |  |  |  | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                                                | Thermo Fisher Scientific Inc                                                        | CUSIP: 883556BG6<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1006807.15   | 0.17%             | 2044-02-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                      | Energy Transfer LP                                                                  | CUSIP: 29273VAQ3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    130000 | PA      | $127186.80    | 0.02%             | 2033-02-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CNX RESOURCES CORP                                                      | CNX Resources Corp                                                                  | CUSIP: 12653CAK4<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |    149000 | PA      | $142815.01    | 0.02%             | 2031-01-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                  | UnitedHealth Group Inc                                                              | CUSIP: 91324PAR3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1845869.69   | 0.31%             | 2036-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| LAMB WESTON HLD                                                         | Lamb Weston Holdings Inc                                                            | CUSIP: 513272AE4<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |    103000 | PA      | $89991.10     | 0.02%             | 2032-01-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                                                | Neuberger Berman CLO XXII Ltd                                                       | CUSIP: 64131BAH6<br>LEI: 549300FFV1EYI8ON7P41 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $242578.23    | 0.04%             | 2030-10-17      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| Apidos CLO                                                              | Apidos CLO XXVII                                                                    | CUSIP: 03767JAF2<br>LEI: 549300EW146C7Q4UV387 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $247140.70    | 0.04%             | 2030-07-17      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| NATIONSTAR MTG HLD INC                                                  | Nationstar Mortgage Holdings Inc                                                    | CUSIP: 63861CAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     69000 | PA      | $53291.28     | 0.01%             | 2030-12-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Trestles CLO LTD                                                        | TRESTLES CLO 2017-1 Ltd                                                             | CUSIP: 89531FAU1<br>LEI: 254900QSBDX181YYBH38 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $232319.25    | 0.04%             | 2032-04-25      | Floating      | 7.26%                 | No            |                  2 | On Loan: No      |
| Palmer Square Loan Funding Ltd                                          | Palmer Square Loan Funding 2020-1 Ltd                                               | CUSIP: 69701EAG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $244049.38    | 0.04%             | 2028-02-20      | Floating      | 7.18%                 | No            |                  2 | On Loan: No      |
| NBK TIER 1 FNC LTD                                                      | NBK Tier 1 Ltd                                                                      | CUSIP: 62879NAA5<br>LEI: 5493000G4QCCEE8YHF19 | Long             | DBT              | CORP              | AE        |    209000 | PA      | $181934.50    | 0.03%             | 2026-08-24      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| LCPR SR SECURED FIN DAC                                                 | LCPR Senior Secured Financing DAC                                                   | CUSIP: 50201DAD5<br>LEI: 549300LE5FM8IKMXSP90 | Long             | DBT              | CORP              | IE        |    673000 | PA      | $557518.69    | 0.09%             | 2029-07-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES USA, INC.                                               | RRP LIMA METRO                                                                      | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | Short            | RA               | CORP              | US        |  -4318750 | PA      | $-4318750.00  | -0.73%            |  |  |  | No            |                  2 | On Loan: No      |
| Osaka Exchange                                                          | JPN 10Y BOND(OSE) MAR23                                                             | CUSIP: 000000000<br>LEI: 3538001249AILNPRUX57 | N/A              | DIR              |  | JP        |       -41 | NC      | $673505.74    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| TICP CLO Ltd                                                            | TICP CLO IX Ltd                                                                     | CUSIP: 87249AAG0<br>LEI: 549300T5OQR4UD880D68 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $474596.20    | 0.08%             | 2031-01-20      | Floating      | 7.14%                 | No            |                  2 | On Loan: No      |
| SRS Distribution Inc.                                                   | SRS Distribution Inc. 2022 Incremental Term Loan                                    | CUSIP: 78466YAQ1<br>LEI: 549300ZQ3XP75BCYM468 | Long             | LON              | CORP              | US        |    175684 | PA      | $167559.01    | 0.03%             | 2028-06-02      | Variable      | 7.92%                 | No            |                  2 | On Loan: No      |
| GYP HOLDINGS III CORP                                                   | GYP Holdings III Corp                                                               | CUSIP: 36261NAA5<br>LEI: 549300055I1KJWZH9690 | Long             | DBT              | CORP              | US        |    159000 | PA      | $129818.38    | 0.02%             | 2029-05-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| WILLIAMS SCOTSMAN INTL                                                  | Williams Scotsman International Inc                                                 | CUSIP: 96950GAE2<br>LEI: 549300V3TCHCBOBTGH07 | Long             | DBT              | CORP              | US        |    146000 | PA      | $131765.00    | 0.02%             | 2028-08-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| GLOBAL AIR LEASE CO LTD                                                 | Global Aircraft Leasing Co Ltd                                                      | CUSIP: 37960JAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    224771 | PA      | $191104.80    | 0.03%             | 2024-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| NOVELIS CORP                                                            | Novelis Corp                                                                        | CUSIP: 670001AE6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |    534000 | PA      | $473425.71    | 0.08%             | 2030-01-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                                                | Western Midstream Operating LP                                                      | CUSIP: 958667AA5<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    678000 | PA      | $558536.40    | 0.09%             | 2050-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NORTHWEST FIBER LLC/NORT                                                | Northwest Fiber LLC / Northwest Fiber Finance Sub Inc                               | CUSIP: 667449AC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    147000 | PA      | $113819.65    | 0.02%             | 2028-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                                                   | TransCanada PipeLines Ltd                                                           | CUSIP: 89352HAM1<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    500000 | PA      | $455641.87    | 0.08%             | 2034-03-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                    | RRP FNMA 30YR                                                                       | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | Short            | RA               | CORP              | US        |   -699455 | PA      | $-699455.42   | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| SM Energy Co                                                            | SM Energy Co                                                                        | CUSIP: 78454LAL4<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |     38000 | PA      | $36479.64     | 0.01%             | 2025-06-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                                                     | NCL Corp Ltd                                                                        | CUSIP: 62886HBG5<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |     74000 | PA      | $55687.96     | 0.01%             | 2029-02-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| WHITE CAP BUYER LLC                                                     | White Cap Buyer LLC                                                                 | CUSIP: 96350RAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    644000 | PA      | $557065.68    | 0.09%             | 2028-10-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                                   | Tenet Healthcare Corp                                                               | CUSIP: 88033GDL1<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     34000 | PA      | $29454.20     | 0.01%             | 2029-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corporation                                      | Chase Home Lending Mortgage Trust 2019-ATR1                                         | CUSIP: 16158RAN6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    582548 | PA      | $580077.60    | 0.10%             | 2049-04-25      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                    | RRP FNMA 30YR                                                                       | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | Short            | RA               | CORP              | US        |   -737798 | PA      | $-737797.85   | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| WOORI BANK                                                              | Woori Bank                                                                          | CUSIP: 000000000<br>LEI: 549300VUVMRL6RE7R376 | Long             | DBT              | CORP              | KR        |    250000 | PA      | $234734.38    | 0.04%             | 2024-10-04      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Structured Asset Securities Corporation                                 | Structured Asset Securities Corp Pass-Through Certificates Series 2002-AL1          | CUSIP: 86358RXY8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     71169 | PA      | $61308.36     | 0.01%             | 2032-02-25      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| BANK OF EAST ASIA LTD                                                   | Bank of East Asia Ltd/The                                                           | CUSIP: 000000000<br>LEI: CO6GC26LCGGRTUESIP55 | Long             | DBT              | CORP              | HK        |    250000 | PA      | $229578.13    | 0.04%             | 2024-09-19      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                                                 | Royal Caribbean Cruises Ltd                                                         | CUSIP: 780153BS0<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    136000 | PA      | $136340.00    | 0.02%             | 2029-01-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| GCAT                                                                    | GCAT 2022-NQM3 Trust                                                                | CUSIP: 36168MAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1197383 | PA      | $1144784.42   | 0.19%             | 2067-04-25      | Variable      | 4.35%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HO                                                | Clear Channel Outdoor Holdings Inc                                                  | CUSIP: 18453HAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    775000 | PA      | $565757.22    | 0.10%             | 2028-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                                     | RRP WELLS FARGO                                                                     | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |  -2339100 | PA      | $-2339100.00  | -0.40%            |  |  |  | No            |                  2 | On Loan: No      |
| University of Massachusetts Building Authority                          | UNIV OF MASSACHUSETTS MA BLDG AUTH REVENUE                                          | CUSIP: 914437US5<br>LEI: 6ILE2573NPR1XO2TR556 | Long             | DBT              | MUN               | US        |    500000 | PA      | $389220.50    | 0.07%             | 2040-11-01      | Fixed         | 3.43%                 | No            |                  2 | On Loan: No      |
| Reynolds American Inc                                                   | Reynolds American Inc                                                               | CUSIP: 761713BW5<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $988334.08    | 0.17%             | 2041-08-04      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                                                | Neuberger Berman Loan Advisers CLO 37 Ltd                                           | CUSIP: 64133GAV2<br>LEI: 5493006JG853WBZS5J73 | Long             | ABS-CBDO         | CORP              | KY        |   1162500 | PA      | $1099599.57   | 0.19%             | 2031-07-20      | Floating      | 6.04%                 | No            |                  2 | On Loan: No      |
| CDK Global, Inc.                                                        | CDK Global, Inc. 2022 USD Term Loan B                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    119000 | PA      | $117782.63    | 0.02%             | 2029-07-06      | Variable      | 9.08%                 | No            |                  2 | On Loan: No      |
| TRANSALTA CORP                                                          | TransAlta Corp                                                                      | CUSIP: 89346DAH0<br>LEI: GJZNVO2UY6DNFNIYH321 | Long             | DBT              | CORP              | CA        |     77000 | PA      | $78638.66     | 0.01%             | 2029-11-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                            | GS Mortgage Securities Corp Trust 2022-SHIP                                         | CUSIP: 36269CAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    700000 | PA      | $690201.75    | 0.12%             | 2036-08-15      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                                     | RRP CCO HOLDING                                                                     | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -174178 | PA      | $-174177.50   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Magenta Buyer LLC                                                       | Magenta Buyer LLC 2021 USD 1st Lien Term Loan                                       | CUSIP: 55910RAB9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    565838 | PA      | $481669.90    | 0.08%             | 2028-07-27      | Floating      | 9.17%                 | No            |                  2 | On Loan: No      |
| ICAHN ENTERPRISES/FIN                                                   | Icahn Enterprises LP / Icahn Enterprises Finance Corp                               | CUSIP: 451102BZ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    356000 | PA      | $325953.60    | 0.06%             | 2027-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                    | RRP FNMA 15YR U                                                                     | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | Short            | RA               | CORP              | US        |  -1970293 | PA      | $-1970293.06  | -0.33%            |  |  |  | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                                                | Hilcorp Energy I LP / Hilcorp Finance Co                                            | CUSIP: 431318AY0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     12000 | PA      | $10671.31     | 0.00%             | 2030-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CROCS, INC.                                                             | Crocs, Inc. Term Loan B                                                             | CUSIP: 22704NAD4<br>LEI: 549300B0J6YCXD63OG72 | Long             | LON              | CORP              | US        |    560150 | PA      | $548246.91    | 0.09%             | 2029-02-20      | Floating      | 7.80%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                                  | CCO Holdings LLC / CCO Holdings Capital Corp                                        | CUSIP: 1248EPCB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     49000 | PA      | $44309.23     | 0.01%             | 2029-06-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Whitebox CLO I Ltd                                                      | Whitebox Clo I Ltd                                                                  | CUSIP: 96467FAQ3<br>LEI: 549300E4AC0513DYO913 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $464754.00    | 0.08%             | 2032-07-24      | Floating      | 7.37%                 | No            |                  2 | On Loan: No      |
| CLEARWAY ENERGY OP LLC                                                  | Clearway Energy Operating LLC                                                       | CUSIP: 18539UAE5<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |    203000 | PA      | $163176.60    | 0.03%             | 2032-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED COMMUNICATI                                                | Consolidated Communications Inc                                                     | CUSIP: 20903XAF0<br>LEI: 549300WW675Y48HDVX34 | Long             | DBT              | CORP              | US        |    229000 | PA      | $177946.91    | 0.03%             | 2028-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Birch Grove CLO Ltd.                                                    | Birch Grove CLO 3 Ltd                                                               | CUSIP: 09076VAJ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $226412.58    | 0.04%             | 2035-01-19      | Floating      | 7.43%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP HOLDG                                                | Cloud Software Group Holdings Inc                                                   | CUSIP: 88632QAE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1794000 | PA      | $1511052.51   | 0.26%             | 2029-03-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PRIME SECSRVC BRW/FINANC                                                | Prime Security Services Borrower LLC / Prime Finance Inc                            | CUSIP: 74166MAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    118000 | PA      | $113575.00    | 0.02%             | 2026-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategies                                        | Carlyle US CLO 2022-6 Ltd                                                           | CUSIP: 14317GAG8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $249632.00    | 0.04%             | 2034-10-25      | Floating      | 8.60%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                                        | CIFC Funding 2014-III Ltd                                                           | CUSIP: 12549QBE4<br>LEI: 549300KEIUMRD7WX5J42 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $242041.35    | 0.04%             | 2031-10-22      | Floating      | 6.12%                 | No            |                  2 | On Loan: No      |
| APX GROUP INC                                                           | APX Group Inc                                                                       | CUSIP: 00213MAV6<br>LEI: 549300OMQVKPRU98OE64 | Long             | DBT              | CORP              | US        |    123000 | PA      | $118393.65    | 0.02%             | 2027-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ISLAMIC REP OF PAKISTAN                                                 | Pakistan Government International Bond                                              | CUSIP: 000000000<br>LEI: 529900LOP29R5WKHOD86 | Long             | DBT              | NUSS              | PK        |    200000 | PA      | $80022.00     | 0.01%             | 2026-04-08      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| INGEVITY CORP                                                           | Ingevity Corp                                                                       | CUSIP: 45688CAB3<br>LEI: 5493009UTFC4B5IMGF87 | Long             | DBT              | CORP              | US        |     57000 | PA      | $49012.32     | 0.01%             | 2028-11-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                                             | Equinix Inc                                                                         | CUSIP: 29444UBU9<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              |  | US        |    241000 | PA      | $214114.81    | 0.04%             | 2032-04-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Sedgwick Claims Management Services, Inc.                               | Sedgwick Claims Management Services, Inc. 2018 Term Loan B                          | CUSIP: 81527CAL1<br>LEI: 549300BIN4DWJG5VWF64 | Long             | LON              | CORP              | US        |     91526 | PA      | $88909.65     | 0.02%             | 2025-12-31      | Floating      | 7.63%                 | No            |                  2 | On Loan: No      |
| Ascend Learning, LLC                                                    | Ascend Learning, LLC 2021 2nd Lien Term Loan                                        | CUSIP: 04349HAM6<br>LEI: 549300T466HKRLVCD610 | Long             | LON              | CORP              | US        |     83000 | PA      | $70861.25     | 0.01%             | 2029-12-10      | Floating      | 10.13%                | No            |                  2 | On Loan: No      |
| PTC Inc                                                                 | PTC Inc                                                                             | CUSIP: 69370CAC4<br>LEI: 54930050SSMU8SKDJ030 | Long             | DBT              | CORP              | US        |     35000 | PA      | $31501.15     | 0.01%             | 2028-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                 | MPLX LP                                                                             | CUSIP: 55336VBN9<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    250000 | PA      | $236230.39    | 0.04%             | 2027-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| LEGENDS HOSPITALITY HOLD                                                | Legends Hospitality Holding Co LLC / Legends Hospitality Co-Issuer Inc              | CUSIP: 52473NAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     60000 | PA      | $53400.00     | 0.01%             | 2026-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| RealPage, Inc                                                           | RealPage, Inc 1st Lien Term Loan                                                    | CUSIP: 75605VAD4<br>LEI: 5493001RSFZX4122A604 | Long             | LON              | CORP              | US        |    217250 | PA      | $206170.25    | 0.04%             | 2028-04-24      | Floating      | 7.38%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                | Charter Communications Operating LLC / Charter Communications Operating Capital     | CUSIP: 161175BL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1100000 | PA      | $862886.81    | 0.15%             | 2047-05-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                              | Verus Securitization Trust 2022-7                                                   | CUSIP: 92539NAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1784808 | PA      | $1735632.42   | 0.30%             | 2067-07-25      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                                     | RRP CCO HOLDING                                                                     | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -272069 | PA      | $-272068.75   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| DISCOVER FINANCIAL SVS                                                  | Discover Financial Services                                                         | CUSIP: 254709AS7<br>LEI: Z1YLO2USPORE63VVUL20 | Long             | DBT              | CORP              | US        |     65000 | PA      | $66070.98     | 0.01%             | 2032-11-29      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION                                                  | Clydesdale Acquisition Holdings Inc                                                 | CUSIP: 18972EAA3<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |    591000 | PA      | $561893.52    | 0.10%             | 2029-04-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                                    | OneMain Finance Corp                                                                | CUSIP: 682691AA8<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     74000 | PA      | $55214.33     | 0.01%             | 2030-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                                                 | Dryden 37 Senior Loan Fund                                                          | CUSIP: 26249MAN7<br>LEI: 254900I0IPNA482LDS44 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $246716.63    | 0.04%             | 2031-01-15      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| UTAH ACQUISITION SUB                                                    | Utah Acquisition Sub Inc                                                            | CUSIP: 62854AAN4<br>LEI: 549300A0CD4KNFGIIS89 | Long             | DBT              | CORP              | US        |    750000 | PA      | $701148.55    | 0.12%             | 2026-06-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                     | CUSIP: 3140QQJD8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1419167 | PA      | $1427231.85   | 0.24%             | 2037-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MICROCHIP TECHNOLOGY INC                                                | Microchip Technology Inc                                                            | CUSIP: 595017AU8<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |    110000 | PA      | $117975.00    | 0.02%             | 2024-11-15      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                                            | ING Groep NV                                                                        | CUSIP: 456837AY9<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |   2000000 | PA      | $1457238.60   | 0.25%             | 2027-05-16      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ICAHN ENTERPRISES/FIN                                                   | Icahn Enterprises LP / Icahn Enterprises Finance Corp                               | CUSIP: 451102BT3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    101000 | PA      | $97050.50     | 0.02%             | 2026-05-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| LIFE TIME INC                                                           | Life Time Inc                                                                       | CUSIP: 53190FAA3<br>LEI: 549300PALKE96VYH4X17 | Long             | DBT              | CORP              | US        |    174000 | PA      | $161907.00    | 0.03%             | 2026-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| QUALCOMM Inc                                                            | QUALCOMM Inc                                                                        | CUSIP: 747525AJ2<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    250000 | PA      | $242750.26    | 0.04%             | 2035-05-20      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| CROCS INC                                                               | Crocs Inc                                                                           | CUSIP: 227046AB5<br>LEI: 549300B0J6YCXD63OG72 | Long             | DBT              | CORP              | US        |     99000 | PA      | $80680.05     | 0.01%             | 2031-08-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                     | Southern California Edison Co                                                       | CUSIP: 842400FC2<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1264373.62   | 0.21%             | 2036-02-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                                     | RRP MOZART DEBT                                                                     | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -220306 | PA      | $-220306.25   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Proofpoint, Inc.                                                        | Proofpoint, Inc. 1st Lien Term Loan                                                 | CUSIP: 74345HAB7<br>LEI: 529900C5FODDK0WSR085 | Long             | LON              | CORP              | US        |     19163 | PA      | $18386.19     | 0.00%             | 2028-08-31      | Floating      | 7.98%                 | No            |                  2 | On Loan: No      |
| AMSTED INDUSTRIES                                                       | Amsted Industries Inc                                                               | CUSIP: 032177AH0<br>LEI: N2VLGYMEEBIU3PFSUY86 | Long             | DBT              | CORP              | US        |     30000 | PA      | $28459.80     | 0.00%             | 2027-07-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                                                  | VICI Properties LP / VICI Note Co Inc                                               | CUSIP: 92564RAK1<br>LEI: N/A                  | Long             | DBT              |  | US        |     68000 | PA      | $62398.64     | 0.01%             | 2028-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                                   | Level 3 Financing Inc                                                               | CUSIP: 527298BQ5<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     28000 | PA      | $22095.79     | 0.00%             | 2029-11-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UNIQUE PUB FINANCE CO                                                   | Unique Pub Finance Co PLC/The                                                       | CUSIP: 000000000<br>LEI: 213800FOMWLKHQTI5562 | Long             | ABS-O            | CORP              | GB        |    100000 | PA      | $120901.24    | 0.02%             | 2032-03-30      | Fixed         | 6.46%                 | No            |                  2 | On Loan: No      |
| The Federal Republic of Nigeria                                         | Nigeria Government International Bond                                               | CUSIP: 000000000<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |    200000 | PA      | $150000.00    | 0.03%             | 2032-02-16      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| RIZAL COMMERCIAL BANKING                                                | Rizal Commercial Banking Corp                                                       | CUSIP: 000000000<br>LEI: CIKZWI6KV077KV2E2J69 | Long             | DBT              | CORP              | PH        |    200000 | PA      | $170225.00    | 0.03%             | 2025-08-27      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| NGL ENRGY OP/FIN CORP                                                   | NGL Energy Operating LLC / NGL Energy Finance Corp                                  | CUSIP: 62922LAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    115000 | PA      | $102395.00    | 0.02%             | 2026-02-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Republic of Panama                                                      | Panama Government International Bond                                                | CUSIP: 698299BF0<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    400000 | PA      | $377450.00    | 0.06%             | 2028-03-17      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| NOMURA SECURITIES INTERNATIONAL INC                                     | RRP MADISON IAQ                                                                     | CUSIP: 000000000<br>LEI: OXTKY6Q8X53C9ILVV871 | Short            | RA               | CORP              | US        |   -120416 | PA      | $-120416.25   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                                     | RRP WEATHERFORD                                                                     | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -159775 | PA      | $-159775.00   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| ENCOMPASS HEALTH CORP                                                   | Encompass Health Corp                                                               | CUSIP: 29261AAB6<br>LEI: 549300FVRPM9DRQZRG64 | Long             | DBT              | CORP              | US        |    336000 | PA      | $295055.73    | 0.05%             | 2030-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| TELECOM ITALIA CAPITAL                                                  | Telecom Italia Capital SA                                                           | CUSIP: 87927VAM0<br>LEI: 549300777DJZOR5C4L39 | Long             | DBT              | CORP              | LU        |    337000 | PA      | $254670.90    | 0.04%             | 2034-09-30      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Apidos CLO                                                              | Apidos CLO XXIV                                                                     | CUSIP: 03759CAS9<br>LEI: 549300PPHIOJQEKPJH29 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $490250.00    | 0.08%             | 2030-10-20      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| CHOBANI LLC/FINANCE CORP                                                | Chobani LLC / Chobani Finance Corp Inc                                              | CUSIP: 17027NAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    541000 | PA      | $471000.01    | 0.08%             | 2028-11-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Quorum Health Corporation                                               | Quorum Health Corporation 2020 Term Loan                                            | CUSIP: 74909HAE9<br>LEI: 549300PO3E4YREFT1I57 | Long             | LON              | CORP              | US        |    118475 | PA      | $81056.95     | 0.01%             | 2025-04-29      | Floating      | 12.03%                | No            |                  2 | On Loan: No      |
| HSBC SECURITIES USA, INC.                                               | RRP FNMA 30YR                                                                       | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | Short            | RA               | CORP              | US        |  -2314206 | PA      | $-2314206.50  | -0.39%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                             | SWP: OIS 3.060500 28-NOV-2052                                                       | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   2000000 | OU      | $-58251.75    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SUNOCO LP/FINANCE CORP                                                  | Sunoco LP / Sunoco Finance Corp                                                     | CUSIP: 86765LAQ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     38000 | PA      | $37418.55     | 0.01%             | 2027-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PATTERN ENERGY OP LP/PAT                                                | Pattern Energy Operations LP / Pattern Energy Operations Inc                        | CUSIP: 70339PAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     69000 | PA      | $61867.78     | 0.01%             | 2028-08-15      | Fixed         | 4.50%                 | 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        |    138000 | PA      | $115532.49    | 0.02%             | 2029-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Voya Financial Inc                                                      | Voya Financial Inc                                                                  | CUSIP: 45685EAG1<br>LEI: 549300T065Z4KJ686G75 | Long             | DBT              | CORP              | US        |   4500000 | PA      | $4377150.00   | 0.74%             | 2053-05-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| AMC Networks Inc                                                        | AMC Networks Inc                                                                    | CUSIP: 00164VAE3<br>LEI: 549300VGG9K75226LR46 | Long             | DBT              | CORP              | US        |    115000 | PA      | $87400.00     | 0.01%             | 2025-08-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Bombardier Inc                                                          | Bombardier Inc                                                                      | CUSIP: 097751BM2<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |     35000 | PA      | $34660.99     | 0.01%             | 2025-03-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CHART INDUSTRIES INC                                                    | Chart Industries Inc                                                                | CUSIP: 000000000<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | DBT              | CORP              | US        |    407000 | PA      | $409153.03    | 0.07%             | 2030-01-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                 | Goldman Sachs Group Inc/The                                                         | CUSIP: 38144GAB7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    465000 | PA      | $423142.94    | 0.07%             | 2025-02-10      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                                     | RRP CHS COMMUNI                                                                     | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -219535 | PA      | $-219535.00   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| MAJORDRIVE HOLDINGS IV L                                                | MajorDrive Holdings IV LLC                                                          | CUSIP: 56085RAA8<br>LEI: 25490044R1FR5N8FIT62 | Long             | DBT              | CORP              | US        |    120000 | PA      | $89542.91     | 0.02%             | 2029-06-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                     | Petroleos Mexicanos                                                                 | CUSIP: 71654QBR2<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     48000 | PA      | $29628.00     | 0.01%             | 2045-01-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| UPC BROADBAND FINCO BV                                                  | UPC Broadband Finco BV                                                              | CUSIP: 90320BAA7<br>LEI: 213800MNFBDEQRS6HZ22 | Long             | DBT              | CORP              | NL        |    303000 | PA      | $252033.89    | 0.04%             | 2031-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| WR GRACE HOLDING LLC                                                    | WR Grace Holdings LLC                                                               | CUSIP: 92943GAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    105000 | PA      | $93043.65     | 0.02%             | 2027-06-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| TEREX CORP                                                              | Terex Corp                                                                          | CUSIP: 880779BA0<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | DBT              | CORP              | US        |    205000 | PA      | $184243.75    | 0.03%             | 2029-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN                                                | Hilton Domestic Operating Co Inc                                                    | CUSIP: 432833AG6<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |     39000 | PA      | $38602.42     | 0.01%             | 2025-05-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2023-02-10

**Name of Applicant:** BlackRock Core Bond Trust

**Signature:** Ann Frechette

**Name of Signer:** Ann Frechette

**Title:** Assistant Treasurer