# EDGAR Filing Document

**Accession Number:** 0000890453
**File Stem:** 0001145549-25-055820
**Filing Date:** 2025-8
**Character Count:** 557167
**Document Hash:** d73ea81e71b9f38a44967d6a78f37207
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-25-055820.hdr.sgml**: 20250828

**ACCESSION NUMBER**: 0001145549-25-055820

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250630

**FILED AS OF DATE**: 20250828

**DATE AS OF CHANGE**: 20250828

**PERIOD START**: 20251231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** WILSHIRE MUTUAL FUNDS INC
- **CENTRAL INDEX KEY:** 0000890453

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-07076
- **FILM NUMBER:** 251271365

**BUSINESS ADDRESS:**
- **STREET 1:** 1299 OCEAN AVENUE
- **STREET 2:** SUITE 700
- **CITY:** SANTA MONICA
- **STATE:** CA
- **ZIP:** 90401
- **BUSINESS PHONE:** 610-676-3419

**MAIL ADDRESS:**
- **STREET 1:** 1299 OCEAN AVENUE
- **STREET 2:** SUITE 700
- **CITY:** SANTA MONICA
- **STATE:** CA
- **ZIP:** 90401

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** WILSHIRE TARGET FUNDS INC
- **DATE OF NAME CHANGE:** 19960603

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** DREYFUS WILSHIRE TARGET FUNDS INC
- **DATE OF NAME CHANGE:** 19921014

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** DREYFUS WILSHIRE SERIES FUND INC/
- **DATE OF NAME CHANGE:** 19921014

## Series and Classes Contracts Data

### Wilshire Income Opportunities Fund (Series ID: S000053356)

| Class ID   | Class Name          | Ticker Symbol   |
|:---|:---|:---|
| C000167854 | Investment Class    | WIORX           |
| C000167855 | Institutional Class | WIOPX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Wilshire Mutual Funds Inc

- **b. Investment Company Act file number:** 811-07076

- **c. CIK number of Registrant:** 0000890453

- **d. LEI of Registrant:** 5493002LR0X1H0O6US42

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

  - **Street Address 1:** 1299 Ocean Avenue

  - **City:** Santa Monica

  - **State:** CA

  - **Foreign country:** US

  - **Zip / Postal Code:** 90401-1085

  - **Telephone number:** 310-451-3051

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

- **a. Name of Series:** Wilshire Income Opportunities Fund

- **b. EDGAR series identifier (if any):** S000053356

- **c. LEI of Series:** 549300UBZCC7LD138K71

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

- **a. Date of fiscal year-end:** 2025-12-31

- **b. Date as of which information is reported:** 2025-06-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $182905352.39

**Total Liabilities:** $5296928.13

**Net Assets:** $177608424.26

**Delayed Delivery Securities:** $306992.00

**Cash Not Reported:** $3949116.85

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 3282.720000000000 | **1-Year:** 5807.890000000000 | **5-Year:** 12052.270000000000 | **10-Year:** 21328.810000000000 | **30-Year:** 12408.230000000000

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

- **3-Month:** 19851.040000000000 | **1-Year:** 3515.800000000000 | **5-Year:** 3812.030000000000 | **10-Year:** 2156.120000000000 | **30-Year:** 1088.020000000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000167854 | 0.56%                | 0.11%                | 1.62%                |
| Class ID C000167855 | 0.57%                | 0.00%                | 1.72%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-184351.76              | $405659.08                                 |
| Month 2  | $-2427.44                | $-2229.05                                  |
| Month 3  | $-28594.69               | $1987658.61                                |

**Designated Index Information**

- **Index Name:** 70% BB Univ;10% BB US HY;10% S&P LSTA;10% BB EM

- **Index Identifier:** WBLEND01

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| EASTERN ENERGY GAS             | Eastern Energy Gas Holdings LLC                                                  | CUSIP: 27636AAA0<br>LEI: 549300BFOD6TDMVV4O24 | Long             | DBT              | CORP              | US        |      36000 | PA      | $34268.11     | 0.02%             | 2054-10-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP                  | EchoStar Corp                                                                    | CUSIP: 278768AC0<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |      10000 | PA      | $10300.00     | 0.01%             | 2029-11-30      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| ECOLAB INC                     | Ecolab Inc                                                                       | CUSIP: 278865BQ2<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |      74000 | PA      | $74503.05     | 0.04%             | 2028-06-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                   | Ecopetrol SA                                                                     | CUSIP: 279158AP4<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |      50000 | PA      | $42125.00     | 0.02%             | 2031-11-02      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables  | Exeter Automobile Receivables Trust 2024-1                                       | CUSIP: 30167PAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     100000 | PA      | $100203.14    | 0.06%             | 2028-08-15      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| EXPEDIA GROUP INC              | Expedia Group Inc                                                                | CUSIP: 30212PAP0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      63000 | PA      | $62061.80     | 0.03%             | 2028-02-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BK INDIA         | Export-Import Bank of India                                                      | CUSIP: 30216JAC9<br>LEI: 335800OFZ8YEIVN1QI11 | Long             | DBT              | CORP              | IN        |     200000 | PA      | $196467.60    | 0.11%             | 2028-02-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP         | Extra Space Storage LP                                                           | CUSIP: 30225VAU1<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |      36000 | PA      | $36049.57     | 0.02%             | 2035-06-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae REMICS                                                                | CUSIP: 3136A4GY9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     272849 | PA      | $30591.89     | 0.02%             | 2042-03-25      | Floating      | 2.03%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae REMICS                                                                | CUSIP: 3136A6M68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     131769 | PA      | $15048.16     | 0.01%             | 2042-07-25      | Floating      | 1.58%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae REMICS                                                                | CUSIP: 3136AJN51<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     581089 | PA      | $59836.70     | 0.03%             | 2044-05-25      | Floating      | 1.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae REMICS                                                                | CUSIP: 3136AW4E4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     126619 | PA      | $26422.33     | 0.01%             | 2047-07-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae REMICS                                                                | CUSIP: 3136B45F1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3505631 | PA      | $419855.08    | 0.24%             | 2049-07-25      | Floating      | 1.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae REMICS                                                                | CUSIP: 3136B8BC2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3962388 | PA      | $531047.16    | 0.30%             | 2050-01-25      | Floating      | 1.53%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae REMICS                                                                | CUSIP: 3136BBKJ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2464718 | PA      | $396902.83    | 0.22%             | 2060-08-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae REMICS                                                                | CUSIP: 3136BCNP1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4961259 | PA      | $1039075.65   | 0.59%             | 2050-11-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae REMICS                                                                | CUSIP: 3136BDFR4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3591380 | PA      | $666868.23    | 0.38%             | 2050-04-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac REMICS                                                               | CUSIP: 31395UF22<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     137082 | PA      | $11064.66     | 0.01%             | 2035-05-15      | Floating      | 2.28%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac REMICS                                                               | CUSIP: 31395VG29<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     138815 | PA      | $153361.67    | 0.09%             | 2034-08-15      | Floating      | 3.02%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae REMICS                                                                | CUSIP: 31396QKF5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      52689 | PA      | $7414.49      | 0.00%             | 2039-07-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae REMICS                                                                | CUSIP: 31396V5P9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1392248 | PA      | $136997.21    | 0.08%             | 2037-06-25      | Floating      | 2.03%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac REMICS                                                               | CUSIP: 31397H6T0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     826020 | PA      | $77342.46     | 0.04%             | 2037-05-15      | Floating      | 1.99%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac REMICS                                                               | CUSIP: 31397KBZ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     273435 | PA      | $20146.49     | 0.01%             | 2037-08-15      | Floating      | 1.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae REMICS                                                                | CUSIP: 31397LGF0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1172654 | PA      | $141814.54    | 0.08%             | 2048-04-25      | Floating      | 1.74%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae REMICS                                                                | CUSIP: 31398FLQ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1806774 | PA      | $198689.81    | 0.11%             | 2039-10-25      | Floating      | 2.32%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                  | CUSIP: 3140QT2S7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     159995 | PA      | $160493.93    | 0.09%             | 2054-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                  | CUSIP: 3140QUBJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     244754 | PA      | $246817.13    | 0.14%             | 2054-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                  | CUSIP: 3140QUHH2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     437841 | PA      | $438933.17    | 0.25%             | 2054-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                  | CUSIP: 3140QV3B8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     198434 | PA      | $200913.31    | 0.11%             | 2055-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                  | CUSIP: 3140QV3C6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     179149 | PA      | $181163.12    | 0.10%             | 2055-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                  | CUSIP: 3140QV3W2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     163276 | PA      | $167957.23    | 0.09%             | 2055-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                  | CUSIP: 3140QVLE2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     311243 | PA      | $313769.34    | 0.18%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                  | CUSIP: 3140QVLG7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     171192 | PA      | $172207.02    | 0.10%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                  | CUSIP: 3140QVRE6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     172770 | PA      | $174442.16    | 0.10%             | 2054-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                  | CUSIP: 3140QVXA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     331889 | PA      | $335620.68    | 0.19%             | 2054-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FIRST CITIZENS BANCSHARE       | First Citizens BancShares Inc/NC                                                 | CUSIP: 31959XAF0<br>LEI: 549300N3Z00ZHE2XC526 | Long             | DBT              | CORP              | US        |     170000 | PA      | $169153.40    | 0.10%             | 2040-03-12      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| First Franklin Mtg Loan Asset  | First Franklin Mortgage Loan Trust 2004-FF10                                     | CUSIP: 32027NMJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      46503 | PA      | $45812.66     | 0.03%             | 2034-07-25      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| FIRST HORIZON CORP             | First Horizon Corp                                                               | CUSIP: 320517AE5<br>LEI: TF3RXI1ZB1TQ30H9JV10 | Long             | DBT              | CORP              | US        |     205000 | PA      | $208212.97    | 0.12%             | 2031-03-07      | Variable      | 5.51%                 | No            |                  2 | On Loan: No      |
| FIRST INDUSTRIAL LP            | First Industrial LP                                                              | CUSIP: 32055RAS6<br>LEI: 86MKNB3IKYZZT3E3OV11 | Long             | DBT              | CORP              | US        |      44000 | PA      | $44530.73     | 0.03%             | 2031-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FIRST INTERSTATE BANCSYS       | First Interstate BancSystem Inc                                                  | CUSIP: 32055YAB8<br>LEI: 549300WRWYTYX0RCNJ43 | Long             | DBT              | CORP              | US        |      70000 | PA      | $71713.84     | 0.04%             | 2035-06-15      | Variable      | 7.62%                 | No            |                  2 | On Loan: No      |
| First Republic Mortgage Trust  | First Republic Mortgage Trust 2020-1                                             | CUSIP: 33616LAS9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     687061 | PA      | $629498.13    | 0.35%             | 2050-04-25      | Variable      | 2.88%                 | No            |                  2 | On Loan: No      |
| Firstkey Homes Trust           | FirstKey Homes 2020-SFR2 Trust                                                   | CUSIP: 33767JAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      87496 | PA      | $86148.19     | 0.05%             | 2037-10-19      | Fixed         | 1.27%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY CORP               | FirstEnergy Corp                                                                 | CUSIP: 337932AU1<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |     170000 | PA      | $172019.60    | 0.10%             | 2031-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR            | Freddie Mac STACR REMIC Trust 2022-HQA3                                          | CUSIP: 35564KE47<br>LEI: 5493000IRJ8RDHSNEL96 | Long             | ABS-MBS          | CORP              | US        |     105000 | PA      | $109790.63    | 0.06%             | 2042-08-25      | Floating      | 7.86%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR            | Freddie Mac STACR REMIC Trust 2022-DNA6                                          | CUSIP: 35564KH36<br>LEI: 5493000IS30HKV5IAS29 | Long             | ABS-MBS          | CORP              | US        |      60621 | PA      | $60999.65     | 0.03%             | 2042-09-25      | Floating      | 6.46%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR            | Freddie Mac STACR REMIC Trust 2021-DNA5                                          | CUSIP: 35564KHE2<br>LEI: 5493000ISU5NYXNHD479 | Long             | ABS-MBS          | CORP              | US        |     134803 | PA      | $135580.25    | 0.08%             | 2034-01-25      | Floating      | 5.96%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR            | Freddie Mac STACR REMIC Trust 2022-DNA7                                          | CUSIP: 35564KL31<br>LEI: 5493000IRUQLXTG4SV18 | Long             | ABS-MBS          | CORP              | US        |      53511 | PA      | $54171.14     | 0.03%             | 2052-03-25      | Floating      | 6.81%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR            | Freddie Mac STACR REMIC Trust 2021-HQA4                                          | CUSIP: 35564KNS4<br>LEI: 5493000ISE4NWBTOSK36 | Long             | ABS-MBS          | CORP              | US        |     400000 | PA      | $405262.68    | 0.23%             | 2041-12-25      | Floating      | 6.66%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR            | Freddie Mac STACR REMIC Trust 2021-HQA4                                          | CUSIP: 35564KPN3<br>LEI: 5493000ISE4NWBTOSK36 | Long             | ABS-MBS          | CORP              | US        |     700000 | PA      | $722249.57    | 0.41%             | 2041-12-25      | Floating      | 8.06%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR            | Freddie Mac STACR REMIC Trust 2022-HQA1                                          | CUSIP: 35564KTB5<br>LEI: 5493000IRODEKU3J3Q16 | Long             | ABS-MBS          | CORP              | US        |      85000 | PA      | $88387.06     | 0.05%             | 2042-03-25      | Floating      | 7.81%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR            | Freddie Mac STACR REMIC Trust 2022-DNA3                                          | CUSIP: 35564KUW7<br>LEI: 5493000IS4M3TZMRB410 | Long             | ABS-MBS          | CORP              | US        |      47537 | PA      | $48138.88     | 0.03%             | 2042-04-25      | Floating      | 6.31%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR            | Freddie Mac STACR REMIC Trust 2022-DNA4                                          | CUSIP: 35564KWS4<br>LEI: 5493000IS4CDPWRMWB65 | Long             | ABS-MBS          | CORP              | US        |      84560 | PA      | $85910.09     | 0.05%             | 2042-05-25      | Floating      | 6.51%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR            | Freddie Mac STACR REMIC Trust 2022-DNA4                                          | CUSIP: 35564KWT2<br>LEI: 5493000IS4CDPWRMWB65 | Long             | ABS-MBS          | CORP              | US        |     110000 | PA      | $114322.77    | 0.06%             | 2042-05-25      | Floating      | 7.66%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR            | Freddie Mac STACR REMIC Trust 2024-HQA1                                          | CUSIP: 35564NCA9<br>LEI: 529900PGKDI4ZEXFQ523 | Long             | ABS-MBS          | CORP              | US        |     185000 | PA      | $186869.33    | 0.11%             | 2044-03-25      | Floating      | 6.31%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR            | Freddie Mac Stacr Remic Trust 2025-Hqa1                                          | CUSIP: 35564NGZ0<br>LEI: 529900MBUPRSJMB6GN48 | Long             | ABS-MBS          | CORP              | US        |     135083 | PA      | $135120.34    | 0.08%             | 2045-02-25      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR            | Freddie Mac Stacr Remic Trust 2025-Hqa1                                          | CUSIP: 35564NHA4<br>LEI: 529900MBUPRSJMB6GN48 | Long             | ABS-MBS          | CORP              | US        |     120000 | PA      | $120346.78    | 0.07%             | 2045-02-25      | Floating      | 5.96%                 | No            |                  2 | On Loan: No      |
| HESS MIDSTREAM OPERATION       | Hess Midstream Operations LP                                                     | CUSIP: 428102AH0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      19000 | PA      | $19237.50     | 0.01%             | 2028-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| EXPAND ENERGY CORP             | Expand Energy Corp                                                               | CUSIP: 92735LAA0<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |      22000 | PA      | $22298.56     | 0.01%             | 2029-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| E.ON SE                        | E.ON SE                                                                          | CUSIP: ZQ3917429<br>LEI: Q9MAIUP40P25UFBFG033 | Long             | DBT              | CORP              | DE        |      75000 | PA      | $76448.88     | 0.04%             | 2031-11-07      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| CLUBCORP HOLDINGS INC          | ClubCorp Holdings Inc                                                            | CUSIP: 18948TAF0<br>LEI: 549300XWSO7KBICXNW37 | Long             | LON              | CORP              | US        |         26 | PA      | $25.63        | 0.00%             | 2026-09-18      | Floating      | 9.56%                 | No            |                  2 | On Loan: No      |
| DYNASTY ACQUISITION CO I       | Dynasty Acquisition Co Inc                                                       | CUSIP: 26812CAP1<br>LEI: 549300L1RCRPOAUCB870 | Long             | LON              | CORP              | US        |      26387 | PA      | $26429.03     | 0.01%             | 2031-10-31      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| Ace Securities Corp.           | ACE Securities Corp Mortgage Loan Trust Series 2007-D1                           | CUSIP: 00083BAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     184191 | PA      | $158852.85    | 0.09%             | 2038-02-25      | Variable      | 6.93%                 | No            |                  2 | On Loan: No      |
| AT&T INC                       | AT&T Inc                                                                         | CUSIP: 00206RKJ0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      79000 | PA      | $53525.34     | 0.03%             | 2053-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AT&T INC                       | AT&T Inc                                                                         | CUSIP: 00206RMZ2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      10000 | PA      | $10186.64     | 0.01%             | 2056-08-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES/AADVAN       | American Airlines Inc/AAdvantage Loyalty IP Ltd                                  | CUSIP: 00253XAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     280000 | PA      | $279300.00    | 0.16%             | 2029-04-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ACCENTURE CAPITAL INC          | Accenture Capital Inc                                                            | CUSIP: 00440KAA1<br>LEI: 254900FRO0P7RIINYT25 | Long             | DBT              | CORP              | US        |      25000 | PA      | $24930.40     | 0.01%             | 2027-10-04      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| AIR PRODUCTS & CHEMICALS       | Air Products and Chemicals Inc                                                   | CUSIP: 009158BN5<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |      86000 | PA      | $86436.28     | 0.05%             | 2028-06-11      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| AKER BP ASA                    | Aker BP ASA                                                                      | CUSIP: 00973RAN3<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |     150000 | PA      | $143667.45    | 0.08%             | 2034-10-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| ALABAMA POWER CO               | Alabama Power Co                                                                 | CUSIP: 010392FY9<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |      98000 | PA      | $97389.46     | 0.05%             | 2027-09-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ALBEMARLE CORP                 | Albemarle Corp                                                                   | CUSIP: 012653AD3<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | DBT              | CORP              | US        |      82000 | PA      | $81601.32     | 0.05%             | 2027-06-01      | Fixed         | 4.65%                 | 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        |      25000 | PA      | $24875.00     | 0.01%             | 2027-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER       | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                   | CUSIP: 01883LAG8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      15000 | PA      | $15243.75     | 0.01%             | 2031-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ALLIED UNIVERSAL HOLDCO        | Allied Universal Holdco LLC                                                      | CUSIP: 019576AD9<br>LEI: 98450038B4549046D794 | Long             | DBT              | CORP              | US        |      40000 | PA      | $41800.00     | 0.02%             | 2031-02-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| AMENTUM HOLDINGS INC           | Amentum Holdings Inc                                                             | CUSIP: 02352BAA3<br>LEI: 2549009FJIBLW40CU216 | Long             | DBT              | CORP              | US        |      15000 | PA      | $15375.00     | 0.01%             | 2032-08-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| AMEREN ILLINOIS CO             | Ameren Illinois Co                                                               | CUSIP: 02361DAS9<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |     120000 | PA      | $119115.48    | 0.07%             | 2028-05-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES INC          | American Airlines Inc                                                            | CUSIP: 023771T40<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | DBT              | CORP              | US        |      15000 | PA      | $15712.50     | 0.01%             | 2029-05-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| BALL CORP                      | Ball Corp                                                                        | CUSIP: 058498AW6<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |     275000 | PA      | $247843.75    | 0.14%             | 2030-08-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| BALL CORP                      | Ball Corp                                                                        | CUSIP: 058498AY2<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |     175000 | PA      | $178718.75    | 0.10%             | 2028-03-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ALLERGAN FUNDING SCS           | Allergan Funding SCS                                                             | CUSIP: 018489AG9<br>LEI: 222100FLFVOSKCBCAR54 | Long             | DBT              | CORP              | LU        |     100000 | PA      | $113870.40    | 0.06%             | 2028-11-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| AIRSERVICES AUSTRALIA          | Airservices Australia                                                            | CUSIP: BJ4434624<br>LEI: 984500E3D9SF5M749X15 | Long             | DBT              | CORP              | AU        |     210000 | PA      | $125512.67    | 0.07%             | 2030-05-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| AIRSERVICES AUSTRALIA          | Airservices Australia                                                            | CUSIP: ZN2068650<br>LEI: 984500E3D9SF5M749X15 | Long             | DBT              | CORP              | AU        |     200000 | PA      | $137158.50    | 0.08%             | 2028-11-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| ALLIED UNIVERSAL HOLDCO        | Allied Universal Holdco LLC                                                      | CUSIP: 01957TAH0<br>LEI: 98450038B4549046D794 | Long             | LON              | CORP              | US        |      69803 | PA      | $70214.74     | 0.04%             | 2028-05-15      | Floating      | 8.18%                 | No            |                  2 | On Loan: No      |
| ATHENAHEALTH GROUP INC         | AthenaHealth Group Inc                                                           | CUSIP: 04686RAB9<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | LON              | CORP              | US        |      65617 | PA      | $65624.91     | 0.04%             | 2029-02-15      | Floating      | 7.08%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA               | Altice France SA                                                                 | CUSIP: N/A<br>LEI: 5493001ZMCICV4N02J21       | Long             | LON              | CORP              | FR        |      24537 | PA      | $22294.61     | 0.01%             | 2028-08-31      | Floating      | 9.76%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLDINGS INTERMEDI     | Alliant Holdings Intermediate LLC                                                | CUSIP: 01881UAM7<br>LEI: 5493006Q26653NF8SI73 | Long             | LON              | CORP              | US        |      98754 | PA      | $98888.06     | 0.06%             | 2031-09-19      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| ALERA GROUP INC                | Alera Group Inc                                                                  | CUSIP: 01451PAB2<br>LEI: 2549003D76KZAKICNX26 | Long             | LON              | CORP              | US        |      45000 | PA      | $45185.63     | 0.03%             | 2032-05-28      | Floating      | 7.58%                 | No            |                  2 | On Loan: No      |
| ASURION LLC                    | Asurion LLC                                                                      | CUSIP: 04649VBE9<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |      10000 | PA      | $9727.50      | 0.01%             | 2030-09-19      | Floating      | 8.56%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                   | Alphabet Inc                                                                     | CUSIP: 02079KAQ0<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |     200000 | PA      | $233175.88    | 0.13%             | 2033-05-06      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust             | BMO 2024-5C6 Mortgage Trust                                                      | CUSIP: 05593QAH7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      60000 | PA      | $59808.57     | 0.03%             | 2057-09-15      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO       | Capital One Financial Corp                                                       | CUSIP: 14040HCH6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |      50000 | PA      | $48332.35     | 0.03%             | 2027-11-02      | Variable      | 1.88%                 | No            |                  2 | On Loan: No      |
| CAPITAL POWER US HOLDING       | Capital Power US Holdings Inc                                                    | CUSIP: 14041TAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      61000 | PA      | $61762.50     | 0.03%             | 2028-06-01      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD            | NCL Corp Ltd                                                                     | CUSIP: 62886HBR1<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |     110000 | PA      | $112337.50    | 0.06%             | 2032-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                 | NRG Energy Inc                                                                   | CUSIP: 629377CW0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |      15000 | PA      | $15131.25     | 0.01%             | 2033-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NABORS INDUSTRIES INC          | Nabors Industries Inc                                                            | CUSIP: 62957HAP0<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |      10000 | PA      | $9575.00      | 0.01%             | 2030-01-31      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| NATIONAL FUEL GAS CO           | National Fuel Gas Co                                                             | CUSIP: 636180BU4<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |      15000 | PA      | $15312.57     | 0.01%             | 2035-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP       | National Rural Utilities Cooperative Finance Corp                                | CUSIP: 63743HFT4<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |      88000 | PA      | $87780.09     | 0.05%             | 2027-09-16      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust     | Navient Private Education Refi Loan Trust 2020-B                                 | CUSIP: 63941GAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      71548 | PA      | $67651.32     | 0.04%             | 2069-01-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust     | Navient Private Education Refi Loan Trust 2019-G                                 | CUSIP: 63941JAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      31791 | PA      | $30517.70     | 0.02%             | 2068-10-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust     | Navient Private Education Refi Loan Trust 2021-F                                 | CUSIP: 63942GAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     329344 | PA      | $289043.39    | 0.16%             | 2070-02-18      | Fixed         | 1.11%                 | No            |                  2 | On Loan: No      |
| Navigator Aviation Ltd         | Navigator 2024-1 Aviation Ltd                                                    | CUSIP: 63943DAA7<br>LEI: 984500UF8C3O89B30652 | Long             | ABS-O            | CORP              | KY        |     235119 | PA      | $232548.66    | 0.13%             | 2049-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Neighborly Issuer LLC          | Neighborly Issuer LLC                                                            | CUSIP: 64016NAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     240000 | PA      | $223667.66    | 0.13%             | 2051-04-30      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| OCCU Auto Receivables Trust    | OCCU Auto Receivables Trust 2022-1                                               | CUSIP: 67115YAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      46419 | PA      | $46497.68     | 0.03%             | 2027-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NYC Commercial Mortgage Trust  | NYC Commercial Mortgage Trust 2025-3BP                                           | CUSIP: 67120UAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     100000 | PA      | $99687.29     | 0.06%             | 2042-02-15      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR       | Occidental Petroleum Corp                                                        | CUSIP: 674599DD4<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |      70000 | PA      | $77087.50     | 0.04%             | 2031-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR       | Occidental Petroleum Corp                                                        | CUSIP: 674599DF9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |      30000 | PA      | $30525.00     | 0.02%             | 2036-09-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR       | Occidental Petroleum Corp                                                        | CUSIP: 674599ED3<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     205000 | PA      | $216275.00    | 0.12%             | 2030-09-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR       | Occidental Petroleum Corp                                                        | CUSIP: 674599EF8<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     105000 | PA      | $108675.00    | 0.06%             | 2031-01-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| OLIN CORP                      | Olin Corp                                                                        | CUSIP: 680665AN6<br>LEI: 549300GKK294V7W57P06 | Long             | DBT              | CORP              | US        |      10000 | PA      | $9825.00      | 0.01%             | 2033-04-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| OMEGA HLTHCARE INVESTORS       | Omega Healthcare Investors Inc                                                   | CUSIP: 681936BK5<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |      35000 | PA      | $35092.44     | 0.02%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                      | ONEOK Inc                                                                        | CUSIP: 682680CQ4<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |      36000 | PA      | $36897.08     | 0.02%             | 2029-06-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP           | OneMain Finance Corp                                                             | CUSIP: 682691AF7<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |      35000 | PA      | $36400.00     | 0.02%             | 2031-05-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP           | OneMain Finance Corp                                                             | CUSIP: 682691AK6<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |      10000 | PA      | $10312.50     | 0.01%             | 2032-09-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| ONNI Commercial Mortgage Trust | ONNI Commerical Mortgage Trust 2024-APT                                          | CUSIP: 682939AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     350000 | PA      | $356802.39    | 0.20%             | 2039-07-15      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| PFP III                        | PFP 2024-11 Ltd                                                                  | CUSIP: 69291WAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      99553 | PA      | $99490.72     | 0.06%             | 2039-09-17      | Floating      | 6.80%                 | No            |                  2 | On Loan: No      |
| PSEG POWER LLC                 | PSEG Power LLC                                                                   | CUSIP: 69362BBD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      24000 | PA      | $24511.85     | 0.01%             | 2030-05-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING/PTL       | Penske Truck Leasing Co Lp / PTL Finance Corp                                    | CUSIP: 709599CB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      66000 | PA      | $67391.74     | 0.04%             | 2030-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PERFORMANCE FOOD GROUP I       | Performance Food Group Inc                                                       | CUSIP: 71376LAE0<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |      90000 | PA      | $86512.50     | 0.05%             | 2029-08-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOURC OPTG LLC       | Permian Resources Operating LLC                                                  | CUSIP: 71424VAA8<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |      15000 | PA      | $15506.25     | 0.01%             | 2032-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOURC OPTG LLC       | Permian Resources Operating LLC                                                  | CUSIP: 71424VAB6<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |      35000 | PA      | $35175.00     | 0.02%             | 2033-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS            | Petroleos Mexicanos                                                              | CUSIP: 71654QCC4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     100000 | PA      | $72500.00     | 0.04%             | 2047-09-21      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| PETRORIO LUX HLD SARL          | Petrorio Luxembourg Holding Sarl                                                 | CUSIP: 71677WAA0<br>LEI: 2221003VQP4JY7T31H94 | Long             | DBT              | CORP              | LU        |     100000 | PA      | $100518.10    | 0.06%             | 2026-06-09      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC         | Philip Morris International Inc                                                  | CUSIP: 718172DB2<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |      34000 | PA      | $35108.03     | 0.02%             | 2033-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC         | Philip Morris International Inc                                                  | CUSIP: 718172DJ5<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |      33000 | PA      | $33606.57     | 0.02%             | 2034-02-13      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PHILLIPS EDISON GROCERY        | Phillips Edison Grocery Center Operating Partnership I LP                        | CUSIP: 71845JAD0<br>LEI: 549300WUPIVS6ZE0ZI51 | Long             | DBT              | CORP              | US        |      38000 | PA      | $38402.00     | 0.02%             | 2032-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| POPULAR INC                    | Popular Inc                                                                      | CUSIP: 733174AL0<br>LEI: 5493008CARDZMVQ3LO89 | Long             | DBT              | CORP              | PR        |     140000 | PA      | $148603.56    | 0.08%             | 2028-03-13      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC              | Post Holdings Inc                                                                | CUSIP: 737446AP9<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |      85000 | PA      | $84575.00     | 0.05%             | 2029-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC              | Post Holdings Inc                                                                | CUSIP: 737446AR5<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |       5000 | PA      | $4625.00      | 0.00%             | 2031-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC              | Post Holdings Inc                                                                | CUSIP: 737446AV6<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |     270000 | PA      | $272700.00    | 0.15%             | 2033-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Provident Funding Mortgage Tru | Provident Funding Mortgage Trust 2021-J1                                         | CUSIP: 74387MAK5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     200000 | PA      | $121536.02    | 0.07%             | 2051-10-25      | Variable      | 2.00%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC       | Prudential Financial Inc                                                         | CUSIP: 74432QCK9<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |      44000 | PA      | $44260.83     | 0.02%             | 2035-03-14      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ENTERPRIS       | Public Service Enterprise Group Inc                                              | CUSIP: 744573AV8<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |     143000 | PA      | $147959.81    | 0.08%             | 2027-11-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| QTS ISSUER ABS I LLC           | QTS Issuer ABS I LLC                                                             | CUSIP: 74690DAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     250000 | PA      | $253339.68    | 0.14%             | 2055-05-25      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| QATAR ENERGY                   | QatarEnergy                                                                      | CUSIP: 74730DAC7<br>LEI: 254900QTESJKJ3P87J26 | Long             | DBT              | CORP              | QA        |     235000 | PA      | $205710.31    | 0.12%             | 2031-07-12      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| QORVO INC                      | Qorvo Inc                                                                        | CUSIP: 74736KAJ0<br>LEI: 254900YAUJV2EUEVBR11 | Long             | DBT              | CORP              | US        |      32000 | PA      | $28880.00     | 0.02%             | 2031-04-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| QUANTA SERVICES INC            | Quanta Services Inc                                                              | CUSIP: 74762EAL6<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |      37000 | PA      | $37291.12     | 0.02%             | 2034-08-09      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC             | Province of Quebec Canada                                                        | CUSIP: 748148SE4<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |     153000 | PA      | $153013.01    | 0.09%             | 2033-09-08      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| QUEST DIAGNOSTICS INC          | Quest Diagnostics Inc                                                            | CUSIP: 74834LBE9<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |      87000 | PA      | $87679.21     | 0.05%             | 2027-12-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| QUEST DIAGNOSTICS INC          | Quest Diagnostics Inc                                                            | CUSIP: 74834LBG4<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |      67000 | PA      | $66432.04     | 0.04%             | 2034-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC          | Quikrete Holdings Inc                                                            | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |      60000 | PA      | $61500.00     | 0.03%             | 2032-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC          | Quikrete Holdings Inc                                                            | CUSIP: 74843PAB6<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |      85000 | PA      | $87656.25     | 0.05%             | 2033-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| RADIOLOGY PARTNERS INC         | Radiology Partners Inc                                                           | CUSIP: 75041VAE4<br>LEI: 549300SFTAG2177WUZ08 | Long             | DBT              | CORP              | US        |      30000 | PA      | $30000.00     | 0.02%             | 2032-07-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Rate Mortgage Trust            | RATE Mortgage Trust 2021-HB1                                                     | CUSIP: 75409XBG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     410374 | PA      | $332691.44    | 0.19%             | 2051-12-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| ReadyCap Commercial Mortgage T | Ready Capital Mortgage Financing 2023-FL11 LLC                                   | CUSIP: 75575RAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     100000 | PA      | $100024.49    | 0.06%             | 2039-10-25      | Floating      | 7.85%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE               | Societe Generale SA                                                              | CUSIP: 83370RAE8<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |     200000 | PA      | $203250.00    | 0.11%             | 2029-11-21      | Variable      | 8.12%                 | No            |                  2 | On Loan: No      |
| Social Professional Loan Progr | SoFi Professional Loan Program 2020-C Trust                                      | CUSIP: 83390UAF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      56947 | PA      | $53298.03     | 0.03%             | 2046-02-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Social Professional Loan Progr | SoFi Professional Loan Program 2021-B Trust                                      | CUSIP: 83405N106<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      10000 | PA      | $268592.21    | 0.15%             | 2047-02-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| PHILIPPINE GOVERNMENT          | Philippine Government Bond                                                       | CUSIP: EI4159923<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    3300000 | PA      | $65849.93     | 0.04%             | 2035-09-30      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| NZ LOCAL GOVT FUND AGENC       | New Zealand Local Government Funding Agency Bond                                 | CUSIP: AN1028702<br>LEI: 254900ZJG39H1CAH6K02 | Long             | DBT              | NUSS              | NZ        |     132000 | PA      | $73944.08     | 0.04%             | 2033-04-14      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BNG BANK NV                    | BNG Bank NV                                                                      | CUSIP: AQ6587572<br>LEI: 529900GGYMNGRQTDOO93 | Long             | DBT              | CORP              | NL        |     210000 | PA      | $136619.35    | 0.08%             | 2028-07-17      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| N/A                            | BIN29Q0B0                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |     604000 | NC      | $4028.42      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | CDX.NA.HY.44.V1 5YR RTP 105.0000                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   -1086000 | NC      | $-3002.03     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | CDX.NA.HY.44.V1 5YR RTP 105.0000                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   -1086000 | NC      | $-696.77      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | CDX.NA.HY.44.V1 5YR RTP 104.5000                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    -567000 | NC      | $-14653.92    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | CDX.NA.HY.44.V1 5YR RTP 104.5000                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    -514000 | NC      | $-13284.16    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| NZ LOCAL GOVT FUND AGENC       | New Zealand Local Government Funding Agency Bond                                 | CUSIP: ZJ9835563<br>LEI: 254900ZJG39H1CAH6K02 | Long             | DBT              | NUSS              | NZ        |      95000 | PA      | $64131.77     | 0.04%             | 2028-08-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| PHILIPPINE GOVERNMENT          | Philippine Government Bond                                                       | CUSIP: BW4839732<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    7390000 | PA      | $133999.74    | 0.08%             | 2029-05-19      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| NZ LOCAL GOVT FUND AGENC       | New Zealand Local Government Funding Agency Bond                                 | CUSIP: BP3961482<br>LEI: 254900ZJG39H1CAH6K02 | Long             | DBT              | NUSS              | NZ        |     320000 | PA      | $173461.57    | 0.10%             | 2031-05-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| QUEENSLAND TREASURY CORP       | Queensland Treasury Corp                                                         | CUSIP: BI0191519<br>LEI: 98INKCEEHOU5YJS0HQ88 | Long             | DBT              | NUSS              | AU        |     200000 | PA      | $86071.57     | 0.05%             | 2041-11-20      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| QUEENSLAND TREASURY CORP       | Queensland Treasury Corp                                                         | CUSIP: ZH5726810<br>LEI: 98INKCEEHOU5YJS0HQ88 | Long             | DBT              | NUSS              | AU        |     385000 | PA      | $257132.90    | 0.14%             | 2036-07-21      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PHILIPPINE GOVERNMENT          | Philippine Government Bond                                                       | CUSIP: BY9195128<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |   12890000 | PA      | $236980.14    | 0.13%             | 2032-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| N/A                            | BRL/USD FWD 20260105                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $-88896.31    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | BRL/USD FWD 20250711                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $-21749.86    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| PHILIPPINE GOVERNMENT          | Philippine Government Bond                                                       | CUSIP: YP6291635<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    6680000 | PA      | $118959.53    | 0.07%             | 2035-04-28      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| PHILIPPINE GOVERNMENT          | Philippine Government Bond                                                       | CUSIP: ZJ9336752<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |   16180000 | PA      | $292974.91    | 0.16%             | 2030-07-27      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| PHILIPPINE GOVERNMENT          | Philippine Government Bond                                                       | CUSIP: ZF9229781<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    8670000 | PA      | $155985.69    | 0.09%             | 2029-02-28      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| NBN CO LTD                     | NBN Co Ltd                                                                       | CUSIP: YR8699443<br>LEI: 2549007CRZ2NT7S96A24 | Long             | DBT              | CORP              | AU        |      90000 | PA      | $60358.36     | 0.03%             | 2035-03-06      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| N/A                            | CAD/MXN FWD 20250723                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $-4555.55     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | CAD/MXN FWD 20250723                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $12961.44     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | CAD/USD FWD 20250718                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $205.53       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | CLP/USD FWD 20250711                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $26.74        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | CAN 10YR BOND FUT Sep25                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | CA        |         -4 | NC      | $-3529.78     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | CNY/USD FWD 20250711                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $-3750.29     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | CNY/USD FWD 20250711                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $606.83       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | EUR/NOK FWD 20250723                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $-83994.41    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | EUR/NOK FWD 20250723                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $82011.27     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| PETSMART INC                   | PetSmart LLC                                                                     | CUSIP: 71677HAL9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      62618 | PA      | $62109.00     | 0.03%             | 2028-02-14      | Floating      | 8.18%                 | No            |                  2 | On Loan: No      |
| PERATON CORP                   | Peraton Corp                                                                     | CUSIP: 71360HAB3<br>LEI: 549300EQPCK07ZW63836 | Long             | LON              | CORP              | US        |      29868 | PA      | $26451.53     | 0.01%             | 2028-02-01      | Floating      | 8.18%                 | No            |                  2 | On Loan: No      |
| POLARIS NEWCO LLC              | Polaris Newco LLC                                                                | CUSIP: 73108RAB4<br>LEI: 254900LEPDAG7EDOA064 | Long             | LON              | CORP              | US        |      29769 | PA      | $29051.22     | 0.02%             | 2028-06-05      | Floating      | 8.29%                 | No            |                  2 | On Loan: No      |
| NEP Group, Inc.                | NEP Group, Inc., Senior Secured First Lien Term Loan                             | CUSIP: 62908HAM7<br>LEI: N/A                  | Long             | LON              | CORP              | N/A       |      62955 | PA      | $58174.72     | 0.03%             | 2026-08-19      | Floating      | 7.84%                 | No            |                  2 | On Loan: No      |
| NEP Group, Inc.                | NEP Group, Inc., Senior Secured First Lien Term Loan                             | CUSIP: 62908HAM7<br>LEI: N/A                  | Long             | LON              | CORP              | N/A       |       2408 | PA      | $2225.07      | 0.00%             | 2026-08-19      | Floating      | 7.84%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                 | NRG Energy Inc                                                                   | CUSIP: 62937NBC0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | LON              | CORP              | US        |     198907 | PA      | $199528.77    | 0.11%             | 2031-04-16      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| SOLENIS HOLDINGS LTD           | Solenis Holdings Ltd                                                             | CUSIP: 68163YAJ4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      74625 | PA      | $73896.38     | 0.04%             | 2031-06-23      | Floating      | 7.30%                 | No            |                  2 | On Loan: No      |
| ONEDIGITAL BORROWER LLC        | OneDigital Borrower LLC                                                          | CUSIP: 68277FAN9<br>LEI: 2549009GTKWWAO1E9X77 | Long             | LON              | CORP              | US        |      69325 | PA      | $69303.51     | 0.04%             | 2031-07-02      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC          | Quikrete Holdings Inc                                                            | CUSIP: 74839XAL3<br>LEI: 5493007KIN86DIZWZT22 | Long             | LON              | CORP              | US        |     395000 | PA      | $394950.63    | 0.22%             | 2032-02-10      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| QXO BUILDING PRODUCTS          | QXO Building Products Inc                                                        | CUSIP: 07368RAJ0<br>LEI: 549300HDXQWWCBOYXP31 | Long             | LON              | CORP              | US        |      11333 | PA      | $11424.85     | 0.01%             | 2032-04-30      | Floating      | 7.28%                 | No            |                  2 | On Loan: No      |
| PRUMO PARTICIPACOES E IN       | Prumo Participacoes e Investimentos S/A                                          | CUSIP: ZQ2487259<br>LEI: N/A                  | Long             | DBT              | CORP              | BR        |     140934 | PA      | $142696.01    | 0.08%             | 2031-12-31      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| N/A                            | USD C BRL P 6.300000 EO                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |    -559000 | NC      | $-17609.62    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | USD/CNH Vanilla 20251104                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |     650000 | NC      | $1008.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | USD/CNH Vanilla 20251104                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |    -650000 | NC      | $-356.20      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | USD C INR P 89.4200 EO                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |    -399000 | NC      | $-10886.32    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | USD C TRY P 47 EO                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |    -355000 | NC      | $-11726.01    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | USD P INR C 89.4200 EO                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |    -399000 | NC      | $-10191.66    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | USD/ZAR FWD 20250711                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $-77.28       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | US LONG BOND(CBT) Sep25                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        -13 | NC      | $-45027.92    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | US LONG BOND(CBT) Sep25                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         40 | NC      | $184296.11    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | US ULTRA BOND CBT Sep25                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         -1 | NC      | $-5064.72     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | US ULTRA BOND CBT Sep25                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |          3 | NC      | $17664.92     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| QUEENSLAND TREASURY CORP       | Queensland Treasury Corp                                                         | CUSIP: YQ2557201<br>LEI: 98INKCEEHOU5YJS0HQ88 | Long             | DBT              | NUSS              | AU        |     100000 | PA      | $117896.01    | 0.07%             | 2035-05-21      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| N/A                            | CDX.EM.43.V1 (BUY PROTECTION)                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |          1 | NC      | $46633.95     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | CDX.NA.HY.44.V1 (SELL PROTECTION)                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |          1 | NC      | $165259.61    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137F84J9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     947116 | PA      | $39282.88     | 0.02%             | 2029-12-25      | Variable      | 1.46%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137F84T7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1881542 | PA      | $68295.44     | 0.04%             | 2030-11-25      | Variable      | 0.93%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FTG27<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     654812 | PA      | $39956.99     | 0.02%             | 2030-04-25      | Variable      | 1.69%                 | No            |                  2 | On Loan: No      |
| WEBSTER FINANCIAL CORP         | Webster Financial Corp                                                           | CUSIP: 85917AAC4<br>LEI: KMRURHT0VWKYS6Z5KU67 | Long             | DBT              | CORP              | US        |     125000 | PA      | $122675.88    | 0.07%             | 2030-11-01      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| WEC ENERGY GROUP INC           | WEC Energy Group Inc                                                             | CUSIP: 92939UAG1<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |      54000 | PA      | $50246.24     | 0.03%             | 2028-12-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Cer | WaMu Mortgage Pass-Through Certificates Series 2007-HY3 Trust                    | CUSIP: 933634AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     308756 | PA      | $246254.89    | 0.14%             | 2037-03-25      | Variable      | 3.83%                 | No            |                  2 | On Loan: No      |
| WAND NEWCO 3 INC               | Wand NewCo 3 Inc                                                                 | CUSIP: 933940AA6<br>LEI: 549300Y3VZEWMSQW8494 | Long             | DBT              | CORP              | US        |      20000 | PA      | $21025.00     | 0.01%             | 2032-01-30      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| WASTE CONNECTIONS INC          | Waste Connections Inc                                                            | CUSIP: 94106BAJ0<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |      28000 | PA      | $28619.61     | 0.02%             | 2035-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC           | Waste Management Inc                                                             | CUSIP: 94106LBX6<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |      85000 | PA      | $86382.87     | 0.05%             | 2027-07-03      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| WATCO COS LLC/FINANCE CO       | Watco Cos LLC / Watco Finance Corp                                               | CUSIP: 941130AD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      15000 | PA      | $15600.00     | 0.01%             | 2032-08-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| WEATHERFORD INTERNATIONA       | Weatherford International Ltd                                                    | CUSIP: 947075AU1<br>LEI: 549300A2JKMG5PGOGF82 | Long             | DBT              | CORP              | BM        |      10000 | PA      | $10262.50     | 0.01%             | 2030-04-30      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag | Wells Fargo Commercial Mortgage Trust 2015-SG1                                   | CUSIP: 94989QAV2<br>LEI: 549300ZJL46M82UL2Z22 | Long             | ABS-MBS          | CORP              | US        |     138927 | PA      | $138356.46    | 0.08%             | 2048-09-15      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY          | Wells Fargo & Co                                                                 | CUSIP: 95000U2A0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      78000 | PA      | $76760.19     | 0.04%             | 2028-05-22      | Variable      | 3.58%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY          | Wells Fargo & Co                                                                 | CUSIP: 95000U3W1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     103000 | PA      | $105290.51    | 0.06%             | 2031-04-23      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag | Wells Fargo Commercial Mortgage Trust 2018-C45                                   | CUSIP: 95001NAZ1<br>LEI: 5493006021R83VCLAO08 | Long             | ABS-MBS          | CORP              | US        |    4618644 | PA      | $87474.82     | 0.05%             | 2051-06-15      | Variable      | 0.92%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag | Wells Fargo Commercial Mortgage Trust 2021-C59                                   | CUSIP: 95003CBG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     400000 | PA      | $238167.76    | 0.13%             | 2054-04-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag | Wells Fargo Commercial Mortgage Trust 2024-5C2                                   | CUSIP: 95003UAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     100000 | PA      | $102444.02    | 0.06%             | 2057-11-15      | Variable      | 6.53%                 | No            |                  2 | On Loan: No      |
| WENDYS FUNDING LLC             | Wendy's Funding LLC                                                              | CUSIP: 95058XAG3<br>LEI: 5493009DRVSTWJOXUL48 | Long             | ABS-O            | CORP              | US        |      88489 | PA      | $87313.47     | 0.05%             | 2049-06-15      | Fixed         | 3.78%                 | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC         | WESCO Distribution Inc                                                           | CUSIP: 95081QAS3<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |      55000 | PA      | $56650.00     | 0.03%             | 2033-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| WESTERN ALLIANCE BANCORP       | Western Alliance Bancorp                                                         | CUSIP: 957638AD1<br>LEI: 5493003VJXZ5JXT9S762 | Long             | DBT              | CORP              | US        |     220000 | PA      | $203016.22    | 0.11%             | 2031-06-15      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT       | Western Midstream Operating LP                                                   | CUSIP: 958667AC1<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |      70000 | PA      | $67276.51     | 0.04%             | 2030-02-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| WESTINGHOUSE AIR BRAKE         | Westinghouse Air Brake Technologies Corp                                         | CUSIP: 960386AS9<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |      69000 | PA      | $69970.14     | 0.04%             | 2030-05-29      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY          | Wells Fargo & Co                                                                 | CUSIP: YW4156702<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     100000 | PA      | $121181.96    | 0.07%             | 2032-07-22      | Variable      | 3.90%                 | No            |                  2 | On Loan: No      |
| WESTJET LOYALTY LP             | WestJet Loyalty LP                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | CA        |      29300 | PA      | $29340.29     | 0.02%             | 2031-02-14      | Floating      | 7.55%                 | No            |                  2 | On Loan: No      |
| WATERBRIDGE MIDSTREAM OP       | WaterBridge Midstream Operating LLC                                              | CUSIP: 94120XAF2<br>LEI: 549300DVU86VSP486341 | Long             | LON              | CORP              | US        |      14925 | PA      | $14885.00     | 0.01%             | 2029-06-27      | Floating      | 9.31%                 | No            |                  2 | On Loan: No      |
| WAND NEWCO 3 INC               | Wand NewCo 3 Inc                                                                 | CUSIP: 93369PAM6<br>LEI: 549300Y3VZEWMSQW8494 | Long             | LON              | CORP              | US        |      57899 | PA      | $57706.98     | 0.03%             | 2031-01-30      | Floating      | 6.83%                 | No            |                  2 | On Loan: No      |
| WHIRLPOOL CORP                 | Whirlpool Corp                                                                   | CUSIP: 963320BE5<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |      15000 | PA      | $15056.25     | 0.01%             | 2033-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC         | Williams Cos Inc/The                                                             | CUSIP: 969457CS7<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     136000 | PA      | $135015.77    | 0.08%             | 2035-09-30      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| WINDSTREAM SERVICES/ESCR       | Windstream Services LLC / Windstream Escrow Finance Corp                         | CUSIP: 97381AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      10000 | PA      | $10462.50     | 0.01%             | 2031-10-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Wingstop Funding LLC           | Wingstop Funding LLC                                                             | CUSIP: 974153AB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     246250 | PA      | $234105.74    | 0.13%             | 2050-12-05      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| WINTRUST FINANCIAL CORP        | Wintrust Financial Corp                                                          | CUSIP: 97650W702<br>LEI: Q774KI4AW80FHFW33O61 | Long             | EP               | CORP              | US        |       4250 | NS      | $108800.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| WHITE CAP SUPPLY HOLDING       | White Cap Supply Holdings LLC                                                    | CUSIP: 96350TAH3<br>LEI: 254900L2N0T6GULCL366 | Long             | LON              | CORP              | US        |      54762 | PA      | $54546.92     | 0.03%             | 2029-10-31      | Floating      | 7.58%                 | No            |                  2 | On Loan: No      |
| WHITEWATER MATTERHORN HO       | WhiteWater Matterhorn Holdings LLC                                               | CUSIP: N/A<br>LEI: 2138009J7G187M6C4Q91       | Long             | LON              | CORP              | US        |      15000 | PA      | $15012.53     | 0.01%             | 2032-06-16      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING          | Athene Global Funding                                                            | CUSIP: 04685A4C2<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |      62000 | PA      | $61777.48     | 0.03%             | 2029-10-08      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| ATHENE HOLDING LTD             | Athene Holding Ltd                                                               | CUSIP: 04686JAJ0<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |      52000 | PA      | $51182.66     | 0.03%             | 2054-10-15      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| ATLASSIAN CORPORATION          | Atlassian Corp                                                                   | CUSIP: 049468AA9<br>LEI: 549300V7ZY5P02D2MY38 | Long             | DBT              | CORP              | US        |      21000 | PA      | $21543.92     | 0.01%             | 2029-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AUTONATION INC                 | AutoNation Inc                                                                   | CUSIP: 05329WAT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      31000 | PA      | $31333.65     | 0.02%             | 2035-03-15      | Fixed         | 5.89%                 | No            |                  2 | On Loan: No      |
| AutoNation Finance Trust 2025- | AutoNation Finance Trust 2025-1                                                  | CUSIP: 05330QAF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      45000 | PA      | $45414.97     | 0.03%             | 2030-12-10      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| AutoNation Finance Trust 2025- | AutoNation Finance Trust 2025-1                                                  | CUSIP: 05330QAG7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      25000 | PA      | $25257.84     | 0.01%             | 2032-09-10      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| AUTOZONE INC                   | AutoZone Inc                                                                     | CUSIP: 053332BM3<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |      34000 | PA      | $34790.02     | 0.02%             | 2030-06-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| AVERY DENNISON CORP            | Avery Dennison Corp                                                              | CUSIP: 053611AN9<br>LEI: 549300PW7VPFCYKLIV37 | Long             | DBT              | CORP              | US        |      16000 | PA      | $16605.54     | 0.01%             | 2033-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP         | Aviation Capital Group LLC                                                       | CUSIP: 05369AAQ4<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |      47000 | PA      | $47892.58     | 0.03%             | 2029-07-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| AVNET INC                      | Avnet Inc                                                                        | CUSIP: 053807AW3<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | DBT              | CORP              | US        |      53000 | PA      | $55002.39     | 0.03%             | 2028-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD       | Avolon Holdings Funding Ltd                                                      | CUSIP: 05401AAR2<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |      69000 | PA      | $65490.66     | 0.04%             | 2027-11-18      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD       | Avolon Holdings Funding Ltd                                                      | CUSIP: 05401AAU5<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |      91000 | PA      | $93465.19     | 0.05%             | 2029-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AZORRA FINANCE                 | Azorra Finance Ltd                                                               | CUSIP: 05480AAA3<br>LEI: 254900MC1HXDAVUUP395 | Long             | DBT              | CORP              | KY        |      15000 | PA      | $15581.25     | 0.01%             | 2030-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| AZORRA FINANCE                 | Azorra Finance Ltd                                                               | CUSIP: 05480AAB1<br>LEI: 254900MC1HXDAVUUP395 | Long             | DBT              | CORP              | KY        |      25000 | PA      | $25468.75     | 0.01%             | 2031-01-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO, Limit | Bain Capital Credit CLO 2022-6 Ltd                                               | CUSIP: 05685LAW4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |     500000 | PA      | $501100.99    | 0.28%             | 2038-01-22      | Floating      | 6.27%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO, Limit | Bain Capital Credit CLO 2024-4 Ltd                                               | CUSIP: 05685VAG7<br>LEI: 254900X1J8WOE4EG9026 | Long             | ABS-CBDO         | CORP              | KY        |     250000 | PA      | $250935.45    | 0.14%             | 2037-10-23      | Floating      | 6.18%                 | No            |                  2 | On Loan: No      |
| Bank                           | BANK 2017-BNK8                                                                   | CUSIP: 06650AAN7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7050000 | PA      | $193071.30    | 0.11%             | 2050-11-15      | Variable      | 1.43%                 | No            |                  2 | On Loan: No      |
| ATHENAHEALTH GROUP INC         | AthenaHealth Group Inc                                                           | CUSIP: 60337JAA4<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | DBT              | CORP              | US        |      20000 | PA      | $19650.00     | 0.01%             | 2030-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AVEANNA HEALTHCARE LLC         | Aveanna Healthcare LLC                                                           | CUSIP: 05549DAJ7<br>LEI: 5493006D6JRLPIY8YV18 | Long             | LON              | CORP              | US        |      95473 | PA      | $93652.95     | 0.05%             | 2028-07-17      | Floating      | 8.18%                 | No            |                  2 | On Loan: No      |
| AB BSL CLO                     | AB BSL CLO 4 Ltd                                                                 | CUSIP: 00037VAN8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |     250000 | PA      | $250231.48    | 0.14%             | 2038-04-20      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| AAR ESCROW ISSUER LLC          | AAR Escrow Issuer LLC                                                            | CUSIP: 00253PAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      20000 | PA      | $20650.00     | 0.01%             | 2029-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                     | AbbVie Inc                                                                       | CUSIP: 00287YAS8<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |      63000 | PA      | $56305.68     | 0.03%             | 2045-05-14      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ABU DHABI GOVT INT'L           | Abu Dhabi Government International Bond                                          | CUSIP: 29135LAJ9<br>LEI: 213800FER4348CINTA77 | Long             | DBT              | NUSS              | AE        |     200000 | PA      | $154804.00    | 0.09%             | 2050-04-16      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| 1011778 BC / NEW RED FIN       | 1011778 BC ULC / New Red Finance Inc                                             | CUSIP: 68245XAP4<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     191000 | PA      | $181450.00    | 0.10%             | 2029-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| 1011778 BC ULC                 | 1011778 BC ULC                                                                   | CUSIP: C6901LAM9<br>LEI: 549300RHSHNRWI5LLA86 | Long             | LON              | CORP              | CA        |     709126 | PA      | $706983.94    | 0.40%             | 2030-09-23      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| AADVANTAGE LOYALTY IP          | AAdvantage Loyalty IP Ltd                                                        | CUSIP: 02376CBS3<br>LEI: N/A                  | Long             | LON              | CORP              | KY        |      64536 | PA      | $64207.87     | 0.04%             | 2028-04-20      | Floating      | 6.52%                 | No            |                  2 | On Loan: No      |
| 1261229 BC LTD                 | 1261229 BC Ltd                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | CA        |      15000 | PA      | $14499.60     | 0.01%             | 2030-10-08      | Floating      | 10.56%                | No            |                  2 | On Loan: No      |
| AADVANTAGE LOYALTY IP          | AAdvantage Loyalty IP Ltd                                                        | CUSIP: 02376CBT1<br>LEI: N/A                  | Long             | LON              | CORP              | KY        |     195000 | PA      | $196511.25    | 0.11%             | 2032-05-28      | Floating      | 7.58%                 | No            |                  2 | On Loan: No      |
| EQT CORP                       | EQT Corp                                                                         | CUSIP: 26884LAN9<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |     350000 | PA      | $324567.60    | 0.18%             | 2031-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| EQT CORP                       | EQT Corp                                                                         | CUSIP: 26884LAR0<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |      55000 | PA      | $56784.53     | 0.03%             | 2034-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| EMRLD BOR / EMRLD CO-ISS       | EMRLD Borrower LP / Emerald Co-Issuer Inc                                        | CUSIP: 29103CAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      30000 | PA      | $30637.50     | 0.02%             | 2030-12-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                   | Enbridge Inc                                                                     | CUSIP: 29250NBT1<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     165000 | PA      | $183310.55    | 0.10%             | 2084-01-15      | Variable      | 8.50%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                   | Enbridge Inc                                                                     | CUSIP: 29250NCF0<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     140000 | PA      | $143500.00    | 0.08%             | 2054-06-27      | Variable      | 7.20%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                   | Enbridge Inc                                                                     | CUSIP: 29250NCH6<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |      69000 | PA      | $69371.84     | 0.04%             | 2028-06-20      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP             | Energy Transfer LP                                                               | CUSIP: 29273VAM2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | EP               | CORP              | US        |     345000 | PA      | $351893.10    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP             | Energy Transfer LP                                                               | CUSIP: 29273VAX8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     185000 | PA      | $197238.86    | 0.11%             | 2054-05-15      | Variable      | 8.00%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA LLC          | Entergy Louisiana LLC                                                            | CUSIP: 29364WBQ0<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |      62000 | PA      | $61759.44     | 0.03%             | 2055-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER       | Enterprise Products Operating LLC                                                | CUSIP: 29379VCJ0<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     100000 | PA      | $100458.50    | 0.06%             | 2028-06-20      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                    | Equinix Inc                                                                      | CUSIP: 29444UBM7<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |      56000 | PA      | $34066.48     | 0.02%             | 2051-09-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                    | Equinix Inc                                                                      | CUSIP: 29444UBU9<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |      37000 | PA      | $35035.93     | 0.02%             | 2032-04-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| EUSHI FINANCE INC              | EUSHI Finance Inc                                                                | CUSIP: 29882DAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      80000 | PA      | $82948.48     | 0.05%             | 2054-12-15      | Variable      | 7.62%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY              | Eversource Energy                                                                | CUSIP: 30040WAQ1<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |      61000 | PA      | $59516.85     | 0.03%             | 2027-03-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd       | Neuberger Berman Loan Advisers Clo 40 Ltd                                        | CUSIP: 64134JAE3<br>LEI: 549300Y2YE54ON4DJE28 | Long             | ABS-CBDO         | CORP              | KY        |     250000 | PA      | $250125.25    | 0.14%             | 2033-04-16      | Floating      | 6.27%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP          | Norfolk Southern Corp                                                            | CUSIP: 655844CV8<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |      14000 | PA      | $14053.13     | 0.01%             | 2035-05-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP          | Northrop Grumman Corp                                                            | CUSIP: 666807CM2<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |      61000 | PA      | $56675.16     | 0.03%             | 2054-06-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| NEW S WALES TREASURY CRP       | New South Wales Treasury Corp                                                    | CUSIP: BJ1619839<br>LEI: TC7LRO17HPNPLTAV0H77 | Long             | DBT              | NUSS              | AU        |     205000 | PA      | $90713.99     | 0.05%             | 2041-05-07      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| NEW ZEALAND GOVERNMENT         | New Zealand Government Bond                                                      | CUSIP: BK4327957<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |     405000 | PA      | $159896.36    | 0.09%             | 2041-05-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| EUROPEAN BK RECON & DEV        | European Bank for Reconstruction & Development                                   | CUSIP: BN4255616<br>LEI: 549300HTGDOVDU6OGK19 | Long             | DBT              | CORP              | GB        |   11700000 | PA      | $135127.09    | 0.08%             | 2026-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NEW ZEALAND GOVERNMENT         | New Zealand Government Bond                                                      | CUSIP: BP9145262<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |     240000 | PA      | $126911.44    | 0.07%             | 2032-05-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK       | European Investment Bank                                                         | CUSIP: BP2490954<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | CORP              | LU        |     330000 | PA      | $31429.79     | 0.02%             | 2027-02-17      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| NORWEGIAN GOVERNMENT           | Norway Government Bond                                                           | CUSIP: BU3225572<br>LEI: 549300L0BT3FJTN9MX24 | Long             | DBT              | NUSS              | NO        |    3335000 | PA      | $298543.28    | 0.17%             | 2032-05-18      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| EUROPEAN BK RECON & DEV        | European Bank for Reconstruction & Development                                   | CUSIP: BR9632133<br>LEI: 549300HTGDOVDU6OGK19 | Long             | DBT              | CORP              | GB        |   11300000 | PA      | $131322.97    | 0.07%             | 2027-10-26      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| NEW ZEALAND GOVERNMENT         | New Zealand Government Bond                                                      | CUSIP: YV1744767<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |     118000 | PA      | $69479.91     | 0.04%             | 2036-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| NEW S WALES TREASURY CRP       | New South Wales Treasury Corp                                                    | CUSIP: ZF3604757<br>LEI: TC7LRO17HPNPLTAV0H77 | Long             | DBT              | NUSS              | AU        |     295000 | PA      | $192470.99    | 0.11%             | 2035-09-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NEW S WALES TREASURY CRP       | New South Wales Treasury Corp                                                    | CUSIP: ZK3909205<br>LEI: TC7LRO17HPNPLTAV0H77 | Long             | DBT              | NUSS              | AU        |     355000 | PA      | $219886.61    | 0.12%             | 2036-02-20      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| NEW ZEALAND GOVERNMENT         | New Zealand Government Bond                                                      | CUSIP: QJ1094474<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |     265000 | PA      | $152518.43    | 0.09%             | 2033-04-14      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| EMRLD BORROWER LP              | Emrld Borrower LP                                                                | CUSIP: 26872NAD1<br>LEI: 5493000GJYE7GAQCUC61 | Long             | LON              | CORP              | US        |      14925 | PA      | $14919.70     | 0.01%             | 2031-08-04      | Floating      | 6.83%                 | No            |                  2 | On Loan: No      |
| NORWEGIAN GOVERNMENT           | Norway Government Bond                                                           | CUSIP: YR2442626<br>LEI: 549300L0BT3FJTN9MX24 | Long             | DBT              | NUSS              | NO        |     955000 | PA      | $94181.11     | 0.05%             | 2035-06-12      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| EMPRESA ELECTRICA COCHRA       | Empresa Electrica Cochrane SpA                                                   | CUSIP: ZQ3807125<br>LEI: 5493000S11JF8TJHYT07 | Long             | DBT              | CORP              | CL        |      62060 | PA      | $61206.68     | 0.03%             | 2027-05-14      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PR Mortgage Loan Trust         | PR Mortgage Loan Trust 2014-1                                                    | CUSIP: 69358KAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     843370 | PA      | $799105.68    | 0.45%             | 2049-10-25      | Variable      | 5.86%                 | No            |                  2 | On Loan: No      |
| SBA TOWER TRUST                | SBA Tower Trust                                                                  | CUSIP: 78403DAZ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     145000 | PA      | $148755.09    | 0.08%             | 2028-01-15      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| SBA COMMUNICATIONS CORP        | SBA Communications Corp                                                          | CUSIP: 78410GAD6<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | DBT              | CORP              | US        |     220000 | PA      | $216700.00    | 0.12%             | 2027-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SBA COMMUNICATIONS CORP        | SBA Communications Corp                                                          | CUSIP: 78410GAG9<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | DBT              | CORP              | US        |     205000 | PA      | $193617.95    | 0.11%             | 2029-02-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| SABRE GLBL INC                 | Sabre GLBL Inc                                                                   | CUSIP: 78573NAJ1<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |       3000 | PA      | $3071.25      | 0.00%             | 2027-06-01      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| SABRE GLBL INC                 | Sabre GLBL Inc                                                                   | CUSIP: 78573NAL6<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |      18000 | PA      | $18495.00     | 0.01%             | 2029-11-15      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA         | Santander Holdings USA Inc                                                       | CUSIP: 80282KBN5<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |      23000 | PA      | $23389.21     | 0.01%             | 2029-03-20      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivabl | Santander Drive Auto Receivables Trust 2022-3                                    | CUSIP: 80285UAF8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     200000 | PA      | $199750.47    | 0.11%             | 2029-08-15      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| SC GAMES HOLDIN/US FINCO       | Scientific Games Holdings LP/Scientific Games US FinCo Inc                       | CUSIP: 80874DAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      10000 | PA      | $9600.00      | 0.01%             | 2030-03-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| SCOTT Trust 2023-SFS           | SCOTT Trust 2023-SFS                                                             | CUSIP: 810064AE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     100000 | PA      | $101414.83    | 0.06%             | 2040-03-10      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| SEALED AIR CORP                | Sealed Air Corp                                                                  | CUSIP: 81211KBA7<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |      65000 | PA      | $64268.75     | 0.04%             | 2029-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SEALED AIR/SEALED AIR US       | Sealed Air Corp/Sealed Air Corp US                                               | CUSIP: 812127AB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      20000 | PA      | $21050.00     | 0.01%             | 2031-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| SEMPRA                         | Sempra                                                                           | CUSIP: 816851BV0<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |     110000 | PA      | $103950.00    | 0.06%             | 2055-04-01      | Variable      | 6.55%                 | No            |                  2 | On Loan: No      |
| SABRE GLBL INC                 | Sabre GLBL Inc                                                                   | CUSIP: 78571YBG4<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | LON              | CORP              | US        |       5669 | PA      | $5591.68      | 0.00%             | 2027-12-17      | Floating      | 7.94%                 | No            |                  2 | On Loan: No      |
| SELECT MEDICAL CORP            | Select Medical Corp                                                              | CUSIP: 816194AY0<br>LEI: 549300X05KS0JKR8CB50 | Long             | LON              | CORP              | US        |      29925 | PA      | $30056.07     | 0.02%             | 2031-12-03      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| SABRE GLBL INC                 | Sabre GLBL Inc                                                                   | CUSIP: 78571YBK5<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | LON              | CORP              | US        |      18134 | PA      | $18134.16     | 0.01%             | 2029-11-15      | Floating      | 10.43%                | No            |                  2 | On Loan: No      |
| SABRE GLBL INC                 | Sabre GLBL Inc                                                                   | CUSIP: 78571YBL3<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | LON              | CORP              | US        |       7862 | PA      | $7498.02      | 0.00%             | 2029-11-15      | Floating      | 10.43%                | No            |                  2 | On Loan: No      |
| SAVOR ACQUISITION INC          | Savor Acquisition Inc                                                            | CUSIP: 80536AAB8<br>LEI: 25490051R6ZOBEBPQ519 | Long             | LON              | CORP              | US        |      36552 | PA      | $36817.28     | 0.02%             | 2032-02-19      | Floating      | 7.58%                 | No            |                  2 | On Loan: No      |
| SAVOR ACQUISITION INC          | Savor Acquisition Inc                                                            | CUSIP: 80536AAC6<br>LEI: 25490051R6ZOBEBPQ519 | Long             | LON              | CORP              | US        |       3448 | PA      | $3473.32      | 0.00%             | 2032-02-19      | Floating      | 7.56%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortga | MF1 2024-FL16                                                                    | CUSIP: 55287EAJ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     100000 | PA      | $99203.26     | 0.06%             | 2039-11-18      | Floating      | 7.90%                 | No            |                  2 | On Loan: No      |
| N/A                            | FWDP 10Y RTR 2.375 14-AUG-2034                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     641560 | NC      | $10673.63     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | FWDP 10Y RTR 2.355 27-NOV-2034                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     678000 | NC      | $11221.58     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | IRS PAY FIXED 3.855% 11/29/2044                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |          1 | NC      | $9812.53      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | IRS PAY FIXED 3.83682% 08/16/2044                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |          1 | NC      | $8090.55      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | FX FVA EURUSD 8.4% IV (SELL PROTECTION)                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | US        |          1 | NC      | $16661.14     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | FX FVA USDINR 4.325% IV (BUY PROTECTION)                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | US        |          1 | NC      | $-101.48      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | IRS REC FIXED 3.93329% 05/05/2045                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |          1 | NC      | $-1354.81     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | IRS PAY FIXED 3.69863% 05/05/2035                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |          1 | NC      | $-50.22       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | IRS PAY FIXED 3.85657% 05/05/2055                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |          1 | NC      | $1095.07      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | FWDP 1Y RTP 3.665000 02-FEB-2026                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    3648500 | NC      | $4425.63      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | FWDP 1Y RTP 3.965000 02-FEB-2026                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   -3648500 | NC      | $-1944.65     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | FWDP 1Y RTP 4.185000 02-FEB-2026                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   -3648500 | NC      | $-1006.99     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | FWDP 10Y RTR 4.630000 22-MAY-2035                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    -297000 | NC      | $-20932.26    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | IBOXHY Index-L-MS                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          1 | NC      | $48357.64     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | FWDP 2Y RTP 4.000000 28-NOV-2025                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   -5338800 | NC      | $-3197.94     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | FWDP 30Y RTP 4.547500 28-NOV-2025                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     593200 | NC      | $4671.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | FX FVA USDBRL 18.3% IV (SELL PROTECTION)                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | US        |          1 | NC      | $2953.42      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | GBP/USD FWD 20250917                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $519.42       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FIEMEX ENERGIA - BANC AC       | FIEMEX Energia - Banco Actinver SA Institucion de Banca Multiple                 | CUSIP: 05974EAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |     198850 | PA      | $203500.38    | 0.11%             | 2041-01-31      | Fixed         | 7.25%                 | 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        |      25000 | PA      | $24062.50     | 0.01%             | 2030-03-01      | Fixed         | 4.75%                 | 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        |      25000 | PA      | $23562.50     | 0.01%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CDW LLC/CDW FINANCE            | CDW LLC / CDW Finance Corp                                                       | CUSIP: 12513GBJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      20000 | PA      | $18369.54     | 0.01%             | 2031-12-01      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| CD Commercial Mortgage Trust   | CD 2017-CD4 Mortgage Trust                                                       | CUSIP: 12515DAS3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1320893 | PA      | $20259.73     | 0.01%             | 2050-05-10      | Variable      | 1.37%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137F82T9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1824521 | PA      | $68438.71     | 0.04%             | 2030-11-25      | Variable      | 0.96%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FTZM2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     789571 | PA      | $77897.63     | 0.04%             | 2035-02-25      | Variable      | 1.63%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FX3T3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1261296 | PA      | $63979.12     | 0.04%             | 2030-08-25      | Variable      | 1.32%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FXQX9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1458921 | PA      | $87548.24     | 0.05%             | 2035-10-25      | Variable      | 0.95%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137H2NZ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     809920 | PA      | $60707.27     | 0.03%             | 2036-08-25      | Variable      | 1.09%                 | 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        |      10000 | PA      | $9200.00      | 0.01%             | 2030-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| FIRST BUSEY CORPORATION        | First Busey Corp                                                                 | CUSIP: 319383600<br>LEI: 549300X4ZNLYSX7GUY60 | Long             | EP               | CORP              | US        |       4950 | NS      | $123948.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| GCAT                           | GCAT 2022-NQM4 Trust                                                             | CUSIP: 36170HAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      75902 | PA      | $75620.89     | 0.04%             | 2067-08-25      | Variable      | 5.27%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO         | General Motors Financial Co Inc                                                  | CUSIP: 37045XBT2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |      58000 | PA      | $57653.33     | 0.03%             | 2027-01-17      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO         | General Motors Financial Co Inc                                                  | CUSIP: 37045XDB9<br>LEI: 5493008B6JBRUJ90QL97 | Long             | EP               | CORP              | US        |      84000 | PA      | $83370.00     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| GENESEE & WYOMING INC          | Genesee & Wyoming Inc                                                            | CUSIP: 371559AB1<br>LEI: G617XSG94Z7G0RMW3L02 | Long             | DBT              | CORP              | US        |      35000 | PA      | $35700.00     | 0.02%             | 2032-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| GENUINE PARTS CO               | Genuine Parts Co                                                                 | CUSIP: 372460AF2<br>LEI: 549300D46DQVEU651W04 | Long             | DBT              | CORP              | US        |      53000 | PA      | $53742.42     | 0.03%             | 2029-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO               | Georgia Power Co                                                                 | CUSIP: 373334KV2<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |      48000 | PA      | $48686.35     | 0.03%             | 2027-02-23      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FINNISH GOVERNMENT             | Finland Government Bond                                                          | CUSIP: ZK3729587<br>LEI: 743700M6Y2OQRVSBRD14 | Long             | DBT              | NUSS              | FI        |     150000 | PA      | $178839.83    | 0.10%             | 2033-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CDP FINANCIAL INC              | CDP Financial Inc                                                                | CUSIP: ZG3913420<br>LEI: 549300OXMGVYFCBFV096 | Long             | DBT              | NUSS              | CA        |     100000 | PA      | $76999.45     | 0.04%             | 2030-12-02      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| FERTITTA ENTERTAINMENT L       | Fertitta Entertainment LLC/NV                                                    | CUSIP: 31556PAB3<br>LEI: 984500A0805D8V551D35 | Long             | LON              | CORP              | US        |      66380 | PA      | $66382.39     | 0.04%             | 2029-01-29      | Floating      | 7.83%                 | No            |                  2 | On Loan: No      |
| GEN DIGITAL INC                | Gen Digital Inc                                                                  | CUSIP: 66877AAG3<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | LON              | CORP              | US        |      55000 | PA      | $54972.50     | 0.03%             | 2032-04-16      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| GC FERRY ACQUISITION I         | GC Ferry Acquisition I Inc                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      51250 | PA      | $50417.19     | 0.03%             | 2032-06-07      | Floating      | 7.83%                 | No            |                  2 | On Loan: No      |
| FERMACA ENTERPRISES S RL       | Fermaca Enterprises S de RL de CV                                                | CUSIP: EK2545086<br>LEI: 549300HYMZDEHWD3X752 | Long             | DBT              | CORP              | MX        |     174337 | PA      | $169051.81    | 0.10%             | 2038-03-30      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Palmer Square Loan Funding Ltd | Palmer Square Loan Funding 2022-2 Ltd                                            | CUSIP: 69701NAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     800000 | PA      | $800979.20    | 0.45%             | 2030-10-15      | Floating      | 6.46%                 | No            |                  2 | On Loan: No      |
| PANTHER ESCROW ISSUER          | Panther Escrow Issuer LLC                                                        | CUSIP: 69867RAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      25000 | PA      | $25968.75     | 0.01%             | 2031-06-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| PARK INTERMED HOLDINGS         | Park Intermediate Holdings LLC / PK Domestic Property LLC / PK Finance Co-Issuer | CUSIP: 70052LAD5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      50000 | PA      | $51500.00     | 0.03%             | 2030-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| PAYCHEX INC                    | Paychex Inc                                                                      | CUSIP: 704326AB3<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |      68000 | PA      | $69761.74     | 0.04%             | 2032-04-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| PENNYMAC FIN SVCS INC          | PennyMac Financial Services Inc                                                  | CUSIP: 70932MAD9<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |      20000 | PA      | $21175.00     | 0.01%             | 2029-12-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| PENNYMAC FIN SVCS INC          | PennyMac Financial Services Inc                                                  | CUSIP: 70932MAG2<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |      30000 | PA      | $30562.50     | 0.02%             | 2032-05-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL               | Paramount Global                                                                 | CUSIP: 92556HAE7<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |      76000 | PA      | $74588.76     | 0.04%             | 2062-03-30      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| N/A                            | MC 5YX5Y RTR 2.50 20-MAY-2026                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |    1194000 | NC      | $4756.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | MC 10YX10Y RTR 2.30 20-MAY-2026                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |    -597000 | NC      | $-3057.68     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | JPY/USD FWD 20250917                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $-1264.59     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | MXN/USD FWD 20250711                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $-46094.77    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | MXN/USD FWD 20250711                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $8585.98      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | MXN/USD FWD 20250917                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $-12229.50    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | MXN/USD FWD 20250917                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $2269.82      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | NOK/USD FWD 20250917                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $-3109.04     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | NOK/USD FWD 20250917                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $1680.39      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | PEN/USD FWD 20250711                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $-18982.37    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | PEN/USD FWD 20250711                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $2170.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | USD P JPY C 125.0000 DI 125.0000                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      32000 | NC      | $43.55        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TREASURY BILL                  | United States Treasury Bill                                                      | CUSIP: 912797PG6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    5800000 | PA      | $5779869.19   | 3.25%             | 2025-07-31      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| VOYAGER PARENT LLC             | Voyager Parent LLC                                                               | CUSIP: 92921EAA0<br>LEI: 2549002DYVI4ACSV4V71 | Long             | DBT              | CORP              | US        |      15000 | PA      | $15581.25     | 0.01%             | 2032-07-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| TREASURY CORP VICTORIA         | Treasury Corp of Victoria                                                        | CUSIP: EJ6963270<br>LEI: 549300ZJM7BQW1P9UV75 | Long             | DBT              | NUSS              | AU        |     205000 | PA      | $133214.04    | 0.08%             | 2032-12-20      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| TREASURY CORP VICTORIA         | Treasury Corp of Victoria                                                        | CUSIP: EK0887258<br>LEI: 549300ZJM7BQW1P9UV75 | Long             | DBT              | NUSS              | AU        |     140000 | PA      | $87325.74     | 0.05%             | 2040-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT            | United Kingdom Gilt                                                              | CUSIP: ZN9056328<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     125000 | PA      | $160496.62    | 0.09%             | 2033-01-31      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| TREASURY CORP VICTORIA         | Treasury Corp of Victoria                                                        | CUSIP: BZ6602487<br>LEI: 549300ZJM7BQW1P9UV75 | Long             | DBT              | NUSS              | AU        |     450000 | PA      | $287833.44    | 0.16%             | 2036-09-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT            | United Kingdom Gilt                                                              | CUSIP: ZB6713786<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |      90000 | PA      | $124687.04    | 0.07%             | 2029-07-22      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| VOYAGER PARENT LLC             | Voyager Parent LLC                                                               | CUSIP: N/A<br>LEI: 2549002DYVI4ACSV4V71       | Long             | LON              | CORP              | US        |     120000 | PA      | $118933.20    | 0.07%             | 2032-05-10      | Floating      | 9.07%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP        | John Deere Capital Corp                                                          | CUSIP: 24422EYD5<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |      69000 | PA      | $69339.27     | 0.04%             | 2028-06-05      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                      | IQVIA Inc                                                                        | CUSIP: 46266TAF5<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |      38000 | PA      | $39726.80     | 0.02%             | 2029-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC              | Iron Mountain Inc                                                                | CUSIP: 46284VAQ4<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |       5000 | PA      | $5143.75      | 0.00%             | 2033-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLD/FOOD/LUX CO       | JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl                       | CUSIP: 46590XAM8<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |      51000 | PA      | $47453.82     | 0.03%             | 2031-12-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLD/FOOD/LUX CO       | JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl                       | CUSIP: 46590XAU0<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |      90000 | PA      | $82212.48     | 0.05%             | 2032-01-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLD/FOOD/LUX CO       | JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl                       | CUSIP: 46590XAY2<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |      36000 | PA      | $36989.71     | 0.02%             | 2033-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust       | JP Morgan Mortgage Trust 2019-8                                                  | CUSIP: 46591KBE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       6790 | PA      | $6022.87      | 0.00%             | 2050-03-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust       | J.P. Morgan Mortgage Trust 2022-5                                                | CUSIP: 465977AY2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     418142 | PA      | $343414.81    | 0.19%             | 2052-09-25      | Variable      | 2.80%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust       | JP Morgan Mortgage Trust 2018-8                                                  | CUSIP: 46650MBF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     416929 | PA      | $382560.52    | 0.22%             | 2049-01-25      | Variable      | 4.05%                 | No            |                  2 | On Loan: No      |
| Jersey Mikes Funding LLC       | Jersey Mike's Funding LLC                                                        | CUSIP: 476681AD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     209475 | PA      | $211543.25    | 0.12%             | 2055-02-15      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| JETBLUE AIRWAYS/LOYALTY        | JetBlue Airways Corp / JetBlue Loyalty LP                                        | CUSIP: 476920AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     165000 | PA      | $160462.50    | 0.09%             | 2031-09-20      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON              | Johnson & Johnson                                                                | CUSIP: 478160DH4<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |      63000 | PA      | $64026.46     | 0.04%             | 2028-03-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| VITAL ENERGY INC               | Vital Energy Inc                                                                 | CUSIP: 516806AK2<br>LEI: 549300X0PTWU2QSLSL14 | Long             | DBT              | CORP              | US        |      15000 | PA      | $12825.00     | 0.01%             | 2032-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: —       |
| MACQUARIE AIRFINANCE HLD       | Macquarie Airfinance Holdings Ltd                                                | CUSIP: 55609NAD0<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |       4000 | PA      | $4223.41      | 0.00%             | 2031-03-26      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MACQUARIE AIRFINANCE HLD       | Macquarie Airfinance Holdings Ltd                                                | CUSIP: 55609NAE8<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |      37000 | PA      | $36879.86     | 0.02%             | 2030-03-17      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| MACQUARIE AIRFINANCE HLD       | Macquarie Airfinance Holdings Ltd                                                | CUSIP: 55609NAF5<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |      37000 | PA      | $37371.96     | 0.02%             | 2028-03-27      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| MADISON IAQ LLC                | Madison IAQ LLC                                                                  | CUSIP: 55760LAB3<br>LEI: 549300IXDNBXNHUPBU73 | Long             | DBT              | CORP              | US        |      15000 | PA      | $14737.50     | 0.01%             | 2029-06-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd       | Madison Park Funding XXI Ltd                                                     | CUSIP: 55820JBJ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     250000 | PA      | $250313.50    | 0.14%             | 2032-10-15      | Floating      | 6.72%                 | No            |                  2 | On Loan: No      |
| MARB BONDCO PLC                | MARB BondCo PLC                                                                  | CUSIP: 566007AC4<br>LEI: 254900PVA1EU6QM1JN57 | Long             | DBT              | CORP              | GB        |     200000 | PA      | $177406.20    | 0.10%             | 2031-01-29      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| MARRIOTT VACATION WORLDW       | Marriott Vacations Worldwide Corp                                                | CUSIP: 57164YAF4<br>LEI: 549300WA6BT5H4F7IO94 | Long             | DBT              | CORP              | US        |     135000 | PA      | $126137.39    | 0.07%             | 2027-12-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| MARS INC                       | Mars Inc                                                                         | CUSIP: 571676BA2<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |     185000 | PA      | $187068.12    | 0.11%             | 2035-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL         | Marriott International Inc/MD                                                    | CUSIP: 571903BQ5<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |      68000 | PA      | $68668.03     | 0.04%             | 2034-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING/PTL       | Penske Truck Leasing Co Lp / PTL Finance Corp                                    | CUSIP: 709599BZ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      76000 | PA      | $77868.69     | 0.04%             | 2029-03-30      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management    | RCKT Mortgage Trust 2021-1                                                       | CUSIP: 749350BL7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     438967 | PA      | $367521.31    | 0.21%             | 2051-03-25      | Variable      | 2.71%                 | No            |                  2 | On Loan: No      |
| VIDEOTRON LTD                  | Videotron Ltd                                                                    | CUSIP: 92660FAT1<br>LEI: 549300LW4GNJRBECSD81 | Long             | DBT              | CORP              | CA        |      37000 | PA      | $37263.85     | 0.02%             | 2035-01-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA SECURED FIN       | Virgin Media Secured Finance PLC                                                 | CUSIP: 92769XAP0<br>LEI: 213800X3RLP4NOTPY579 | Long             | DBT              | CORP              | GB        |     276000 | PA      | $270975.70    | 0.15%             | 2029-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA SECURED FIN       | Virgin Media Secured Finance PLC                                                 | CUSIP: 92769XAR6<br>LEI: 213800X3RLP4NOTPY579 | Long             | DBT              | CORP              | GB        |     100000 | PA      | $92625.00     | 0.05%             | 2030-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO       | Virginia Electric and Power Co                                                   | CUSIP: 927804GS7<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |      25000 | PA      | $24070.13     | 0.01%             | 2054-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC       | Vistra Operations Co LLC                                                         | CUSIP: 92840VAP7<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |      20000 | PA      | $21250.00     | 0.01%             | 2031-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| VMWARE LLC                     | VMware LLC                                                                       | CUSIP: 928563AC9<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |      66000 | PA      | $65407.52     | 0.04%             | 2027-08-21      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| VMED O2 UK FINAN               | Vmed O2 UK Financing I PLC                                                       | CUSIP: 92858RAA8<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |     215000 | PA      | $196145.58    | 0.11%             | 2031-01-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Voya VACS Series HYB Fund      | Voya VACS Series HYB Fund                                                        | CUSIP: 92913L262<br>LEI: 549300IKJ54WGTW8EU42 | Long             | EC               | RF                | US        |     424988 | NS      | $4407129.28   | 2.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Voya VACS Series EMHCD Fund    | Voya VACS Series EMHCD Fund                                                      | CUSIP: 92919X104<br>LEI: 549300F0L4T7FY2BWJ84 | Long             | EC               | RF                | US        |     181093 | NS      | $1861632.07   | 1.05%             |  |  |  | No            |                  1 | On Loan: No      |
| WMG ACQUISITION CORP           | WMG Acquisition Corp                                                             | CUSIP: 92933BAR5<br>LEI: 549300NAS11NXI33CP80 | Long             | DBT              | CORP              | US        |     220000 | PA      | $200246.86    | 0.11%             | 2031-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: —       |
| WR GRACE HOLDING LLC           | WR Grace Holdings LLC                                                            | CUSIP: 92943GAA9<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |      10000 | PA      | $9037.50      | 0.01%             | 2029-08-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| WORKDAY INC                    | Workday Inc                                                                      | CUSIP: 98138HAJ0<br>LEI: 549300J0DYC0N31V7G13 | Long             | DBT              | CORP              | US        |      36000 | PA      | $33821.32     | 0.02%             | 2032-04-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| XPO INC                        | XPO Inc                                                                          | CUSIP: 98379KAB8<br>LEI: 54930096DB9LCLPN7H13 | Long             | DBT              | CORP              | US        |      30000 | PA      | $31275.00     | 0.02%             | 2031-06-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| YINSON BERGENIA PRODUCTI       | Yinson Bergenia Production BV                                                    | CUSIP: 98585VAA6<br>LEI: 549300JDIAWKPMZD5256 | Long             | DBT              | CORP              | NL        |     200000 | PA      | $202180.00    | 0.11%             | 2045-01-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| YUM! BRANDS INC                | Yum! Brands Inc                                                                  | CUSIP: 988498AL5<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |     267000 | PA      | $263328.75    | 0.15%             | 2030-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| YUM! BRANDS INC                | Yum! Brands Inc                                                                  | CUSIP: 988498AN1<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |     325000 | PA      | $299000.00    | 0.17%             | 2031-03-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| YUM! BRANDS INC                | Yum! Brands Inc                                                                  | CUSIP: 988498AP6<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |     125000 | PA      | $120312.50    | 0.07%             | 2032-01-31      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 YEAR ISSUE)          | Japan Government Twenty Year Bond                                                | CUSIP: EF2077933<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   84050000 | PA      | $588166.15    | 0.33%             | 2025-12-20      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| VMED O2 UK FINANCING I         | Vmed O2 UK Financing I PLC                                                       | CUSIP: ZB0006997<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |     150000 | PA      | $180643.87    | 0.10%             | 2032-04-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| WR GRACE HOLDINGS LLC          | WR Grace Holdings LLC                                                            | CUSIP: 92943HAB5<br>LEI: 549300WNOVFRGYOAEB12 | Long             | LON              | CORP              | US        |      25000 | PA      | $25067.75     | 0.01%             | 2028-09-22      | Floating      | 7.55%                 | No            |                  2 | On Loan: No      |
| JETBLUE AIRWAYS CORP           | JetBlue Airways Corp                                                             | CUSIP: N/A<br>LEI: 54930070J9H97ZO93T57       | Long             | LON              | CORP              | US        |     185340 | PA      | $174521.39    | 0.10%             | 2029-08-27      | Floating      | 9.07%                 | No            |                  2 | On Loan: No      |
| JETBLUE AIRWAYS CORP           | JetBlue Airways Corp                                                             | CUSIP: N/A<br>LEI: 54930070J9H97ZO93T57       | Long             | LON              | CORP              | US        |      19115 | PA      | $17999.57     | 0.01%             | 2029-08-27      | Floating      | 9.07%                 | No            |                  2 | On Loan: No      |
| WYNDHAM WORLDWIDE CORP         | Travel + Leisure Co                                                              | CUSIP: 98309GAF3<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | LON              | CORP              | US        |     259025 | PA      | $259607.83    | 0.15%             | 2029-12-14      | Floating      | 6.83%                 | No            |                  2 | On Loan: No      |
| VICTRA HOLDINGS LLC            | Victra Holdings LLC                                                              | CUSIP: 50226BAM0<br>LEI: 549300KWDYQKQSF0MQ18 | Long             | LON              | CORP              | US        |      24688 | PA      | $24726.14     | 0.01%             | 2029-03-29      | Floating      | 8.55%                 | No            |                  2 | On Loan: No      |
| MADISON SAFETY & FLOW          | Madison Safety & Flow LLC                                                        | CUSIP: 55822DAM3<br>LEI: 5493007D2J7BBIFYBY65 | Long             | LON              | CORP              | US        |      24875 | PA      | $24952.73     | 0.01%             | 2031-09-26      | Floating      | 7.08%                 | No            |                  2 | On Loan: No      |
| MADISON IAQ LLC                | Madison IAQ LLC                                                                  | CUSIP: 55759VAD0<br>LEI: 549300IXDNBXNHUPBU73 | Long             | LON              | CORP              | US        |      60000 | PA      | $60237.30     | 0.03%             | 2032-05-06      | Floating      | 7.51%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                   | UBS Group AG                                                                     | CUSIP: 225401BH0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     400000 | PA      | $397500.00    | 0.22%             | 2030-02-10      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                   | UBS Group AG                                                                     | CUSIP: 225401BJ6<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     200000 | PA      | $198750.00    | 0.11%             | 2034-08-10      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| TXNM ENERGY INC                | TXNM Energy Inc                                                                  | CUSIP: 69349HAF4<br>LEI: 5493003JOBJGLZSDDQ28 | Long             | DBT              | CORP              | US        |     105000 | PA      | $135721.95    | 0.08%             | 2054-06-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust         | Sequoia Mortgage Trust 2025-2                                                    | CUSIP: 816935AU4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     183640 | PA      | $183876.73    | 0.10%             | 2055-03-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust         | Sequoia Mortgage Trust 2021-3                                                    | CUSIP: 81748VCF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     446604 | PA      | $362472.14    | 0.20%             | 2051-05-25      | Variable      | 2.65%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust         | Sequoia Mortgage Trust 2024-9                                                    | CUSIP: 81749PAV2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     140650 | PA      | $138974.06    | 0.08%             | 2054-10-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Servpro Master Issuer, LLC     | SERVPRO Master Issuer LLC                                                        | CUSIP: 817743AJ6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      98750 | PA      | $101098.37    | 0.06%             | 2054-01-25      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| TRIDENT TPI HOLDINGS INC       | Trident TPI Holdings Inc                                                         | CUSIP: 89616RAC3<br>LEI: 549300TPLK304J3RNC85 | Long             | DBT              | CORP              | US        |      30000 | PA      | $31800.00     | 0.02%             | 2028-12-31      | Fixed         | 12.75%                | No            |                  2 | On Loan: No      |
| TRITON CONTAINER/TAL INT       | Triton Container International Ltd / TAL International Container Corp            | CUSIP: 89681LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |      36000 | PA      | $31159.19     | 0.02%             | 2032-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP          | Truist Financial Corp                                                            | CUSIP: 89788MAT9<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |      64000 | PA      | $65072.45     | 0.04%             | 2032-08-05      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust  | UBS Commercial Mortgage Trust 2017-C3                                            | CUSIP: 90276GAY8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     100000 | PA      | $94589.35     | 0.05%             | 2050-08-15      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| UMB FINANCIAL CORP             | UMB Financial Corp                                                               | CUSIP: 902788405<br>LEI: 549300MGEH3N3CUCV828 | Long             | EP               | CORP              | US        |       7375 | NS      | $191307.50    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| UKG INC                        | UKG Inc                                                                          | CUSIP: 90279XAA0<br>LEI: 529900FKHWSTQ1GXK240 | Long             | DBT              | CORP              | US        |      40000 | PA      | $41350.00     | 0.02%             | 2031-02-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust  | UBS Commercial Mortgage Trust 2018-C9                                            | CUSIP: 90291JAX5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2149953 | PA      | $36071.70     | 0.02%             | 2051-03-15      | Variable      | 1.07%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust  | UBS Commercial Mortgage Trust 2018-C13                                           | CUSIP: 90353KBD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     100000 | PA      | $91473.09     | 0.05%             | 2051-10-15      | Variable      | 5.14%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC          | Uber Technologies Inc                                                            | CUSIP: 90353TAP5<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |     142000 | PA      | $139260.68    | 0.08%             | 2034-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES INC            | United Airlines Inc                                                              | CUSIP: 90932LAH0<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |      50000 | PA      | $48538.60     | 0.03%             | 2029-04-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| TREASURY CORP VICTORIA         | Treasury Corp of Victoria                                                        | CUSIP: ZS9578676<br>LEI: 549300ZJM7BQW1P9UV75 | Long             | DBT              | NUSS              | AU        |     150000 | PA      | $79301.83     | 0.04%             | 2034-11-20      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT            | United Kingdom Gilt                                                              | CUSIP: YX3339711<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     125000 | PA      | $169333.03    | 0.10%             | 2034-07-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| TRIDENT TPI HOLDINGS INC       | Trident TPI Holdings Inc                                                         | CUSIP: 00216EAL3<br>LEI: 549300TPLK304J3RNC85 | Long             | LON              | CORP              | US        |      60000 | PA      | $59032.80     | 0.03%             | 2028-09-18      | Floating      | 8.05%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES INC            | United Airlines Inc                                                              | CUSIP: 90932RAP9<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | LON              | CORP              | US        |     177454 | PA      | $178064.20    | 0.10%             | 2031-02-24      | Floating      | 6.28%                 | No            |                  2 | On Loan: No      |
| UFC HOLDINGS LLC               | UFC Holdings LLC                                                                 | CUSIP: 90266UAK9<br>LEI: 549300JEOTH7UMZ3C491 | Long             | LON              | CORP              | US        |     164588 | PA      | $165389.04    | 0.09%             | 2031-11-21      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| TRUCORDIA INSURANCE HOLD       | Trucordia Insurance Holdings LLC                                                 | CUSIP: 89783WAB1<br>LEI: 254900KYYP47CV7DMK95 | Long             | LON              | CORP              | US        |      50000 | PA      | $50156.25     | 0.03%             | 2032-06-17      | Floating      | 7.56%                 | No            |                  2 | On Loan: No      |
| BX Trust                       | BX Commercial Mortgage Trust 2021-21M                                            | CUSIP: 05609CAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      29752 | PA      | $29742.45     | 0.02%             | 2036-10-15      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| BX Trust                       | BX Commercial Mortgage Trust 2021-21M                                            | CUSIP: 05609CAN7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     175000 | PA      | $174234.25    | 0.10%             | 2036-10-15      | Floating      | 6.60%                 | No            |                  2 | On Loan: No      |
| BX Trust                       | BX Commercial Mortgage Trust 2021-ACNT                                           | CUSIP: 05609QAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      85730 | PA      | $85622.70     | 0.05%             | 2038-11-15      | Floating      | 5.93%                 | No            |                  2 | On Loan: No      |
| BSPRT Issuer, Ltd.             | BSPRT 2023-FL10 Issuer Ltd                                                       | CUSIP: 05610VAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      98476 | PA      | $98537.18     | 0.06%             | 2035-09-15      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| BSPRT Issuer, Ltd.             | BSPRT 2023-FL10 Issuer Ltd                                                       | CUSIP: 05610VAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     100000 | PA      | $100396.09    | 0.06%             | 2035-09-15      | Floating      | 7.58%                 | No            |                  2 | On Loan: No      |
| BSPRT Issuer, Ltd.             | BSPRT 2024-FL11 Issuer LLC                                                       | CUSIP: 05613RAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     100000 | PA      | $99312.36     | 0.06%             | 2039-07-15      | Floating      | 6.61%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD FINANCE INC         | Brookfield Finance Inc                                                           | CUSIP: 11271LAP7<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |      36000 | PA      | $35039.56     | 0.02%             | 2055-03-03      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC              | Brown & Brown Inc                                                                | CUSIP: 115236AJ0<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |      73000 | PA      | $73635.98     | 0.04%             | 2028-06-23      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC              | Brown & Brown Inc                                                                | CUSIP: 115236AN1<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |      14000 | PA      | $14446.24     | 0.01%             | 2055-06-23      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BUCKEYE PARTNERS LP            | Buckeye Partners LP                                                              | CUSIP: 118230AV3<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |      15000 | PA      | $15487.50     | 0.01%             | 2029-07-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC       | Builders FirstSource Inc                                                         | CUSIP: 12008RAS6<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |      35000 | PA      | $35568.75     | 0.02%             | 2034-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC       | Builders FirstSource Inc                                                         | CUSIP: 12008RAT4<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |      15000 | PA      | $15393.75     | 0.01%             | 2035-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BUNGE LTD FINANCE CORP         | Bunge Ltd Finance Corp                                                           | CUSIP: 120568BF6<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |      41000 | PA      | $39734.99     | 0.02%             | 2034-09-17      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE       | Burlington Northern Santa Fe LLC                                                 | CUSIP: 12189LBL4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      34000 | PA      | $33531.72     | 0.02%             | 2055-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BURLINGTON STORES INC          | Burlington Stores Inc                                                            | CUSIP: 122017AD8<br>LEI: 5299003Z37DVGKKC1W09 | Long             | DBT              | CORP              | US        |     110000 | PA      | $141881.30    | 0.08%             | 2027-12-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| BX Trust                       | BX Commercial Mortgage Trust 2021-CIP                                            | CUSIP: 12434FAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      96761 | PA      | $96700.52     | 0.05%             | 2038-12-15      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd               | CIFC Funding 2015-IV Ltd                                                         | CUSIP: 12550TBE4<br>LEI: 549300ZXX0SJBZWIWI81 | Long             | ABS-CBDO         | CORP              | KY        |     250000 | PA      | $250250.50    | 0.14%             | 2034-04-20      | Floating      | 6.43%                 | No            |                  2 | On Loan: No      |
| CIM Trust                      | CIM Trust 2018-INV1                                                              | CUSIP: 12553XAK9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     163293 | PA      | $151686.53    | 0.09%             | 2048-08-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| CIM Trust                      | CIM Trust 2019-INV2                                                              | CUSIP: 12554TAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      11850 | PA      | $11025.71     | 0.01%             | 2049-05-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| CIM Trust                      | CIM Trust 2019-J1                                                                | CUSIP: 12556MCQ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     153548 | PA      | $142168.16    | 0.08%             | 2049-08-25      | Variable      | 3.92%                 | No            |                  2 | On Loan: No      |
| CMS ENERGY CORP                | CMS Energy Corp                                                                  | CUSIP: 125896BY5<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |      65000 | PA      | $65162.50     | 0.04%             | 2055-06-01      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust            | COMM 2013-CCRE12 Mortgage Trust                                                  | CUSIP: 12591KAF2<br>LEI: 549300MGZ5FI5VFL1177 | Long             | ABS-MBS          | CORP              | US        |     224258 | PA      | $3.43         | 0.00%             | 2046-10-10      | Variable      | 0.67%                 | No            |                  2 | On Loan: No      |
| CNX RESOURCES CORP             | CNX Resources Corp                                                               | CUSIP: 12653CAJ7<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |      20000 | PA      | $20000.00     | 0.01%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION         | Clydesdale Acquisition Holdings Inc                                              | CUSIP: 18972EAD7<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |       5000 | PA      | $5106.25      | 0.00%             | 2032-04-15      | Fixed         | 6.75%                 | 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        |      71799 | PA      | $72265.12     | 0.04%             | 2067-04-25      | Variable      | 4.55%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINES OPCO        | Columbia Pipelines Operating Co LLC                                              | CUSIP: 19828TAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     115000 | PA      | $120420.99    | 0.07%             | 2033-11-15      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| COMERICA INC                   | Comerica Inc                                                                     | CUSIP: 200340AW7<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | DBT              | CORP              | US        |      17000 | PA      | $17418.30     | 0.01%             | 2030-01-30      | Variable      | 5.98%                 | No            |                  2 | On Loan: No      |
| COMISION FEDERAL DE ELEC       | Comision Federal de Electricidad                                                 | CUSIP: 200447AP5<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |     200000 | PA      | $196997.20    | 0.11%             | 2035-01-24      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO         | Commonwealth Edison Co                                                           | CUSIP: 202795KB5<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |      69000 | PA      | $71435.77     | 0.04%             | 2055-06-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| COMMSCOPE LLC                  | CommScope LLC                                                                    | CUSIP: 20338MAA0<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |      15000 | PA      | $15656.25     | 0.01%             | 2031-12-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: —       |
| Compass Datacenters Issuer II, | Compass Datacenters Issuer II LLC                                                | CUSIP: 20469AAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     250000 | PA      | $256765.26    | 0.14%             | 2049-02-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CONNECTONE BANCORP INC         | ConnectOne Bancorp Inc                                                           | CUSIP: 20786WAF4<br>LEI: 549300E2M5ZYAZKUK134 | Long             | DBT              | CORP              | US        |     110000 | PA      | $110201.84    | 0.06%             | 2035-06-01      | Variable      | 8.12%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY CO            | Consumers Energy Co                                                              | CUSIP: 210518DY9<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |      20000 | PA      | $20059.64     | 0.01%             | 2031-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL RESOURCES          | Continental Resources Inc/OK                                                     | CUSIP: 212015AT8<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |     162000 | PA      | $163386.23    | 0.09%             | 2031-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL RESOURCES          | Continental Resources Inc/OK                                                     | CUSIP: 212015AV3<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |     376000 | PA      | $315990.78    | 0.18%             | 2032-04-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| CODELCO INC                    | Corp Nacional del Cobre de Chile                                                 | CUSIP: 21987BBK3<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |     200000 | PA      | $209370.00    | 0.12%             | 2036-01-26      | Fixed         | 6.44%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP        | Dell International LLC / EMC Corp                                                | CUSIP: 24703TAK2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     110000 | PA      | $139724.75    | 0.08%             | 2046-07-15      | Fixed         | 8.35%                 | No            |                  2 | On Loan: No      |
| BUNDESREPUB. DEUTSCHLAND       | Bundesrepublik Deutschland Bundesanleihe                                         | CUSIP: BJ3055610<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |      55000 | PA      | $50082.63     | 0.03%             | 2035-05-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CANADIAN GOVERNMENT            | Canadian Government Bond                                                         | CUSIP: 135087L44<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |      70000 | PA      | $45235.91     | 0.03%             | 2030-12-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| BUNDESREPUB. DEUTSCHLAND       | Bundesrepublik Deutschland Bundesanleihe                                         | CUSIP: ZF1451532<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     105000 | PA      | $120652.35    | 0.07%             | 2034-02-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| ClubCorp Holdings, Inc.        | ClubCorp Holdings, Inc., Senior Secured First Lien Term Loan                     | CUSIP: 18948TAF0<br>LEI: N/A                  | Long             | LON              | CORP              | N/A       |      42393 | PA      | $42499.14     | 0.02%             | 2026-09-18      | Floating      | 9.56%                 | No            |                  2 | On Loan: No      |
| BROADSTREET PARTNERS INC       | BroadStreet Partners Inc                                                         | CUSIP: 11132VAY5<br>LEI: 549300BS9N54G8DD0R75 | Long             | LON              | CORP              | US        |      31645 | PA      | $31718.32     | 0.02%             | 2031-06-16      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| DELTA 2 LUX SARL               | Delta 2 Lux Sarl                                                                 | CUSIP: L2465BAW6<br>LEI: 549300BBG8Z3D6QSYP53 | Long             | LON              | CORP              | LU        |      85000 | PA      | $85244.38     | 0.05%             | 2031-09-19      | Floating      | 6.30%                 | No            |                  2 | On Loan: No      |
| DELTA 2 LUX SARL               | Delta 2 Lux Sarl                                                                 | CUSIP: L2465BAX4<br>LEI: 549300BBG8Z3D6QSYP53 | Long             | LON              | CORP              | LU        |      43000 | PA      | $43123.63     | 0.02%             | 2031-09-19      | Floating      | 7.20%                 | No            |                  2 | On Loan: No      |
| DYNASTY ACQUISITION CO I       | Dynasty Acquisition Co Inc                                                       | CUSIP: 26812CAN6<br>LEI: 549300L1RCRPOAUCB870 | Long             | LON              | CORP              | US        |      69373 | PA      | $69482.75     | 0.04%             | 2031-10-31      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| CONSTRUCTION PARTNERS IN       | Construction Partners Inc                                                        | CUSIP: 21043XAH5<br>LEI: 549300MHLFL4E8JLZU44 | Long             | LON              | CORP              | US        |      44888 | PA      | $45083.88     | 0.03%             | 2031-11-03      | Floating      | 6.83%                 | No            |                  2 | On Loan: No      |
| COMMSCOPE                      | CommScope LLC                                                                    | CUSIP: N/A<br>LEI: 549300Z6K4JXMFE8QY54       | Long             | LON              | CORP              | US        |      67700 | PA      | $68623.83     | 0.04%             | 2029-12-17      | Floating      | 9.58%                 | No            |                  2 | On Loan: No      |
| COMMSCOPE                      | CommScope LLC                                                                    | CUSIP: N/A<br>LEI: 549300Z6K4JXMFE8QY54       | Long             | LON              | CORP              | US        |          0 | PA      | $0.02         | 0.00%             | 2029-12-17      | Floating      | 9.58%                 | No            |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION         | Clydesdale Acquisition Holdings Inc                                              | CUSIP: 18972FAE2<br>LEI: 254900QKSDYFR3K5YD98 | Long             | LON              | CORP              | US        |     175993 | PA      | $175504.81    | 0.10%             | 2032-03-29      | Floating      | 7.58%                 | No            |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION         | Clydesdale Acquisition Holdings Inc                                              | CUSIP: 18972FAF9<br>LEI: 254900QKSDYFR3K5YD98 | Long             | LON              | CORP              | US        |       3077 | PA      | $3068.27      | 0.00%             | 2032-03-29      | Floating      | 7.58%                 | No            |                  2 | On Loan: No      |
| CAMELOT US ACQUISITION LLC     | Camelot US Acquisition LLC                                                       | CUSIP: N/A<br>LEI: 549300U6VBJHQP2SFL81       | Long             | LON              | CORP              | US        |      40000 | PA      | $40075.00     | 0.02%             | 2031-01-31      | Floating      | 7.58%                 | No            |                  2 | On Loan: No      |
| COLOSSUS ACQUIRECO LLC         | Colossus Acquireco LLC                                                           | CUSIP: N/A<br>LEI: 2549009FT92RXWA46910       | Long             | LON              | CORP              | US        |     115000 | PA      | $114381.88    | 0.06%             | 2032-06-14      | Floating      | 6.06%                 | No            |                  2 | On Loan: No      |
| CODELCO INC                    | Corp Nacional del Cobre de Chile                                                 | CUSIP: ZM7549920<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |     200000 | PA      | $193955.20    | 0.11%             | 2033-02-02      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CANACOL ENERGY LTD             | Canacol Energy Ltd                                                               | CUSIP: BS4891542<br>LEI: 549300X5MNRWPMSM9N14 | Long             | DBT              | CORP              | CA        |     200000 | PA      | $71000.00     | 0.04%             | 2028-11-24      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER        | American Electric Power Co Inc                                                   | CUSIP: 025537BA8<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |     260000 | PA      | $270376.34    | 0.15%             | 2054-12-15      | Variable      | 6.95%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO            | American Express Co                                                              | CUSIP: 025816DG1<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |      64000 | PA      | $64627.65     | 0.04%             | 2027-07-28      | Variable      | 5.39%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO            | American Express Co                                                              | CUSIP: 025816EF2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |      77000 | PA      | $78546.55     | 0.04%             | 2031-04-25      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S | BBCMS 2019-BWAY Mortgage Trust                                                   | CUSIP: 05492NAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     100000 | PA      | $375.00       | 0.00%             | 2034-11-15      | Floating      | 7.28%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S | BBCMS Mortgage Trust 2021-C11                                                    | CUSIP: 05493MAM6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1255000 | PA      | $95531.73     | 0.05%             | 2054-09-15      | Variable      | 1.63%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S | Barclays Commercial Mortgage Trust 2019-C3                                       | CUSIP: 05550MAV6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1374209 | PA      | $54552.65     | 0.03%             | 2052-05-15      | Variable      | 1.47%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S | BBCMS Mortgage Trust 2024-5C29                                                   | CUSIP: 05555PAH5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     100000 | PA      | $99118.53     | 0.06%             | 2057-09-15      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| BPR Trust                      | BPR Trust 2021-TY                                                                | CUSIP: 05592AAL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     100000 | PA      | $99017.16     | 0.06%             | 2038-09-15      | Floating      | 6.78%                 | No            |                  2 | On Loan: No      |
| BX Trust                       | BX Trust 2022-PSB                                                                | CUSIP: 05606DAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      91000 | PA      | $91000.08     | 0.05%             | 2039-08-15      | Floating      | 8.01%                 | No            |                  2 | On Loan: No      |
| BX Trust                       | BX Trust 2021-ARIA                                                               | CUSIP: 05608RAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     450000 | PA      | $449296.56    | 0.25%             | 2036-10-15      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| BX Trust                       | BX Trust 2021-LBA                                                                | CUSIP: 05609BAK5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     100000 | PA      | $99312.53     | 0.06%             | 2036-02-15      | Floating      | 6.03%                 | No            |                  2 | On Loan: No      |
| BX Trust                       | BX Trust 2021-LBA                                                                | CUSIP: 05609BBH1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     197702 | PA      | $196343.30    | 0.11%             | 2036-02-15      | Floating      | 6.43%                 | No            |                  2 | On Loan: No      |
| BXMT Ltd                       | BXMT 2021-FL4 Ltd                                                                | CUSIP: 05609GAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      62924 | PA      | $62370.52     | 0.04%             | 2038-05-15      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| BX Trust                       | BX Trust 2022-CLS                                                                | CUSIP: 05609XAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      65000 | PA      | $65740.21     | 0.04%             | 2027-10-13      | Fixed         | 5.76%                 | No            |                  2 | On Loan: No      |
| BX Trust                       | BX Trust 2024-BIO                                                                | CUSIP: 05612AAL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     100000 | PA      | $98652.34     | 0.06%             | 2041-02-15      | Floating      | 7.95%                 | No            |                  2 | On Loan: No      |
| BX Trust                       | BX Commercial Mortgage Trust 2024-XL5                                            | CUSIP: 05612GAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     120448 | PA      | $120560.53    | 0.07%             | 2041-03-15      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| BX Trust                       | BX Trust 2024-CNYN                                                               | CUSIP: 05612HAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     251773 | PA      | $252166.49    | 0.14%             | 2041-04-15      | Floating      | 6.25%                 | No            |                  2 | On Loan: No      |
| BX Trust                       | BX Commercial Mortgage Trust 2024-KING                                           | CUSIP: 05612RAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     378023 | PA      | $377787.20    | 0.21%             | 2034-05-15      | Floating      | 6.05%                 | No            |                  2 | On Loan: No      |
| BANCO INTERNAC DEL PERU        | Banco Internacional del Peru SAA Interbank                                       | CUSIP: 05968DAG5<br>LEI: 5493001TRCGXJLRLHN14 | Long             | DBT              | CORP              | PE        |     150000 | PA      | $153225.00    | 0.09%             | 2035-04-30      | Variable      | 6.40%                 | No            |                  2 | On Loan: No      |
| BANCO MERCANTIL DE NORTE       | Banco Mercantil del Norte SA/Grand Cayman                                        | CUSIP: 05971PAD0<br>LEI: 549300QTVYRPFHS0J362 | Long             | DBT              | CORP              | MX        |     200000 | PA      | $201750.00    | 0.11%             | 2031-05-20      | Variable      | 8.38%                 | No            |                  2 | On Loan: No      |
| BANCO DE CREDITO DEL PER       | Banco de Credito del Peru S.A.                                                   | CUSIP: 05971V2C8<br>LEI: 549300EQYQ8SCQZ4BY14 | Long             | DBT              | CORP              | PE        |     100000 | PA      | $99749.90     | 0.06%             | 2030-07-01      | Variable      | 3.12%                 | No            |                  2 | On Loan: No      |
| BANCO DE CREDITO DEL PER       | Banco de Credito del Peru S.A.                                                   | CUSIP: 05971V2D6<br>LEI: 549300EQYQ8SCQZ4BY14 | Long             | DBT              | CORP              | PE        |     140000 | PA      | $135653.42    | 0.08%             | 2031-09-30      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP           | Bank of America Corp                                                             | CUSIP: 06051GGL7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      79000 | PA      | $78090.16     | 0.04%             | 2028-04-24      | Variable      | 3.71%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP           | Bank of America Corp                                                             | CUSIP: 06051GJS9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      46000 | PA      | $44723.36     | 0.03%             | 2027-07-22      | Variable      | 1.73%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP           | Bank of America Corp                                                             | CUSIP: 06051GKJ7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      74000 | PA      | $71963.52     | 0.04%             | 2028-02-04      | Variable      | 2.55%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP           | Bank of America Corp                                                             | CUSIP: 06051GMA4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      26000 | PA      | $26687.88     | 0.02%             | 2035-01-23      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP           | Bank of America Corp                                                             | CUSIP: 06051GMQ9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      32000 | PA      | $32412.38     | 0.02%             | 2036-02-12      | Variable      | 5.74%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP           | Bank of America Corp                                                             | CUSIP: 06055HAH6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |     303000 | PA      | $313605.00    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF HAWAII CORP            | Bank of Hawaii Corp                                                              | CUSIP: 062540307<br>LEI: 5493006Q8BQ8AD8M2U33 | Long             | EP               | CORP              | US        |       4900 | NS      | $128086.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF MONTREAL               | Bank of Montreal                                                                 | CUSIP: 06368L5Q5<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |     270000 | PA      | $274967.19    | 0.15%             | 2084-11-26      | Variable      | 7.30%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP         | Bank of New York Mellon Corp/The                                                 | CUSIP: 06406RBZ9<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |      54000 | PA      | $55176.39     | 0.03%             | 2032-07-22      | Variable      | 5.06%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP         | Bank of New York Mellon Corp/The                                                 | CUSIP: 06406RCH8<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |      56000 | PA      | $56325.64     | 0.03%             | 2028-06-09      | Variable      | 4.44%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA            | Bank of Nova Scotia/The                                                          | CUSIP: 0641598S8<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |     200000 | PA      | $212206.00    | 0.12%             | 2082-10-27      | Variable      | 8.62%                 | No            |                  2 | On Loan: No      |
| Bank                           | BANK 2019-BNK18                                                                  | CUSIP: 065402BG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     125000 | PA      | $111179.16    | 0.06%             | 2062-05-15      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| Bank                           | BANK 2019-BNK21                                                                  | CUSIP: 06540BBE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3920422 | PA      | $109289.21    | 0.06%             | 2052-10-17      | Variable      | 0.95%                 | No            |                  2 | On Loan: No      |
| Bank                           | BANK 2018-BNK11                                                                  | CUSIP: 06540TAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   10892678 | PA      | $125995.60    | 0.07%             | 2061-03-15      | Variable      | 0.59%                 | No            |                  2 | On Loan: No      |
| Bank                           | BANK 2020-BNK30                                                                  | CUSIP: 06541UCB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1227705 | PA      | $63156.35     | 0.04%             | 2053-12-15      | Variable      | 1.37%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                   | Barclays PLC                                                                     | CUSIP: 06738EDC6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     200000 | PA      | $201250.00    | 0.11%             | 2035-03-15      | Variable      | 7.62%                 | No            |                  2 | On Loan: No      |
| Boca Commercial Mortgage Trust | BOCA Commercial Mortgage Trust 2024-BOCA                                         | CUSIP: 096817AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     100000 | PA      | $100250.26    | 0.06%             | 2041-08-15      | Floating      | 6.23%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                  | Boeing Co/The                                                                    | CUSIP: 097023204<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EP               | CORP              | US        |       1800 | NS      | $122400.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| BOEING CO                      | Boeing Co/The                                                                    | CUSIP: 097023CW3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     145000 | PA      | $139264.38    | 0.08%             | 2050-05-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| BOEING CO                      | Boeing Co/The                                                                    | CUSIP: 097023CY9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     170000 | PA      | $172945.93    | 0.10%             | 2030-05-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Bojangles Issuer, LLC          | Bojangles Issuer LLC                                                             | CUSIP: 09748RAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     175000 | PA      | $178053.28    | 0.10%             | 2054-11-20      | Fixed         | 6.58%                 | No            |                  2 | On Loan: No      |
| BRASKEM NETHERLANDS            | Braskem Netherlands Finance BV                                                   | CUSIP: 10554TAE5<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |     200000 | PA      | $126500.00    | 0.07%             | 2050-01-31      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BRITISH COLUMBIA PROV OF       | Province of British Columbia Canada                                              | CUSIP: 11070TAM0<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |     145000 | PA      | $142291.11    | 0.08%             | 2033-07-06      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                   | Broadcom Inc                                                                     | CUSIP: 11135FBJ9<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |      78000 | PA      | $61229.69     | 0.03%             | 2041-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BX Trust                       | BX Commercial Mortgage Trust 2024-AIRC                                           | CUSIP: 12433CAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      97072 | PA      | $97253.86     | 0.05%             | 2039-08-15      | Floating      | 6.90%                 | No            |                  2 | On Loan: No      |
| BX Trust                       | BX Trust 2022-LBA6                                                               | CUSIP: 12433EAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     350000 | PA      | $349890.52    | 0.20%             | 2039-01-15      | Floating      | 5.91%                 | No            |                  2 | On Loan: No      |
| BX Trust                       | BX Trust 2025-VLT6                                                               | CUSIP: 12433KAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     300000 | PA      | $299437.32    | 0.17%             | 2042-03-15      | Floating      | 6.50%                 | No            |                  2 | On Loan: No      |
| BX Trust                       | BX Trust 2021-SDMF                                                               | CUSIP: 12434CAL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     329672 | PA      | $326375.30    | 0.18%             | 2034-09-15      | Floating      | 5.81%                 | No            |                  2 | On Loan: No      |
| BX Trust                       | BX Trust 2021-RISE                                                               | CUSIP: 12434EAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     380398 | PA      | $380160.38    | 0.21%             | 2036-11-15      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| BX Trust                       | BX Trust 2021-RISE                                                               | CUSIP: 12434EAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      84533 | PA      | $84427.23     | 0.05%             | 2036-11-15      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| CACI INTERNATIONAL INC         | CACI International Inc                                                           | CUSIP: 127190AE6<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | DBT              | CORP              | US        |      95000 | PA      | $97850.00     | 0.06%             | 2033-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Great Wolf Trust               | Great Wolf Trust 2024-WOLF                                                       | CUSIP: 39152MAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     350000 | PA      | $350546.81    | 0.20%             | 2039-03-15      | Floating      | 5.85%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT           | Indonesia Treasury Bond                                                          | CUSIP: EJ8243903<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |  514000000 | PA      | $34461.90     | 0.02%             | 2029-03-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL               | Bank of Montreal                                                                 | CUSIP: 06368D8W7<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |     270000 | PA      | $208431.87    | 0.12%             | 2082-11-26      | Variable      | 7.33%                 | No            |                  2 | On Loan: No      |
| BONOS DE TESORERIA             | Peru Government Bond                                                             | CUSIP: YN1820391<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    2375000 | PA      | $693546.93    | 0.39%             | 2035-08-12      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| BANCO DO BRASIL (CAYMAN)       | Banco do Brasil SA/Cayman                                                        | CUSIP: EJ5310291<br>LEI: QE0Q0253K88YAGNPE356 | Long             | DBT              | CORP              | BR        |     200000 | PA      | $201750.00    | 0.11%             | 2025-10-15      | Variable      | 8.75%                 | No            |                  2 | On Loan: No      |
| GRAY TELEVISION INC            | Gray Media Inc                                                                   | CUSIP: 389376AZ7<br>LEI: 529900TM5726KDN7UU35 | Long             | LON              | CORP              | US        |      14837 | PA      | $14404.11     | 0.01%             | 2028-12-01      | Floating      | 7.44%                 | No            |                  2 | On Loan: No      |
| BRAND INDUSTRIAL SERVICE       | Brand Industrial Services Inc                                                    | CUSIP: 10524MAS6<br>LEI: 549300B658W2BPDQMW42 | Long             | LON              | CORP              | US        |      29626 | PA      | $24917.03     | 0.01%             | 2030-08-01      | Floating      | 8.78%                 | No            |                  2 | On Loan: No      |
| BOXER PARENT CO INC            | Boxer Parent Co Inc                                                              | CUSIP: 05988HAL1<br>LEI: 5493006T045HLTF7YX04 | Long             | LON              | CORP              | US        |      34012 | PA      | $33183.23     | 0.02%             | 2032-07-30      | Floating      | 10.08%                | No            |                  2 | On Loan: No      |
| CACI INTERNATIONAL INC         | CACI International Inc                                                           | CUSIP: 12718FAL8<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | LON              | CORP              | US        |     205755 | PA      | $205756.47    | 0.12%             | 2031-10-30      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| CACI INTERNATIONAL INC         | CACI International Inc                                                           | CUSIP: 12718FAL8<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | LON              | CORP              | US        |      13595 | PA      | $13594.63     | 0.01%             | 2031-10-30      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| GREAT OUTDOORS GROUP LLC       | Great Outdoors Group LLC                                                         | CUSIP: 07014QAP6<br>LEI: 549300IYLDI2E8I2AU46 | Long             | LON              | CORP              | US        |     427783 | PA      | $427851.73    | 0.24%             | 2032-01-23      | Floating      | 7.58%                 | No            |                  2 | On Loan: No      |
| BOXER PARENT CO INC            | Boxer Parent Co Inc                                                              | CUSIP: 05988HAQ0<br>LEI: 5493006T045HLTF7YX04 | Long             | LON              | CORP              | US        |      90000 | PA      | $89544.15     | 0.05%             | 2031-07-30      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| BRASKEM NETHERLANDS            | Braskem Netherlands Finance BV                                                   | CUSIP: ZQ3579112<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |     200000 | PA      | $154000.00    | 0.09%             | 2030-01-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BANCO DE BOGOTA SA             | Banco de Bogota SA                                                               | CUSIP: LW0752441<br>LEI: 549300LYHE7LWSKDZT53 | Long             | DBT              | CORP              | CO        |     200000 | PA      | $200528.00    | 0.11%             | 2026-05-12      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BANCO INTERNAC DEL PERU        | Banco Internacional del Peru SAA Interbank                                       | CUSIP: BK3122268<br>LEI: 5493001TRCGXJLRLHN14 | Long             | DBT              | CORP              | PE        |     200000 | PA      | $199208.80    | 0.11%             | 2030-07-08      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| BANCO INDUSTRIAL SA            | Banco Industrial SA/Guatemala                                                    | CUSIP: BN7034463<br>LEI: 529900GF99QF67JEQU85 | Long             | DBT              | CORP              | GT        |     150000 | PA      | $149625.00    | 0.08%             | 2031-01-29      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| BANK NEGARA INDONESIA          | Bank Negara Indonesia Persero Tbk PT                                             | CUSIP: BO7338565<br>LEI: 549300HZ8J3MLVXQ8F85 | Long             | DBT              | CORP              | ID        |     200000 | PA      | $197750.00    | 0.11%             | 2026-03-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS               | Connecticut Avenue Securities Trust 2023-R03                                     | CUSIP: 20753AAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      65000 | PA      | $69126.77     | 0.04%             | 2043-04-25      | Floating      | 8.21%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS               | Connecticut Avenue Securities Trust 2022-R09                                     | CUSIP: 20753DAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      55079 | PA      | $56043.90     | 0.03%             | 2042-09-25      | Floating      | 6.81%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS               | Connecticut Avenue Securities Trust 2022-R03                                     | CUSIP: 20753XAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      12694 | PA      | $12898.26     | 0.01%             | 2042-03-25      | Floating      | 6.41%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS               | Connecticut Avenue Securities Trust 2022-R04                                     | CUSIP: 20753YCH3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      26579 | PA      | $26966.94     | 0.02%             | 2042-03-25      | Floating      | 6.31%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS               | Connecticut Avenue Securities Trust 2022-R05                                     | CUSIP: 20754DAB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     210000 | PA      | $215561.12    | 0.12%             | 2042-04-25      | Floating      | 7.31%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS               | Connecticut Avenue Securities Trust 2023-R06                                     | CUSIP: 20754EAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      85000 | PA      | $87841.68     | 0.05%             | 2043-07-25      | Floating      | 7.01%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS               | Connecticut Avenue Securities Trust 2024-R02                                     | CUSIP: 20754GAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     117805 | PA      | $117719.46    | 0.07%             | 2044-02-25      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS               | Connecticut Avenue Securities Trust 2022-R01                                     | CUSIP: 20754LAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      19153 | PA      | $19158.78     | 0.01%             | 2041-12-25      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS               | Connecticut Avenue Securities Trust 2022-R06                                     | CUSIP: 20754NAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      52397 | PA      | $53592.46     | 0.03%             | 2042-05-25      | Floating      | 7.06%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS               | Connecticut Avenue Securities Trust 2025-R02                                     | CUSIP: 20754TAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     140000 | PA      | $140428.30    | 0.08%             | 2045-02-25      | Floating      | 5.91%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS               | Connecticut Avenue Securities Trust 2022-R08                                     | CUSIP: 20755DAB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     300000 | PA      | $312937.50    | 0.18%             | 2042-07-25      | Floating      | 7.91%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS               | Connecticut Avenue Securities Trust 2025-R04                                     | CUSIP: 20755TAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     120000 | PA      | $120225.00    | 0.07%             | 2045-05-25      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS               | Connecticut Avenue Securities Trust 2023-R01                                     | CUSIP: 207932AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      39324 | PA      | $40301.32     | 0.02%             | 2042-12-25      | Floating      | 6.71%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS               | Connecticut Avenue Securities Trust 2024-R03                                     | CUSIP: 207941AB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     300000 | PA      | $302794.68    | 0.17%             | 2044-03-25      | Floating      | 6.26%                 | No            |                  2 | On Loan: No      |
| Fanniemae Strip                | Fannie Mae Interest Strip                                                        | CUSIP: 31395Q5R7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1778406 | PA      | $282343.41    | 0.16%             | 2044-04-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Apollo Aviation Securitization | AASET 2024-2 Ltd                                                                 | CUSIP: 00038QAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     237096 | PA      | $240094.72    | 0.14%             | 2049-09-16      | Fixed         | 6.61%                 | No            |                  2 | On Loan: No      |
| AMSR Trust                     | AMSR 2021-SFR3 Trust                                                             | CUSIP: 00180UAJ4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     550000 | PA      | $530390.96    | 0.30%             | 2038-10-17      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| APH/APH2/APH3/AQUARIAN         | APH Somerset Investor 2 LLC / APH2 Somerset Investor 2 LLC / APH3 Somerset Inves | CUSIP: 00188QAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      10000 | PA      | $10175.00     | 0.01%             | 2029-11-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER TRUST I         | American Tower Trust #1                                                          | CUSIP: 03027WAM4<br>LEI: 5493004YGM0MQZJOEJ36 | Long             | DBT              | CORP              | US        |     155000 | PA      | $156969.59    | 0.09%             | 2028-03-15      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| AMERICOLD REALTY OPER PA       | Americold Realty Operating Partnership LP                                        | CUSIP: 03063UAB7<br>LEI: 549300FKD9KVWNHSUU79 | Long             | DBT              | CORP              | US        |      15000 | PA      | $15073.32     | 0.01%             | 2032-05-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                      | Amgen Inc                                                                        | CUSIP: 031162DP2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     140000 | PA      | $142844.38    | 0.08%             | 2028-03-02      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                      | Amgen Inc                                                                        | CUSIP: 031162DU1<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |      61000 | PA      | $59115.77     | 0.03%             | 2063-03-02      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORP                  | Amphenol Corp                                                                    | CUSIP: 032095AS0<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |      31000 | PA      | $30321.66     | 0.02%             | 2054-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORP                  | Amphenol Corp                                                                    | CUSIP: 032095AT8<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |      55000 | PA      | $55394.24     | 0.03%             | 2028-06-12      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ANALOG DEVICES INC             | Analog Devices Inc                                                               | CUSIP: 032654BD6<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |      83000 | PA      | $83302.54     | 0.05%             | 2028-06-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust       | Angel Oak Mortgage Trust I LLC 2019-2                                            | CUSIP: 03463WAF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1300000 | PA      | $1307024.81   | 0.74%             | 2049-03-25      | Variable      | 6.29%                 | No            |                  2 | On Loan: No      |
| AON NORTH AMERICA INC          | Aon North America Inc                                                            | CUSIP: 03740MAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      67000 | PA      | $67749.66     | 0.04%             | 2027-03-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| APA CORP                       | APA Corp                                                                         | CUSIP: 03743QAQ1<br>LEI: 549300VCIWLRHYVSHC79 | Long             | DBT              | CORP              | US        |      19000 | PA      | $18552.76     | 0.01%             | 2035-02-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| APPLOVIN CORP                  | AppLovin Corp                                                                    | CUSIP: 03831WAC2<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |      32000 | PA      | $32473.57     | 0.02%             | 2031-12-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| GGAM FINANCE LTD               | GGAM Finance Ltd                                                                 | CUSIP: 36170JAD8<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |      30000 | PA      | $30900.00     | 0.02%             | 2029-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC           | Glencore Funding LLC                                                             | CUSIP: 378272BS6<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |      60000 | PA      | $61459.32     | 0.03%             | 2029-04-04      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| AMRIZE FINANCE US LLC          | Amrize Finance US LLC                                                            | CUSIP: 43475RAC0<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |      15000 | PA      | $15202.40     | 0.01%             | 2030-04-07      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO            | JPMorgan Chase & Co                                                              | CUSIP: 46647PEV4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      31000 | PA      | $31739.20     | 0.02%             | 2031-01-24      | Variable      | 5.14%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO            | JPMorgan Chase & Co                                                              | CUSIP: 46647PEY8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      69000 | PA      | $70717.89     | 0.04%             | 2031-04-22      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| Katayma CLO Ltd                | Katayma CLO II Ltd                                                               | CUSIP: 485862AG1<br>LEI: 254900HW0KYG9AOGVP97 | Long             | ABS-CBDO         | CORP              | JE        |     430000 | PA      | $434133.57    | 0.24%             | 2037-04-20      | Floating      | 8.77%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC           | Keurig Dr Pepper Inc                                                             | CUSIP: 49271VAU4<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |      61000 | PA      | $62778.27     | 0.04%             | 2031-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART        | Kinder Morgan Energy Partners LP                                                 | CUSIP: 494550AW6<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |      48000 | PA      | $53148.14     | 0.03%             | 2038-01-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC              | Kinder Morgan Inc                                                                | CUSIP: 49456BAU5<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |      55000 | PA      | $53115.98     | 0.03%             | 2026-11-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| KINETIK HOLDINGS LP            | Kinetik Holdings LP                                                              | CUSIP: 49461MAA8<br>LEI: 549300RD6AJIMYC0HY12 | Long             | DBT              | CORP              | US        |      38000 | PA      | $38237.50     | 0.02%             | 2030-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortga | MF1 2024-FL15                                                                    | CUSIP: 58003MAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     100000 | PA      | $99875.05     | 0.06%             | 2041-08-18      | Floating      | 6.81%                 | No            |                  2 | On Loan: No      |
| Mill City Solar Loan 2019-2 Lt | Mill City Solar Loan 2019-2 Ltd                                                  | CUSIP: 59982VAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |      58552 | PA      | $52835.15     | 0.03%             | 2043-07-20      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| MITER BRAND / MIWD BORR        | Miter Brands Acquisition Holdco Inc / MIWD Borrower LLC                          | CUSIP: 60672JAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      30000 | PA      | $30675.00     | 0.02%             | 2032-04-01      | Fixed         | 6.75%                 | 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        |     142000 | PA      | $138272.50    | 0.08%             | 2028-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ANYWHERE REAL EST/CO-ISS       | Anywhere Real Estate Group LLC / Anywhere Co-Issuer Corp                         | CUSIP: 75606DAS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      15000 | PA      | $13987.50     | 0.01%             | 2030-04-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| (Sunnova) Aurora I Issuer, LLC | Sunnova Helios XI Issuer LLC                                                     | CUSIP: 86746AAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      88340 | PA      | $79670.44     | 0.04%             | 2050-05-20      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP            | American Tower Corp                                                              | CUSIP: ZK5588874<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     100000 | PA      | $125666.43    | 0.07%             | 2031-05-16      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| N/A                            | EUR/USD FWD 20250718                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $-82.07       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | EUR/USD FWD 20250718                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $202.78       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | EUR/USD FWD 20250723                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $-33874.03    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | EUR/USD FWD 20250723                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $31183.72     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | US 5YR NOTE (CBT) Sep25                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        217 | NC      | $272682.24    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| KFC HOLDING CO                 | KFC Holding Co                                                                   | CUSIP: 72584DAF1<br>LEI: 549300G2LG4YUB3MM115 | Long             | LON              | CORP              | US        |     119223 | PA      | $119949.46    | 0.07%             | 2028-03-15      | Floating      | 6.06%                 | No            |                  2 | On Loan: No      |
| APPLIED SYSTEMS INC            | Applied Systems Inc                                                              | CUSIP: 03827FBC4<br>LEI: 549300NSKGF0SY5SWQ62 | Long             | LON              | CORP              | US        |      10000 | PA      | $10278.75     | 0.01%             | 2032-02-23      | Floating      | 8.80%                 | No            |                  2 | On Loan: No      |
| MITCHELL INTERNATIONAL         | Mitchell International Inc                                                       | CUSIP: 60662WAW2<br>LEI: 5493002RDNIGEM7SSV41 | Long             | LON              | CORP              | US        |      62764 | PA      | $62784.39     | 0.04%             | 2031-06-17      | Floating      | 7.58%                 | No            |                  2 | On Loan: No      |
| MITCHELL INTERNATIONAL         | Mitchell International Inc                                                       | CUSIP: 60662WAZ5<br>LEI: 5493002RDNIGEM7SSV41 | Long             | LON              | CORP              | US        |      10000 | PA      | $9877.50      | 0.01%             | 2032-06-17      | Floating      | 9.58%                 | No            |                  2 | On Loan: No      |
| APRO LLC                       | Apro LLC                                                                         | CUSIP: 03834XAP8<br>LEI: 549300HALLMPVGYAKP14 | Long             | LON              | CORP              | US        |      54775 | PA      | $54706.53     | 0.03%             | 2031-07-09      | Floating      | 8.06%                 | No            |                  2 | On Loan: No      |
| AMWINS GROUP INC               | AmWINS Group Inc                                                                 | CUSIP: 03234TBA5<br>LEI: 549300SJE7MUB8NMRG61 | Long             | LON              | CORP              | US        |      44888 | PA      | $44953.48     | 0.03%             | 2032-01-30      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| KAMAN CORP                     | Kaman Corp                                                                       | CUSIP: N/A<br>LEI: 5493003YK076OLTEQF95       | Long             | LON              | CORP              | US        |      10270 | PA      | $10270.65     | 0.01%             | 2032-02-26      | Floating      | 7.08%                 | No            |                  2 | On Loan: No      |
| KAMAN CORP                     | Kaman Corp                                                                       | CUSIP: N/A<br>LEI: 5493003YK076OLTEQF95       | Long             | LON              | CORP              | US        |       7491 | PA      | $7491.55      | 0.00%             | 2032-02-26      | Floating      | 7.08%                 | No            |                  2 | On Loan: No      |
| KAMAN CORP                     | Kaman Corp                                                                       | CUSIP: N/A<br>LEI: 5493003YK076OLTEQF95       | Long             | LON              | CORP              | US        |       9034 | PA      | $9034.34      | 0.01%             | 2032-02-26      | Floating      | 7.08%                 | No            |                  2 | On Loan: No      |
| KAMAN CORP                     | Kaman Corp                                                                       | CUSIP: N/A<br>LEI: 5493003YK076OLTEQF95       | Long             | LON              | CORP              | US        |      10270 | PA      | $10270.65     | 0.01%             | 2032-02-26      | Floating      | 7.03%                 | No            |                  2 | On Loan: No      |
| KAMAN CORP                     | Kaman Corp                                                                       | CUSIP: N/A<br>LEI: 5493003YK076OLTEQF95       | Long             | LON              | CORP              | US        |       7491 | PA      | $7491.55      | 0.00%             | 2032-02-26      | Floating      | 7.03%                 | No            |                  2 | On Loan: No      |
| KAMAN CORP                     | Kaman Corp                                                                       | CUSIP: N/A<br>LEI: 5493003YK076OLTEQF95       | Long             | LON              | CORP              | US        |       9034 | PA      | $9034.34      | 0.01%             | 2032-02-26      | Floating      | 7.03%                 | No            |                  2 | On Loan: No      |
| KAMAN CORP                     | Kaman Corp                                                                       | CUSIP: N/A<br>LEI: 5493003YK076OLTEQF95       | Long             | LON              | CORP              | US        |       7473 | PA      | $7473.45      | 0.00%             | 2032-02-26      | Floating      | 7.03%                 | No            |                  2 | On Loan: No      |
| KAMAN CORP                     | Kaman Corp                                                                       | CUSIP: N/A<br>LEI: 5493003YK076OLTEQF95       | Long             | LON              | CORP              | US        |       6466 | PA      | $6466.04      | 0.00%             | 2032-02-26      | Floating      | 7.30%                 | No            |                  2 | On Loan: No      |
| GFL ES US LLC                  | GFL ES US LLC                                                                    | CUSIP: 36257SAB8<br>LEI: 254900PGDQWC19PRP053 | Long             | LON              | CORP              | US        |      70000 | PA      | $70131.25     | 0.04%             | 2032-03-03      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| KASEYA INC                     | Kaseya Inc                                                                       | CUSIP: 48578AAB4<br>LEI: 254900MISXMLRZ63NH46 | Long             | LON              | CORP              | US        |     185000 | PA      | $185939.80    | 0.10%             | 2032-03-22      | Floating      | 7.58%                 | No            |                  2 | On Loan: No      |
| N/A                            | US 2YR NOTE (CBT) Sep25                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        223 | NC      | $175376.95    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | US 10yr Ultra Fut Sep25                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        -50 | NC      | $-126666.00   | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | US 10yr Ultra Fut Sep25                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |          3 | NC      | $1727.87      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JSW INFRASTRUCTURE             | JSW Infrastructure Ltd                                                           | CUSIP: BT5111013<br>LEI: 3358003E3YFK92C9WX80 | Long             | DBT              | CORP              | IN        |     200000 | PA      | $195000.00    | 0.11%             | 2029-01-21      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| JSW HYDRO ENERGY LTD           | JSW Hydro Energy Ltd                                                             | CUSIP: BP4638287<br>LEI: 3358006ZP5KO7VUH2790 | Long             | DBT              | CORP              | IN        |     284000 | PA      | $259860.00    | 0.15%             | 2031-05-18      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T | Alternative Loan Trust 2007-OA4                                                  | CUSIP: 02150DAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     205800 | PA      | $188603.34    | 0.11%             | 2047-05-25      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T | Alternative Loan Trust 2007-16CB                                                 | CUSIP: 02152ABB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     453489 | PA      | $212337.85    | 0.12%             | 2037-08-25      | Fixed         | 6.25%                 | 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        |      15000 | PA      | $14943.75     | 0.01%             | 2027-05-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CCL INDUSTRIES INC             | CCL Industries Inc                                                               | CUSIP: 124900AD3<br>LEI: 549300TD3EMSRRC0YH75 | Long             | DBT              | CORP              | CA        |      37000 | PA      | $34254.45     | 0.02%             | 2030-06-01      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| CPPIB CAPITAL INC              | CPPIB Capital Inc                                                                | CUSIP: 12593CAR2<br>LEI: 549300KW9NB55HTDK075 | Long             | DBT              | CORP              | CA        |     100000 | PA      | $68902.52     | 0.04%             | 2031-12-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| CPT MORTGAGE TRUST             | Century Plaza Towers 2019-CPT                                                    | CUSIP: 12654YAL3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     130000 | PA      | $105451.93    | 0.06%             | 2039-11-13      | Variable      | 3.10%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust   | CSMC Series 2019-NQM1                                                            | CUSIP: 12655VAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       5965 | PA      | $5892.81      | 0.00%             | 2059-10-25      | Variable      | 3.66%                 | No            |                  2 | On Loan: No      |
| CARDINAL HEALTH INC            | Cardinal Health Inc                                                              | CUSIP: 14149YAW8<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |      35000 | PA      | $30054.71     | 0.02%             | 2043-03-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| CARDINAL HEALTH INC            | Cardinal Health Inc                                                              | CUSIP: 14149YBB3<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |       5000 | PA      | $4198.80      | 0.00%             | 2044-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                  | Carnival Corp                                                                    | CUSIP: 143658BX9<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |      13000 | PA      | $13276.25     | 0.01%             | 2033-02-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                  | Carnival Corp                                                                    | CUSIP: 143658BZ4<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |      30000 | PA      | $30450.00     | 0.02%             | 2031-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CARVANA CO                     | Carvana Co                                                                       | CUSIP: 146869AL6<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |      12890 | PA      | $13228.36     | 0.01%             | 2028-12-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| CARVANA CO                     | Carvana Co                                                                       | CUSIP: 146869AN2<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |       5000 | PA      | $5250.00      | 0.00%             | 2030-06-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE       | Caterpillar Financial Services Corp                                              | CUSIP: 14913UAY6<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |      56000 | PA      | $56410.93     | 0.03%             | 2028-03-03      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| CBAM CLO Management LLC        | CBAM 2017-1 Ltd                                                                  | CUSIP: 14987LAJ0<br>LEI: 254900JWJFDB3KD6V066 | Long             | ABS-CBDO         | CORP              | KY        |     250000 | PA      | $250678.30    | 0.14%             | 2038-01-20      | Floating      | 6.37%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                   | Centene Corp                                                                     | CUSIP: 15135BAT8<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |      45000 | PA      | $43486.92     | 0.02%             | 2029-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                   | Centene Corp                                                                     | CUSIP: 15135BAV3<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |     195000 | PA      | $178274.07    | 0.10%             | 2030-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CENOVUS ENERGY INC             | Cenovus Energy Inc                                                               | CUSIP: 15135UAF6<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |     394000 | PA      | $419405.51    | 0.24%             | 2039-11-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CENOVUS ENERGY INC             | Cenovus Energy Inc                                                               | CUSIP: 15135UAR0<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |     107000 | PA      | $94746.04     | 0.05%             | 2047-06-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CENOVUS ENERGY INC             | Cenovus Energy Inc                                                               | CUSIP: 15135UAT6<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |     100000 | PA      | $73210.21     | 0.04%             | 2028-02-07      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Cent CLO LP                    | Columbia Cent CLO 27 Ltd                                                         | CUSIP: 19736RAY7<br>LEI: 549300066YASG4MIU864 | Long             | ABS-CBDO         | CORP              | KY        |     500000 | PA      | $488907.50    | 0.28%             | 2035-01-25      | Floating      | 8.37%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC       | Corebridge Financial Inc                                                         | CUSIP: 21871XAD1<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |      45000 | PA      | $44383.59     | 0.02%             | 2027-04-05      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| COREWEAVE INC                  | CoreWeave Inc                                                                    | CUSIP: 21873SAB4<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |     265000 | PA      | $270962.50    | 0.15%             | 2030-06-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| CORNERSTONE BUILDING           | Cornerstone Building Brands Inc                                                  | CUSIP: 21925DAB5<br>LEI: 549300IW41QEWQ6T0H29 | Long             | DBT              | CORP              | US        |      20000 | PA      | $18325.00     | 0.01%             | 2029-08-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| COUGAR JV SUBSIDIARY LLC       | Cougar JV Subsidiary LLC                                                         | CUSIP: 22208WAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      15000 | PA      | $15937.50     | 0.01%             | 2032-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| ZIMMER BIOMET HOLDINGS         | Zimmer Biomet Holdings Inc                                                       | CUSIP: 98956PAZ5<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |      65000 | PA      | $65042.12     | 0.04%             | 2034-09-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ZIMMER BIOMET HOLDINGS         | Zimmer Biomet Holdings Inc                                                       | CUSIP: 98956PBA9<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |      95000 | PA      | $95464.46     | 0.05%             | 2027-02-19      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| COSAN OVERSEAS LTD             | Cosan Overseas Ltd                                                               | CUSIP: EI4473803<br>LEI: 222100V5GTJGKUH55655 | Long             | DBT              | CORP              | KY        |     200000 | PA      | $200500.00    | 0.11%             | 2025-08-05      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| COTIVITI INC                   | Cotiviti Inc                                                                     | CUSIP: 22164MAB3<br>LEI: 254900YAQHVRTG4IFI64 | Long             | LON              | CORP              | US        |      49128 | PA      | $48959.06     | 0.03%             | 2031-05-01      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| Creative Artists Agency, LLC   | Creative Artists Agency, LLC, Senior Secured First Lien Term Loan                | CUSIP: 22526WAS7<br>LEI: N/A                  | Long             | LON              | CORP              | N/A       |       4988 | PA      | $5008.00      | 0.00%             | 2031-10-01      | Floating      | 7.08%                 | No            |                  2 | On Loan: No      |
| CPI HOLDCO B LLC               | CPI Holdco B LLC                                                                 | CUSIP: 1261MAAC4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      20000 | PA      | $20006.30     | 0.01%             | 2031-05-19      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| Cengage Learning, Inc.         | Cengage Learning, Inc., Senior Secured First Lien Term Loan                      | CUSIP: 15131YAQ8<br>LEI: N/A                  | Long             | LON              | CORP              | N/A       |       9141 | PA      | $9173.99      | 0.01%             | 2031-03-22      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| CENGAGE LEARNING INC           | Cengage Learning Inc                                                             | CUSIP: 15131YAQ8<br>LEI: 549300BYGM0FWUSVXJ88 | Long             | LON              | CORP              | US        |      15671 | PA      | $15727.15     | 0.01%             | 2031-03-24      | Floating      | 7.83%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                  | Carnival Corp                                                                    | CUSIP: P2121YAX6<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | LON              | CORP              | PA        |      22312 | PA      | $22367.34     | 0.01%             | 2027-08-09      | Floating      | 6.31%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                  | Carnival Corp                                                                    | CUSIP: P2121YAY4<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | LON              | CORP              | PA        |      83000 | PA      | $83168.49     | 0.05%             | 2028-10-18      | Floating      | 6.31%                 | No            |                  2 | On Loan: No      |
| COTIVITI INC                   | Cotiviti Inc                                                                     | CUSIP: 22164MAF4<br>LEI: 254900YAQHVRTG4IFI64 | Long             | LON              | CORP              | US        |      45000 | PA      | $44840.70     | 0.03%             | 2032-03-29      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                  | Carnival Corp                                                                    | CUSIP: ZB4914840<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     100000 | PA      | $125250.61    | 0.07%             | 2030-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| GSAA Home Equity Trust         | GSAA Home Equity Trust 2006-4                                                    | CUSIP: 362334FK5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     365081 | PA      | $216864.93    | 0.12%             | 2036-03-25      | Variable      | 4.18%                 | No            |                  2 | On Loan: No      |
| GSAA Home Equity Trust         | GSAA Home Equity Trust 2005-6                                                    | CUSIP: 36242D3X9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        678 | PA      | $677.61       | 0.00%             | 2035-06-25      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| GSAA Home Equity Trust         | GSAA Home Equity Trust 2007-7                                                    | CUSIP: 36249BAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      54737 | PA      | $53621.68     | 0.03%             | 2037-07-25      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust   | GS Mortgage Securities Trust 2019-GC42                                           | CUSIP: 36257UAN7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2138011 | PA      | $58379.04     | 0.03%             | 2052-09-10      | Variable      | 0.93%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust   | GS Mortgage Securities Trust 2020-GC47                                           | CUSIP: 36258RBC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1456209 | PA      | $60865.59     | 0.03%             | 2053-05-12      | Variable      | 1.24%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities  | GS Mortgage-Backed Securities Corp Trust 2020-PJ6                                | CUSIP: 36260RAD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     293809 | PA      | $238096.65    | 0.13%             | 2051-05-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| GSCG Trust                     | GSCG Trust 2019-600C                                                             | CUSIP: 36260TAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     183000 | PA      | $7356.60      | 0.00%             | 2034-09-06      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities  | GS Mortgage-Backed Securities Trust 2022-PJ1                                     | CUSIP: 36263NAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     243108 | PA      | $197240.42    | 0.11%             | 2052-05-28      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust   | GS Mortgage Securities Trust 2020-GSA2                                           | CUSIP: 36264KAX8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1137750 | PA      | $77072.68     | 0.04%             | 2053-12-12      | Variable      | 1.77%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities  | GS Mortgage-Backed Securities Trust 2024-PJ4                                     | CUSIP: 36269RBU3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      97776 | PA      | $96949.37     | 0.05%             | 2054-08-25      | Variable      | 6.13%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust   | GSMS Trust 2024-Fair                                                             | CUSIP: 36270JAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     400000 | PA      | $409556.08    | 0.23%             | 2029-07-15      | Variable      | 6.07%                 | No            |                  2 | On Loan: No      |
| GUARDIAN LIFE GLOB FUND        | Guardian Life Global Funding                                                     | CUSIP: 40139LBK8<br>LEI: 635400NHILJ5JEKILC36 | Long             | DBT              | CORP              | US        |      30000 | PA      | $30533.46     | 0.02%             | 2030-04-28      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| GULFPORT ENERGY OP CORP        | Gulfport Energy Operating Corp                                                   | CUSIP: 402635AT3<br>LEI: 549300FJX18IDUFPHD40 | Long             | DBT              | CORP              | US        |      30000 | PA      | $30712.50     | 0.02%             | 2029-09-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| HCA INC                        | HCA Inc                                                                          | CUSIP: 404119CA5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     291000 | PA      | $274611.17    | 0.15%             | 2030-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HCA INC                        | HCA Inc                                                                          | CUSIP: 404119CU1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     285000 | PA      | $291482.33    | 0.16%             | 2034-04-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| HARVEST MIDSTREAM I LP         | Harvest Midstream I LP                                                           | CUSIP: 417558AB9<br>LEI: 549300DW5M17KJOXCY66 | Long             | DBT              | CORP              | US        |      30000 | PA      | $31650.00     | 0.02%             | 2032-05-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO           | Kraft Heinz Foods Co                                                             | CUSIP: 42307TAH1<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |      95000 | PA      | $106252.47    | 0.06%             | 2039-08-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC              | Herc Holdings Inc                                                                | CUSIP: 42704LAF1<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |      15000 | PA      | $15656.25     | 0.01%             | 2030-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| HESS MIDSTREAM OPERATION       | Hess Midstream Operations LP                                                     | CUSIP: 428102AF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      38000 | PA      | $38142.50     | 0.02%             | 2030-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| KODIAK GAS SERVICES LLC        | Kodiak Gas Services LLC                                                          | CUSIP: 50012LAC8<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |      30000 | PA      | $30975.00     | 0.02%             | 2029-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO           | Kraft Heinz Foods Co                                                             | CUSIP: 50076QAR7<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |      90000 | PA      | $99197.64     | 0.06%             | 2039-01-26      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| LSTAR Commercial Mortgage Trus | Lstar Commercial Mortgage Trust 2016-4                                           | CUSIP: 50219QAL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     274000 | PA      | $257752.27    | 0.15%             | 2049-03-10      | Variable      | 4.69%                 | No            |                  2 | On Loan: No      |
| LSTAR Commercial Mortgage Trus | Lstar Commercial Mortgage Trust 2016-4                                           | CUSIP: 50219QAY0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     335401 | PA      | $263.56       | 0.00%             | 2049-03-10      | Variable      | 1.68%                 | No            |                  2 | On Loan: No      |
| LINEAGE OP LP                  | Lineage OP LP                                                                    | CUSIP: 53567YAA7<br>LEI: 254900CSRDL1G4SRQE89 | Long             | DBT              | CORP              | US        |      34000 | PA      | $34127.50     | 0.02%             | 2030-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| LoanCore 2022-CRE7 Issuer Ltd. | LoanCore 2022-CRE7 Issuer Ltd                                                    | CUSIP: 53946PAN0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     100000 | PA      | $99019.23     | 0.06%             | 2037-01-17      | Floating      | 6.80%                 | No            |                  2 | On Loan: No      |
| LoanCore Issuer, Ltd.          | LoanCore 2025 2025-CRE8 Issuer LLC                                               | CUSIP: 53947FAJ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     100000 | PA      | $98000.29     | 0.06%             | 2042-08-17      | Floating      | 7.05%                 | No            |                  2 | On Loan: No      |
| LoanCore 2021-CRE6 Issuer, Ltd | LoanCore 2021-CRE6 Issuer Ltd                                                    | CUSIP: 53948HAJ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     100000 | PA      | $99973.39     | 0.06%             | 2038-11-15      | Floating      | 7.28%                 | No            |                  2 | On Loan: No      |
| LONG RIDGE ENERGY LLC          | Long Ridge Energy LLC                                                            | CUSIP: 54288CAA1<br>LEI: 984500764EC9AZ2FC764 | Long             | DBT              | CORP              | US        |      75000 | PA      | $77437.50     | 0.04%             | 2032-02-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                 | Lowe's Cos Inc                                                                   | CUSIP: 548661EG8<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     134000 | PA      | $131980.49    | 0.07%             | 2027-04-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                 | Lowe's Cos Inc                                                                   | CUSIP: 548661EM5<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |      21000 | PA      | $20161.07     | 0.01%             | 2053-04-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| LSTAR Commercial Mortgage Trus | LSTAR Commercial Mortgage Trust 2017-5                                           | CUSIP: 54910TBA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1743878 | PA      | $12186.39     | 0.01%             | 2050-03-10      | Variable      | 1.00%                 | No            |                  2 | On Loan: No      |
| MFRA Trust                     | MFA 2020-NQM3 Trust                                                              | CUSIP: 552757AC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      62387 | PA      | $60051.76     | 0.03%             | 2065-01-26      | Variable      | 1.63%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortga | MF1 2025-FL17 LLC                                                                | CUSIP: 55287HAJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     100000 | PA      | $98440.23     | 0.06%             | 2040-02-18      | Floating      | 7.06%                 | No            |                  2 | On Loan: No      |
| MHC Commercial Mortgage Trust  | MHC Commercial Mortgage Trust 2021-MHC                                           | CUSIP: 55316VAL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     240000 | PA      | $239952.07    | 0.14%             | 2038-04-15      | Floating      | 7.03%                 | No            |                  2 | On Loan: No      |
| MICHAELS COS INC/THE           | Michaels Cos Inc/The                                                             | CUSIP: 55916AAA2<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |      10000 | PA      | $8050.00      | 0.00%             | 2028-05-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| KOMMUNALBANKEN AS              | Kommunalbanken AS                                                                | CUSIP: EK3777555<br>LEI: I7ETN0QQO2AHZZGHJ389 | Long             | DBT              | CORP              | NO        |      84000 | PA      | $55289.14     | 0.03%             | 2025-07-16      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| LIMA METRO LINE 2 FIN LT       | Lima Metro Line 2 Finance Ltd                                                    | CUSIP: EK9717506<br>LEI: 5493009BVQNQT1UKQ352 | Long             | DBT              | CORP              | KY        |     159064 | PA      | $161220.69    | 0.09%             | 2034-07-05      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| MICHAELS COS INC/THE           | Michaels Cos Inc/The                                                             | CUSIP: 59408UAB3<br>LEI: 549300H9LWMBP7HYLR98 | Long             | LON              | CORP              | US        |      15000 | PA      | $12609.38     | 0.01%             | 2028-04-17      | Floating      | 8.81%                 | No            |                  2 | On Loan: No      |
| LUMEN TECHNOLOGIES INC         | Lumen Technologies Inc                                                           | CUSIP: 55024EAF2<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | LON              | CORP              | US        |      13242 | PA      | $13100.92     | 0.01%             | 2029-04-16      | Floating      | 6.79%                 | No            |                  2 | On Loan: No      |
| MH SUB I LLC                   | MH Sub I LLC                                                                     | CUSIP: 45567YAP0<br>LEI: 2549005VFKP807SR8N49 | Long             | LON              | CORP              | US        |      32721 | PA      | $28518.57     | 0.02%             | 2031-12-31      | Floating      | 8.58%                 | No            |                  2 | On Loan: No      |
| KAMAN CORP                     | Kaman Corp                                                                       | CUSIP: N/A<br>LEI: 5493003YK076OLTEQF95       | Long             | LON              | CORP              | US        |       7473 | PA      | $7473.45      | 0.00%             | 2032-02-26      | Floating      | 7.08%                 | No            |                  2 | On Loan: No      |
| Long Ridge Energy LLC          | Long Ridge Energy LLC, Senior Secured First Lien Term Loan                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     155000 | PA      | $153320.58    | 0.09%             | 2032-02-09      | Floating      | 8.83%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC              | Herc Holdings Inc                                                                | CUSIP: N/A<br>LEI: 549300TP80QLITMSBP82       | Long             | LON              | CORP              | US        |      15000 | PA      | $15075.00     | 0.01%             | 2032-06-02      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trus | CSAIL 2017-CX10 Commercial Mortgage Trust                                        | CUSIP: 12595JAN4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4012092 | PA      | $51729.91     | 0.03%             | 2050-11-15      | Variable      | 0.98%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trus | CSAIL 2018-CX12 Commercial Mortgage Trust                                        | CUSIP: 12595XAV5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3982661 | PA      | $56958.43     | 0.03%             | 2051-08-15      | Variable      | 0.70%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trus | CSAIL 2016-C6 Commercial Mortgage Trust                                          | CUSIP: 12636MAG3<br>LEI: 549300C2HE5FJAWYZL57 | Long             | ABS-MBS          | CORP              | US        |     568474 | PA      | $3150.20      | 0.00%             | 2049-01-15      | Variable      | 2.01%                 | No            |                  2 | On Loan: No      |
| CSX CORP                       | CSX Corp                                                                         | CUSIP: 126408HF3<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |      74000 | PA      | $57485.27     | 0.03%             | 2046-11-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| CSX CORP                       | CSX Corp                                                                         | CUSIP: 126408HZ9<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |       7000 | PA      | $7035.42      | 0.00%             | 2035-06-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| DB Master Finance LLC          | DB Master Finance LLC                                                            | CUSIP: 233046AK7<br>LEI: 549300F17UZJL70BPB08 | Long             | ABS-O            | CORP              | US        |      84825 | PA      | $84932.82     | 0.05%             | 2049-05-20      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| DARLING INGREDIENTS INC        | Darling Ingredients Inc                                                          | CUSIP: 237266AJ0<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | DBT              | CORP              | US        |     225000 | PA      | $228093.75    | 0.13%             | 2030-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DataBank Issuer LLC            | DataBank Issuer                                                                  | CUSIP: 23802WAL5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     355000 | PA      | $354269.38    | 0.20%             | 2053-02-25      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CSN RESOURCES SA               | CSN Resources SA                                                                 | CUSIP: BU2177212<br>LEI: 222100ZEX458NMOXZP08 | Long             | DBT              | CORP              | LU        |     200000 | PA      | $164250.00    | 0.09%             | 2032-04-08      | Fixed         | 5.88%                 | No            |                  2 | On Loan: —       |
| CSC HOLDINGS LLC               | CSC Holdings LLC                                                                 | CUSIP: 64072UAK8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | LON              | CORP              | US        |      23138 | PA      | $22572.41     | 0.01%             | 2027-04-15      | Floating      | 9.00%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC               | CSC Holdings LLC                                                                 | CUSIP: 64072UAM4<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | LON              | CORP              | US        |      10000 | PA      | $9880.65      | 0.01%             | 2028-01-18      | Floating      | 8.81%                 | No            |                  2 | On Loan: No      |
| CROWN FINANCE US INC           | Crown Finance US Inc                                                             | CUSIP: 22834KAU5<br>LEI: 254900ABTWPQTCKKR839 | Long             | LON              | CORP              | US        |      24950 | PA      | $24974.95     | 0.01%             | 2031-12-02      | Floating      | 9.57%                 | No            |                  2 | On Loan: No      |
| BDS Ltd                        | BDS 2021-FL9 Ltd                                                                 | CUSIP: 05493NAG7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     100000 | PA      | $99801.56     | 0.06%             | 2038-11-16      | Floating      | 6.68%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC          | Bausch Health Cos Inc                                                            | CUSIP: 071734AJ6<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |      10000 | PA      | $6300.00      | 0.00%             | 2030-01-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC          | Bausch Health Cos Inc                                                            | CUSIP: 071734AR8<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |       1000 | PA      | $870.00       | 0.00%             | 2030-10-15      | Fixed         | 14.00%                | No            |                  2 | On Loan: No      |
| BDS Ltd                        | BDS 2021-FL10 Ltd                                                                | CUSIP: 07335YAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      48244 | PA      | $48249.04     | 0.03%             | 2036-12-16      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| Bayview Opportunity Master Fun | Bayview MSR Opportunity Master Fund Trust 2021-INV2                              | CUSIP: 07336NAU3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     392543 | PA      | $361499.82    | 0.20%             | 2051-12-25      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| THE CAMPBELLS COMPANY          | The Campbell's Company                                                           | CUSIP: 134429BP3<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |      36000 | PA      | $36443.66     | 0.02%             | 2034-03-21      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| DBGS Mortgage Trust            | DBGS 2021-W52 Mortgage Trust                                                     | CUSIP: 23308LAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     100000 | PA      | $98918.47     | 0.06%             | 2036-10-15      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| SOUTHSTATE BANK NA             | South State Bank NA                                                              | CUSIP: 45384BAD8<br>LEI: 8I3UVGYULPJQIP7FQV10 | Long             | DBT              | CORP              | US        |      70000 | PA      | $71886.85     | 0.04%             | 2034-08-15      | Variable      | 8.38%                 | No            |                  2 | On Loan: No      |
| RLGH Trust                     | RLGH Trust 2021-TROT                                                             | CUSIP: 74969CAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     100000 | PA      | $99557.74     | 0.06%             | 2036-04-15      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| ROCC Trust                     | ROCK Trust 2024-CNTR                                                             | CUSIP: 74970WAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     300000 | PA      | $312266.76    | 0.18%             | 2041-11-13      | Fixed         | 7.11%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FIN USA PLC          | Rio Tinto Finance USA PLC                                                        | CUSIP: 76720AAV8<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |      21000 | PA      | $20950.46     | 0.01%             | 2055-03-14      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| RIVERS ENTERPRISE              | Rivers Enterprise Borrower LLC / Rivers Enterprise Finance Corp                  | CUSIP: 76883NAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      45000 | PA      | $45000.00     | 0.03%             | 2033-02-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| SURA ASSET MANAGEMENT          | SURA Asset Management SA                                                         | CUSIP: 78486LAB8<br>LEI: 549300013ETMS1C0EA22 | Long             | DBT              | CORP              | CO        |     200000 | PA      | $210750.00    | 0.12%             | 2032-05-13      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| BCRR Trust                     | BCRR 2016-FRR3 Trust                                                             | CUSIP: 81753WAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     797720 | PA      | $784899.21    | 0.44%             | 2026-05-26      | Floating      | 6.25%                 | No            |                  2 | On Loan: No      |
| SOLVENTUM CORP                 | Solventum Corp                                                                   | CUSIP: 83444MAN1<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |      90000 | PA      | $91280.25     | 0.05%             | 2027-02-25      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| SONOCO PRODUCTS CO             | Sonoco Products Co                                                               | CUSIP: 835495AR3<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | DBT              | CORP              | US        |      34000 | PA      | $33924.08     | 0.02%             | 2029-09-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| SOUTH BOW CAN INFRA HOLD       | South Bow Canadian Infrastructure Holdings Ltd                                   | CUSIP: 836720AH5<br>LEI: 2549004FYUSYLPBT1G26 | Long             | DBT              | CORP              | CA        |      90000 | PA      | $92925.00     | 0.05%             | 2055-03-01      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                    | Southern Co/The                                                                  | CUSIP: 842587DZ7<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |     155000 | PA      | $170194.65    | 0.10%             | 2027-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                    | Southern Co/The                                                                  | CUSIP: 842587EB9<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |     167000 | PA      | $172010.00    | 0.10%             | 2055-03-15      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                    | Southern Co/The                                                                  | CUSIP: 842587EC7<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |     100000 | PA      | $100812.00    | 0.06%             | 2028-06-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| STANDARD BUILDING SOLUTI       | Standard Building Solutions Inc                                                  | CUSIP: 853191AA2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |      15000 | PA      | $15356.25     | 0.01%             | 2032-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| STANLEY BLACK & DECKER I       | Stanley Black & Decker Inc                                                       | CUSIP: 854502AM3<br>LEI: 549300DJ09SMTO561131 | Long             | DBT              | CORP              | US        |     355000 | PA      | $344264.80    | 0.19%             | 2060-03-15      | Variable      | 6.71%                 | No            |                  2 | On Loan: No      |
| STAR LEASING CO LLC            | Star Leasing Co LLC                                                              | CUSIP: 854938AA5<br>LEI: 549300WXKNX4PT3HSN71 | Long             | DBT              | CORP              | US        |      20000 | PA      | $19775.00     | 0.01%             | 2030-02-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| STAPLES INC                    | Staples Inc                                                                      | CUSIP: 855030AQ5<br>LEI: XQM2JINI1UL7642TU573 | Long             | DBT              | CORP              | US        |      15000 | PA      | $14287.50     | 0.01%             | 2029-09-01      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| STATE STREET CORP              | State Street Corp                                                                | CUSIP: 857477DA8<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |      29000 | PA      | $29217.50     | 0.02%             | 2028-04-24      | Variable      | 4.54%                 | No            |                  2 | On Loan: No      |
| Storm King Park CLO, Ltd       | Storm King Park CLO LTD                                                          | CUSIP: 86217RAL2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |     500000 | PA      | $500729.59    | 0.28%             | 2037-10-15      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| Structured Asset Securities Co | Structured Asset Securities Corp Mortgage Loan Trust 2006-BC3                    | CUSIP: 86359PAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     385168 | PA      | $321351.15    | 0.18%             | 2036-10-25      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| STRYKER CORP                   | Stryker Corp                                                                     | CUSIP: 863667AQ4<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |      54000 | PA      | $53321.54     | 0.03%             | 2028-03-07      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| STRYKER CORP                   | Stryker Corp                                                                     | CUSIP: 863667BK6<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |      47000 | PA      | $47659.32     | 0.03%             | 2028-02-10      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| SUN COMMUNITIES OPER LP        | Sun Communities Operating LP                                                     | CUSIP: 866677AE7<br>LEI: 549300PUNBPJCGT6X741 | Long             | DBT              | CORP              | US        |      43000 | PA      | $38015.01     | 0.02%             | 2031-07-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Sunnova Sol Issuer,LLC         | Sunnova Sol II Issuer LLC                                                        | CUSIP: 86745PAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     434824 | PA      | $353971.32    | 0.20%             | 2055-11-01      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP/FINANCE CORP         | Sunoco LP / Sunoco Finance Corp                                                  | CUSIP: 86765LAQ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      35000 | PA      | $34956.25     | 0.02%             | 2027-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Sunrun Issuer                  | Sunrun Bacchus Issuer 2025-1 LLC                                                 | CUSIP: 86771PAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      99891 | PA      | $99003.32     | 0.06%             | 2060-04-30      | Fixed         | 6.41%                 | No            |                  2 | On Loan: No      |
| Sunrun Issuer                  | Sunrun Xanadu Issuer 2019-1 LLC                                                  | CUSIP: 86773PAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      82442 | PA      | $76450.08     | 0.04%             | 2054-06-30      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                   | Synopsys Inc                                                                     | CUSIP: 871607AB3<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |      34000 | PA      | $34335.07     | 0.02%             | 2028-04-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| TCI-Flatiron CLO Ltd           | TCI-Flatiron Clo 2018-1 Ltd                                                      | CUSIP: 87232AAQ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     250000 | PA      | $250170.00    | 0.14%             | 2032-01-29      | Floating      | 6.29%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC               | T-Mobile USA Inc                                                                 | CUSIP: 87264ABT1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      50000 | PA      | $45503.90     | 0.03%             | 2031-02-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC               | T-Mobile USA Inc                                                                 | CUSIP: 87264ABW4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     130000 | PA      | $122071.04    | 0.07%             | 2031-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC               | T-Mobile USA Inc                                                                 | CUSIP: 87264ACA1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      73000 | PA      | $68877.98     | 0.04%             | 2028-02-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC               | T-Mobile USA Inc                                                                 | CUSIP: 87264ACQ6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      70000 | PA      | $61549.88     | 0.03%             | 2032-03-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC               | T-Mobile USA Inc                                                                 | CUSIP: 87264ADG7<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      37000 | PA      | $35074.19     | 0.02%             | 2055-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC               | T-Mobile USA Inc                                                                 | CUSIP: 87264ADN2<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      24000 | PA      | $21852.84     | 0.01%             | 2055-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| T-Mobile US Trust              | T-Mobile US Trust 2022-1                                                         | CUSIP: 87267WAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      41101 | PA      | $41126.10     | 0.02%             | 2028-05-22      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| TPG Real Estate Finance        | TRTX 2022-FL5 Issuer Ltd                                                         | CUSIP: 87277JAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     100000 | PA      | $99655.28     | 0.06%             | 2039-02-15      | Floating      | 6.46%                 | No            |                  2 | On Loan: No      |
| Taco Bell Funding, LLC         | Taco Bell Funding LLC                                                            | CUSIP: 87342RAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     129375 | PA      | $129408.97    | 0.07%             | 2046-05-25      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| TALLGRASS NRG PRTNR/FIN        | Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp                     | CUSIP: 87470LAL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      15000 | PA      | $15393.75     | 0.01%             | 2029-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP           | Targa Resources Corp                                                             | CUSIP: 87612GAK7<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |      17000 | PA      | $17022.88     | 0.01%             | 2035-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TELUS CORP                     | TELUS Corp                                                                       | CUSIP: 87971MCM3<br>LEI: L2TEUTQ8OSHMJWVLCE40 | Long             | DBT              | CORP              | CA        |       9000 | PA      | $9078.75      | 0.01%             | 2055-10-15      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP          | Tenet Healthcare Corp                                                            | CUSIP: 88033GDQ0<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |      35000 | PA      | $35612.50     | 0.02%             | 2030-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK          | Toronto-Dominion Bank/The                                                        | CUSIP: 89117F8Z5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     205000 | PA      | $214989.86    | 0.12%             | 2082-10-31      | Variable      | 8.12%                 | No            |                  2 | On Loan: No      |
| TRANS-ALLEGHENY INTERSTA       | Trans-Allegheny Interstate Line Co                                               | CUSIP: 893045AF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      68000 | PA      | $69078.55     | 0.04%             | 2031-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES          | TransCanada PipeLines Ltd                                                        | CUSIP: 89352HAD1<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |      95000 | PA      | $99537.49     | 0.06%             | 2037-10-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES          | TransCanada PipeLines Ltd                                                        | CUSIP: 89352HAE9<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |      41000 | PA      | $46442.75     | 0.03%             | 2038-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES          | TransCanada PipeLines Ltd                                                        | CUSIP: 89352HBA6<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |      58000 | PA      | $56761.24     | 0.03%             | 2030-04-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES          | TransCanada PipeLines Ltd                                                        | CUSIP: 89352HBG3<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |     115000 | PA      | $115575.00    | 0.07%             | 2065-06-01      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| UNITED NATURAL FOODS INC       | United Natural Foods Inc                                                         | CUSIP: 911163AA1<br>LEI: 549300GKGW6WPZ282D40 | Long             | DBT              | CORP              | US        |      70000 | PA      | $68950.00     | 0.04%             | 2028-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AM        | United Rentals North America Inc                                                 | CUSIP: 911363AM1<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |     195000 | PA      | $182568.75    | 0.10%             | 2031-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AM        | United Rentals North America Inc                                                 | CUSIP: 911365BN3<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |     110000 | PA      | $104912.50    | 0.06%             | 2030-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                 | CUSIP: 912810QY7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      90000 | PA      | $68508.98     | 0.04%             | 2042-11-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                 | CUSIP: 912810SF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1155000 | PA      | $851135.74    | 0.48%             | 2049-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                 | CUSIP: 912810SL3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     368000 | PA      | $216099.37    | 0.12%             | 2050-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                 | CUSIP: 912810ST6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    6800000 | PA      | $4328625.00   | 2.44%             | 2040-11-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                 | CUSIP: 912810TF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     140000 | PA      | $101767.97    | 0.06%             | 2042-02-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                 | CUSIP: 912810TN8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     150000 | PA      | $122443.36    | 0.07%             | 2053-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                 | CUSIP: 912810UG1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     255600 | PA      | $248910.47    | 0.14%             | 2055-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                 | CUSIP: 912828Z78<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      45000 | PA      | $43405.66     | 0.02%             | 2027-01-31      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                 | CUSIP: 91282CAE1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1000000 | PA      | $852734.37    | 0.48%             | 2030-08-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                 | CUSIP: 91282CAV3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    3000000 | PA      | $2573437.50   | 1.45%             | 2030-11-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                 | CUSIP: 91282CEP2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      25000 | PA      | $23328.13     | 0.01%             | 2032-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                 | CUSIP: 91282CET4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      40000 | PA      | $39173.44     | 0.02%             | 2027-05-31      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                 | CUSIP: 91282CFF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     630000 | PA      | $581175.00    | 0.33%             | 2032-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                 | CUSIP: 91282CGM7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     625000 | PA      | $602587.89    | 0.34%             | 2033-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                 | CUSIP: 91282CNC1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    2284000 | PA      | $2287568.75   | 1.29%             | 2035-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                 | CUSIP: 91282CND9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       8700 | PA      | $8713.93      | 0.00%             | 2028-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                 | CUSIP: 91282CNF4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     399600 | PA      | $403018.45    | 0.23%             | 2032-05-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                 | CUSIP: 91282CNG2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     264200 | PA      | $266780.08    | 0.15%             | 2030-05-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                 | CUSIP: 91282CNH0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     105000 | PA      | $105557.81    | 0.06%             | 2028-06-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC         | UnitedHealth Group Inc                                                           | CUSIP: 91324PDE9<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |      77000 | PA      | $74865.25     | 0.04%             | 2027-10-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| UNITI GROUP/CSL CAPITAL        | Uniti Group LP / Uniti Group Finance 2019 Inc / CSL Capital LLC                  | CUSIP: 91327TAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      15000 | PA      | $15168.75     | 0.01%             | 2032-06-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| VAR ENERGI ASA                 | Var Energi ASA                                                                   | CUSIP: 92212WAD2<br>LEI: 549300LIVN3FFOJN2K47 | Long             | DBT              | CORP              | NO        |     100000 | PA      | $105967.70    | 0.06%             | 2028-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE         | VICI Properties LP / VICI Note Co Inc                                            | CUSIP: 92564RAE5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     165000 | PA      | $157935.36    | 0.09%             | 2030-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP             | VICI Properties LP                                                               | CUSIP: 925650AD5<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |     145000 | PA      | $144154.36    | 0.08%             | 2032-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP             | VICI Properties LP                                                               | CUSIP: 925650AK9<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |     150000 | PA      | $150827.25    | 0.08%             | 2035-04-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| VICTRA HLDG/VICTRA FIN         | Victra Holdings LLC / Victra Finance Corp                                        | CUSIP: 92648DAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      25000 | PA      | $26187.50     | 0.01%             | 2029-09-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: —       |
| Zayo Issuer LLC                | Zayo Issuer LLC                                                                  | CUSIP: 98919WAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      90000 | PA      | $91684.56     | 0.05%             | 2055-03-20      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Zaxby's Funding LLC            | Zaxbys Funding LLC                                                               | CUSIP: 98920MAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     144375 | PA      | $133742.26    | 0.08%             | 2051-07-30      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| SOUTH AUST GOVT FIN AUTH       | South Australian Government Financing Authority                                  | CUSIP: BN8412155<br>LEI: 254900TDPILDN6AUAD69 | Long             | DBT              | NUSS              | AU        |     265000 | PA      | $136562.88    | 0.08%             | 2034-05-24      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| DBS GROUP HOLDINGS LTD         | DBS Group Holdings Ltd                                                           | CUSIP: BO3306350<br>LEI: 5493007FKT78NKPM5V55 | Long             | DBT              | CORP              | SG        |     200000 | PA      | $196508.00    | 0.11%             | 2031-03-10      | Variable      | 1.82%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK          | Toronto-Dominion Bank/The                                                        | CUSIP: 89117F3M9<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     214000 | PA      | $157075.29    | 0.09%             | 2025-09-09      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| TIERRA MOJADA LUX II SRL       | Tierra Mojada Luxembourg II Sarl                                                 | CUSIP: BM6311658<br>LEI: 254900H2U8PBIY32VI94 | Long             | DBT              | CORP              | LU        |     169056 | PA      | $159198.70    | 0.09%             | 2040-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| DCERT BUYER INC                | Dcert Buyer Inc                                                                  | CUSIP: 24022KAB5<br>LEI: 549300EF826JEEUCHZ67 | Long             | LON              | CORP              | US        |          0 | PA      | $0.01         | 0.00%             | 2026-10-16      | Floating      | 8.33%                 | No            |                  2 | On Loan: No      |
| ZAYO GROUP HOLDINGS INC        | Zayo Group Holdings Inc                                                          | CUSIP: 98919XAB7<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | LON              | CORP              | US        |      20000 | PA      | $19075.90     | 0.01%             | 2027-03-09      | Floating      | 7.44%                 | No            |                  2 | On Loan: No      |
| TEAM HEALTH HOLDINGS INC       | Team Health Holdings Inc                                                         | CUSIP: 87817JAG3<br>LEI: 549300PVTQ4UDTTMQT11 | Long             | LON              | CORP              | US        |      29827 | PA      | $29724.83     | 0.02%             | 2027-03-02      | Floating      | 9.53%                 | No            |                  2 | On Loan: No      |
| ZAYO GROUP HOLDINGS INC        | Zayo Group Holdings Inc                                                          | CUSIP: 98919XAE1<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | LON              | CORP              | US        |       9974 | PA      | $9605.45      | 0.01%             | 2027-03-09      | Floating      | 8.58%                 | No            |                  2 | On Loan: No      |
| VANTAGE SPEC CHEM              | Vantage Specialty Chemicals Inc                                                  | CUSIP: 92210XAE0<br>LEI: 54930057U5S5AY44VU09 | Long             | LON              | CORP              | US        |      59695 | PA      | $57946.20     | 0.03%             | 2026-10-26      | Floating      | 9.03%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AM        | United Rentals North America Inc                                                 | CUSIP: 91136EAL9<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | LON              | CORP              | US        |      79049 | PA      | $79905.69     | 0.04%             | 2031-02-14      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| STUBHUB HOLDCO SUB LLC         | StubHub Holdco Sub LLC                                                           | CUSIP: 74530DAH8<br>LEI: 549300NL9JUFIOARLW93 | Long             | LON              | CORP              | US        |      39108 | PA      | $38064.83     | 0.02%             | 2030-03-15      | Floating      | 9.08%                 | No            |                  2 | On Loan: No      |
| SOTERA HEALTH HLDGS LLC        | Sotera Health Holdings LLC                                                       | CUSIP: 83600VAG6<br>LEI: 549300OVT7MBXFLOFU20 | Long             | LON              | CORP              | US        |      79600 | PA      | $80048.15     | 0.05%             | 2031-05-30      | Floating      | 7.55%                 | No            |                  2 | On Loan: No      |
| BCP VI SUMMIT HOLDINGS L       | BCP VI Summit Holdings LP                                                        | CUSIP: 05614GAC5<br>LEI: 254900LK60A9DK5W5N81 | Long             | LON              | CORP              | US        |      50000 | PA      | $50378.25     | 0.03%             | 2032-01-30      | Floating      | 7.83%                 | No            |                  2 | On Loan: No      |
| ZELIS PAYMENTS BUYER INC       | Zelis Payments Buyer Inc                                                         | CUSIP: 98932TAH6<br>LEI: 549300U8NGLZN5R1Y309 | Long             | LON              | CORP              | US        |      54888 | PA      | $54670.15     | 0.03%             | 2031-11-26      | Floating      | 7.58%                 | No            |                  2 | On Loan: No      |
| SWF HOLDINGS I CORP            | SWF Holdings I Corp                                                              | CUSIP: N/A<br>LEI: 5493000CMZKPQ7BKPB20       | Long             | LON              | CORP              | US        |      10896 | PA      | $8403.23      | 0.00%             | 2028-10-06      | Floating      | 8.44%                 | No            |                  2 | On Loan: No      |
| TECTA AMERICA CORP             | Tecta America Corp                                                               | CUSIP: N/A<br>LEI: 54930083ULRH07WCC129       | Long             | LON              | CORP              | US        |      45000 | PA      | $45154.80     | 0.03%             | 2032-02-18      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| BCPE EMPIRE HOLDINGS INC       | BCPE Empire Holdings Inc                                                         | CUSIP: 05550HAQ8<br>LEI: 549300O2G0VI2955B626 | Long             | LON              | CORP              | US        |      69501 | PA      | $69188.06     | 0.04%             | 2030-12-26      | Floating      | 7.58%                 | No            |                  2 | On Loan: No      |
| BAUSCH + LOMB CORP             | Bausch + Lomb Corp                                                               | CUSIP: N/A<br>LEI: 549300NY6OZM39SO6475       | Long             | LON              | CORP              | CA        |      95000 | PA      | $95297.35     | 0.05%             | 2031-01-15      | Floating      | 8.57%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Ginnie Mae II Pool                                                               | CUSIP: 36179XDD5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      77293 | PA      | $72525.34     | 0.04%             | 2052-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Ginnie Mae II Pool                                                               | CUSIP: 36179XDE3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      35936 | PA      | $34709.62     | 0.02%             | 2052-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Ginnie Mae II Pool                                                               | CUSIP: 36179XFH4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      64483 | PA      | $62283.16     | 0.04%             | 2052-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Ginnie Mae II Pool                                                               | CUSIP: 36179XHX7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      91116 | PA      | $84902.03     | 0.05%             | 2052-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Ginnie Mae II Pool                                                               | CUSIP: 36179XLF1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      91901 | PA      | $85632.41     | 0.05%             | 2052-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Ginnie Mae II Pool                                                               | CUSIP: 36179XNE2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     100487 | PA      | $97059.32     | 0.05%             | 2052-12-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GLOBAL AIR LEASE CO LTD        | Global Aircraft Leasing Co Ltd                                                   | CUSIP: 37960JAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |      65000 | PA      | $66543.75     | 0.04%             | 2027-09-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| GOAT HOLDCO LLC                | Goat Holdco LLC                                                                  | CUSIP: 38021MAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      20000 | PA      | $20325.00     | 0.01%             | 2032-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Government National Mortgage Association                                         | CUSIP: 38377MHW9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1256572 | PA      | $60525.80     | 0.03%             | 2040-10-16      | Floating      | 1.64%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Government National Mortgage Association                                         | CUSIP: 38379CT63<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1216527 | PA      | $76450.57     | 0.04%             | 2044-02-20      | Floating      | 1.22%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Government National Mortgage Association                                         | CUSIP: 38380XBQ9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     582561 | PA      | $109242.94    | 0.06%             | 2048-01-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Government National Mortgage Association                                         | CUSIP: 38381HYW5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    3450040 | PA      | $196805.12    | 0.11%             | 2064-09-16      | Variable      | 0.67%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Government National Mortgage Association                                         | CUSIP: 38381J3G0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    3142062 | PA      | $191828.56    | 0.11%             | 2065-07-16      | Variable      | 0.80%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Government National Mortgage Association                                         | CUSIP: 38381JZ59<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    3459486 | PA      | $194339.77    | 0.11%             | 2065-10-16      | Variable      | 0.73%                 | No            |                  2 | On Loan: No      |
| GRAY MEDIA INC                 | Gray Media Inc                                                                   | CUSIP: 389375AM8<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |      15000 | PA      | $16050.00     | 0.01%             | 2029-07-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| GOLD FIELDS OROGEN HOLD        | Gold Fields Orogen Holdings BVI Ltd                                              | CUSIP: ZS5391108<br>LEI: 213800CLGJ2E9KGU2F20 | Long             | DBT              | CORP              | VG        |     200000 | PA      | $207412.60    | 0.12%             | 2029-05-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| GOLDEN STATE FOODS LLC         | Golden State Foods LLC                                                           | CUSIP: 38121NAC7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      19900 | PA      | $20020.90     | 0.01%             | 2031-12-04      | Floating      | 8.56%                 | No            |                  2 | On Loan: No      |
| GLOVES BUYER INC               | Gloves Buyer Inc                                                                 | CUSIP: 37987UAG7<br>LEI: 54930015O0Y94T5H8Z18 | Long             | LON              | CORP              | US        |     165000 | PA      | $162112.50    | 0.09%             | 2032-05-24      | Floating      | 8.32%                 | No            |                  2 | On Loan: No      |
| GRANT THORNTON ADVISORS        | Grant Thornton Advisors LLC                                                      | CUSIP: 38821UAF7<br>LEI: 254900XS1SHU0YY3WF58 | Long             | LON              | CORP              | US        |      40000 | PA      | $40115.00     | 0.02%             | 2031-05-30      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| AGCO CORP                      | AGCO Corp                                                                        | CUSIP: 001084AR3<br>LEI: LYOM0B2GCF1JWXK5ZG04 | Long             | DBT              | CORP              | US        |      48000 | PA      | $48669.94     | 0.03%             | 2027-03-21      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| AEP TEXAS INC                  | AEP Texas Inc                                                                    | CUSIP: 00108WAS9<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |      20000 | PA      | $20622.80     | 0.01%             | 2029-05-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| AES CORP/THE                   | AES Corp/The                                                                     | CUSIP: 00130HCH6<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |      56000 | PA      | $57107.62     | 0.03%             | 2028-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| AES CORP/THE                   | AES Corp/The                                                                     | CUSIP: 00130HCK9<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |     530000 | PA      | $544575.00    | 0.31%             | 2055-01-15      | Variable      | 7.60%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC / FIN INC         | Acrisure LLC / Acrisure Finance Inc                                              | CUSIP: 004961AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      25000 | PA      | $25343.75     | 0.01%             | 2032-07-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ACREC 2021-FL1 Ltd.            | ACREC 2021-FL1 Ltd                                                               | CUSIP: 00500RAG0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     375000 | PA      | $375132.49    | 0.21%             | 2036-10-16      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA       | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | CUSIP: 00774MBK0<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     220000 | PA      | $227847.18    | 0.13%             | 2055-03-10      | Variable      | 6.95%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA       | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | CUSIP: 00774MBQ7<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     150000 | PA      | $148689.90    | 0.08%             | 2056-01-31      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| ADVANCED MICRO DEVICES         | Advanced Micro Devices Inc                                                       | CUSIP: 007903BJ5<br>LEI: R2I72C950HOYXII45366 | Long             | DBT              | CORP              | US        |      37000 | PA      | $37282.20     | 0.02%             | 2028-03-24      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| Affirm Master Trust            | Affirm Master Trust                                                              | CUSIP: 00833BAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     250000 | PA      | $250927.65    | 0.14%             | 2033-02-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| AGILENT TECHNOLOGIES INC       | Agilent Technologies Inc                                                         | CUSIP: 00846UAR2<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | DBT              | CORP              | US        |      36000 | PA      | $35229.82     | 0.02%             | 2034-09-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AGREE LP                       | Agree LP                                                                         | CUSIP: 008513AE3<br>LEI: 549300DXY3G299V1BO77 | Long             | DBT              | CORP              | US        |      47000 | PA      | $48134.82     | 0.03%             | 2034-06-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| AIR CANADA 2017-1B PTT         | Air Canada 2017-1 Class B Pass Through Trust                                     | CUSIP: 00908PAC1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     363757 | PA      | $359784.76    | 0.20%             | 2026-01-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                 | Air Lease Corp                                                                   | CUSIP: 00912XBK9<br>LEI: 5493004NW4M4P8TMMK63 | Long             | EP               | CORP              | US        |     130000 | PA      | $125775.00    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| AMERICAN NATIONAL GROUP        | American National Group Inc                                                      | CUSIP: 025676AN7<br>LEI: 549300RK5RZQ740FPL83 | Long             | DBT              | CORP              | US        |      30000 | PA      | $30616.92     | 0.02%             | 2029-10-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AMERICAN NATIONAL GROUP        | American National Group Inc                                                      | CUSIP: 025676AQ0<br>LEI: 549300RK5RZQ740FPL83 | Long             | DBT              | CORP              | US        |      33000 | PA      | $33029.24     | 0.02%             | 2035-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT          | American Homes 4 Rent LP                                                         | CUSIP: 02666TAG2<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |      49000 | PA      | $49685.46     | 0.03%             | 2034-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTERNATIONAL         | American International Group Inc                                                 | CUSIP: 026874DX2<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |      14000 | PA      | $14307.19     | 0.01%             | 2035-05-07      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP            | American Tower Corp                                                              | CUSIP: 03027XAY6<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |      25000 | PA      | $18230.13     | 0.01%             | 2049-10-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP            | American Tower Corp                                                              | CUSIP: 03027XBV1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |      69000 | PA      | $68124.18     | 0.04%             | 2027-03-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP            | American Tower Corp                                                              | CUSIP: 03027XCC2<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |      24000 | PA      | $24602.81     | 0.01%             | 2028-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP            | American Tower Corp                                                              | CUSIP: 03027XCD0<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |      65000 | PA      | $66892.74     | 0.04%             | 2033-07-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Arroyo Mortgage Trust          | Arroyo Mortgage Trust 2019-2                                                     | CUSIP: 042858AC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      61209 | PA      | $59387.73     | 0.03%             | 2049-04-25      | Variable      | 3.80%                 | No            |                  2 | On Loan: No      |
| Arroyo Mortgage Trust          | Arroyo Mortgage Trust 2019-1                                                     | CUSIP: 042859AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      30743 | PA      | $29868.96     | 0.02%             | 2049-01-25      | Variable      | 3.81%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO        | Arthur J Gallagher & Co                                                          | CUSIP: 04316JAL3<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |      20000 | PA      | $20276.74     | 0.01%             | 2029-12-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO        | Arthur J Gallagher & Co                                                          | CUSIP: 04316JAN9<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |      43000 | PA      | $42998.88     | 0.02%             | 2035-02-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| ASPEN INSURANCE HLDG LTD       | Aspen Insurance Holdings Ltd                                                     | CUSIP: 04530DAE2<br>LEI: 549300YX6HECG9XQCQ75 | Long             | DBT              | CORP              | BM        |      29000 | PA      | $29397.01     | 0.02%             | 2030-07-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Banc of America Commercial Mor | Bank of America Merrill Lynch Commercial Mortgage Trust 2017-BNK3                | CUSIP: 06427DAW3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     350000 | PA      | $337552.22    | 0.19%             | 2050-02-15      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                   | Broadcom Inc                                                                     | CUSIP: 11135FCA7<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |      76000 | PA      | $75763.56     | 0.04%             | 2028-02-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                   | Broadcom Inc                                                                     | CUSIP: 11135FCE9<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |      97000 | PA      | $98411.54     | 0.06%             | 2028-04-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CADENCE DESIGN SYS INC         | Cadence Design Systems Inc                                                       | CUSIP: 127387AM0<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | DBT              | CORP              | US        |     121000 | PA      | $121043.20    | 0.07%             | 2027-09-10      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAIN INC          | Caesars Entertainment Inc                                                        | CUSIP: 12769GAD2<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |      35000 | PA      | $34212.50     | 0.02%             | 2032-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP INC         | Cloud Software Group Inc                                                         | CUSIP: 88632QAE3<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |      10000 | PA      | $10050.00     | 0.01%             | 2029-03-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ADANI INTERNATIONAL CONT       | Adani International Container Terminal Pvt Ltd                                   | CUSIP: BN0450864<br>LEI: 335800J4SLERP6S94P28 | Long             | DBT              | CORP              | IN        |     160000 | PA      | $140370.24    | 0.08%             | 2031-02-16      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ASIAN INFRASTRUCTURE INV       | Asian Infrastructure Investment Bank/The                                         | CUSIP: ZO9323437<br>LEI: 25490065OSV2524LCR32 | Long             | DBT              | CORP              | CN        |     100000 | PA      | $134733.43    | 0.08%             | 2025-12-15      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| ASIAN INFRASTRUCTURE INV       | Asian Infrastructure Investment Bank/The                                         | CUSIP: ZD2723355<br>LEI: 25490065OSV2524LCR32 | Long             | DBT              | CORP              | CN        |   14400000 | PA      | $170160.45    | 0.10%             | 2029-03-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK         | Asian Development Bank                                                           | CUSIP: ZF2710605<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | CORP              | PH        |    1000000 | PA      | $98426.49     | 0.06%             | 2029-01-22      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| AI CANDELARIA -SPAIN- SA       | AI Candelaria -spain- SA                                                         | CUSIP: AV1352799<br>LEI: 213800L5KA2MJ5FKRZ02 | Long             | DBT              | CORP              | ES        |     162499 | PA      | $162499.34    | 0.09%             | 2028-12-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ADMI CORP                      | ADMI Corp                                                                        | CUSIP: 00709LAJ6<br>LEI: 5493008U1LYGMQWO7N12 | Long             | LON              | CORP              | US        |      49223 | PA      | $47069.25     | 0.03%             | 2027-12-23      | Floating      | 8.19%                 | No            |                  2 | On Loan: No      |
| ASURION LLC                    | Asurion LLC                                                                      | CUSIP: 04649VBC3<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |      44433 | PA      | $44024.46     | 0.02%             | 2028-08-21      | Floating      | 8.68%                 | No            |                  2 | On Loan: No      |
| BROADSTREET PARTNERS INC       | BroadStreet Partners Inc                                                         | CUSIP: 11132VAY5<br>LEI: 549300BS9N54G8DD0R75 | Long             | LON              | CORP              | US        |       3093 | PA      | $3099.94      | 0.00%             | 2031-06-16      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| ACURIS FINANCE US INC          | Acuris Finance US Inc                                                            | CUSIP: 00510DAF1<br>LEI: 213800PHEXJH1L7ZN896 | Long             | LON              | CORP              | US        |      40159 | PA      | $40247.40     | 0.02%             | 2028-02-16      | Floating      | 8.05%                 | No            |                  2 | On Loan: No      |
| AS MILEAGE PLAN IP LTD         | AS Mileage Plan IP Ltd                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | KY        |      94463 | PA      | $95076.67     | 0.05%             | 2031-10-15      | Floating      | 6.27%                 | No            |                  2 | On Loan: No      |
| AECOM TECHNOLOGY               | AECOM                                                                            | CUSIP: 00766WAX1<br>LEI: 0EEB8GF0W0NPCIHZX097 | Long             | LON              | CORP              | US        |     187864 | PA      | $189653.88    | 0.11%             | 2031-04-17      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC                   | Acrisure LLC                                                                     | CUSIP: 00488PAV7<br>LEI: 549300R0Z1Q47XRTGO22 | Long             | LON              | CORP              | US        |      92055 | PA      | $91946.66     | 0.05%             | 2030-11-06      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| ASCEND LEARNING LLC            | Ascend Learning LLC                                                              | CUSIP: 04349HAN4<br>LEI: 549300T466HKRLVCD610 | Long             | LON              | CORP              | US        |      94580 | PA      | $94672.84     | 0.05%             | 2028-12-11      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| ADANI PORTS AND SPECIAL        | Adani Ports & Special Economic Zone Ltd                                          | CUSIP: BN7410036<br>LEI: 335800QOAXP5TM7OYP69 | Long             | DBT              | CORP              | IN        |     200000 | PA      | $168635.00    | 0.09%             | 2031-02-02      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| ADANI TRANS STEP-ONE LTD       | Adani Transmission Step-One Ltd                                                  | CUSIP: ZQ5578609<br>LEI: 335800Z8CGS7O7D72N41 | Long             | DBT              | CORP              | IN        |     139000 | PA      | $117390.92    | 0.07%             | 2036-05-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ADANI ELECTRICITY MUMBAI       | Adani Electricity Mumbai Ltd                                                     | CUSIP: BQ5241923<br>LEI: 335800AIC1B5EBFVUC38 | Long             | DBT              | CORP              | IN        |     200000 | PA      | $170388.60    | 0.10%             | 2031-07-22      | Fixed         | 3.87%                 | No            |                  2 | On Loan: No      |
| NGL ENRGY OP/FIN CORP          | NGL Energy Operating LLC / NGL Energy Finance Corp                               | CUSIP: 62922LAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      10000 | PA      | $10100.00     | 0.01%             | 2029-02-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| AREIT CRE Trust                | AREIT 2025-CRE10 Ltd                                                             | CUSIP: 00193DAJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     100000 | PA      | $99000.60     | 0.06%             | 2030-01-17      | Floating      | 7.10%                 | No            |                  2 | On Loan: No      |
| NEWMONT / NEWCREST FIN         | Newmont Corp / Newcrest Finance Pty Ltd                                          | CUSIP: 65163LAR0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      34000 | PA      | $34849.12     | 0.02%             | 2034-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| NEWS CORP                      | News Corp                                                                        | CUSIP: 65249BAA7<br>LEI: 549300ITS31QK8VRBQ14 | Long             | DBT              | CORP              | US        |     280000 | PA      | $268119.60    | 0.15%             | 2029-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Arizona Biltmore Trust         | ARZ Trust 2024-BILT                                                              | CUSIP: 00218TAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     250000 | PA      | $255742.55    | 0.14%             | 2029-06-11      | Fixed         | 6.36%                 | No            |                  2 | On Loan: No      |
| Aqua Finance Trust             | Aqua Finance Trust 2021-A                                                        | CUSIP: 03842VAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      39983 | PA      | $36893.59     | 0.02%             | 2046-07-17      | Fixed         | 1.54%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY INC             | NextEra Energy Inc                                                               | CUSIP: 65339F119<br>LEI: 254900RHL9MEUS5NKX63 | Long             | EP               | CORP              | US        |       8650 | NS      | $382762.50    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXTERA ENERGY CAPITAL         | NextEra Energy Capital Holdings Inc                                              | CUSIP: 65339KCH1<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |      74000 | PA      | $74455.17     | 0.04%             | 2027-07-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Arbor Realty Collateralized Lo | Arbor Realty Commercial Real Estate Notes 2021-FL4 Ltd                           | CUSIP: 03880RAJ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     275000 | PA      | $274790.81    | 0.15%             | 2036-11-15      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| ARCELORMITTAL SA               | ArcelorMittal SA                                                                 | CUSIP: 03938LBG8<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |      36000 | PA      | $37585.48     | 0.02%             | 2034-06-17      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL         | NextEra Energy Capital Holdings Inc                                              | CUSIP: 65339KDB3<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |      18000 | PA      | $18675.00     | 0.01%             | 2054-06-15      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL         | NextEra Energy Capital Holdings Inc                                              | CUSIP: 65339KDF4<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |      90000 | PA      | $92250.00     | 0.05%             | 2055-08-15      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| ARCHROCK PARTNERS LP/FIN       | Archrock Partners LP / Archrock Partners Finance Corp                            | CUSIP: 03959KAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      30000 | PA      | $30525.00     | 0.02%             | 2032-09-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| ARIS MINING CORP               | Aris Mining Corp                                                                 | CUSIP: 04040YAB5<br>LEI: 5493001GJ5TILX6L1F82 | Long             | DBT              | CORP              | CA        |     200000 | PA      | $204000.00    | 0.11%             | 2029-10-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                   | NiSource Inc                                                                     | CUSIP: 65473PAQ8<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |      61000 | PA      | $61863.33     | 0.03%             | 2034-04-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                   | NiSource Inc                                                                     | CUSIP: 65473PAR6<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |      18000 | PA      | $18585.00     | 0.01%             | 2054-11-30      | Variable      | 6.95%                 | No            |                  2 | On Loan: No      |
| ARIZONA PUBLIC SERVICE         | Arizona Public Service Co                                                        | CUSIP: 040555DH4<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |      32000 | PA      | $32933.47     | 0.02%             | 2034-08-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ARROW ELECTRONICS INC          | Arrow Electronics Inc                                                            | CUSIP: 04273WAE1<br>LEI: 549300YNNLBXT8N8R512 | Long             | DBT              | CORP              | US        |      36000 | PA      | $37109.41     | 0.02%             | 2034-04-10      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                   | NiSource Inc                                                                     | CUSIP: 65473PAU9<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |      30000 | PA      | $29551.68     | 0.02%             | 2055-04-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| NEW ZEALAND GOVERNMENT         | New Zealand Government Bond                                                      | CUSIP: ZN2715698<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |     725000 | PA      | $435235.55    | 0.25%             | 2034-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| NEW ZEALAND GOVERNMENT         | New Zealand Government Bond                                                      | CUSIP: ZB1410586<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |     445000 | PA      | $270064.67    | 0.15%             | 2035-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP               | BAT Capital Corp                                                                 | CUSIP: 05526DBF1<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |      32000 | PA      | $25761.38     | 0.01%             | 2047-08-15      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP               | BAT Capital Corp                                                                 | CUSIP: 05526DCC7<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |      35000 | PA      | $35467.99     | 0.02%             | 2035-08-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| BAUSCH + LOMB CORP             | Bausch + Lomb Corp                                                               | CUSIP: 071705AA5<br>LEI: 549300NY6OZM39SO6475 | Long             | DBT              | CORP              | CA        |      40000 | PA      | $41700.00     | 0.02%             | 2028-10-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multiclass Certifi | Freddie Mac Multiclass Certificates Series 2021-P011                             | CUSIP: 3137H2NR1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     509070 | PA      | $54951.46     | 0.03%             | 2045-09-25      | Variable      | 1.76%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust   | GS Mortgage Securities Trust 2018-GS9                                            | CUSIP: 36255NAT2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     250000 | PA      | $245775.18    | 0.14%             | 2051-03-10      | Variable      | 3.99%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust   | GS Mortgage Securities Corp Trust 2018-RIVR                                      | CUSIP: 36255WAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     122000 | PA      | $6098.78      | 0.00%             | 2035-07-15      | Floating      | 5.86%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS               | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 20754KAJ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |      55000 | PA      | $57704.26     | 0.03%             | 2041-11-25      | Floating      | 10.51%                | No            |                  2 | On Loan: No      |
| DCLI BIDCO LLC                 | Dcli Bidco LLC                                                                   | CUSIP: 233104AA6<br>LEI: 2549007UUVJTHHNK9T70 | Long             | DBT              | CORP              | US        |      15000 | PA      | $15187.50     | 0.01%             | 2029-11-15      | Fixed         | 7.75%                 | 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        |      15000 | PA      | $14325.00     | 0.01%             | 2028-02-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| DELL INC                       | Dell Inc                                                                         | CUSIP: 24702RAF8<br>LEI: 3E70L4WYANTIWWIPHC81 | Long             | DBT              | CORP              | US        |      17000 | PA      | $18027.29     | 0.01%             | 2038-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae REMICS                                                                | CUSIP: 31398FTC5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      50349 | PA      | $9730.14      | 0.01%             | 2039-10-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae REMICS                                                                | CUSIP: 31398MVU7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2999019 | PA      | $276551.54    | 0.16%             | 2040-03-25      | Floating      | 1.83%                 | No            |                  2 | On Loan: No      |
| INGERSOLL RAND INC             | Ingersoll Rand Inc                                                               | CUSIP: 45687VAC0<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |      47000 | PA      | $47695.93     | 0.03%             | 2027-06-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| INTOWN Mortgage Trust          | INTOWN 2025-STAY Mortgage Trust                                                  | CUSIP: 46117WAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     115000 | PA      | $114496.47    | 0.06%             | 2042-03-15      | Floating      | 6.06%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK        | Inter-American Development Bank                                                  | CUSIP: BV4039590<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | CORP              | US        |      10000 | PA      | $6544.12      | 0.00%             | 2026-01-29      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP        | International Bank for Reconstruction & Development                              | CUSIP: AT8524767<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | CORP              | US        |     260000 | PA      | $264379.63    | 0.15%             | 2034-08-08      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| INTL FINANCE CORP              | International Finance Corp                                                       | CUSIP: ZO1774181<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | CORP              | US        |     165000 | PA      | $99995.54     | 0.06%             | 2025-09-10      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK        | Inter-American Development Bank                                                  | CUSIP: ZF2765989<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | CORP              | US        |   11000000 | PA      | $130061.92    | 0.07%             | 2029-01-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT           | Indonesia Treasury Bond                                                          | CUSIP: ZI4194448<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 1680000000 | PA      | $103231.78    | 0.06%             | 2034-02-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP        | International Bank for Reconstruction & Development                              | CUSIP: BO4889347<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | CORP              | US        |     620000 | PA      | $60281.37     | 0.03%             | 2026-03-16      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| INTL DEVELOPMENT ASSOC         | International Development Association                                            | CUSIP: BS0126323<br>LEI: P41R60HC414IWQA1XW02 | Long             | DBT              | CORP              | US        |     540000 | PA      | $51783.08     | 0.03%             | 2027-02-17      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT           | Indonesia Treasury Bond                                                          | CUSIP: YV1931588<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 2823000000 | PA      | $175065.99    | 0.10%             | 2030-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK        | Inter-American Development Bank                                                  | CUSIP: EK8694128<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | CORP              | US        |      75000 | PA      | $49194.84     | 0.03%             | 2025-10-30      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT           | Indonesia Treasury Bond                                                          | CUSIP: UV4168299<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 2438000000 | PA      | $166477.78    | 0.09%             | 2031-05-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| INEOS US PETROCHEM LLC         | INEOS US Petrochem LLC                                                           | CUSIP: G4770MAL8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      44400 | PA      | $41458.85     | 0.02%             | 2029-03-29      | Floating      | 8.68%                 | No            |                  2 | On Loan: No      |
| INEOS US PETROCHEM LLC         | INEOS US Petrochem LLC                                                           | CUSIP: G4770MAN4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      30000 | PA      | $27487.50     | 0.02%             | 2031-10-07      | Floating      | 8.58%                 | No            |                  2 | On Loan: No      |
| INEOS US FINANCE LLC           | INEOS US Finance LLC                                                             | CUSIP: G4768PAS0<br>LEI: 5493008MHJ4R367SNK31 | Long             | LON              | CORP              | US        |      42220 | PA      | $40383.90     | 0.02%             | 2031-02-07      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| INEOS US FINANCE LLC           | INEOS US Finance LLC                                                             | CUSIP: G4768PAS0<br>LEI: 5493008MHJ4R367SNK31 | Long             | LON              | CORP              | US        |      52644 | PA      | $50353.68     | 0.03%             | 2031-02-07      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| INRETAIL SHOPPIN               | InRetail Shopping Malls                                                          | CUSIP: AR9465592<br>LEI: 254900340JT2D5SHMA49 | Long             | DBT              | CORP              | PE        |     100000 | PA      | $100000.00    | 0.06%             | 2028-04-03      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust   | GS Mortgage Securities Corp Trust 2021-DM                                        | CUSIP: 36265AAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     100000 | PA      | $98999.94     | 0.06%             | 2036-11-15      | Floating      | 6.71%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC              | HSBC Holdings PLC                                                                | CUSIP: 404280EV7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     200000 | PA      | $200500.00    | 0.11%             | 2031-08-27      | Variable      | 6.95%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC              | HSBC Holdings PLC                                                                | CUSIP: 404280EZ8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     235000 | PA      | $236232.58    | 0.13%             | 2031-05-13      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| HTL Commercial Mortgage Trust  | HTL Commercial Mortgage Trust 2024-T53                                           | CUSIP: 404300AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     500000 | PA      | $505931.35    | 0.28%             | 2039-05-10      | Variable      | 6.07%                 | No            |                  2 | On Loan: No      |
| HIG RCP Trust                  | HIG RCP 2023-FL1 LLC                                                             | CUSIP: 40443GAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     100000 | PA      | $100297.36    | 0.06%             | 2038-09-19      | Floating      | 7.93%                 | No            |                  2 | On Loan: No      |
| HP ENTERPRISE CO               | Hewlett Packard Enterprise Co                                                    | CUSIP: 42824C208<br>LEI: 549300BX44RGX6ANDV88 | Long             | EP               | CORP              | US        |       2750 | NS      | $161920.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| HP ENTERPRISE CO               | Hewlett Packard Enterprise Co                                                    | CUSIP: 42824CBV0<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |      77000 | PA      | $74706.71     | 0.04%             | 2034-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HEXCEL CORP                    | Hexcel Corp                                                                      | CUSIP: 428291AP3<br>LEI: S6Q7LW43WUBUHXY2QP69 | Long             | DBT              | CORP              | US        |      22000 | PA      | $22242.73     | 0.01%             | 2035-02-26      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP       | Hilcorp Energy I LP / Hilcorp Finance Co                                         | CUSIP: 431318BG8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      15000 | PA      | $14568.75     | 0.01%             | 2035-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN       | Hilton Domestic Operating Co Inc                                                 | CUSIP: 432833AF8<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |     130000 | PA      | $129025.00    | 0.07%             | 2030-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN       | Hilton Domestic Operating Co Inc                                                 | CUSIP: 432833AN1<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |      70000 | PA      | $63087.50     | 0.04%             | 2032-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                 | Home Depot Inc/The                                                               | CUSIP: 437076DB5<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |      43000 | PA      | $43660.57     | 0.02%             | 2027-06-25      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Home Partners of America Trust | Home Partners of America 2019-1 Trust                                            | CUSIP: 43731QAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      76218 | PA      | $73130.80     | 0.04%             | 2039-09-17      | Fixed         | 3.16%                 | No            |                  2 | On Loan: No      |
| HONDA MOTOR CO LTD             | Honda Motor Co Ltd                                                               | CUSIP: 438127AD4<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | DBT              | CORP              | JP        |      82000 | PA      | $82088.51     | 0.05%             | 2028-07-08      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| Horizon Aircraft Finance       | Horizon Aircraft Finance IV Ltd                                                  | CUSIP: 43990EAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |     269500 | PA      | $267990.80    | 0.15%             | 2049-09-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| HOST HOTELS & RESORTS LP       | Host Hotels & Resorts LP                                                         | CUSIP: 44107TAY2<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              | CORP              | US        |      65000 | PA      | $61314.83     | 0.03%             | 2029-12-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| HOST HOTELS & RESORTS LP       | Host Hotels & Resorts LP                                                         | CUSIP: 44107TAZ9<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              | CORP              | US        |      30000 | PA      | $27876.96     | 0.02%             | 2030-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HUB INTERNATIONAL LTD          | HUB International Ltd                                                            | CUSIP: 44332PAH4<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |      15000 | PA      | $15675.00     | 0.01%             | 2030-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Hundred Acre Wood Trust        | Hundred Acre Wood Trust 2021-INV1                                                | CUSIP: 44590HBD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     281696 | PA      | $228371.98    | 0.13%             | 2051-07-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES          | Huntington Bancshares Inc/OH                                                     | CUSIP: 446150BD5<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |      19000 | PA      | $19324.48     | 0.01%             | 2035-02-02      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES          | Huntington Bancshares Inc/OH                                                     | CUSIP: 446150BE3<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |      20000 | PA      | $20497.18     | 0.01%             | 2031-01-15      | Variable      | 5.27%                 | No            |                  2 | On Loan: No      |
| HUSKY INJECTION / TITAN        | Husky Injection Molding Systems Ltd / Titan Co-Borrower LLC                      | CUSIP: 44805RAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      45000 | PA      | $46800.00     | 0.03%             | 2029-02-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA        | Hyundai Capital America                                                          | CUSIP: 44891ACU9<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |      61000 | PA      | $61922.69     | 0.03%             | 2029-01-08      | Fixed         | 5.30%                 | 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        |      30000 | PA      | $30000.00     | 0.02%             | 2028-07-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| INDIAN RAILWAY FINANCE         | Indian Railway Finance Corp Ltd                                                  | CUSIP: 45434L2A1<br>LEI: 335800F2JHSOGXQEBY56 | Long             | DBT              | CORP              | IN        |     100000 | PA      | $93839.50     | 0.05%             | 2030-02-13      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| JPMDB Commercial Mortgage Secu | JPMDB Commercial Mortgage Securities Trust 2016-C2                               | CUSIP: 46590LAV4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     848215 | PA      | $7436.56      | 0.00%             | 2049-06-15      | Variable      | 1.62%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust       | JP Morgan Mortgage Trust 2019-8                                                  | CUSIP: 46591KBR3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     172653 | PA      | $149969.95    | 0.08%             | 2050-03-25      | Variable      | 3.14%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust       | JP Morgan Mortgage Trust 2025-CCM1                                               | CUSIP: 46593MAB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     192013 | PA      | $190805.22    | 0.11%             | 2055-06-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO            | JPMorgan Chase & Co                                                              | CUSIP: 46647PDW3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      92000 | PA      | $93999.62     | 0.05%             | 2027-10-22      | Variable      | 6.07%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust       | JP Morgan Mortgage Trust 2020-4                                                  | CUSIP: 46652FAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     158454 | PA      | $135536.44    | 0.08%             | 2050-11-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| KREF 2022-Fl3 Ltd              | KREF 2022-FL3 Ltd                                                                | CUSIP: 48275EAA4<br>LEI: 549300DG0FGL1EU1CT79 | Long             | ABS-CBDO         | CORP              | KY        |      76814 | PA      | $76763.68     | 0.04%             | 2039-02-17      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| KREF 2021-FL2 Ltd              | KREF 2021-FL2 Ltd                                                                | CUSIP: 48275RAE7<br>LEI: 54930083ELM2GCMVTQ91 | Long             | ABS-CBDO         | CORP              | KY        |     100000 | PA      | $97582.43     | 0.05%             | 2039-02-15      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| KRE Commercial Mortgage Trust  | KRE Commercial Mortgage Trust 2025-AIP4                                          | CUSIP: 50077KAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     300000 | PA      | $299061.93    | 0.17%             | 2042-03-15      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO           | Kraft Heinz Foods Co                                                             | CUSIP: 50077LAB2<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |     250000 | PA      | $201355.25    | 0.11%             | 2046-06-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| KSL Commercial Mortgage Trust  | KSL Commercial Mortgage Trust 2024-HT2                                           | CUSIP: 500937AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     300000 | PA      | $299249.40    | 0.17%             | 2039-12-15      | Floating      | 5.85%                 | No            |                  2 | On Loan: No      |
| KYNDRYL HOLDINGS INC           | Kyndryl Holdings Inc                                                             | CUSIP: 50155QAM2<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |      84000 | PA      | $66463.74     | 0.04%             | 2041-10-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| LCM Ltd Partnership            | LCM XXIV Ltd                                                                     | CUSIP: 50188YAJ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     250000 | PA      | $250058.50    | 0.14%             | 2030-03-20      | Floating      | 6.43%                 | No            |                  2 | On Loan: No      |
| LFT CRE LLC                    | LFT CRE 2021-FL1 Ltd                                                             | CUSIP: 50203JAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     100000 | PA      | $99668.25     | 0.06%             | 2039-06-15      | Floating      | 6.18%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECH INC              | L3Harris Technologies Inc                                                        | CUSIP: 502431AM1<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |      69000 | PA      | $68992.62     | 0.04%             | 2028-06-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| LABORATORY CORP OF AMER        | Laboratory Corp of America Holdings                                              | CUSIP: 50540RBA9<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |      64000 | PA      | $63069.82     | 0.04%             | 2032-04-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC          | Level 3 Financing Inc                                                            | CUSIP: 527298CD3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |      15000 | PA      | $13575.00     | 0.01%             | 2030-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC          | Level 3 Financing Inc                                                            | CUSIP: 527298CM3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |      30000 | PA      | $30525.00     | 0.02%             | 2033-06-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC              | Cisco Systems Inc                                                                | CUSIP: 17275RBW1<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |      97000 | PA      | $98261.78     | 0.06%             | 2028-02-24      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage  | Citigroup Commercial Mortgage Trust 2016-C1                                      | CUSIP: 17290YAW8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     677718 | PA      | $5362.85      | 0.00%             | 2049-05-10      | Variable      | 1.98%                 | No            |                  2 | On Loan: No      |
| Life Financial Services Trust  | Life 2022-BMR Mortgage Trust                                                     | CUSIP: 53218DAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     170000 | PA      | $164686.89    | 0.09%             | 2039-05-15      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| Life Financial Services Trust  | Life 2022-BMR Mortgage Trust                                                     | CUSIP: 53218DAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     250000 | PA      | $229863.08    | 0.13%             | 2039-05-15      | Floating      | 6.11%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage  | Citigroup Commercial Mortgage Trust 2023-SMRT                                    | CUSIP: 17291NAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     100000 | PA      | $103080.18    | 0.06%             | 2040-10-12      | Variable      | 6.01%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                  | Citigroup Inc                                                                    | CUSIP: 172967QA2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      30000 | PA      | $30272.40     | 0.02%             | 2031-05-07      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust  | Citigroup Mortgage Loan Trust 2015-RP2                                           | CUSIP: 17323TAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     362824 | PA      | $356816.88    | 0.20%             | 2053-01-25      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage  | Citigroup Commercial Mortgage Trust 2017-P8                                      | CUSIP: 17326DAJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     938013 | PA      | $12840.46     | 0.01%             | 2050-09-15      | Variable      | 1.00%                 | No            |                  2 | On Loan: No      |
| LIGHTNING POWER LLC            | Lightning Power LLC                                                              | CUSIP: 53229KAA7<br>LEI: 254900BWCHJ03XRL8K59 | Long             | DBT              | CORP              | US        |      20000 | PA      | $21050.00     | 0.01%             | 2032-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| L Street Securities            | PMTT4                                                                            | CUSIP: 693458AG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  127457758 | PA      | $635096.52    | 0.36%             | 2048-10-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                  | Citigroup Inc                                                                    | CUSIP: 17327CAQ6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      67000 | PA      | $59919.31     | 0.03%             | 2033-01-25      | Variable      | 3.06%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage  | Citigroup Commercial Mortgage Trust 2019-C7                                      | CUSIP: 17328CAJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3595626 | PA      | $114248.84    | 0.06%             | 2072-12-15      | Variable      | 0.94%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT           | Indonesia Treasury Bond                                                          | CUSIP: EI4133860<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 1606000000 | PA      | $101790.82    | 0.06%             | 2026-09-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT           | Indonesia Treasury Bond                                                          | CUSIP: EJ3390386<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 1779000000 | PA      | $109117.84    | 0.06%             | 2033-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| CIVITAS RESOURCES INC          | Civitas Resources Inc                                                            | CUSIP: 17888HAA1<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |      15000 | PA      | $15300.00     | 0.01%             | 2028-07-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| CIVITAS RESOURCES INC          | Civitas Resources Inc                                                            | CUSIP: 17888HAB9<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |     165000 | PA      | $166856.25    | 0.09%             | 2031-07-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP/US FIN       | Clarios Global LP / Clarios US Finance Co                                        | CUSIP: 18060TAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      40000 | PA      | $41600.00     | 0.02%             | 2030-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HO       | Clear Channel Outdoor Holdings Inc                                               | CUSIP: 18453HAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      10000 | PA      | $9200.00      | 0.01%             | 2029-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: —       |
| CLEVELAND-CLIFFS INC           | Cleveland-Cliffs Inc                                                             | CUSIP: 185899AN1<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |     324000 | PA      | $312255.00    | 0.18%             | 2030-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC           | Cleveland-Cliffs Inc                                                             | CUSIP: 185899AR2<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |     230000 | PA      | $215912.50    | 0.12%             | 2033-05-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT           | Indonesia Treasury Bond                                                          | CUSIP: AZ4598522<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 1015000000 | PA      | $66120.36     | 0.04%             | 2035-06-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT           | Indonesia Treasury Bond                                                          | CUSIP: BK8407086<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 5458000000 | PA      | $336657.91    | 0.19%             | 2031-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT           | Indonesia Treasury Bond                                                          | CUSIP: BQ3772713<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 5326000000 | PA      | $325038.55    | 0.18%             | 2032-04-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| LETRA TESOURO NACIONAL         | Brazil Letras do Tesouro Nacional                                                | CUSIP: BX5046434<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    5978000 | PA      | $1024122.89   | 0.58%             | 2026-01-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT           | Indonesia Treasury Bond                                                          | CUSIP: BQ3771400<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |  211000000 | PA      | $12795.16     | 0.01%             | 2027-04-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT           | Indonesia Treasury Bond                                                          | CUSIP: BY4236745<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 4531000000 | PA      | $280316.38    | 0.16%             | 2028-08-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| ARCHES BUYER INC               | Arches Buyer Inc                                                                 | CUSIP: 03952HAD6<br>LEI: 2549009ADY4208OH2Y47 | Long             | LON              | CORP              | US        |      30000 | PA      | $29668.05     | 0.02%             | 2027-12-06      | Floating      | 7.68%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN       | Hilton Domestic Operating Co Inc                                                 | CUSIP: 43289DAK9<br>LEI: 5493003EG7H0N1E4XV50 | Long             | LON              | CORP              | US        |     140000 | PA      | $140634.20    | 0.08%             | 2030-11-08      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| HUSKY INJECTION MOLDING        | Husky Injection Molding Systems Ltd                                              | CUSIP: C8856UAE8<br>LEI: 5493003ZDHRVP2N4C109 | Long             | LON              | CORP              | CA        |      44662 | PA      | $44837.80     | 0.03%             | 2029-02-15      | Floating      | 8.80%                 | No            |                  2 | On Loan: No      |
| HUSKY INJECTION MOLDING        | Husky Injection Molding Systems Ltd                                              | CUSIP: C8856UAE8<br>LEI: 5493003ZDHRVP2N4C109 | Long             | LON              | CORP              | CA        |      44662 | PA      | $44837.80     | 0.03%             | 2029-02-15      | Floating      | 8.67%                 | No            |                  2 | On Loan: No      |
| ARAMARK SERVICES INC           | Aramark Services Inc                                                             | CUSIP: 03852JAU5<br>LEI: 42YMHYH0XMHJEXDUB065 | Long             | LON              | CORP              | US        |      30000 | PA      | $30091.20     | 0.02%             | 2028-04-06      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| ARAMARK SERVICES INC           | Aramark Services Inc                                                             | CUSIP: 03852JAV3<br>LEI: 42YMHYH0XMHJEXDUB065 | Long             | LON              | CORP              | US        |     133439 | PA      | $133995.01    | 0.08%             | 2030-06-24      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| LC AHAB US BIDCO LLC           | LC Ahab US Bidco LLC                                                             | CUSIP: 50180PAB7<br>LEI: 254900949U9K2Q5C5A85 | Long             | LON              | CORP              | US        |      49912 | PA      | $49943.72     | 0.03%             | 2031-05-01      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| LBM Acquisition LLC            | LBM Acquisition LLC, Senior Secured First Lien Term Loan                         | CUSIP: 50179JAH1<br>LEI: N/A                  | Long             | LON              | CORP              | N/A       |      91241 | PA      | $85538.76     | 0.05%             | 2031-06-06      | Floating      | 8.16%                 | No            |                  2 | On Loan: No      |
| KRONOS ACQUISITION HOLDI       | Kronos Acquisition Holdings Inc                                                  | CUSIP: 50106JAH9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      14151 | PA      | $12722.14     | 0.01%             | 2031-07-08      | Floating      | 8.30%                 | No            |                  2 | On Loan: No      |
| ARDONAGH GROUP LTD             | Ardonagh Group Finco Pty Ltd                                                     | CUSIP: N/A<br>LEI: 254900YP2E642AGM4G32       | Long             | LON              | CORP              | AU        |      55000 | PA      | $54725.00     | 0.03%             | 2031-02-18      | Floating      | 7.04%                 | No            |                  2 | On Loan: No      |
| HEXION HOLDINGS CORP           | Hexion Holdings Corp                                                             | CUSIP: 00217XAE6<br>LEI: 549300LBB370MUHGLV84 | Long             | LON              | CORP              | US        |      29623 | PA      | $29594.87     | 0.02%             | 2029-03-15      | Floating      | 8.31%                 | No            |                  2 | On Loan: No      |
| HUNTER DOUGLAS INC             | Hunter Douglas Inc                                                               | CUSIP: N8137FAE0<br>LEI: 529900811T142NS3H544 | Long             | LON              | CORP              | US        |      43932 | PA      | $43831.59     | 0.02%             | 2032-01-20      | Floating      | 7.55%                 | No            |                  2 | On Loan: No      |
| HIGHTOWER HOLDING LLC          | Hightower Holding LLC                                                            | CUSIP: 43117LAN3<br>LEI: 254900MKOSB7RTMA9K12 | Long             | LON              | CORP              | US        |      99600 | PA      | $99517.33     | 0.06%             | 2032-02-03      | Floating      | 7.26%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I LP            | Hilcorp Energy I LP                                                              | CUSIP: 431319AH5<br>LEI: 549300ITPIHLG0LHEC09 | Long             | LON              | CORP              | US        |     149625 | PA      | $150092.58    | 0.08%             | 2030-02-11      | Floating      | 6.31%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                  | DTE Energy Co                                                                    | CUSIP: 233331BL0<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |      48000 | PA      | $50133.55     | 0.03%             | 2034-06-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| DT MIDSTREAM INC               | DT Midstream Inc                                                                 | CUSIP: 23345MAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      20000 | PA      | $19250.00     | 0.01%             | 2029-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES 2020-A         | Delta Air Lines 2020-1 Class A Pass Through Trust                                | CUSIP: 247361ZW1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      54820 | PA      | $51844.35     | 0.03%             | 2028-06-10      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORPORATION       | Devon Energy Corp                                                                | CUSIP: 25179MBH5<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |      16000 | PA      | $14349.14     | 0.01%             | 2054-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC         | Diamondback Energy Inc                                                           | CUSIP: 25278XAX7<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |      75000 | PA      | $76027.35     | 0.04%             | 2027-04-18      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| DIGICEL GROUP HOLDINGS         | Digicel Group Holdings Ltd                                                       | CUSIP: 25381HAH1<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |      33726 | PA      | $1474.66      | 0.00%             | 2030-12-31      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| DIGICEL GROUP HOLDINGS         | Digicel Group Holdings Ltd                                                       | CUSIP: 25381HAR9<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |      97403 | PA      | $606.85       | 0.00%             | 2030-12-31      | Fixed         | 0.00%                 | 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        |      40000 | PA      | $39700.00     | 0.02%             | 2027-08-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                  | DISH DBS Corp                                                                    | CUSIP: 25470XBD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       5000 | PA      | $3337.50      | 0.00%             | 2029-06-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                  | DISH DBS Corp                                                                    | CUSIP: 25470XBF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      20000 | PA      | $17250.00     | 0.01%             | 2028-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC            | Dominion Energy Inc                                                              | CUSIP: 25746UDT3<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     125000 | PA      | $131250.00    | 0.07%             | 2055-02-01      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC            | Dominion Energy Inc                                                              | CUSIP: 25746UDU0<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     155000 | PA      | $165462.50    | 0.09%             | 2054-06-01      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC            | Dominion Energy Inc                                                              | CUSIP: 25746UDV8<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     140000 | PA      | $142450.00    | 0.08%             | 2055-05-15      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| DORNOCH DEBT MERGER SUB        | Dornoch Debt Merger Sub Inc                                                      | CUSIP: 25830JAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      10000 | PA      | $7700.00      | 0.00%             | 2029-10-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP               | Duke Energy Corp                                                                 | CUSIP: 26441CBU8<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |      25000 | PA      | $21926.80     | 0.01%             | 2052-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP               | Duke Energy Corp                                                                 | CUSIP: 26441CCF0<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |      51000 | PA      | $49680.32     | 0.03%             | 2054-06-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP               | Duke Energy Corp                                                                 | CUSIP: 26441CCG8<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |      45000 | PA      | $46350.00     | 0.03%             | 2054-09-01      | Variable      | 6.45%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust           | FREMF 2019-KF71 Mortgage Trust                                                   | CUSIP: 30314GAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     148755 | PA      | $144939.76    | 0.08%             | 2029-10-25      | Floating      | 10.43%                | No            |                  2 | On Loan: No      |
| FS Rialto Issuer Ltd           | FS Rialto 2021-FL3                                                               | CUSIP: 30323CAJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     100000 | PA      | $99384.48     | 0.06%             | 2036-11-16      | Floating      | 6.93%                 | No            |                  2 | On Loan: No      |
| FS Rialto Issuer Ltd           | FS Rialto 2022-Fl4 Issuer LLC                                                    | CUSIP: 30326MAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     100000 | PA      | $100072.78    | 0.06%             | 2039-01-19      | Floating      | 6.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                 | CUSIP: 3132DULA3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     116954 | PA      | $120416.85    | 0.07%             | 2054-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                            | CUSIP: 3132LVVC7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3486884 | PA      | $3347369.95   | 1.88%             | 2045-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae REMICS                                                                | CUSIP: 3136A2F99<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     288197 | PA      | $37903.11     | 0.02%             | 2041-12-25      | Floating      | 2.08%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac REMICS                                                               | CUSIP: 3137AJXH2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     406606 | PA      | $38133.18     | 0.02%             | 2041-12-15      | Floating      | 1.48%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac REMICS                                                               | CUSIP: 3137ASD43<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     238166 | PA      | $22850.62     | 0.01%             | 2041-05-15      | Floating      | 1.58%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac REMICS                                                               | CUSIP: 3137ASXM1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     314881 | PA      | $33325.92     | 0.02%             | 2042-08-15      | Floating      | 1.58%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac REMICS                                                               | CUSIP: 3137B4QW9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     531152 | PA      | $388332.39    | 0.22%             | 2043-09-15      | Floating      | 1.33%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac REMICS                                                               | CUSIP: 3137FU6G4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2221515 | PA      | $327225.65    | 0.18%             | 2050-07-25      | Floating      | 1.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                  | CUSIP: 3140QVY81<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     195567 | PA      | $195993.94    | 0.11%             | 2055-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                  | CUSIP: 3140XPS42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2807623 | PA      | $2901500.76   | 1.63%             | 2054-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                  | CUSIP: 31418ES50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       3712 | PA      | $3721.69      | 0.00%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                 | CUSIP: 31425XAK5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     270789 | PA      | $275590.61    | 0.16%             | 2055-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                 | CUSIP: 3142GT3M6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     187771 | PA      | $193213.01    | 0.11%             | 2055-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                 | CUSIP: 3142GTBV7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     154395 | PA      | $157615.04    | 0.09%             | 2054-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                 | CUSIP: 3142GTT97<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     195176 | PA      | $197065.82    | 0.11%             | 2055-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FISERV INC                     | Fiserv Inc                                                                       | CUSIP: 337738BJ6<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |      55000 | PA      | $55723.09     | 0.03%             | 2027-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| FISERV INC                     | Fiserv Inc                                                                       | CUSIP: 337738BL1<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |      61000 | PA      | $62344.62     | 0.04%             | 2034-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| FIVE STAR BANCORP              | Five Star Bancorp                                                                | CUSIP: 33830TAC7<br>LEI: 5493008ZRBIHKWC0JA73 | Long             | DBT              | CORP              | US        |      50000 | PA      | $48754.25     | 0.03%             | 2032-09-01      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Flagstar Mortgage Trust        | Flagstar Mortgage Trust 2018-6RR                                                 | CUSIP: 33851FBP1<br>LEI: 549300H3PON1KOB2RF56 | Long             | ABS-MBS          | CORP              | US        |     406820 | PA      | $394091.30    | 0.22%             | 2048-10-25      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| FLORIDA GAS TRANSMISSION       | Florida Gas Transmission Co LLC                                                  | CUSIP: 340711BC3<br>LEI: 549300Q0UQF87NXNOC32 | Long             | DBT              | CORP              | US        |      15000 | PA      | $15302.63     | 0.01%             | 2035-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| FLOWERS FOODS INC              | Flowers Foods Inc                                                                | CUSIP: 343498AD3<br>LEI: 7YNCQQNDK8FBM9BBTK25 | Long             | DBT              | CORP              | US        |      36000 | PA      | $36838.84     | 0.02%             | 2035-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY             | Ford Motor Co                                                                    | CUSIP: 345370DA5<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |     770000 | PA      | $648983.72    | 0.37%             | 2032-02-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FORTRESS TRANS & INFRAST       | Fortress Transportation and Infrastructure Investors LLC                         | CUSIP: 34960PAH4<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |      10000 | PA      | $9850.00      | 0.01%             | 2033-04-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC           | Freeport-McMoRan Inc                                                             | CUSIP: 35671DBC8<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |     400000 | PA      | $378850.40    | 0.21%             | 2043-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC           | Freeport-McMoRan Inc                                                             | CUSIP: 35671DBJ3<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |      75000 | PA      | $75943.35     | 0.04%             | 2034-11-14      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| FULL HOUSE RESORTS INC         | Full House Resorts Inc                                                           | CUSIP: 359678AC3<br>LEI: 5493009DKIWW0H901Y82 | Long             | DBT              | CORP              | US        |      15000 | PA      | $14512.50     | 0.01%             | 2028-02-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| GATX CORP                      | GATX Corp                                                                        | CUSIP: 361448BP7<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |      59000 | PA      | $59773.14     | 0.03%             | 2027-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| GATX CORP                      | GATX Corp                                                                        | CUSIP: 361448BS1<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |      21000 | PA      | $21208.49     | 0.01%             | 2035-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust   | GS Mortgage Securities Trust 2013-GC13                                           | CUSIP: 36198EAS4<br>LEI: 549300WF5YRKNHB1FX69 | Long             | ABS-MBS          | CORP              | US        |     100000 | PA      | $96340.59     | 0.05%             | 2046-07-10      | Variable      | 4.01%                 | No            |                  2 | On Loan: No      |
| Great Wolf Trust               | GWT 2024-WLF2                                                                    | CUSIP: 362414AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     250000 | PA      | $250547.15    | 0.14%             | 2041-05-15      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| GARDA WORLD SECURITY           | Garda World Security Corp                                                        | CUSIP: 36485MAN9<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |      45000 | PA      | $46012.50     | 0.03%             | 2032-08-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| GARTNER INC                    | Gartner Inc                                                                      | CUSIP: 366651AE7<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |      90000 | PA      | $84237.21     | 0.05%             | 2030-10-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO         | General Motors Financial Co Inc                                                  | CUSIP: 37045XCM6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | EP               | CORP              | US        |      52000 | PA      | $51285.00     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Greystone Commercial Real Esta | Greystone CRE Notes 2021-FL3 Ltd                                                 | CUSIP: 39809PAJ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     100000 | PA      | $98877.43     | 0.06%             | 2039-07-15      | Floating      | 6.63%                 | No            |                  2 | On Loan: No      |
| GRIFFON CORPORATION            | Griffon Corp                                                                     | CUSIP: 398433AP7<br>LEI: 5493000C2SGNC7ZN3242 | Long             | DBT              | CORP              | US        |      30000 | PA      | $29887.50     | 0.02%             | 2028-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO            | JPMorgan Chase & Co                                                              | CUSIP: 46647PEP7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      88000 | PA      | $88148.98     | 0.05%             | 2028-10-22      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| LIFE TIME INC                  | Life Time Inc                                                                    | CUSIP: 53190FAE5<br>LEI: 549300PALKE96VYH4X17 | Long             | DBT              | CORP              | US        |      55000 | PA      | $55687.50     | 0.03%             | 2031-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC           | LifePoint Health Inc                                                             | CUSIP: 53219LAX7<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |      25000 | PA      | $25625.00     | 0.01%             | 2032-06-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| MSCI INC                       | MSCI Inc                                                                         | CUSIP: 55354GAL4<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |     105000 | PA      | $98960.09     | 0.06%             | 2031-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MSCI INC                       | MSCI Inc                                                                         | CUSIP: 55354GAM2<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |     161000 | PA      | $147675.80    | 0.08%             | 2031-11-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| LIGHT & WONDER INTL INC        | Light & Wonder International Inc                                                 | CUSIP: 80874YBE9<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |      15000 | PA      | $15450.00     | 0.01%             | 2029-11-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| N/A                            | 2Y RTP 3.950000 19-AUG-2025                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   -1483000 | NC      | $-140.89      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC       | Ford Motor Credit Co LLC                                                         | CUSIP: 345397E33<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     200000 | PA      | $273848.35    | 0.15%             | 2028-10-09      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| GAINWELL ACQUISITION COR       | Gainwell Acquisition Corp                                                        | CUSIP: 59909TAC8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      91890 | PA      | $88742.45     | 0.05%             | 2027-10-01      | Floating      | 4.40%                 | No            |                  2 | On Loan: No      |
| DIRECTV FINANCING LLC          | Directv Financing LLC                                                            | CUSIP: 25460HAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       4361 | PA      | $4382.94      | 0.00%             | 2027-08-02      | Floating      | 9.54%                 | No            |                  2 | On Loan: No      |
| DEXKO GLOBAL INC               | Dexko Global Inc                                                                 | CUSIP: 25213YAU9<br>LEI: 549300SMZ4OV1KBH1M19 | Long             | LON              | CORP              | US        |      33003 | PA      | $31662.79     | 0.02%             | 2028-10-04      | Floating      | 8.19%                 | No            |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC           | LifePoint Health Inc                                                             | CUSIP: 75915TAK8<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | LON              | CORP              | US        |      72472 | PA      | $71815.54     | 0.04%             | 2031-05-19      | Floating      | 8.01%                 | No            |                  2 | On Loan: No      |
| FLEETCOR TECHNOLOGIES INC      | Corpay Technologies Operating Co LLC                                             | CUSIP: 33903RAZ2<br>LEI: 549300FKKKZCXLK48427 | Long             | LON              | CORP              | US        |       9975 | PA      | $9987.47      | 0.01%             | 2028-04-28      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| CLEAN HARBORS INC              | Clean Harbors Inc                                                                | CUSIP: 18449EAH3<br>LEI: 5493000SJVZVZJKHJF48 | Long             | LON              | CORP              | US        |     129203 | PA      | $130543.78    | 0.07%             | 2028-10-10      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP INC         | Cloud Software Group Inc                                                         | CUSIP: 88632NBE9<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | LON              | CORP              | US        |        562 | PA      | $563.86       | 0.00%             | 2031-03-24      | Floating      | 8.05%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP INC         | Cloud Software Group Inc                                                         | CUSIP: 88632NBE9<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | LON              | CORP              | US        |     223225 | PA      | $223852.70    | 0.13%             | 2031-03-24      | Floating      | 8.05%                 | No            |                  2 | On Loan: No      |
| FREEPORT LNG INVESTMENTS       | Freeport LNG Investments LLLP                                                    | CUSIP: 35670CAC2<br>LEI: 549300LR5YVRZH4YPQ33 | Long             | LON              | CORP              | US        |      52641 | PA      | $52762.07     | 0.03%             | 2028-12-21      | Floating      | 7.52%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP              | Clarios Global LP                                                                | CUSIP: C8000CAP8<br>LEI: 549300474L1ZLXZY2P98 | Long             | LON              | CORP              | US        |     375000 | PA      | $375821.25    | 0.21%             | 2032-01-28      | Floating      | 7.08%                 | No            |                  2 | On Loan: No      |
| CLEARWATER ANALYTICS LLC       | Clearwater Analytics LLC                                                         | CUSIP: 18512EAF9<br>LEI: 894500N8DN2JO5ZDRQ11 | Long             | LON              | CORP              | US        |     170000 | PA      | $170212.50    | 0.10%             | 2032-04-21      | Floating      | 6.52%                 | No            |                  2 | On Loan: No      |
| GARDA WORLD SECURITY           | Garda World Security Corp                                                        | CUSIP: C4000KAG9<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | LON              | CORP              | CA        |      14211 | PA      | $14253.90     | 0.01%             | 2029-02-01      | Floating      | 7.31%                 | No            |                  2 | On Loan: No      |
| GBT US III LLC                 | GBT US III LLC                                                                   | CUSIP: 36154HAC4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      24938 | PA      | $25010.19     | 0.01%             | 2031-07-28      | Floating      | 6.78%                 | No            |                  2 | On Loan: No      |
| FOCUS FINANCIAL PARTNERS LLC   | Focus Financial Partners LLC                                                     | CUSIP: 34416DBD9<br>LEI: 5493007L0E0VKRC2CP39 | Long             | LON              | CORP              | US        |      19950 | PA      | $19930.02     | 0.01%             | 2031-09-15      | Floating      | 7.08%                 | No            |                  2 | On Loan: No      |
| MX HOLDINGS US INC             | MX Holdings US Inc                                                               | CUSIP: 55404TAF9<br>LEI: 549300RKTIVJWNROR778 | Long             | LON              | CORP              | US        |      15000 | PA      | $15084.38     | 0.01%             | 2032-03-17      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| FLUTTER FINANCING BV           | Flutter Financing BV                                                             | CUSIP: N3313EAJ9<br>LEI: 635400VFWPBIKJK6GN11 | Long             | LON              | CORP              | NL        |      15000 | PA      | $15018.75     | 0.01%             | 2032-06-04      | Floating      | 6.30%                 | No            |                  2 | On Loan: No      |
| GC FERRY ACQUISITION I         | GC Ferry Acquisition I Inc                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8750 | PA      | $8602.34      | 0.00%             | 2032-06-07      | Floating      | 7.83%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC             | Meta Platforms Inc                                                               | CUSIP: 30303M8V7<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |      66000 | PA      | $64267.37     | 0.04%             | 2054-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| MC BRAZIL DWNSTRM              | MC Brazil Downstream Trading SARL                                                | CUSIP: 55292WAA8<br>LEI: 213800T2A7R9TYNXZI63 | Long             | DBT              | CORP              | LU        |     182442 | PA      | $144813.15    | 0.08%             | 2031-06-30      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| MARS INC                       | Mars Inc                                                                         | CUSIP: 571676BC8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |      36000 | PA      | $35812.58     | 0.02%             | 2055-05-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC       | Marsh & McLennan Cos Inc                                                         | CUSIP: 571748BY7<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |      70000 | PA      | $70504.77     | 0.04%             | 2027-11-08      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| MARVELL TECHNOLOGY INC         | Marvell Technology Inc                                                           | CUSIP: 573874AQ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      64000 | PA      | $67475.26     | 0.04%             | 2033-09-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| MASTEC INC                     | MasTec Inc                                                                       | CUSIP: 576323AT6<br>LEI: 549300TMDIT8WREDOF45 | Long             | DBT              | CORP              | US        |      37000 | PA      | $38325.75     | 0.02%             | 2029-06-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| MATADOR RESOURCES CO           | Matador Resources Co                                                             | CUSIP: 576485AG1<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |      20000 | PA      | $20000.00     | 0.01%             | 2032-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MATCH GROUP HLD II LLC         | Match Group Holdings II LLC                                                      | CUSIP: 57665RAL0<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |      60000 | PA      | $55650.00     | 0.03%             | 2030-08-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| MCGRAW-HILL EDUCATION          | McGraw-Hill Education Inc                                                        | CUSIP: 57767XAA8<br>LEI: 254900U6YJ9QZ4IQOR26 | Long             | DBT              | CORP              | US        |      20000 | PA      | $20050.00     | 0.01%             | 2028-08-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                | McDonald's Corp                                                                  | CUSIP: 58013MFW9<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |      32000 | PA      | $30766.37     | 0.02%             | 2053-08-14      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| MCGRAW-HILL EDUCATION          | McGraw-Hill Education Inc                                                        | CUSIP: 58064LAA2<br>LEI: 254900U6YJ9QZ4IQOR26 | Long             | DBT              | CORP              | US        |       5000 | PA      | $5175.00      | 0.00%             | 2031-09-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| MERITAGE HOMES CORP            | Meritage Homes Corp                                                              | CUSIP: 59001ABG6<br>LEI: 52990044W9UMFJO2FB97 | Long             | DBT              | CORP              | US        |      21000 | PA      | $20797.06     | 0.01%             | 2035-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| MAVIS TIRE EXPRESS SERVI       | Mavis Tire Express Services Topco Corp                                           | CUSIP: 59155LAA0<br>LEI: 254900NVDM4GTLBL9E56 | Long             | DBT              | CORP              | US        |      10000 | PA      | $9725.00      | 0.01%             | 2029-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                    | MetLife Inc                                                                      | CUSIP: 59156RCQ9<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |      30000 | PA      | $30858.51     | 0.02%             | 2055-03-15      | Variable      | 6.35%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP            | Medline Borrower LP                                                              | CUSIP: 62482BAB8<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |      30000 | PA      | $29700.00     | 0.02%             | 2029-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MEXICAN UDIBONOS               | Mexican Udibonos                                                                 | CUSIP: BN8404384<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    9338832 | PA      | $441310.07    | 0.25%             | 2031-11-27      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| N/A                            | JPY/USD FWD 20250718                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $-48.45       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | JPY/USD FWD 20250718                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $0.01         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | JPY/USD FWD 20250723                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $-16665.85    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | JPY/USD FWD 20250723                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $19357.55     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP            | Medline Borrower LP                                                              | CUSIP: 58503UAF0<br>LEI: 254900QT3R363TVK6F09 | Long             | LON              | CORP              | US        |     333487 | PA      | $334245.58    | 0.19%             | 2028-10-23      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| MCAFEE CORP                    | McAfee Corp                                                                      | CUSIP: 57906HAF4<br>LEI: 2549009UKR8UEZYVCR93 | Long             | LON              | CORP              | US        |      38883 | PA      | $37841.82     | 0.02%             | 2029-03-01      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| MAVIS TIRE EXPRESS SERVI       | Mavis Tire Express Services Topco Corp                                           | CUSIP: 57777YAG1<br>LEI: 254900NVDM4GTLBL9E56 | Long             | LON              | CORP              | US        |      15000 | PA      | $15011.48     | 0.01%             | 2028-05-04      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| SG Commercial Mortgage Securit | SG Commercial Mortgage Securities Trust 2016-C5                                  | CUSIP: 78419CAG9<br>LEI: 549300SZQW4U3UN4A157 | Long             | ABS-MBS          | CORP              | US        |     810586 | PA      | $9350.35      | 0.01%             | 2048-10-10      | Variable      | 1.98%                 | No            |                  2 | On Loan: No      |
| SM ENERGY CO                   | SM Energy Co                                                                     | CUSIP: 78454LAY6<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |      20000 | PA      | $19650.00     | 0.01%             | 2032-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC            | Sirius XM Radio LLC                                                              | CUSIP: 82967NBG2<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |     235000 | PA      | $216200.00    | 0.12%             | 2030-07-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| SIX FLAGS ENTERTAINME          | Six Flags Entertainment Corp                                                     | CUSIP: 83001AAD4<br>LEI: 529900AS2CYWYFHRS781 | Long             | DBT              | CORP              | US        |      30000 | PA      | $30825.00     | 0.02%             | 2031-05-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| SLAM LLC                       | Slam Ltd                                                                         | CUSIP: 83100AAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     114303 | PA      | $112450.24    | 0.06%             | 2049-09-15      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA TRUST              | Transcanada Trust                                                                | CUSIP: 89356BAG3<br>LEI: 549300Y0MFCAXLBWUV51 | Long             | DBT              | CORP              | CA        |     140000 | PA      | $136150.00    | 0.08%             | 2082-03-07      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                  | TransDigm Inc                                                                    | CUSIP: 893647BT3<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     290000 | PA      | $303050.00    | 0.17%             | 2031-12-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                  | TransDigm Inc                                                                    | CUSIP: 893647BY2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |      30000 | PA      | $30037.50     | 0.02%             | 2033-05-31      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN INC                 | Transocean Inc                                                                   | CUSIP: 893830BL2<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | KY        |       8000 | PA      | $7880.00      | 0.00%             | 2027-02-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| TRAVEL + LEISURE CO            | Travel + Leisure Co                                                              | CUSIP: 894164AA0<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | DBT              | CORP              | US        |     170000 | PA      | $162987.50    | 0.09%             | 2029-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VT TOPCO INC                   | VT Topco Inc                                                                     | CUSIP: 91838PAA9<br>LEI: 5493007T812R37X02Y38 | Long             | DBT              | CORP              | US        |      20000 | PA      | $21100.00     | 0.01%             | 2030-08-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| SINGAPORE GOVERNMENT           | Singapore Government Bond                                                        | CUSIP: EJ8015756<br>LEI: 549300ZSV6VOGFH1ER70 | Long             | DBT              | NUSS              | SG        |     215000 | PA      | $184245.62    | 0.10%             | 2033-09-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| SIMPAR EUROPE SA               | Simpar Europe SA                                                                 | CUSIP: BN5372345<br>LEI: 54930068BSUST41D5C30 | Long             | DBT              | CORP              | LU        |     200000 | PA      | $162000.00    | 0.09%             | 2031-01-26      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                  | TransDigm Inc                                                                    | CUSIP: 89364MCA0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |      49438 | PA      | $49581.12     | 0.03%             | 2031-02-28      | Floating      | 6.80%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                  | TransDigm Inc                                                                    | CUSIP: 89364MCB8<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |      29700 | PA      | $29840.48     | 0.02%             | 2030-03-22      | Floating      | 7.05%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                  | TransDigm Inc                                                                    | CUSIP: 89364MCD4<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |      39675 | PA      | $39779.73     | 0.02%             | 2032-01-20      | Floating      | 6.80%                 | No            |                  2 | On Loan: No      |
| BX Trust                       | BX Commercial Mortgage Trust 2021-XL2                                            | CUSIP: 05609KAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      41648 | PA      | $41635.33     | 0.02%             | 2038-10-15      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| SIGNIA AEROSPACE LLC           | Signia Aerospace LLC                                                             | CUSIP: 82670NAB2<br>LEI: 254900S9ONE06XB1T251 | Long             | LON              | CORP              | US        |      27000 | PA      | $27168.75     | 0.02%             | 2031-12-11      | Floating      | 7.30%                 | No            |                  2 | On Loan: No      |
| SIGNIA AEROSPACE LLC           | Signia Aerospace LLC                                                             | CUSIP: 82670NAB2<br>LEI: 254900S9ONE06XB1T251 | Long             | LON              | CORP              | US        |      33000 | PA      | $33206.25     | 0.02%             | 2031-12-11      | Floating      | 7.30%                 | No            |                  2 | On Loan: No      |
| BX Trust                       | BX Commercial Mortgage Trust 2021-VOLT                                           | CUSIP: 05609VAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     111415 | PA      | $109494.01    | 0.06%             | 2036-09-15      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| BX Trust                       | BX Commercial Mortgage Trust 2023-VLT3                                           | CUSIP: 05611GAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     375000 | PA      | $375000.00    | 0.21%             | 2028-11-15      | Floating      | 6.25%                 | No            |                  2 | On Loan: No      |
| BX Trust                       | BX Commercial Mortgage Trust 2023-XL3                                            | CUSIP: 12434GAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     322204 | PA      | $322707.41    | 0.18%             | 2040-12-09      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| CFCRE Commercial Mortgage Trus | CFCRE Commercial Mortgage Trust 2016-C4                                          | CUSIP: 12531YAQ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     525133 | PA      | $3499.12      | 0.00%             | 2058-05-10      | Variable      | 1.73%                 | No            |                  2 | On Loan: No      |
| SIGNIA AEROSPACE LLC           | Signia Aerospace LLC                                                             | CUSIP: 82670NAC0<br>LEI: 254900S9ONE06XB1T251 | Long             | LON              | CORP              | US        |       5000 | PA      | $5031.25      | 0.00%             | 2031-12-11      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS       | CHS/Community Health Systems Inc                                                 | CUSIP: 12543DBH2<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |      25000 | PA      | $23937.50     | 0.01%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK         | Canadian Imperial Bank of Commerce                                               | CUSIP: 13607PVQ4<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |      36000 | PA      | $36795.74     | 0.02%             | 2031-01-13      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                   | Centene Corp                                                                     | CUSIP: 15135BAW1<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |     210000 | PA      | $185918.25    | 0.10%             | 2030-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                   | Centene Corp                                                                     | CUSIP: 15135BAX9<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |     229000 | PA      | $196658.56    | 0.11%             | 2031-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY INC         | CenterPoint Energy Inc                                                           | CUSIP: 15189TBD8<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |     185000 | PA      | $198486.50    | 0.11%             | 2026-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP       | Charter Communications Operating LLC / Charter Communications Operating Capital  | CUSIP: 161175BN3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      90000 | PA      | $81830.07     | 0.05%             | 2048-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP       | Charter Communications Operating LLC / Charter Communications Operating Capital  | CUSIP: 161175BS2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     265000 | PA      | $220123.84    | 0.12%             | 2049-07-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corpora | Chase Home Lending Mortgage Trust Series 2024-6                                  | CUSIP: 161931AK6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     334279 | PA      | $334709.72    | 0.19%             | 2055-05-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS       | Cheniere Energy Partners LP                                                      | CUSIP: 16411QAK7<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |     390000 | PA      | $370000.41    | 0.21%             | 2031-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY INC            | Cheniere Energy Inc                                                              | CUSIP: 16411RAK5<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |      62000 | PA      | $61909.91     | 0.03%             | 2028-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CHILE ELEC PEC SPA             | Chile Electricity PEC SpA                                                        | CUSIP: 168831AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | CL        |     194834 | PA      | $170845.70    | 0.10%             | 2028-01-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CHORD ENERGY CORP              | Chord Energy Corp                                                                | CUSIP: 674215AN8<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | DBT              | CORP              | US        |      25000 | PA      | $25375.00     | 0.01%             | 2033-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CANADIAN GOVERNMENT            | Canadian Government Bond                                                         | CUSIP: 135087R89<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |      85000 | PA      | $64173.05     | 0.04%             | 2029-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND          | China Government Bond                                                            | CUSIP: BQ8787179<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     680000 | PA      | $96337.18     | 0.05%             | 2026-08-12      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| CHILE ELECTRICITY LUX          | Chile Electricity Lux MPC Sarl                                                   | CUSIP: ZI3801118<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     186000 | PA      | $193008.29    | 0.11%             | 2033-01-20      | Fixed         | 6.01%                 | No            |                  2 | On Loan: No      |
| EAB GLOBAL INC                 | EAB Global Inc                                                                   | CUSIP: 26835CAC3<br>LEI: 254900WJRUVZKYEF1M36 | Long             | LON              | CORP              | US        |      29700 | PA      | $29217.38     | 0.02%             | 2030-08-16      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| EAGLE PARENT CORP              | Eagle Parent Corp                                                                | CUSIP: 26972CAC6<br>LEI: 5493007MVERDD2NKNE42 | Long             | LON              | CORP              | US        |      33146 | PA      | $32924.90     | 0.02%             | 2029-04-02      | Floating      | 8.55%                 | No            |                  2 | On Loan: No      |
| EAGLE PARENT CORP              | Eagle Parent Corp                                                                | CUSIP: 26972CAC6<br>LEI: 5493007MVERDD2NKNE42 | Long             | LON              | CORP              | US        |       3185 | PA      | $3163.99      | 0.00%             | 2029-04-02      | Floating      | 8.55%                 | No            |                  2 | On Loan: No      |
| EAGLE PARENT CORP              | Eagle Parent Corp                                                                | CUSIP: 26972CAC6<br>LEI: 5493007MVERDD2NKNE42 | Long             | LON              | CORP              | US        |       3185 | PA      | $3163.99      | 0.00%             | 2029-04-02      | Floating      | 8.55%                 | No            |                  2 | On Loan: No      |
| CENTRAL PARENT LLC             | Central Parent LLC                                                               | CUSIP: 15477BAE7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       9975 | PA      | $8354.52      | 0.00%             | 2029-07-06      | Floating      | 7.55%                 | No            |                  2 | On Loan: No      |
| CHG HEALTHCARE SERVICES INC    | CHG Healthcare Services Inc                                                      | CUSIP: 12541HAW3<br>LEI: 54930016Y1HPAVB9PZ54 | Long             | LON              | CORP              | US        |      53427 | PA      | $53672.41     | 0.03%             | 2028-09-29      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| CAP SA                         | CAP SA                                                                           | CUSIP: BP2326778<br>LEI: 54930079GPG23NTBB003 | Long             | DBT              | CORP              | CL        |     200000 | PA      | $161000.00    | 0.09%             | 2031-04-27      | Fixed         | 3.90%                 | No            |                  2 | On Loan: —       |
| BLP Commercial Mortgage Trust  | BLP Commercial Mortgage Trust 2024-IND2                                          | CUSIP: 05625AAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     332090 | PA      | $332504.59    | 0.19%             | 2041-03-15      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON & CO          | Becton Dickinson & Co                                                            | CUSIP: 075887CQ0<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |      86000 | PA      | $86639.75     | 0.05%             | 2028-02-13      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| BELL CANADA                    | Bell Telephone Co of Canada or Bell Canada                                       | CUSIP: 0778FPAP4<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |      17000 | PA      | $17333.66     | 0.01%             | 2055-09-15      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust       | Benchmark 2018-B2 Mortgage Trust                                                 | CUSIP: 08161CAL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     150000 | PA      | $125198.09    | 0.07%             | 2051-02-15      | Variable      | 4.45%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust       | Benchmark 2018-B4 Mortgage Trust                                                 | CUSIP: 08161HAN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7000000 | PA      | $302347.50    | 0.17%             | 2051-07-15      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust       | Benchmark 2019-B10 Mortgage Trust                                                | CUSIP: 08162VAK4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2820000 | PA      | $85259.60     | 0.05%             | 2062-03-15      | Variable      | 1.08%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust       | Benchmark 2020-B18 Mortgage Trust                                                | CUSIP: 08163AAF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1418110 | PA      | $70404.20     | 0.04%             | 2053-07-15      | Variable      | 1.92%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust       | Benchmark 2021-B25 Mortgage Trust                                                | CUSIP: 08163DAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2195434 | PA      | $95093.91     | 0.05%             | 2054-04-15      | Variable      | 1.19%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust       | Benchmark 2023-V2 Mortgage Trust                                                 | CUSIP: 08163TAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1796067 | PA      | $42801.17     | 0.02%             | 2055-05-15      | Variable      | 1.22%                 | No            |                  2 | On Loan: No      |
| BIMBO BAKERIES USA INC         | Bimbo Bakeries USA Inc                                                           | CUSIP: 09031WAE3<br>LEI: 549300HOXXHHT7926W92 | Long             | DBT              | CORP              | US        |     200000 | PA      | $197610.00    | 0.11%             | 2036-01-09      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BIOGEN INC                     | Biogen Inc                                                                       | CUSIP: 09062XAN3<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |      69000 | PA      | $70008.71     | 0.04%             | 2031-01-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| BLACK HILLS CORP               | Black Hills Corp                                                                 | CUSIP: 092113AX7<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |      61000 | PA      | $63091.87     | 0.04%             | 2035-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Blackbird Capital Aircraft     | Blackbird Capital II Aircraft Lease Ltd                                          | CUSIP: 09229CAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     166000 | PA      | $155613.99    | 0.09%             | 2046-07-15      | Fixed         | 2.44%                 | No            |                  2 | On Loan: No      |
| BLUE RACER MID LLC/FINAN       | Blue Racer Midstream LLC / Blue Racer Finance Corp                               | CUSIP: 095796AK4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      15000 | PA      | $15825.00     | 0.01%             | 2032-07-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Blue Stream Issuer, LLC        | Blue Stream Issuer LLC                                                           | CUSIP: 09606BAJ3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     250000 | PA      | $252644.23    | 0.14%             | 2054-11-20      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| Bluemountain CLO Ltd           | BlueMountain CLO XXVIII Ltd                                                      | CUSIP: 09630PAG8<br>LEI: 5493001GLQHON6UV2U40 | Long             | ABS-CBDO         | CORP              | KY        |     250000 | PA      | $250065.00    | 0.14%             | 2034-04-15      | Floating      | 6.52%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC       | Celanese US Holdings LLC                                                         | CUSIP: 15089QAZ7<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |       5000 | PA      | $5095.30      | 0.00%             | 2030-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC       | Celanese US Holdings LLC                                                         | CUSIP: 15089QBA1<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |       5000 | PA      | $5012.22      | 0.00%             | 2033-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| BERKSHIRE HATHAWAY FIN         | Berkshire Hathaway Finance Corp                                                  | CUSIP: 084664CS8<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |     120000 | PA      | $114080.05    | 0.06%             | 2039-06-19      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| CELLNEX FINANCE CO SA          | Cellnex Finance Co SA                                                            | CUSIP: BR3179453<br>LEI: 549300OUROMFTRFA7T23 | Long             | DBT              | CORP              | ES        |     100000 | PA      | $105824.98    | 0.06%             | 2032-09-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BIOCEANICO SOVEREIGN           | Bioceanico Sovereign Certificate Ltd                                             | CUSIP: ZS5584637<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     221979 | PA      | $175363.52    | 0.10%             | 2034-06-05      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BEACH ACQUISITION BIDCO        | Beach Acquisition Bidco LLC                                                      | CUSIP: N/A<br>LEI: 254900F2FNX3GBTB6202       | Long             | LON              | CORP              | US        |      25000 | PA      | $25156.25     | 0.01%             | 2032-06-28      | Floating      | 8.06%                 | No            |                  2 | On Loan: No      |
| CEMEX SAB DE CV                | Cemex SAB de CV                                                                  | CUSIP: BP9277479<br>LEI: 549300RIG2CXWN6IV731 | Long             | DBT              | CORP              | MX        |     200000 | PA      | $197750.00    | 0.11%             | 2026-06-08      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA           | Colombia Government International Bond                                           | CUSIP: 195325DT9<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     200000 | PA      | $114000.00    | 0.06%             | 2051-05-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| OVINTIV INC                    | Ovintiv Inc                                                                      | CUSIP: 292505AD6<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |     190000 | PA      | $196626.82    | 0.11%             | 2034-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| OVINTIV INC                    | Ovintiv Inc                                                                      | CUSIP: 292505AG9<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |     160000 | PA      | $161622.88    | 0.09%             | 2038-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA          | Indonesia Government International Bond                                          | CUSIP: 455780CW4<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |     100000 | PA      | $65819.60     | 0.04%             | 2051-03-12      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| MSCI INC                       | MSCI Inc                                                                         | CUSIP: 55354GAK6<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |     250000 | PA      | $234626.50    | 0.13%             | 2030-09-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| MOLEX ELECTRONICS TECH         | Molex Electronic Technologies LLC                                                | CUSIP: 60856BAF1<br>LEI: 549300WTBVUFUPSIWI20 | Long             | DBT              | CORP              | US        |      34000 | PA      | $34439.72     | 0.02%             | 2032-04-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust | Morgan Stanley Capital I Trust 2016-UBS12                                        | CUSIP: 61691EBB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2417877 | PA      | $13583.63     | 0.01%             | 2049-12-15      | Variable      | 0.77%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust | Morgan Stanley Capital I Trust 2019-PLND                                         | CUSIP: 61691XAN3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     189000 | PA      | $17955.00     | 0.01%             | 2036-05-15      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| QXO BUILDING PRODUCTS          | QXO Building Products Inc                                                        | CUSIP: 74825NAA5<br>LEI: 549300HDXQWWCBOYXP31 | Long             | DBT              | CORP              | US        |      10000 | PA      | $10287.50     | 0.01%             | 2032-04-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ROCKET COS INC                 | Rocket Cos Inc                                                                   | CUSIP: 77311WAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      15000 | PA      | $15243.75     | 0.01%             | 2030-08-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| ROCKET COS INC                 | Rocket Cos Inc                                                                   | CUSIP: 77311WAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      15000 | PA      | $15318.75     | 0.01%             | 2033-08-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| ROLLINS INC                    | Rollins Inc                                                                      | CUSIP: 775711AC8<br>LEI: 549300F2A0BXT4SGWD84 | Long             | DBT              | CORP              | US        |      16000 | PA      | $16024.74     | 0.01%             | 2035-02-24      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA           | Royal Bank of Canada                                                             | CUSIP: 780082AR4<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |     315000 | PA      | $326802.11    | 0.18%             | 2084-05-02      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA           | Royal Bank of Canada                                                             | CUSIP: 780082AT0<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |     200000 | PA      | $188250.00    | 0.11%             | 2084-11-24      | Variable      | 6.35%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA           | Royal Bank of Canada                                                             | CUSIP: 780086UF9<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | EP               | CORP              | CA        |     400000 | PA      | $264621.26    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES        | Royal Caribbean Cruises Ltd                                                      | CUSIP: 780153BH4<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |      85000 | PA      | $84468.75     | 0.05%             | 2026-07-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust | Morgan Stanley Capital I Trust 2019-NUGS                                         | CUSIP: 61692AAN2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     147000 | PA      | $6438.60      | 0.00%             | 2036-12-15      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust | Morgan Stanley Capital I Trust 2019-NUGS                                         | CUSIP: 61692AAQ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     125000 | PA      | $1811.25      | 0.00%             | 2036-12-15      | Floating      | 7.27%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES        | Royal Caribbean Cruises Ltd                                                      | CUSIP: 780153BK7<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |      90000 | PA      | $90562.50     | 0.05%             | 2027-07-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES        | Royal Caribbean Cruises Ltd                                                      | CUSIP: 780153BV3<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |     215000 | PA      | $219020.50    | 0.12%             | 2033-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA           | Royal Bank of Canada                                                             | CUSIP: 78017DAF5<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |      50000 | PA      | $50312.50     | 0.03%             | 2028-03-27      | Variable      | 4.71%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA           | Royal Bank of Canada                                                             | CUSIP: 78017FZS5<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |     113000 | PA      | $113323.07    | 0.06%             | 2028-10-18      | Variable      | 4.52%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                 | Morgan Stanley                                                                   | CUSIP: 61747YEC5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      62000 | PA      | $60104.85     | 0.03%             | 2027-07-20      | Variable      | 1.51%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                 | Morgan Stanley                                                                   | CUSIP: 61747YFB6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      18000 | PA      | $18470.59     | 0.01%             | 2038-01-19      | Variable      | 5.95%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                 | Morgan Stanley                                                                   | CUSIP: 61747YFM2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      35000 | PA      | $35866.64     | 0.02%             | 2039-02-07      | Variable      | 5.94%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust      | Morgan Stanley Bank of America Merrill Lynch Trust 2013-C9                       | CUSIP: 61762DAZ4<br>LEI: 549300PFVBG5704L7K74 | Long             | ABS-MBS          | CORP              | US        |      90823 | PA      | $87040.83     | 0.05%             | 2046-05-15      | Variable      | 3.71%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust      | Morgan Stanley Bank of America Merrill Lynch Trust 2014-C17                      | CUSIP: 61763UAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      95724 | PA      | $94737.08     | 0.05%             | 2047-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Mosaic Solar Loans LLC         | Mosaic Solar Loan Trust 2018-1                                                   | CUSIP: 61946FAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     121063 | PA      | $112961.57    | 0.06%             | 2043-06-22      | Fixed         | 4.01%                 | No            |                  2 | On Loan: No      |
| Mosaic Solar Loans LLC         | Mosaic Solar Loans 2017-2 LLC                                                    | CUSIP: 61946GAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     194648 | PA      | $182383.59    | 0.10%             | 2043-06-22      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| Mosaic Solar Loans LLC         | Mosaic Solar Loan Trust 2018-2-GS                                                | CUSIP: 61946LAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     133579 | PA      | $124175.54    | 0.07%             | 2044-02-22      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Mosaic Solar Loans LLC         | Mosaic Solar Loan Trust 2018-2-GS                                                | CUSIP: 61946LAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      83801 | PA      | $76155.74     | 0.04%             | 2044-02-22      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| MOTOROLA SOLUTIONS INC         | Motorola Solutions Inc                                                           | CUSIP: 620076CB3<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |      28000 | PA      | $28413.95     | 0.02%             | 2032-08-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC             | Royalty Pharma PLC                                                               | CUSIP: 78081BAQ6<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |      33000 | PA      | $33631.72     | 0.02%             | 2029-09-02      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM INC               | Ryder System Inc                                                                 | CUSIP: 78355HKW8<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |      70000 | PA      | $71826.02     | 0.04%             | 2028-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SMRT                           | SMRT 2022-MINI                                                                   | CUSIP: 78457JAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     250000 | PA      | $247812.23    | 0.14%             | 2039-01-15      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| Social Professional Loan Progr | Sofi Professional Loan Program 2018-C Trust                                      | CUSIP: 78490D104<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      10000 | PA      | $74865.51     | 0.04%             | 2048-01-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| QXO INC                        | QXO Inc                                                                          | CUSIP: 82846H504<br>LEI: N/A                  | Long             | EP               | CORP              | US        |       5350 | NS      | $331646.50    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| SMITH & NEPHEW PLC             | Smith & Nephew PLC                                                               | CUSIP: 83192PAC2<br>LEI: 213800ZTMDN8S67S1H61 | Long             | DBT              | CORP              | GB        |      91000 | PA      | $92032.21     | 0.05%             | 2027-03-20      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Tru | SMB Private Education Loan Trust 2024-F                                          | CUSIP: 83207VAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      91262 | PA      | $91964.28     | 0.05%             | 2054-03-16      | Fixed         | 5.06%                 | No            |                  2 | On Loan: No      |
| US FOODS INC                   | US Foods Inc                                                                     | CUSIP: 90290MAJ0<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |      40000 | PA      | $40000.00     | 0.02%             | 2033-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| US BANCORP                     | US Bancorp                                                                       | CUSIP: 902973BC9<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EP               | CORP              | US        |     120000 | PA      | $114750.00    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust     | Navient Private Education Refi Loan Trust 2020-H                                 | CUSIP: 63935BAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      42123 | PA      | $39329.75     | 0.02%             | 2069-01-15      | Fixed         | 1.31%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust     | Navient Private Education Refi Loan Trust 2021-A                                 | CUSIP: 63942BAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      39295 | PA      | $35792.19     | 0.02%             | 2069-05-15      | Fixed         | 0.84%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust     | Navient Private Education Refi Loan Trust 2021-B                                 | CUSIP: 63942LAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      34846 | PA      | $31680.56     | 0.02%             | 2069-07-15      | Fixed         | 0.94%                 | No            |                  2 | On Loan: No      |
| O'REILLY AUTOMOTIVE INC        | O'Reilly Automotive Inc                                                          | CUSIP: 67103HAN7<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |      35000 | PA      | $34699.11     | 0.02%             | 2034-08-19      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS       | Univision Communications Inc                                                     | CUSIP: 914906AX0<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |      15000 | PA      | $14662.50     | 0.01%             | 2030-06-30      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| RUTAS 2 & 7 FINANCE LTD        | Rutas 2 & 7 Finance Ltd                                                          | CUSIP: ZQ0325196<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     306667 | PA      | $221566.63    | 0.12%             | 2036-09-30      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SABRE GLBL INC                 | Sabre GLBL Inc                                                                   | CUSIP: 78571YBF6<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | LON              | CORP              | US        |       3234 | PA      | $3190.06      | 0.00%             | 2027-12-17      | Floating      | 7.94%                 | No            |                  2 | On Loan: No      |
| RADIOLOGY PARTNERS INC         | Radiology Partners Inc                                                           | CUSIP: 75041EAJ1<br>LEI: 549300SFTAG2177WUZ08 | Long             | LON              | CORP              | US        |      76514 | PA      | $76578.12     | 0.04%             | 2029-01-31      | Floating      | 8.09%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)          | Province of Ontario Canada                                                       | CUSIP: 68323ACC6<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     160000 | PA      | $102513.97    | 0.06%             | 2045-06-02      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| ONTARIO TEACHERS' FINANC       | Ontario Teachers' Finance Trust                                                  | CUSIP: 68329AAJ7<br>LEI: 635400ZZE5J8OXXBBY26 | Long             | DBT              | NUSS              | CA        |     250000 | PA      | $222361.50    | 0.13%             | 2031-04-16      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)          | Province of Ontario Canada                                                       | CUSIP: 68333ZAN7<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     345000 | PA      | $230817.48    | 0.13%             | 2030-12-02      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                    | Oracle Corp                                                                      | CUSIP: 68389XBP9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      21000 | PA      | $17948.91     | 0.01%             | 2037-11-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                    | Oracle Corp                                                                      | CUSIP: 68389XCU7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      37000 | PA      | $33572.10     | 0.02%             | 2054-09-27      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| OWENS CORNING                  | Owens Corning                                                                    | CUSIP: 690742AP6<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |      32000 | PA      | $33159.23     | 0.02%             | 2034-06-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| RADIOLOGY PARTNERS INC         | Radiology Partners Inc                                                           | CUSIP: 75041EAN2<br>LEI: 549300SFTAG2177WUZ08 | Long             | LON              | CORP              | US        |      65000 | PA      | $64553.13     | 0.04%             | 2032-06-30      | Floating      | 8.82%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust | Pagaya AI Debt Grantor Trust 2024-11                                             | CUSIP: 69544AAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     249971 | PA      | $250146.25    | 0.14%             | 2032-07-15      | Fixed         | 6.31%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust     | Progress Residential Trust                                                       | CUSIP: 74333HAQ8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     700000 | PA      | $690024.72    | 0.39%             | 2038-07-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust     | Progress Residential 2021-SFR3                                                   | CUSIP: 74333VAQ7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1100000 | PA      | $1090480.05   | 0.61%             | 2026-05-17      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PROVIDENT FINANCIAL            | Provident Financial Services Inc                                                 | CUSIP: 74386TAA3<br>LEI: 529900JOSO3SXEDVE477 | Long             | DBT              | CORP              | US        |     110000 | PA      | $112373.03    | 0.06%             | 2034-05-15      | Variable      | 9.00%                 | No            |                  2 | On Loan: No      |
| RHP HOTEL PPTY/RHP FINAN       | RHP Hotel Properties LP / RHP Finance Corp                                       | CUSIP: 749571AL9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      25000 | PA      | $25656.25     | 0.01%             | 2033-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| REDE D'OR FINANCE SARL         | Rede D'or Finance Sarl                                                           | CUSIP: 75735KAA7<br>LEI: 549300FDE772OLJUCP79 | Long             | DBT              | CORP              | LU        |     100000 | PA      | $98625.00     | 0.06%             | 2028-01-17      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| REGAL REXNORD CORP             | Regal Rexnord Corp                                                               | CUSIP: 758750AM5<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |      63000 | PA      | $64855.22     | 0.04%             | 2028-04-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Renaissance Home Equity Loan T | Renaissance Home Equity Loan Trust 2004-4                                        | CUSIP: 759950EQ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     233100 | PA      | $205048.51    | 0.12%             | 2035-02-25      | Variable      | 5.82%                 | No            |                  2 | On Loan: No      |
| REPUBLIC SERVICES INC          | Republic Services Inc                                                            | CUSIP: 760759BM1<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |      69000 | PA      | $70262.63     | 0.04%             | 2035-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Retained Vantage Data Centers  | Retained Vantage Data Centers Issuer LLC                                         | CUSIP: 76134KAC8<br>LEI: 254900N4NW6XZ9B4HM15 | Long             | ABS-O            | CORP              | US        |     100000 | PA      | $97478.83     | 0.05%             | 2048-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FIN USA PLC          | Rio Tinto Finance USA PLC                                                        | CUSIP: 76720AAR7<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |      43000 | PA      | $43288.79     | 0.02%             | 2028-03-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SOLRR Aircraft 2021-1 Limited  | Lunar 2021-1 Structured Aircraft Portfolio Notes                                 | CUSIP: 83438LAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | IE        |     173551 | PA      | $159640.26    | 0.09%             | 2046-10-15      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| TCW Ltd                        | TCW CLO 2023-1 Ltd                                                               | CUSIP: 872373AL9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     400000 | PA      | $400000.00    | 0.23%             | 2036-04-28      | Floating      | 7.78%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC               | T-Mobile USA Inc                                                                 | CUSIP: 87264ADU6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      19000 | PA      | $18942.41     | 0.01%             | 2055-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| TOLL BROS FINANCE CORP         | Toll Brothers Finance Corp                                                       | CUSIP: 88947EAT7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      51000 | PA      | $50745.00     | 0.03%             | 2028-02-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK          | Toronto-Dominion Bank/The                                                        | CUSIP: 89115A2W1<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |      73000 | PA      | $73884.83     | 0.04%             | 2027-04-05      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                 | CUSIP: 91282CNJ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     393500 | PA      | $393792.05    | 0.22%             | 2032-06-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                 | CUSIP: 91282CNK3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     256000 | PA      | $256960.00    | 0.14%             | 2030-06-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                 | CUSIP: 91282CNL1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     308300 | PA      | $308492.69    | 0.17%             | 2027-06-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| VALE OVERSEAS LIMITED          | Vale Overseas Ltd                                                                | CUSIP: 91911TAS2<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |      31000 | PA      | $30258.05     | 0.02%             | 2054-06-28      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES        | Philippine Government International Bond                                         | CUSIP: 718286BM8<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    5000000 | PA      | $86546.25     | 0.05%             | 2036-01-14      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| N/A                            | FVA 5Y5Y30Y FWD PREMIUM 1800                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    2436500 | NC      | $76596.40     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | FVA 5Y5Y30Y FWD PREM 1750                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     775000 | NC      | $27635.61     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | FWDP 10Y RTP 5.54 14-AUG-2034                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    -641560 | NC      | $-25786.86    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | FWDP 10Y RTP 5.355 27-NOV-2034                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    -678000 | NC      | $-29347.91    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | FWDP 10Y RTP 3.250000 15-DEC-2025                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |    -604000 | NC      | $-1789.38     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | FWDP 10Y RTP 3.500000 15-DEC-2025                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |    -604000 | NC      | $-790.46      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | FWDP 10Y RTP 3.000000 15-DEC-2025                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |     453000 | NC      | $3021.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | FWDP 10Y RTP 3.250000 15-DEC-2025                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |    -453000 | NC      | $-1342.04     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | FWDP 10Y RTP 3.500000 15-DEC-2025                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |    -453000 | NC      | $-592.84      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | FWDP 10Y RTP 4.630000 22-MAY-2035                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    -297000 | NC      | $-16840.20    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES        | Philippine Government International Bond                                         | CUSIP: ZS5626230<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |     185000 | PA      | $211754.21    | 0.12%             | 2027-05-17      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)          | Province of Ontario Canada                                                       | CUSIP: ZF5265672<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     100000 | PA      | $117559.75    | 0.07%             | 2034-01-31      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA          | Indonesia Government International Bond                                          | CUSIP: BN3328919<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |     100000 | PA      | $98400.34     | 0.06%             | 2033-03-12      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF AUSTRIA            | Republic of Austria Government Bond                                              | CUSIP: ZM2051344<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |      50000 | PA      | $59451.31     | 0.03%             | 2033-02-20      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| OSLO KOMMUNE                   | City of Oslo Norway                                                              | CUSIP: ZF0839604<br>LEI: 5967007LIEEXZXGVU850 | Long             | DBT              | NUSS              | NO        |    2000000 | PA      | $197650.65    | 0.11%             | 2029-06-11      | Fixed         | 3.99%                 | No            |                  2 | On Loan: No      |
| N/A                            | EUR/USD VANILLA 20250730                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |    -600000 | NC      | $-2695.63     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | EUR/USD FWD 20250917                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $-4663.45     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | Euro-BTP Future   Sep25                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |         -9 | NC      | $-1918.78     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ONTARIO GAMING GTA LP          | Ontario Gaming GTA LP                                                            | CUSIP: N/A<br>LEI: 894500EC9KLZLOC3V025       | Long             | LON              | CORP              | CA        |      30561 | PA      | $30307.73     | 0.02%             | 2030-08-01      | Floating      | 8.55%                 | No            |                  2 | On Loan: No      |
| PRETIUM PKG HOLDINGS INC       | Pretium PKG Holdings Inc                                                         | CUSIP: 74142KAJ8<br>LEI: 254900S6SXME9YWLU075 | Long             | LON              | CORP              | US        |      22216 | PA      | $22228.02     | 0.01%             | 2028-10-02      | Floating      | 8.01%                 | No            |                  2 | On Loan: No      |
| PRETIUM PKG HOLDINGS INC       | Pretium PKG Holdings Inc                                                         | CUSIP: 74142KAJ8<br>LEI: 254900S6SXME9YWLU075 | Long             | LON              | CORP              | US        |        741 | PA      | $741.86       | 0.00%             | 2028-10-02      | Floating      | 8.01%                 | No            |                  2 | On Loan: No      |
| MITER BRANDS ACQUISITION       | MITER Brands Acquisition Holdco Inc                                              | CUSIP: 55336CAK8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      45000 | PA      | $45153.45     | 0.03%             | 2031-03-28      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| REALPAGE INC                   | RealPage Inc                                                                     | CUSIP: 75605VAH5<br>LEI: 5493001RSFZX4122A604 | Long             | LON              | CORP              | US        |      20000 | PA      | $20056.90     | 0.01%             | 2028-04-24      | Floating      | 8.05%                 | No            |                  2 | On Loan: No      |
| ORGANON & CO                   | Organon & Co                                                                     | CUSIP: 68621XAG8<br>LEI: 549300AMCKY57OK2CO56 | Long             | LON              | CORP              | US        |      40000 | PA      | $39433.20     | 0.02%             | 2031-05-19      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| PRIME SECURITY SERVICES BOR    | Prime Security Services Borrower LLC                                             | CUSIP: 03765VAQ3<br>LEI: 549300O6QPZVWXV2DC15 | Long             | LON              | CORP              | US        |      60000 | PA      | $59593.80     | 0.03%             | 2032-03-08      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| OPAL US LLC                    | Opal US LLC                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     295000 | PA      | $296567.93    | 0.17%             | 2032-04-23      | Floating      | 7.44%                 | No            |                  2 | On Loan: No      |
| MONG DUONG FIN HLDGS BV        | Mong Duong Finance Holdings BV                                                   | CUSIP: AZ8065700<br>LEI: 549300995KGQFMWSV879 | Long             | DBT              | CORP              | NL        |     169400 | PA      | $165376.91    | 0.09%             | 2029-05-07      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GUATEMALA          | Guatemala Government Bond                                                        | CUSIP: JK9639853<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |     200000 | PA      | $198250.00    | 0.11%             | 2026-05-03      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PARAGUAY           | Paraguay Government International Bond                                           | CUSIP: AM9786683<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |     143000 | PA      | $142642.50    | 0.08%             | 2027-03-27      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| N/A                            | EURO-BUND FUTURE  Sep25                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |          7 | NC      | $-8006.47     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | SGD/USD FWD 20250917                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $-32552.61    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | SGD/USD FWD 20250917                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $6411.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | TRY/USD FWD 20251110                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $-6585.17     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | TRY/USD FWD 20251110                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $6417.23      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | US 10YR NOTE (CBT)Sep25                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        -59 | NC      | $-113833.78   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| Vericrest Opportunity Loan Tra | VOLT XCII LLC                                                                    | CUSIP: 91835MAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     178650 | PA      | $178550.12    | 0.10%             | 2051-02-27      | Variable      | 8.95%                 | No            |                  2 | On Loan: No      |
| VAR ENERGI ASA                 | Var Energi ASA                                                                   | CUSIP: 92212WAG5<br>LEI: 549300LIVN3FFOJN2K47 | Long             | DBT              | CORP              | NO        |     200000 | PA      | $207046.00    | 0.12%             | 2035-05-22      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE          | Venture Global Plaquemines LNG LLC                                               | CUSIP: 922966AA4<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |       5000 | PA      | $5337.50      | 0.00%             | 2033-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC         | Venture Global LNG Inc                                                           | CUSIP: 92332YAA9<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |      10000 | PA      | $10300.00     | 0.01%             | 2028-06-01      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC         | Venture Global LNG Inc                                                           | CUSIP: 92332YAB7<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |      10000 | PA      | $10350.00     | 0.01%             | 2031-06-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC         | Venture Global LNG Inc                                                           | CUSIP: 92332YAD3<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |      10000 | PA      | $10800.00     | 0.01%             | 2032-02-01      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC         | Venture Global LNG Inc                                                           | CUSIP: 92332YAF8<br>LEI: 54930011XLBUWMQUC829 | Long             | EP               | CORP              | US        |     225000 | PA      | $218250.00    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| VERITIV OPERATING CO           | Veritiv Operating Co                                                             | CUSIP: 92339LAA0<br>LEI: 5493004G8OK5L1UTIY12 | Long             | DBT              | CORP              | US        |      10000 | PA      | $10787.50     | 0.01%             | 2030-11-30      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| VERISIGN INC                   | VeriSign Inc                                                                     | CUSIP: 92343EAQ5<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | DBT              | CORP              | US        |      45000 | PA      | $45754.74     | 0.03%             | 2032-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| VERISK ANALYTICS INC           | Verisk Analytics Inc                                                             | CUSIP: 92345YAJ5<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |      37000 | PA      | $37702.52     | 0.02%             | 2034-06-05      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust     | Verus Securitization Trust 2022-8                                                | CUSIP: 924922AC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      77064 | PA      | $77380.31     | 0.04%             | 2067-09-25      | Variable      | 6.13%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust     | Verus Securitization Trust 2022-INV1                                             | CUSIP: 92539JAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      71458 | PA      | $71037.70     | 0.04%             | 2067-08-25      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE         | VICI Properties LP / VICI Note Co Inc                                            | CUSIP: 92564RAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     174000 | PA      | $170283.01    | 0.10%             | 2029-12-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Verde Purchaser LLC            | Verde Purchaser LLC, Senior Secured First Lien Term Loan                         | CUSIP: 92338TAB2<br>LEI: N/A                  | Long             | LON              | CORP              | N/A       |      24962 | PA      | $25080.98     | 0.01%             | 2030-11-30      | Floating      | 8.30%                 | No            |                  2 | On Loan: No      |
| VESTIS CORP                    | Vestis Corp                                                                      | CUSIP: 92550HAE3<br>LEI: 254900QDW0TA2TMFAP59 | Long             | LON              | CORP              | US        |      44094 | PA      | $42440.23     | 0.02%             | 2031-02-24      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC            | Elevance Health Inc                                                              | CUSIP: 036752AU7<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |      25000 | PA      | $20344.55     | 0.01%             | 2052-05-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| EIDP INC                       | EIDP Inc                                                                         | CUSIP: 263534CS6<br>LEI: GLU7INWNWH88J9XBXD45 | Long             | DBT              | CORP              | US        |      46000 | PA      | $46868.99     | 0.03%             | 2032-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| ELM Trust 2024                 | ELM Trust 2024-ELM                                                               | CUSIP: 26860XAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     300000 | PA      | $301678.53    | 0.17%             | 2039-06-10      | Variable      | 6.40%                 | No            |                  2 | On Loan: No      |
| ELP 2021-ELP                   | ELP Commercial Mortgage Trust 2021-ELP                                           | CUSIP: 26863LAL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      99884 | PA      | $99758.93     | 0.06%             | 2038-11-15      | Floating      | 6.54%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                   | Ecopetrol SA                                                                     | CUSIP: 279158AQ2<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |     300000 | PA      | $198000.00    | 0.11%             | 2051-11-02      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ELEMENT FLEET MANAGEMENT       | Element Fleet Management Corp                                                    | CUSIP: 286181AP7<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | CA        |      35000 | PA      | $35289.35     | 0.02%             | 2030-03-25      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| ELLUCIAN HOLDINGS INC          | Ellucian Holdings Inc                                                            | CUSIP: 289178AA3<br>LEI: 549300RP8NIJ7FY7OS79 | Long             | DBT              | CORP              | US        |      15000 | PA      | $15300.00     | 0.01%             | 2029-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO IV Ltd             | Elmwood CLO IV Ltd                                                               | CUSIP: 29002GAL5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     250000 | PA      | $251030.20    | 0.14%             | 2037-04-18      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| EMERA INC                      | Emera Inc                                                                        | CUSIP: 290876AD3<br>LEI: NQZVQT2P5IUF2PGA1Q48 | Long             | DBT              | CORP              | CA        |     230000 | PA      | $231437.50    | 0.13%             | 2076-06-15      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| Empower CLO Ltd.               | Empower CLO 2024-2 Ltd                                                           | CUSIP: 29244PAG4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     500000 | PA      | $501436.00    | 0.28%             | 2037-07-15      | Floating      | 6.36%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                 | Eli Lilly & Co                                                                   | CUSIP: 532457CU0<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |      66000 | PA      | $66824.21     | 0.04%             | 2028-02-12      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| EDELMAN FINANCIAL CENTER       | Edelman Financial Engines Center LLC/The                                         | CUSIP: 27943TAC3<br>LEI: 549300Z31KZXNP05U733 | Long             | LON              | CORP              | US        |      25000 | PA      | $25134.38     | 0.01%             | 2028-10-06      | Floating      | 9.58%                 | No            |                  2 | On Loan: No      |
| EG AMERICA LLC                 | EG America LLC                                                                   | CUSIP: N/A<br>LEI: 549300BY1CRYVPEG9R57       | Long             | LON              | CORP              | US        |      26067 | PA      | $26218.46     | 0.01%             | 2028-02-07      | Floating      | 8.58%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                    | Exelon Corp                                                                      | CUSIP: 30161NBQ3<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |     165000 | PA      | $167887.50    | 0.09%             | 2055-03-15      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| NETAPP INC                     | NetApp Inc                                                                       | CUSIP: 64110DAM6<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | DBT              | CORP              | US        |      16000 | PA      | $16468.72     | 0.01%             | 2032-03-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NETFLIX INC                    | Netflix Inc                                                                      | CUSIP: 64110LBA3<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |      47000 | PA      | $46011.07     | 0.03%             | 2054-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd       | Neuberger Berman Loan Advisers Clo 44 Ltd                                        | CUSIP: 64133VAQ0<br>LEI: 549300HMTDFWN3B2DI35 | Long             | ABS-CBDO         | CORP              | KY        |     500000 | PA      | $496006.64    | 0.28%             | 2035-10-16      | Floating      | 6.91%                 | No            |                  2 | On Loan: No      |
| NOVELIS CORP                   | Novelis Corp                                                                     | CUSIP: 670001AL0<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |      10000 | PA      | $10337.50     | 0.01%             | 2030-01-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| NOTA DO TESOURO NACIONAL       | Brazil Notas do Tesouro Nacional Serie B                                         | CUSIP: EF3237759<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     300000 | PA      | $230749.70    | 0.13%             | 2035-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NOTA DO TESOURO NACIONAL       | Brazil Notas do Tesouro Nacional Serie B                                         | CUSIP: EI1436001<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     213000 | PA      | $160899.37    | 0.09%             | 2050-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NORWEGIAN GOVERNMENT           | Norway Government Bond                                                           | CUSIP: ZM8878765<br>LEI: 549300L0BT3FJTN9MX24 | Long             | DBT              | NUSS              | NO        |    1035000 | PA      | $96972.33     | 0.05%             | 2033-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NOTA DO TESOURO NACIONAL       | Brazil Notas do Tesouro Nacional Serie F                                         | CUSIP: JV5341526<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    5800000 | PA      | $1012686.13   | 0.57%             | 2027-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-08-27

**Name of Applicant:** Wilshire Mutual Funds Inc

**Signature:** /s/ Gaurav Chopra

**Name of Signer:** Wilshire Mutual Funds Inc

**Title:** Assistant Treasurer