# EDGAR Filing Document

**Accession Number:** 0001006415
**File Stem:** 0001752724-25-160397
**Filing Date:** 2025-6
**Character Count:** 531544
**Document Hash:** 888d0001ee30c3227cda73a99ee766e0
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-160397.hdr.sgml**: 20250626

**ACCESSION NUMBER**: 0001752724-25-160397

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250430

**FILED AS OF DATE**: 20250626

**DATE AS OF CHANGE**: 20250626

**PERIOD START**: 20251031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** HARTFORD MUTUAL FUNDS, INC
- **CENTRAL INDEX KEY:** 0001006415

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** MD
- **FISCAL YEAR END:** 1031

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-07589
- **FILM NUMBER:** 251081286

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

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

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** HARTFORD MUTUAL FUNDS INC/CT
- **DATE OF NAME CHANGE:** 20190501

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** Hartford Multi-Asset Income & Growth Fund
- **DATE OF NAME CHANGE:** 20190501

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** HARTFORD MUTUAL FUNDS INC/CT
- **DATE OF NAME CHANGE:** 19970613

## Series and Classes Contracts Data

### Hartford Multi-Asset Income Fund (Series ID: S000003571)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000009912 | Class A      | ITTAX           |
| C000009914 | Class C      | HAFCX           |
| C000009915 | Class Y      | IHAYX           |
| C000040927 | Class R3     | ITTRX           |
| C000040928 | Class R4     | ITTSX           |
| C000040929 | Class R5     | ITTTX           |
| C000155857 | Class I      | ITTIX           |
| C000185693 | Class F      | ITTFX           |
| C000200563 | Class R6     | ITTVX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** HARTFORD MUTUAL FUNDS, INC

- **b. Investment Company Act file number:** 811-07589

- **c. CIK number of Registrant:** 0001006415

- **d. LEI of Registrant:** 549300FJ4Q3QXIS6ZN84

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

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

  - **City:** WAYNE

  - **State:** PA

  - **Foreign country:** US

  - **Zip / Postal Code:** 19087

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

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

- **a. Name of Series:** Hartford Multi-Asset Income Fund

- **b. EDGAR series identifier (if any):** S000003571

- **c. LEI of Series:** CV9JVC7JWV57MZ536B82

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

- **a. Date of fiscal year-end:** 2025-10-31

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $626724810.18

**Total Liabilities:** $77843105.57

**Net Assets:** $548881704.61

**Delayed Delivery Securities:** $1207020.21

**Cash Not Reported:** $18790006.84

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -214.83000000 | **1-Year:** -4005.97000000 | **5-Year:** -10155.50000000 | **10-Year:** -11130.21000000 | **30-Year:** -3231.49000000

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

- **3-Month:** 155.48000000 | **1-Year:** -15928.34000000 | **5-Year:** -52054.41000000 | **10-Year:** -21749.71000000 | **30-Year:** -12552.04000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000185693 | 1.23%                | -1.29%               | -0.45%               |
| Class ID C000155857 | 1.22%                | -1.30%               | -0.46%               |
| Class ID C000009914 | 1.16%                | -1.38%               | -0.56%               |
| Class ID C000009915 | 1.24%                | -1.32%               | -0.45%               |
| Class ID C000009912 | 1.24%                | -1.32%               | -0.49%               |
| Class ID C000200563 | 1.25%                | -1.31%               | -0.44%               |
| Class ID C000040928 | 1.21%                | -1.35%               | -0.43%               |
| Class ID C000040929 | 1.24%                | -1.32%               | -0.45%               |
| Class ID C000040927 | 1.13%                | -1.32%               | -0.51%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-492621.18              | $4288952.11                                |
| Month 2  | $-37718.97               | $-3979331.89                               |
| Month 3  | $-1353974.53             | $-1496132.97                               |

**Designated Index Information**

- **Index Name:** HFLU Blended Benchmark

- **Index Identifier:** 35% MXWD / 35% LBUSTRUU / 10% CSLLLTOT / 10% JPEMCOMP / 10% HW0CUSDH

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Government National Mortgage Association                        | Ginnie Mae II Pool                                                                                                               | CUSIP: 36202C4N0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        2331 | PA      | $2407.32      | 0.00%             | 2028-08-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| JANE STREET GRP/JSG FIN                                         | Jane Street Group / JSG Finance Inc                                                                                              | CUSIP: 47077WAE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      348000 | PA      | $349639.35    | 0.06%             | 2033-05-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Linked Notes                         | Santander Bank Auto Credit-Linked Notes Series 2024-B                                                                            | CUSIP: 80280BAF5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      900000 | PA      | $904842.63    | 0.16%             | 2033-01-18      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| TK ELEVATOR MIDCO GMBH                                          | TK Elevator Midco GmbH 2025 USD Term Loan B                                                                                      | CUSIP: 000000000<br>LEI: 549300C2AFWPAYWS5574 | Long             | LON              | CORP              | US        |      347382 | PA      | $345644.65    | 0.06%             | 2030-04-30      | Floating      | 7.24%                 | No            |                  2 | On Loan: No      |
| SEA LTD                                                         | Sea Ltd                                                                                                                          | CUSIP: 81141RAG5<br>LEI: 529900OM6JLLW44YKI15 | Long             | DBT              | CORP              | KY        |      350000 | PA      | $326375.00    | 0.06%             | 2026-09-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| LUMINOR HOLDING AS                                              | Luminor Holding AS                                                                                                               | CUSIP: 000000000<br>LEI: 213800RZWHE5EUX9R444 | Long             | DBT              | CORP              | EE        |      200000 | PA      | $228454.51    | 0.04%             | 2031-02-12      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                                 | Long: B9D10QY69 CDS USD R V 03MEVENT 2 CCPCDX / Short: B9D10QY69 CDS USD P F  5.00000 1 CCPCDX                                   | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     4095000 | OU      | $-165133.59   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                             | JPMorgan Chase & Co                                                                                                              | CUSIP: 46647PES1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |       77000 | PA      | $75825.89     | 0.01%             | 2045-11-29      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| STUDIO CITY FINANCE LTD                                         | Studio City Finance Ltd                                                                                                          | CUSIP: 000000000<br>LEI: 254900D6R731QAUIG324 | Long             | DBT              | CORP              | VG        |     1575000 | PA      | $1382974.82   | 0.25%             | 2029-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Vodacom Group Ltd                                               | Vodacom Group Ltd                                                                                                                | CUSIP: 000000000<br>LEI: 37890012A8DC24B8D663 | Long             | EC               | CORP              | ZA        |       69451 | NS      | $513884.28    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| PRP Advisors, LLC                                               | PRPM 2024-7 LLC                                                                                                                  | CUSIP: 74448LAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      695000 | PA      | $700081.15    | 0.13%             | 2029-11-25      | Variable      | 8.84%                 | No            |                  2 | On Loan: No      |
| Zijin Mining Group Co Ltd                                       | Zijin Mining Group Co Ltd                                                                                                        | CUSIP: 000000000<br>LEI: 836800JRNL2393Z2I561 | Long             | EC               | CORP              | CN        |      103096 | NS      | $225232.06    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| TALOS PRODUCTION INC                                            | Talos Production Inc                                                                                                             | CUSIP: 87485LAE4<br>LEI: 549300GZ2DZZE2Y8TX15 | Long             | DBT              | CORP              | US        |      115000 | PA      | $108126.01    | 0.02%             | 2031-02-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| Core & Main LP                                                  | Core & Main LP 2024 Term Loan B                                                                                                  | CUSIP: 40416VAG0<br>LEI: 549300ZSLF8Q660SCD17 | Long             | LON              | CORP              | US        |      257262 | PA      | $256618.89    | 0.05%             | 2028-07-27      | Floating      | 6.27%                 | No            |                  2 | On Loan: No      |
| AssuredPartners Inc                                             | AssuredPartners Inc 2024 Incremental Term Loan B5                                                                                | CUSIP: 04621HAW3<br>LEI: 549300HNDSDQWQ3L2P80 | Long             | LON              | CORP              | US        |      595489 | PA      | $595333.89    | 0.11%             | 2031-02-14      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| EOLO SPA                                                        | Eolo SpA                                                                                                                         | CUSIP: 000000000<br>LEI: 81560046D0F489B08569 | Long             | DBT              | CORP              | IT        |     1250000 | PA      | $1279829.63   | 0.23%             | 2028-10-21      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                               | EURO-BUND FUTURE JUN25                                                                                                           | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |          -9 | NC      | $-20003.66    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Hamlin Park CLO                                                 | Hamlin Park CLO Ltd                                                                                                              | CUSIP: 407908AC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |      840000 | PA      | $678379.80    | 0.12%             | 2037-10-20      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| EUROBANK SA                                                     | Eurobank SA                                                                                                                      | CUSIP: 000000000<br>LEI: 213800KGF4EFNUQKAT69 | Long             | DBT              | CORP              | GR        |      275000 | PA      | $305490.13    | 0.06%             | 2036-02-07      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Imperial Fund LLC                                               | Imperial Fund Mortgage Trust 2021-NQM4                                                                                           | CUSIP: 45276JAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      180000 | PA      | $136206.05    | 0.02%             | 2057-01-25      | Variable      | 4.10%                 | No            |                  2 | On Loan: No      |
| Endure Digital Inc                                              | Endure Digital Inc Non-CoOp Term Loan                                                                                            | CUSIP: 29279UAB2<br>LEI: 549300UTQC2651SB0W88 | Long             | LON              | CORP              | US        |      198454 | PA      | $109149.49    | 0.02%             | 2028-02-10      | Floating      | 7.94%                 | No            |                  2 | On Loan: No      |
| ENERGEAN ISRAEL FINANCE                                         | Energean Israel Finance Ltd                                                                                                      | CUSIP: 000000000<br>LEI: 98450044QACBL3F8EB03 | Long             | DBT              | CORP              | IL        |     2035000 | PA      | $1840209.80   | 0.34%             | 2031-03-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Iron Mountain Inc                                               | Iron Mountain Inc 2023 Term Loan B                                                                                               | CUSIP: 46284NAV1<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | LON              |  | US        |      272927 | PA      | $270811.96    | 0.05%             | 2031-01-31      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| Madison Safety & Flow LLC                                       | Madison Safety & Flow LLC 2025 Term Loan B                                                                                       | CUSIP: 55822DAM3<br>LEI: 5493007D2J7BBIFYBY65 | Long             | LON              | CORP              | US        |      104475 | PA      | $103560.84    | 0.02%             | 2031-09-26      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bonds                         | Colombia Government International Bonds                                                                                          | CUSIP: 195325CU7<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     1380000 | PA      | $896693.75    | 0.16%             | 2045-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LFS TOPCO LLC                                                   | LFS Topco LLC                                                                                                                    | CUSIP: 50203TAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      310000 | PA      | $296602.70    | 0.05%             | 2026-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ALLIED UNIVERSAL HOLDCO                                         | Allied Universal Holdco LLC                                                                                                      | CUSIP: 019576AD9<br>LEI: 98450038B4549046D794 | Long             | DBT              | CORP              | US        |      400000 | PA      | $408544.24    | 0.07%             | 2031-02-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                                    | CaixaBank SA                                                                                                                     | CUSIP: 12803RAH7<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |      200000 | PA      | $206647.91    | 0.04%             | 2035-06-15      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae I Pool                                                                                                                | CUSIP: 36209JL58<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         825 | PA      | $834.77       | 0.00%             | 2029-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae I Pool                                                                                                                | CUSIP: 36241KFR4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        2421 | PA      | $2499.80      | 0.00%             | 2035-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                            | Glencore Funding LLC                                                                                                             | CUSIP: 378272BP2<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |       84000 | PA      | $89476.16     | 0.02%             | 2030-10-06      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| PEACH PROPERTY FINANCE                                          | Peach Property Finance GmbH                                                                                                      | CUSIP: 000000000<br>LEI: 5299006REENAMLK8A121 | Long             | DBT              | CORP              | DE        |      900000 | PA      | $988467.81    | 0.18%             | 2025-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                       | Uniform Mortgage-Backed Security, TBA                                                                                            | CUSIP: 01F040651<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1900000 | PA      | $1770503.51   | 0.32%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Cisco Systems Inc                                               | Cisco Systems Inc                                                                                                                | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |       29693 | NS      | $1714176.89   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| BROADSTREET PARTNERS INC                                        | Broadstreet Partners Inc 2024 Term Loan B4                                                                                       | CUSIP: 11132VAY5<br>LEI: 549300BS9N54G8DD0R75 | Long             | LON              | CORP              | US        |      272938 | PA      | $271425.43    | 0.05%             | 2031-06-13      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| UNITED GROUP BV                                                 | United Group BV                                                                                                                  | CUSIP: 000000000<br>LEI: 213800PC85O8BJ7DU398 | Long             | DBT              | CORP              | NL        |      550000 | PA      | $638248.04    | 0.12%             | 2031-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae I Pool                                                                                                                | CUSIP: 36212NKA4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        4234 | PA      | $4246.77      | 0.00%             | 2030-11-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Dow Inc                                                         | Dow Inc                                                                                                                          | CUSIP: 260557103<br>LEI: 5493003S21INSLK2IP73 | Long             | EC               | CORP              | US        |       30225 | NS      | $924582.75    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Amano Corp                                                      | Amano Corp                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       16141 | NS      | $469963.70    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP                                               | Clarios Global LP 2025 USD Term Loan B                                                                                           | CUSIP: 000000000<br>LEI: 549300474L1ZLXZY2P98 | Long             | LON              | CORP              | US        |      310000 | PA      | $303155.20    | 0.06%             | 2032-01-28      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| ADANI PORTS AND SPECIAL                                         | Adani Ports & Special Economic Zone Ltd                                                                                          | CUSIP: 000000000<br>LEI: 335800QOAXP5TM7OYP69 | Long             | DBT              | CORP              | IN        |      265000 | PA      | $216767.72    | 0.04%             | 2032-02-02      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                        | Corebridge Financial Inc                                                                                                         | CUSIP: 21871X208<br>LEI: 549300XY1661QCIA7J65 | Long             | EP               | CORP              | US        |        8275 | NS      | $197441.50    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae I Pool                                                                                                                | CUSIP: 36210KDP7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        3160 | PA      | $3267.28      | 0.00%             | 2029-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SIXTH STREET LENDING PAR                                        | Sixth Street Lending Partners                                                                                                    | CUSIP: 829932AE2<br>LEI: 549300S9P1HMDERGCR64 | Long             | DBT              | CORP              | US        |      175000 | PA      | $175638.47    | 0.03%             | 2030-07-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Kone Oyj                                                        | Kone Oyj                                                                                                                         | CUSIP: 000000000<br>LEI: 2138001CNF45JP5XZK38 | Long             | EC               | CORP              | FI        |       13605 | NS      | $842582.26    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Apidos CLO Ltd                                                  | Apidos CLO L                                                                                                                     | CUSIP: 03771LAE4<br>LEI: 2549007IRDJIM26V8J63 | Long             | ABS-CBDO         | CORP              | KY        |      840000 | PA      | $662952.36    | 0.12%             | 2038-01-20      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS CORP                                    | Frontier Communications Corp 2025 Term Loan B                                                                                    | CUSIP: 35906EAU4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      498750 | PA      | $495842.29    | 0.09%             | 2031-07-01      | Floating      | 6.79%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                          | PURCHASED COP / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | CO        |           1 | NC      | $-408.69      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ACADIA HEALTHCARE CO INC                                        | Acadia Healthcare Co Inc                                                                                                         | CUSIP: 00404AAP4<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |      110000 | PA      | $103989.70    | 0.02%             | 2029-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| RFNA LP                                                         | Rfna LP                                                                                                                          | CUSIP: 74984AAA0<br>LEI: 2549002A4GSOTYKKHR45 | Long             | DBT              | CORP              | US        |      200000 | PA      | $196738.00    | 0.04%             | 2030-02-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| United Parcel Service Inc                                       | United Parcel Service Inc                                                                                                        | CUSIP: 911312106<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | EC               | CORP              | US        |        5467 | NS      | $521005.10    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| COMM Mortgage Trust                                             | COMM 2024-CBM Mortgage Trust                                                                                                     | CUSIP: 12674GAN4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      667000 | PA      | $627250.40    | 0.11%             | 2041-12-10      | Variable      | 8.19%                 | No            |                  2 | On Loan: No      |
| YPF SOCIEDAD ANONIMA                                            | YPF SA                                                                                                                           | CUSIP: 000000000<br>LEI: 5493003N7447U18U5U53 | Long             | DBT              | CORP              | AR        |      725000 | PA      | $710774.22    | 0.13%             | 2027-07-21      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                         | Romanian Government International Bond                                                                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      510000 | PA      | $345528.21    | 0.06%             | 2042-04-13      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                         | International Bank for Reconstruction & Development                                                                              | CUSIP: 000000000<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |     1075000 | PA      | $52780.00     | 0.01%             | 2027-06-17      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| DELUXE CORP                                                     | Deluxe Corp                                                                                                                      | CUSIP: 248019AW1<br>LEI: KWGNKB8TX9LE5TV29231 | Long             | DBT              | CORP              | US        |      200000 | PA      | $200268.80    | 0.04%             | 2029-09-15      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                       | Uniform Mortgage-Backed Security, TBA                                                                                            | CUSIP: 01F050650<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1965000 | PA      | $1923373.87   | 0.35%             | 2054-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Blackrock Inc                                                   | Blackrock Inc                                                                                                                    | CUSIP: 09290D101<br>LEI: 529900VBK42Y5HHRMD23 | Long             | EC               | CORP              | US        |         765 | NS      | $699408.90    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Spirit AeroSystems Inc                                          | Spirit Aerosystems Inc 2022 Term Loan                                                                                            | CUSIP: 84857HAY6<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | LON              | CORP              | US        |           0 | PA      | $0.00         | 0.00%             | 2027-01-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Accenture PLC                                                   | Accenture PLC                                                                                                                    | CUSIP: 000000000<br>LEI: 5493000EWHDSR3MZWH98 | Long             | EC               | CORP              | IE        |         347 | NS      | $103805.05    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Camelot US Acquisition LLC                                      | Camelot US Acquisition LLC 2024 Term Loan B                                                                                      | CUSIP: 000000000<br>LEI: 549300U6VBJHQP2SFL81 | Long             | LON              | CORP              | US        |      372886 | PA      | $367601.92    | 0.07%             | 2031-01-31      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| AAC Technologies Holdings Inc                                   | AAC Technologies Holdings Inc                                                                                                    | CUSIP: 000000000<br>LEI: 549300SKEDE1VKS0A552 | Long             | EC               | CORP              | KY        |       33050 | NS      | $158209.00    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Oryx Midstream Services Permian Basin LLC                       | Oryx Midstream Services Permian Basin LLC 2025 Term Loan B                                                                       | CUSIP: 68764JAJ0<br>LEI: 254900YYHRDANYFAHC43 | Long             | LON              | CORP              | US        |      496244 | PA      | $490740.38    | 0.09%             | 2028-10-05      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| CHAMP ACQUISITION CORP                                          | Champ Acquisition Corp                                                                                                           | CUSIP: 15807XAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      300000 | PA      | $316043.10    | 0.06%             | 2031-12-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                | Freddie Mac Multifamily Structured Pass Through Certificates                                                                     | CUSIP: 3137HAGS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2900000 | PA      | $2814077.06   | 0.51%             | 2033-07-25      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| LTI HOLDINGS INC                                                | LTI Holdings Inc 2024 Term Loan B                                                                                                | CUSIP: 50217UBF3<br>LEI: 5493003GUY3WBOTOAP97 | Long             | LON              | CORP              | US        |      348250 | PA      | $330548.45    | 0.06%             | 2029-07-19      | Floating      | 8.57%                 | No            |                  2 | On Loan: No      |
| EUSHI FINANCE INC                                               | EUSHI Finance Inc                                                                                                                | CUSIP: 29882DAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      218000 | PA      | $218971.63    | 0.04%             | 2054-12-15      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| RECESS HOLDINGS INC                                             | Recess Holdings Inc 2025 Repriced Term Loan                                                                                      | CUSIP: 72811HAJ9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      272938 | PA      | $270123.51    | 0.05%             | 2030-02-20      | Floating      | 8.03%                 | No            |                  2 | On Loan: No      |
| ONE Park Mortgage Trust                                         | ONE 2021-PARK Mortgage Trust                                                                                                     | CUSIP: 682413AJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1175000 | PA      | $1075639.42   | 0.20%             | 2036-03-15      | Floating      | 6.19%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                          | U.S. Treasury Inflation-Indexed Bonds                                                                                            | CUSIP: 912810SM1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     5081567 | PA      | $2967191.89   | 0.54%             | 2050-02-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| MS&AD Insurance Group Holdings Inc                              | MS&AD Insurance Group Holdings Inc                                                                                               | CUSIP: 000000000<br>LEI: 529900CXROT5S2HMMP26 | Long             | EC               | CORP              | JP        |       18386 | NS      | $417910.06    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                       | Uniform Mortgage-Backed Security, TBA                                                                                            | CUSIP: 01F060659<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1675000 | PA      | $1699138.73   | 0.31%             | 2054-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                                        | CHS/Community Health Systems Inc                                                                                                 | CUSIP: 12543DBK5<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |      250000 | PA      | $206388.86    | 0.04%             | 2031-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BENIN INTL GOV BOND                                             | Benin Government International Bond                                                                                              | CUSIP: 000000000<br>LEI: 635400Q11P6AE5A5Y230 | Long             | DBT              | NUSS              | BJ        |      770000 | PA      | $692799.80    | 0.13%             | 2038-02-13      | Fixed         | 7.96%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                                     | Southern Co/The                                                                                                                  | CUSIP: 842587867<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EP               | CORP              | US        |       13125 | NS      | $335081.25    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Verus Securitization Trust                                      | Verus Securitization Trust 2021-5                                                                                                | CUSIP: 92538KAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1430000 | PA      | $986218.09    | 0.18%             | 2066-09-25      | Variable      | 3.04%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                            | Royal Bank of Canada                                                                                                             | CUSIP: 78017L159<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DE               |  | CA        |        3130 | NS      | $3366327.43   | 0.61%             |  |  |  | No            |                  2 | On Loan: No      |
| Grupo Mexico SAB de CV                                          | Grupo Mexico SAB de CV                                                                                                           | CUSIP: 000000000<br>LEI: 529900JWLZAYET2ZGW20 | Long             | EC               | CORP              | MX        |       98732 | NS      | $512325.96    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| OCP CLO Ltd                                                     | OCP CLO 2024-35 Ltd                                                                                                              | CUSIP: 671064AA1<br>LEI: 2138008SMV573POQTV86 | Long             | ABS-CBDO         | CORP              | JE        |     1300000 | PA      | $1286729.60   | 0.23%             | 2037-10-25      | Floating      | 10.18%                | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                             | COMM 2013-300P Mortgage Trust                                                                                                    | CUSIP: 12625XAA5<br>LEI: 549300NMFC2YLCA2NF13 | Long             | ABS-MBS          | CORP              | US        |      805000 | PA      | $793774.36    | 0.14%             | 2030-08-10      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                                 | Long: S9D10LWZ8 CDS EUR R F  1.00000 1 CCPCORPORATE / Short: S9D10LWZ8 CDS EUR P V 03MEVENT 2 CCPCORPORATE                       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |      100000 | OU      | $-1432.73     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae I Pool                                                                                                                | CUSIP: 36241KJ66<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        7742 | PA      | $8006.93      | 0.00%             | 2033-11-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Genuine Parts Co                                                | Genuine Parts Co                                                                                                                 | CUSIP: 372460105<br>LEI: 549300D46DQVEU651W04 | Long             | EC               | CORP              | US        |        4071 | NS      | $478546.05    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Pretium Mortgage Credit Partners LLC                            | PRET 2024-NPL9 LLC                                                                                                               | CUSIP: 74143TAB5<br>LEI: 25490072TKR6YZ7BOH19 | Long             | ABS-O            | CORP              | US        |      411000 | PA      | $413059.52    | 0.08%             | 2054-12-25      | Variable      | 8.59%                 | No            |                  2 | On Loan: No      |
| ODIDO HOLD BV                                                   | Odido Holding BV                                                                                                                 | CUSIP: 000000000<br>LEI: 7245000O9YOLPPM9YB33 | Long             | DBT              | CORP              | NL        |      400000 | PA      | $444077.40    | 0.08%             | 2029-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| GREENKO WIND PROJECTS MU                                        | Greenko Wind Projects Mauritius Ltd                                                                                              | CUSIP: 39531JAB0<br>LEI: 254900MSUXE1FF83DP82 | Long             | DBT              | CORP              | MU        |      710000 | PA      | $687397.72    | 0.13%             | 2028-09-27      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| NOVA LJUBLJANSKA BANK                                           | Nova Ljubljanska Banka dd                                                                                                        | CUSIP: 000000000<br>LEI: 5493001BABFV7P27OW30 | Long             | DBT              | CORP              | SI        |      500000 | PA      | $594746.52    | 0.11%             | 2034-01-24      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Sankyo Co Ltd                                                   | Sankyo Co Ltd                                                                                                                    | CUSIP: 000000000<br>LEI: 3538009H2R9ZBZAOAK48 | Long             | EC               | CORP              | JP        |       27715 | NS      | $421837.44    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| IVANHOE MINES LTD                                               | Ivanhoe Mines Ltd                                                                                                                | CUSIP: 46579RAE4<br>LEI: 5299006XZISURYIA4G32 | Long             | DBT              | CORP              | CA        |     1400000 | PA      | $1365605.99   | 0.25%             | 2030-01-23      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Sunny Optical Technology Group Co Ltd                           | Sunny Optical Technology Group Co Ltd                                                                                            | CUSIP: 000000000<br>LEI: 3003004QIVP0DFVVWM94 | Long             | EC               | CORP              | KY        |       23650 | NS      | $198997.09    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                             | Dominion Energy Inc                                                                                                              | CUSIP: 25746U109<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | EC               | CORP              | US        |        3000 | NS      | $163140.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MIZUHO MARKETS CAYMAN                                           | Mizuho Markets Cayman LP                                                                                                         | CUSIP: 60701E261<br>LEI: 549300KHUXLS6Q30KT26 | N/A              | DE               |  | KY        |       61845 | NS      | $2789658.06   | 0.51%             |  |  |  | No            |                  2 | On Loan: No      |
| EPICOR SOFTWARE CORPORATION                                     | Epicor Software Corporation 2024 Term Loan B                                                                                     | CUSIP: 000000000<br>LEI: JGNXVGGGXR4O1L5I7S73 | Long             | LON              | CORP              | US        |      246123 | PA      | $244724.80    | 0.04%             | 2031-05-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                                | Deutsche Bank AG                                                                                                                 | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |      200000 | PA      | $247685.53    | 0.05%             | 2027-12-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| 1011778 BC Unlimited Liability Company                          | 1011778 BC Unlimited Liability Company 2024 Term Loan B6                                                                         | CUSIP: 000000000<br>LEI: 549300RHSHNRWI5LLA86 | Long             | LON              | CORP              | CA        |      272938 | PA      | $269866.95    | 0.05%             | 2030-09-20      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                               | Johnson & Johnson                                                                                                                | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |        8762 | NS      | $1369588.22   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| ROYAL BANK OF CANADA                                            | Royal Bank of Canada                                                                                                             | CUSIP: 78017L100<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DE               |  | CA        |       10548 | NS      | $2033958.48   | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                    | Alphabet Inc                                                                                                                     | CUSIP: 02079KAM9<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |       20000 | PA      | $19740.32     | 0.00%             | 2055-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                 | McDonald's Corp                                                                                                                  | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               | CORP              | US        |        2103 | NS      | $672223.95    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| VF UKRAINE (VFU FUNDING)                                        | VF Ukraine PAT via VFU Funding PLC                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | UA        |      285000 | PA      | $275079.58    | 0.05%             | 2027-02-11      | Fixed         | 9.63%                 | No            |                  2 | On Loan: No      |
| AZULE ENERGY FINANCE PLC                                        | Azule Energy Finance Plc                                                                                                         | CUSIP: 05501YAA6<br>LEI: 2138006X6O82RJSQDB63 | Long             | DBT              | CORP              | GB        |     1870000 | PA      | $1802680.00   | 0.33%             | 2030-01-23      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| BOOST NEWCO BORROWER LLC                                        | Boost Newco Borrower LLC 2025 USD Term Loan B                                                                                    | CUSIP: 92943EAG1<br>LEI: 254900S8RE1OL7TTCU64 | Long             | LON              | CORP              | US        |      349125 | PA      | $348252.19    | 0.06%             | 2031-01-31      | Floating      | 6.30%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                                     | PURCHASED COP / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CO        |           1 | NC      | $-536.67      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MERITAGE HOMES CORP                                             | Meritage Homes Corp                                                                                                              | CUSIP: 59001ABE1<br>LEI: 52990044W9UMFJO2FB97 | Long             | DBT              | CORP              | US        |      650000 | PA      | $631150.00    | 0.11%             | 2028-05-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| BAE Systems PLC                                                 | BAE Systems PLC                                                                                                                  | CUSIP: 000000000<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | EC               | CORP              | GB        |        4656 | NS      | $107938.37    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                   | Citigroup Inc                                                                                                                    | CUSIP: 172967PM7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      157000 | PA      | $155766.53    | 0.03%             | 2034-08-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| AAP BUYER INC                                                   | AAP Buyer Inc Term Loan B                                                                                                        | CUSIP: 00036FAB0<br>LEI: 254900BOO8W9IR1VYO11 | Long             | LON              | CORP              | US        |      129675 | PA      | $129188.72    | 0.02%             | 2031-09-09      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| Snam SpA                                                        | Snam SpA                                                                                                                         | CUSIP: 000000000<br>LEI: 8156002278562044AF79 | Long             | EC               | CORP              | IT        |       38329 | NS      | $219988.51    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                       | Uniform Mortgage-Backed Security, TBA                                                                                            | CUSIP: 01F032658<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      785000 | PA      | $708374.32    | 0.13%             | 2052-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Genesee & Wyoming Inc (New)                                     | Genesee & Wyoming Inc (New) 2024 Term Loan B                                                                                     | CUSIP: 37156QAZ9<br>LEI: G617XSG94Z7G0RMW3L02 | Long             | LON              | CORP              | US        |      198751 | PA      | $195982.03    | 0.04%             | 2031-04-10      | Floating      | 6.05%                 | No            |                  2 | On Loan: No      |
| MIZUHO MARKETS CAYMAN                                           | Mizuho Markets Cayman LP                                                                                                         | CUSIP: 60701E337<br>LEI: 549300KHUXLS6Q30KT26 | N/A              | DE               |  | KY        |        9084 | NS      | $3114077.16   | 0.57%             |  |  |  | No            |                  2 | On Loan: No      |
| VEDANTA RESOURCES                                               | Vedanta Resources Finance II PLC                                                                                                 | CUSIP: 92243XAL5<br>LEI: 8945002DGA3BBXO3N634 | Long             | DBT              | CORP              | GB        |     1765000 | PA      | $1601165.75   | 0.29%             | 2033-04-24      | Fixed         | 9.85%                 | No            |                  2 | On Loan: No      |
| GOLDSTORY SASU                                                  | Goldstory SAS                                                                                                                    | CUSIP: 000000000<br>LEI: 969500NWR67ONUJD4A26 | Long             | DBT              | CORP              | FR        |      575000 | PA      | $666859.53    | 0.12%             | 2030-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                 | Philip Morris International Inc                                                                                                  | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |       10959 | NS      | $1877934.24   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| PIRAEUS FINANCIAL HLDGS                                         | Piraeus Financial Holdings SA                                                                                                    | CUSIP: 000000000<br>LEI: M6AD1Y1KW32H8THQ6F76 | Long             | DBT              | CORP              | GR        |      150000 | PA      | $175123.96    | 0.03%             | 2035-09-18      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                        | Lloyds Banking Group PLC                                                                                                         | CUSIP: 000000000<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |      225000 | PA      | $307247.96    | 0.06%             | 2028-03-27      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| MCAFEE LLC                                                      | McAfee LLC 2024 USD 1st Lien Term Loan B                                                                                         | CUSIP: 57906HAF4<br>LEI: 2549009UKR8UEZYVCR93 | Long             | LON              | CORP              | US        |      746255 | PA      | $698680.95    | 0.13%             | 2029-03-01      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE HOLD                                           | Freedom Mortgage Holdings LLC                                                                                                    | CUSIP: 35641AAB4<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |      220000 | PA      | $222436.94    | 0.04%             | 2031-05-15      | Fixed         | 9.13%                 | No            |                  2 | On Loan: No      |
| ALLIANZ SE                                                      | Allianz SE                                                                                                                       | CUSIP: 018820AD2<br>LEI: 529900K9B0N5BT694847 | Long             | DBT              | CORP              | DE        |      200000 | PA      | $194037.06    | 0.04%             | 2054-09-03      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp                            | International Business Machines Corp                                                                                             | CUSIP: 459200101<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | EC               | CORP              | US        |        7001 | NS      | $1692981.82   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac Pool                                                                                                                 | CUSIP: 3132E0K27<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       62959 | PA      | $63256.49     | 0.01%             | 2053-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| British American Tobacco PLC                                    | British American Tobacco PLC                                                                                                     | CUSIP: 000000000<br>LEI: 213800FKA5MF17RJKT63 | Long             | EC               | CORP              | GB        |       13182 | NS      | $574186.11    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                        | Avis Budget Rental Car Funding AESOP LLC                                                                                         | CUSIP: 05377RKH6<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |      210000 | PA      | $209908.02    | 0.04%             | 2028-02-20      | Fixed         | 7.32%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                            | Bank of America Corp                                                                                                             | CUSIP: 06055HAH6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      315000 | PA      | $315145.06    | 0.06%             | 2030-05-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| GUIDEWIRE SOFTWARE INC                                          | Guidewire Software Inc                                                                                                           | CUSIP: 40171VAB6<br>LEI: 549300WXSG0J8IXZCK32 | Long             | DBT              | CORP              | US        |      550000 | PA      | $604725.00    | 0.11%             | 2029-11-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| VISTA MANAGEMENT HOLDING INC                                    | VISTA MANAGEMENT HOLDING INC 2025 TERM LOAN B                                                                                    | CUSIP: 92842EAB4<br>LEI: 5299005VABKD28UWHI65 | Long             | LON              | CORP              | US        |      260000 | PA      | $258590.80    | 0.05%             | 2031-04-01      | Floating      | 8.05%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac Pool                                                                                                                 | CUSIP: 3132DWHG1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      127734 | PA      | $127674.37    | 0.02%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| OFFICE CHERIFIEN DES PHO                                        | OCP SA                                                                                                                           | CUSIP: 67091TAH8<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |      200000 | PA      | $200130.34    | 0.04%             | 2030-04-30      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| PIRAEUS FINANCIAL HLDGS                                         | Piraeus Financial Holdings SA                                                                                                    | CUSIP: 000000000<br>LEI: M6AD1Y1KW32H8THQ6F76 | Long             | DBT              | CORP              | GR        |      600000 | PA      | $702528.18    | 0.13%             | 2026-06-16      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                | Wells Fargo & Co                                                                                                                 | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |        1521 | NS      | $108006.21    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| INDONESIA GOVERNMENT                                            | Indonesia Treasury Bond                                                                                                          | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 11680000000 | PA      | $713282.12    | 0.13%             | 2030-09-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                                            | Las Vegas Sands Corp                                                                                                             | CUSIP: 517834AN7<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |      152000 | PA      | $152855.31    | 0.03%             | 2030-06-14      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS L                                        | First Quantum Minerals Ltd                                                                                                       | CUSIP: 335934AV7<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |      350000 | PA      | $367132.85    | 0.07%             | 2029-03-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                             | Freddie Mac STACR REMIC Trust 2020-HQA2                                                                                          | CUSIP: 35565LBE5<br>LEI: 5493000ITBJ4KEFYWF83 | Long             | ABS-MBS          | USGSE             | US        |     1250000 | PA      | $1473333.25   | 0.27%             | 2050-03-25      | Floating      | 12.07%                | No            |                  2 | On Loan: No      |
| Aspire Bakeries Holdings LLC                                    | Aspire Bakeries Holdings LLC Term Loan                                                                                           | CUSIP: 000000000<br>LEI: 549300MWN7R72KAKOD18 | Long             | LON              | CORP              | US        |      496241 | PA      | $495000.01    | 0.09%             | 2030-12-13      | Floating      | 8.57%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                                 | Long: S9D10Q3P1 CDS EUR R F  5.00000 1 CCPITRAXX / Short: S9D10Q3P1 CDS EUR P V 03MEVENT 2 CCPITRAXX                             | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    16720000 | OU      | $1327560.90   | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| PRP Advisors, LLC                                               | PRPM 2024-4 LLC                                                                                                                  | CUSIP: 74390EAB8<br>LEI: 549300164ZV2301BC703 | Long             | ABS-MBS          | CORP              | US        |     1190000 | PA      | $1215441.01   | 0.22%             | 2029-08-25      | Variable      | 9.65%                 | No            |                  2 | On Loan: No      |
| SCRIPPS ESCROW II INC                                           | Scripps Escrow II Inc                                                                                                            | CUSIP: 81105DAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       50000 | PA      | $38098.57     | 0.01%             | 2029-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BONOS DE TESORERIA                                              | Peru Government Bond                                                                                                             | CUSIP: 000000000<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |      395000 | PA      | $111937.51    | 0.02%             | 2039-08-12      | Fixed         | 7.60%                 | No            |                  2 | On Loan: No      |
| Partners Group Holding AG                                       | Partners Group Holding AG                                                                                                        | CUSIP: 000000000<br>LEI: 549300I3IVVWZWDHI788 | Long             | EC               | CORP              | CH        |         804 | NS      | $1053458.17   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| NOTA DO TESOURO NACIONAL                                        | Brazil Notas do Tesouro Nacional Serie F                                                                                         | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     1799000 | PA      | $253143.25    | 0.05%             | 2035-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| WP Carey Inc                                                    | WP Carey Inc                                                                                                                     | CUSIP: 92936U109<br>LEI: 54930042CRNE713E3Q67 | Long             | EC               |  | US        |        6982 | NS      | $435956.08    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| SOCIETE GENERALE                                                | Societe Generale SA                                                                                                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $302562.83    | 0.06%             | 2031-07-17      | Fixed         | 1.11%                 | No            |                  2 | On Loan: No      |
| KAIXO BONDCO TELECOM SA                                         | Kaixo Bondco Telecom SA                                                                                                          | CUSIP: 000000000<br>LEI: 959800ULWB3MZHZ69055 | Long             | DBT              | CORP              | ES        |      200000 | PA      | $228733.85    | 0.04%             | 2029-09-30      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Hong Kong Futures Exchange Ltd.                                 | HANG SENG IDX FUT MAY25                                                                                                          | CUSIP: 000000000<br>LEI: 213800YTVSXYQN17BW16 | N/A              | DE               |  | HK        |           6 | NC      | $946.77       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLTOWER OP LLC                                                | Welltower OP LLC                                                                                                                 | CUSIP: 95041AAB4<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              |  | US        |      400000 | PA      | $651400.00    | 0.12%             | 2028-05-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| PICARD GROUPE SAS                                               | Picard Groupe SAS                                                                                                                | CUSIP: 000000000<br>LEI: 969500C0PA29TV19CT55 | Long             | DBT              | CORP              | FR        |      500000 | PA      | $590498.33    | 0.11%             | 2029-07-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| General Mills Inc                                               | General Mills Inc                                                                                                                | CUSIP: 370334104<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | EC               | CORP              | US        |       11346 | NS      | $643772.04    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Paychex Inc                                                     | Paychex Inc                                                                                                                      | CUSIP: 704326107<br>LEI: 529900K900DW6SUBM174 | Long             | EC               | CORP              | US        |        3712 | NS      | $546109.44    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| GLS Auto Receivables Trust                                      | GLS Auto Receivables Issuer Trust 2024-3                                                                                         | CUSIP: 37989AAN4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1300000 | PA      | $1288488.24   | 0.23%             | 2031-06-16      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| MH Sub I LLC                                                    | MH Sub I LLC 2023 Term Loan                                                                                                      | CUSIP: 45567YAN5<br>LEI: 2549005VFKP807SR8N49 | Long             | LON              | CORP              | US        |      473979 | PA      | $447910.21    | 0.08%             | 2028-05-03      | Floating      | 8.57%                 | No            |                  2 | On Loan: No      |
| Home Re Ltd                                                     | Home RE 2023-1 Ltd                                                                                                               | CUSIP: 43731BAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1425000 | PA      | $1463687.33   | 0.27%             | 2033-10-25      | Floating      | 8.95%                 | No            |                  2 | On Loan: No      |
| Terna - Rete Elettrica Nazionale                                | Terna - Rete Elettrica Nazionale                                                                                                 | CUSIP: 000000000<br>LEI: 8156009E94ED54DE7C31 | Long             | EC               | CORP              | IT        |       70473 | NS      | $700770.01    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Ally Bank Auto Credit-Linked Notes                              | Ally Bank Auto Credit-Linked Notes Series 2024-B                                                                                 | CUSIP: 02007G4F7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      209414 | PA      | $209489.67    | 0.04%             | 2032-09-15      | Fixed         | 6.68%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                | PURCHASED USD / SOLD EUR                                                                                                         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $50661.69     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                              | Energy Transfer LP                                                                                                               | CUSIP: 29273VAX8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      103000 | PA      | $106907.82    | 0.02%             | 2054-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Otsuka Corp                                                     | Otsuka Corp                                                                                                                      | CUSIP: 000000000<br>LEI: 529900RG9DJ58J3UIE72 | Long             | EC               | CORP              | JP        |       25144 | NS      | $557670.24    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Henan Shenhuo Coal Industry & Electricity Power Co Ltd          | Henan Shenhuo Coal Industry & Electricity Power Co Ltd                                                                           | CUSIP: 000000000<br>LEI: 300300GF8XK44CSHXV64 | Long             | EC               | CORP              | CN        |      437014 | NS      | $1025102.06   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| NEINOR HOMES SLU                                                | Neinor Homes SA                                                                                                                  | CUSIP: 000000000<br>LEI: 959800FW4JL65YWSQ217 | Long             | DBT              | CORP              | ES        |      260000 | PA      | $302493.74    | 0.06%             | 2030-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| PRP Advisors, LLC                                               | PRPM 2024-6 LLC                                                                                                                  | CUSIP: 74390PAB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      425000 | PA      | $419781.47    | 0.08%             | 2029-11-25      | Variable      | 8.60%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                             | Intesa Sanpaolo SpA                                                                                                              | CUSIP: 000000000<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |      200000 | PA      | $257723.49    | 0.05%             | 2029-09-07      | Fixed         | 9.13%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                                           | Foundry JV Holdco LLC                                                                                                            | CUSIP: 350930AE3<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |      200000 | PA      | $209761.41    | 0.04%             | 2038-01-25      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| ALABAMA POWER CO                                                | Alabama Power Co                                                                                                                 | CUSIP: 010392GC6<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |      160000 | PA      | $160637.30    | 0.03%             | 2035-04-02      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| BONOS DE TESORERIA                                              | Peru Government Bond                                                                                                             | CUSIP: 000000000<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     1189000 | PA      | $352205.65    | 0.06%             | 2031-08-12      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                      | AbbVie Inc                                                                                                                       | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |        6448 | NS      | $1258004.80   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae I Pool                                                                                                                | CUSIP: 36210QAS1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        2152 | PA      | $2182.75      | 0.00%             | 2029-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ASCEND LEARNING LLC                                             | Ascend Learning LLC 2025 Repriced Term Loan B                                                                                    | CUSIP: 04349HAN4<br>LEI: 549300T466HKRLVCD610 | Long             | LON              | CORP              | US        |      198974 | PA      | $196415.55    | 0.04%             | 2028-12-11      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| Zelis Payments Buyer Inc                                        | Zelis Payments Buyer Inc Term Loan B                                                                                             | CUSIP: 98932TAG8<br>LEI: 549300U8NGLZN5R1Y309 | Long             | LON              | CORP              | US        |      347368 | PA      | $338684.22    | 0.06%             | 2029-09-28      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| Ballyrock Ltd                                                   | Ballyrock CLO 2020-2 Ltd                                                                                                         | CUSIP: 05875DAQ5<br>LEI: 254900Y6C4AXEAZ9T124 | Long             | ABS-CBDO         | CORP              | KY        |     1250000 | PA      | $1239725.00   | 0.23%             | 2031-10-20      | Floating      | 7.48%                 | No            |                  2 | On Loan: No      |
| Traverse Midstream Partners LLC                                 | Traverse Midstream Partners LLC 2017 Term Loan                                                                                   | CUSIP: 89435TAB0<br>LEI: 549300DHTM8B2X5QMJ22 | Long             | LON              | CORP              | US        |      300000 | PA      | $298500.00    | 0.05%             | 2028-02-16      | Floating      | 7.28%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                   | PURCHASED USD / SOLD EUR                                                                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $-46517.60    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                        | Lloyds Banking Group PLC                                                                                                         | CUSIP: 53944YBB8<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $187375.84    | 0.03%             | 2031-09-27      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS ISSUANCE BV                                         | BNP Paribas Issuance BV                                                                                                          | CUSIP: 000000000<br>LEI: 7245009UXRIGIRYOBR48 | N/A              | DE               |  | NL        |       46508 | NS      | $3173671.83   | 0.58%             |  |  |  | No            |                  2 | On Loan: No      |
| ABANCA CORP BANCARIA SA                                         | Abanca Corp Bancaria SA                                                                                                          | CUSIP: 000000000<br>LEI: 54930056IRBXK0Q1FP96 | Long             | DBT              | CORP              | ES        |      100000 | PA      | $113452.26    | 0.02%             | 2036-12-11      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| MILLICOM INTL CELLULAR                                          | Millicom International Cellular SA                                                                                               | CUSIP: 000000000<br>LEI: 549300CTHC1CP86P2G96 | Long             | DBT              | CORP              | LU        |      845000 | PA      | $752590.55    | 0.14%             | 2031-04-27      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MajorDrive Holdings IV LLC                                      | MajorDrive Holdings IV LLC Term Loan B                                                                                           | CUSIP: 56085UAB9<br>LEI: 25490044R1FR5N8FIT62 | Long             | LON              | CORP              | US        |      595361 | PA      | $551173.15    | 0.10%             | 2028-06-01      | Floating      | 8.56%                 | No            |                  2 | On Loan: No      |
| Seagate Technology Holdings PLC                                 | Seagate Technology Holdings PLC                                                                                                  | CUSIP: 000000000<br>LEI: 635400RUXIFEZSRU8X70 | Long             | EC               | CORP              | IE        |        6475 | NS      | $589419.25    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| AEGEA FINANCE SARL                                              | Aegea Finance Sarl                                                                                                               | CUSIP: 00775CAC0<br>LEI: 213800V6WTKUT1XWIZ47 | Long             | DBT              | CORP              | LU        |      275000 | PA      | $286861.03    | 0.05%             | 2031-01-20      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Chamberlain Group Inc                                           | Chamberlain Group Inc Term Loan B                                                                                                | CUSIP: 15963CAC0<br>LEI: 25490092IFNOZBRVE539 | Long             | LON              | CORP              | US        |      396923 | PA      | $391516.99    | 0.07%             | 2028-11-03      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| Unilever PLC                                                    | Unilever PLC                                                                                                                     | CUSIP: 000000000<br>LEI: 549300MKFYEKVRWML317 | Long             | EC               | CORP              | GB        |        5322 | NS      | $338851.11    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| ICE Futures U.S., Inc.                                          | MSCI EMGMKT JUN25                                                                                                                | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DE               |  | US        |         -34 | NC      | $-8829.94     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| PG&E CORP                                                       | PG&E Corp                                                                                                                        | CUSIP: 69331CAL2<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |      575000 | PA      | $597367.50    | 0.11%             | 2027-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                                          | Sempra                                                                                                                           | CUSIP: 816851604<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | EP               | CORP              | US        |        1669 | NS      | $34781.96     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Rio Tinto Ltd                                                   | Rio Tinto Ltd                                                                                                                    | CUSIP: 000000000<br>LEI: 529900X2VMAQT2PE0V24 | Long             | EC               | CORP              | AU        |        4668 | NS      | $349246.82    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Zhaojin Mining Industry Co Ltd                                  | Zhaojin Mining Industry Co Ltd                                                                                                   | CUSIP: 000000000<br>LEI: 3003007KU2DRDX06PN04 | Long             | EC               | CORP              | CN        |       58112 | NS      | $138442.88    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| SAP SE                                                          | SAP SE                                                                                                                           | CUSIP: 000000000<br>LEI: 529900D6BF99LW9R2E68 | Long             | EC               | CORP              | DE        |         777 | NS      | $227341.43    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| AFRICELL HOLDING LTD                                            | Africell Holding Ltd                                                                                                             | CUSIP: 00833NAA0<br>LEI: 984500JFB7AFK4B6C829 | Long             | DBT              | CORP              | JE        |     1580000 | PA      | $1482177.18   | 0.27%             | 2029-10-23      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| United States Treasury                                          | U.S. Treasury Bonds                                                                                                              | CUSIP: 912810TV0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      500000 | PA      | $502792.97    | 0.09%             | 2053-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| First Brands Group LLC                                          | First Brands Group LLC 2021 Term Loan                                                                                            | CUSIP: 31935HAD9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      496124 | PA      | $459713.49    | 0.08%             | 2027-03-30      | Floating      | 9.54%                 | No            |                  2 | On Loan: No      |
| Beacon Roofing Supply Inc                                       | Beacon Roofing Supply Inc 2024 Term Loan B                                                                                       | CUSIP: 07368RAG6<br>LEI: 549300HDXQWWCBOYXP31 | Long             | LON              | CORP              | US        |           0 | PA      | $0.01         | 0.00%             | 2028-05-19      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO Ltd                                 | Benefit Street Partners CLO XXVII Ltd                                                                                            | CUSIP: 08182QAG0<br>LEI: 254900WANE6M5S0NC534 | Long             | ABS-CBDO         | CORP              | JE        |     1220000 | PA      | $1181338.20   | 0.22%             | 2037-10-20      | Floating      | 10.42%                | No            |                  2 | On Loan: No      |
| BULGARIAN ENERGY HLD                                            | Bulgarian Energy Holding EAD                                                                                                     | CUSIP: 000000000<br>LEI: 635400E1RWKJXPSBCV07 | Long             | DBT              | CORP              | BG        |      730000 | PA      | $776602.03    | 0.14%             | 2028-07-22      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                                 | Long: B9D10CEE5 CDS EUR R V 03MEVENT 2 CCPCORPORATE / Short: B9D10CEE5 CDS EUR P F  1.00000 1 CCPCORPORATE                       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |      780000 | OU      | $9320.52      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HUNT OIL CO OF PERU                                             | Hunt Oil Co of Peru LLC Sucursal Del Peru                                                                                        | CUSIP: 445640AD7<br>LEI: 549300SVO0550J3IKN50 | Long             | DBT              | CORP              | PE        |      385000 | PA      | $397031.25    | 0.07%             | 2038-11-05      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                         | Romanian Government International Bond                                                                                           | CUSIP: 77586RAW0<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |       72000 | PA      | $71647.20     | 0.01%             | 2037-02-10      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| LINCOLN NATIONAL CORP                                           | Lincoln National Corp                                                                                                            | CUSIP: 534187BR9<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |      440000 | PA      | $465471.60    | 0.08%             | 2027-12-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                              | Credit Agricole SA                                                                                                               | CUSIP: 000000000<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $471265.81    | 0.09%             | 2029-09-23      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Swiss Life Holding AG                                           | Swiss Life Holding AG                                                                                                            | CUSIP: 000000000<br>LEI: 5493000KUC3Z24U77V93 | Long             | EC               | CORP              | CH        |        1430 | NS      | $1427797.59   | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| RFR Trust                                                       | RFR Trust 2025-SGRM                                                                                                              | CUSIP: 74984NAL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1755000 | PA      | $1742699.91   | 0.32%             | 2041-03-11      | Variable      | 7.51%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                | Societe Generale SA                                                                                                              | CUSIP: 83371E254<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | FR        |       19291 | NS      | $2054119.78   | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                | PURCHASED USD / SOLD PEN                                                                                                         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $-144.76      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LABL INC                                                        | LABL Inc                                                                                                                         | CUSIP: 50168QAC9<br>LEI: 5493004FUZN8R6Y3VB98 | Long             | DBT              | CORP              | US        |       67000 | PA      | $55408.85     | 0.01%             | 2028-11-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| EW Scripps Company (The)                                        | EW Scripps Company (The) 2019 Term Loan B2                                                                                       | CUSIP: 26928BAL3<br>LEI: 549300U1OW41QPKYW028 | Long             | LON              | CORP              | US        |           0 | PA      | $0.00         | 0.00%             | 2026-05-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FILTRATION GROUP CORPORATION                                    | Filtration Group Corporation 2025 USD Term Loan B                                                                                | CUSIP: 31732FAV8<br>LEI: 549300ZA0D9WN5ECE978 | Long             | LON              | CORP              | US        |      596915 | PA      | $595745.21    | 0.11%             | 2028-10-21      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                                        | Thailand Government Bond                                                                                                         | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |     5243000 | PA      | $174664.10    | 0.03%             | 2031-06-20      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Peraton Corp                                                    | Peraton Corp Term Loan B                                                                                                         | CUSIP: 71360HAB3<br>LEI: 549300EQPCK07ZW63836 | Long             | LON              | CORP              | US        |      744059 | PA      | $669787.23    | 0.12%             | 2028-02-01      | Floating      | 8.17%                 | No            |                  2 | On Loan: No      |
| MACY'S RETAIL HLDGS LLC                                         | Macy's Retail Holdings LLC                                                                                                       | CUSIP: 55616XAG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      115000 | PA      | $75441.49     | 0.01%             | 2042-01-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Trillium Credit Card Trust II                                   | Trillium Credit Card Trust II                                                                                                    | CUSIP: 89621ACB3<br>LEI: 549300P7QN1SDIOQVL28 | Long             | ABS-O            | CORP              | CA        |      210000 | PA      | $210057.58    | 0.04%             | 2028-12-26      | Fixed         | 5.99%                 | No            |                  2 | On Loan: No      |
| GOLDEN STATE FOOD LLC                                           | Golden State Food LLC Term Loan B                                                                                                | CUSIP: 38121NAC7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       99502 | PA      | $99556.22     | 0.02%             | 2031-12-04      | Floating      | 8.57%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae I Pool                                                                                                                | CUSIP: 36225BEK0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         180 | PA      | $184.46       | 0.00%             | 2029-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND                                          | Republic of Poland Government Bond                                                                                               | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     1330000 | PA      | $348005.49    | 0.06%             | 2027-05-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                                              | 99D10WK61 WELLINGTON                                                                                                             | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              |  | AD        |    -8565000 | NC      | $-85503.02    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| STILLWATER MINING CO                                            | Stillwater Mining Co                                                                                                             | CUSIP: 000000000<br>LEI: 6354007DPCY4ZN2MRR73 | Long             | DBT              | CORP              | US        |      600000 | PA      | $503841.60    | 0.09%             | 2029-11-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AI CANDELARIA -SPAIN- SA                                        | AL Candelaria -spain- SA                                                                                                         | CUSIP: 000000000<br>LEI: 213800L5KA2MJ5FKRZ02 | Long             | DBT              | CORP              | ES        |      770000 | PA      | $631631.00    | 0.12%             | 2033-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Rexel SA                                                        | Rexel SA                                                                                                                         | CUSIP: 000000000<br>LEI: 969500N6AVPA51648T62 | Long             | EC               | CORP              | FR        |       43771 | NS      | $1216117.12   | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| HEARTLAND DENTAL LLC                                            | Heartland Dental LLC 2024 Term Loan                                                                                              | CUSIP: 42236WAW7<br>LEI: 5493008FRC0GRKBN1075 | Long             | LON              | CORP              | US        |      347368 | PA      | $343113.17    | 0.06%             | 2028-04-28      | Floating      | 8.82%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ INVESTOR                                         | Mitsubishi UFJ Investor Services & Banking Luxembourg SA                                                                         | CUSIP: 000000000<br>LEI: 2138002PVBMEHILJ1340 | Long             | DBT              | CORP              | LU        |      600000 | PA      | $377234.92    | 0.07%             | 2050-12-15      | Floating      | 7.02%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                                       | Towd Point Mortgage Trust 2017-4                                                                                                 | CUSIP: 89173UAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       57270 | PA      | $55741.34     | 0.01%             | 2057-06-25      | Variable      | 2.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SRI LANKA                                           | Sri Lanka Government International Bond                                                                                          | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |      235000 | PA      | $163325.00    | 0.03%             | 2036-05-15      | Variable      | 3.60%                 | No            |                  2 | On Loan: No      |
| SCRIPPS ESCROW INC                                              | Scripps Escrow Inc                                                                                                               | CUSIP: 81104PAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       65000 | PA      | $51481.26     | 0.01%             | 2027-07-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FOCUS FINANCIAL PARTNERS LLC                                    | Focus Financial Partners LLC 2025 Incremental Term Loan B                                                                        | CUSIP: 34416DBD9<br>LEI: 5493007L0E0VKRC2CP39 | Long             | LON              | CORP              | US        |      309225 | PA      | $305149.41    | 0.06%             | 2031-09-15      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| COVANTA HOLDING CORPORATION                                     | Covanta Holding Corporation 2024 1st Lien Term Loan C                                                                            | CUSIP: 22282GAK3<br>LEI: 40XIFLS8XDQGGHGPGC04 | Long             | LON              | CORP              | US        |       25907 | PA      | $25809.59     | 0.00%             | 2028-11-30      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| EOG Resources Inc                                               | EOG Resources Inc                                                                                                                | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               | CORP              | US        |        2699 | NS      | $297780.67    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| HTL Commercial Mortgage Trust                                   | HTL Commercial Mortgage Trust 2024-T53                                                                                           | CUSIP: 404300AG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1260000 | PA      | $1281715.60   | 0.23%             | 2039-05-10      | Variable      | 8.47%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                               | PURCHASED USD / SOLD RON                                                                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $110.98       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                              | Banco Santander SA                                                                                                               | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |      200000 | PA      | $181138.19    | 0.03%             | 2033-10-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Bausch & Lomb Corporation                                       | Bausch & Lomb Corporation Term Loan                                                                                              | CUSIP: 000000000<br>LEI: 549300NY6OZM39SO6475 | Long             | LON              | CORP              | CA        |      297704 | PA      | $293863.69    | 0.05%             | 2027-05-10      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| Kubota Credit Owner Trust                                       | Kubota Credit Owner Trust 2023-2                                                                                                 | CUSIP: 500945AC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      295000 | PA      | $297773.74    | 0.05%             | 2028-01-18      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| LABL INC                                                        | LABL Inc                                                                                                                         | CUSIP: 50168QAF2<br>LEI: 5493004FUZN8R6Y3VB98 | Long             | DBT              | CORP              | US        |       50000 | PA      | $40875.00     | 0.01%             | 2031-10-01      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| Infosys Ltd                                                     | Infosys Ltd                                                                                                                      | CUSIP: 000000000<br>LEI: 335800TYLGG93MM7PR89 | Long             | EC               | CORP              | IN        |       18277 | NS      | $323099.58    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                    | UBS Group AG                                                                                                                     | CUSIP: 902613BM9<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      550000 | PA      | $519807.51    | 0.09%             | 2045-09-06      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| TRUST FIBRAUNO                                                  | Trust Fibra Uno                                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              |  | MX        |      420000 | PA      | $415785.09    | 0.08%             | 2034-02-13      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| WILSONART LLC                                                   | Wilsonart LLC 2024 Term Loan B                                                                                                   | CUSIP: 97246FAM8<br>LEI: 549300SAZRUMYKDJBY14 | Long             | LON              | CORP              | US        |      298500 | PA      | $288052.50    | 0.05%             | 2031-08-05      | Floating      | 8.55%                 | No            |                  2 | On Loan: No      |
| II-VI Incorporated                                              | II-VI Inc 2024 1st Lien Term Loan B                                                                                              | CUSIP: 45173JAS3<br>LEI: 549300O5C25A0MMHHU33 | Long             | LON              | CORP              | US        |      396955 | PA      | $391992.59    | 0.07%             | 2029-07-02      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| ELIOR GROUP SA                                                  | Elior Group SA                                                                                                                   | CUSIP: 000000000<br>LEI: 969500LYSYS0E800SQ95 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $225720.46    | 0.04%             | 2026-07-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CNA Financial Corp                                              | CNA Financial Corp                                                                                                               | CUSIP: 126117100<br>LEI: 549300YX2GSZD7YG1R84 | Long             | EC               | CORP              | US        |       15846 | NS      | $763143.36    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| MHP LUX SA                                                      | MHP Lux SA                                                                                                                       | CUSIP: 000000000<br>LEI: 222100RHC7R1WZ1J3M44 | Long             | DBT              | CORP              | LU        |      571000 | PA      | $463621.17    | 0.08%             | 2029-09-19      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BANCO DE SABADELL SA                                            | Banco de Sabadell SA                                                                                                             | CUSIP: 000000000<br>LEI: SI5RG2M0WQQLZCXKRM20 | Long             | DBT              | CORP              | ES        |      200000 | PA      | $224304.40    | 0.04%             | 2027-05-19      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION                                          | Clydesdale Acquisition Holdings Inc                                                                                              | CUSIP: 18972EAB1<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |      304000 | PA      | $313218.19    | 0.06%             | 2030-04-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                             | JPMorgan Chase & Co                                                                                                              | CUSIP: 46647PEQ5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |       70000 | PA      | $69952.63     | 0.01%             | 2030-10-22      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| ADANI ELECTRICITY MUMBAI                                        | Adani Electricity Mumbai Ltd                                                                                                     | CUSIP: 000000000<br>LEI: 335800AIC1B5EBFVUC38 | Long             | DBT              | CORP              | IN        |      450000 | PA      | $368380.35    | 0.07%             | 2031-07-22      | Fixed         | 3.87%                 | No            |                  2 | On Loan: No      |
| UBS SWITZERLAND AG                                              | UBS Switzerland AG                                                                                                               | CUSIP: 000000000<br>LEI: 549300WOIFUSNYH0FL22 | Long             | DBT              | CORP              | CH        |      450000 | PA      | $521605.10    | 0.10%             | 2031-06-21      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Omnicom Group Inc                                               | Omnicom Group Inc                                                                                                                | CUSIP: 681919106<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | EC               | CORP              | US        |        6937 | NS      | $528321.92    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank NA                                                     | PURCHASED EUR / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | XX        |           1 | NC      | $-754.21      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MIZUHO MARKETS CAYMAN                                           | Mizuho Markets Cayman LP                                                                                                         | CUSIP: 60701E220<br>LEI: 549300KHUXLS6Q30KT26 | N/A              | DE               |  | KY        |       13505 | NS      | $2524892.11   | 0.46%             |  |  |  | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COMPANIES INC                                     | BAUSCH HEALTH COMPANIES INC 2025 TERM LOAN B                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |      275000 | PA      | $258959.25    | 0.05%             | 2030-10-08      | Floating      | 10.54%                | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                       | Uniform Mortgage-Backed Security, TBA                                                                                            | CUSIP: 01F040669<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |    -1900000 | PA      | $-1770206.63  | -0.32%            | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae II Pool                                                                                                               | CUSIP: 36202CMP5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |           2 | PA      | $1.97         | 0.00%             | 2026-02-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GEN DIGITAL INC                                                 | Gen Digital Inc                                                                                                                  | CUSIP: 668771AM0<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |      125000 | PA      | $124662.79    | 0.02%             | 2033-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Iberdrola SA                                                    | Iberdrola SA                                                                                                                     | CUSIP: 000000000<br>LEI: 5QK37QC7NWOJ8D7WVQ45 | Long             | EC               | CORP              | ES        |       74338 | NS      | $1340005.92   | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| Euronext NV                                                     | CAC40 10 EURO FUT MAY25                                                                                                          | CUSIP: 000000000<br>LEI: 724500QJ4QSZ3H9QU415 | N/A              | DE               |  | FR        |          10 | NC      | $18440.25     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Northern Star Resources Ltd                                     | Northern Star Resources Ltd                                                                                                      | CUSIP: 000000000<br>LEI: 254900XFXCRYYZAX6M78 | Long             | EC               | CORP              | AU        |       14200 | NS      | $174428.19    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| JBT MAREL CORP                                                  | JBT Marel Corp                                                                                                                   | CUSIP: 477839AB0<br>LEI: 5493007CT6ATBZ2L6826 | Long             | DBT              | CORP              | US        |      550000 | PA      | $539605.00    | 0.10%             | 2026-05-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                                              | 99D10WJS5 WELLINGTON                                                                                                             | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              |  | US        |    -8565000 | NC      | $-85503.02    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Asurion LLC                                                     | Asurion LLC 2022 Term Loan B10                                                                                                   | CUSIP: 04649VBB5<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |      496183 | PA      | $478275.97    | 0.09%             | 2028-08-19      | Floating      | 8.42%                 | No            |                  2 | On Loan: No      |
| CYTOKINETICS INC                                                | Cytokinetics Inc                                                                                                                 | CUSIP: 23282WAC4<br>LEI: 549300BE5DY1HW7IHA64 | Long             | DBT              | CORP              | US        |      110000 | PA      | $128410.38    | 0.02%             | 2027-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                                             | Medline Borrower LP 2024 USD Add-on Term Loan B                                                                                  | CUSIP: 58503UAF0<br>LEI: 254900QT3R363TVK6F09 | Long             | LON              | CORP              | US        |      497500 | PA      | $493818.50    | 0.09%             | 2028-10-23      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                                    | Synopsys Inc                                                                                                                     | CUSIP: 871607AD9<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |      145000 | PA      | $146006.60    | 0.03%             | 2032-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Helvetia Holding AG                                             | Helvetia Holding AG                                                                                                              | CUSIP: 000000000<br>LEI: 529900SUJBXTORH0LT80 | Long             | EC               | CORP              | CH        |        5331 | NS      | $1176005.37   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| SHR Trust                                                       | SHR Trust 2024-LXRY                                                                                                              | CUSIP: 784234AJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      190000 | PA      | $186081.25    | 0.03%             | 2041-10-15      | Floating      | 8.77%                 | No            |                  2 | On Loan: No      |
| IVORY COAST                                                     | Ivory Coast Government International Bond                                                                                        | CUSIP: 000000000<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |     1580000 | PA      | $1546333.70   | 0.28%             | 2032-01-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ASX Clear (Futures)                                             | SPI 200 FUTURES JUN25                                                                                                            | CUSIP: 000000000<br>LEI: 549300ZD7BBOVZFVHK49 | N/A              | DE               |  | AU        |          -2 | NC      | $-7369.79     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae I Pool                                                                                                                | CUSIP: 36241KJR0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        3557 | PA      | $3662.58      | 0.00%             | 2033-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                          | Bank of New York Mellon Corp/The                                                                                                 | CUSIP: 064058845<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | EP               | CORP              | US        |        6378 | NS      | $160215.36    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ONEOK INC                                                       | ONEOK Inc                                                                                                                        | CUSIP: 682680CG6<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |       75000 | PA      | $66879.67     | 0.01%             | 2064-11-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| IIFL FINANCE LTD                                                | IIFL Finance Ltd                                                                                                                 | CUSIP: 000000000<br>LEI: 335800CZ46UJRS34JR78 | Long             | DBT              | CORP              | IN        |      360000 | PA      | $342000.00    | 0.06%             | 2028-07-24      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae I Pool                                                                                                                | CUSIP: 36210MTN1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         798 | PA      | $798.74       | 0.00%             | 2029-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                           | China Government Bond                                                                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     5160000 | PA      | $745494.00    | 0.14%             | 2034-05-25      | Fixed         | 2.27%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                | Societe Generale SA                                                                                                              | CUSIP: 83371E270<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | FR        |       12616 | NS      | $3078351.69   | 0.56%             |  |  |  | No            |                  2 | On Loan: No      |
| Pop Mart International Group Ltd                                | Pop Mart International Group Ltd                                                                                                 | CUSIP: 000000000<br>LEI: 9845000A05E8F937E337 | Long             | EC               | CORP              | KY        |        4745 | NS      | $118346.20    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae I Pool                                                                                                                | CUSIP: 36212GFR8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         406 | PA      | $411.22       | 0.00%             | 2030-08-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Pretium Mortgage Credit Partners LLC                            | PRET 2021-NPL5 LLC                                                                                                               | CUSIP: 74143KAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1156233 | PA      | $1142747.58   | 0.21%             | 2051-10-25      | Variable      | 4.70%                 | No            |                  2 | On Loan: No      |
| TYLER TECHNOLOGIES INC                                          | Tyler Technologies Inc                                                                                                           | CUSIP: 902252AB1<br>LEI: 25490040SMU4Z8LBCW70 | Long             | DBT              | CORP              | US        |       50000 | PA      | $58825.00     | 0.01%             | 2026-03-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| ALARM.COM HLDGS INC                                             | Alarm.com Holdings Inc                                                                                                           | CUSIP: 011642AB1<br>LEI: 549300HIH92U1EKIHZ32 | Long             | DBT              | CORP              | US        |      275000 | PA      | $262900.00    | 0.05%             | 2026-01-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Osaka Exchange                                                  | JPN 10Y BOND(OSE) JUN25                                                                                                          | CUSIP: 000000000<br>LEI: 3538001249AILNPRUX57 | N/A              | DIR              |  | JP        |         -10 | NC      | $-31731.78    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae I Pool                                                                                                                | CUSIP: 36210BD93<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         667 | PA      | $693.89       | 0.00%             | 2029-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                                | Deutsche Bank AG                                                                                                                 | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |      600000 | PA      | $649245.69    | 0.12%             | 2026-11-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                              | Dominican Republic International Bond                                                                                            | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     9950000 | PA      | $196239.14    | 0.04%             | 2033-02-03      | Fixed         | 13.63%                | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                                             | PURCHASED USD / SOLD SEK                                                                                                         | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | US        |           1 | NC      | $-16949.23    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ENERGO PRO AS                                                   | Energo-Pro AS                                                                                                                    | CUSIP: 000000000<br>LEI: 315700IQCL9IX158RO36 | Long             | DBT              | CORP              | CZ        |      230000 | PA      | $240901.66    | 0.04%             | 2028-11-02      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae I Pool                                                                                                                | CUSIP: 36241KJQ2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        2980 | PA      | $3085.36      | 0.00%             | 2033-05-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| PG&E CORP                                                       | PG&E Corp                                                                                                                        | CUSIP: 69331CAM0<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |      900000 | PA      | $873711.16    | 0.16%             | 2055-03-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| IBERCAJA BANCO SA                                               | Ibercaja Banco SA                                                                                                                | CUSIP: 000000000<br>LEI: 549300OLBL49CW8CT155 | Long             | DBT              | CORP              | ES        |      600000 | PA      | $732710.04    | 0.13%             | 2028-01-25      | Fixed         | 9.13%                 | No            |                  2 | On Loan: No      |
| Horizon Aircraft Finance                                        | Horizon Aircraft Finance III Ltd                                                                                                 | CUSIP: 44040JAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |      149451 | PA      | $142521.17    | 0.03%             | 2039-11-15      | Fixed         | 3.43%                 | No            |                  2 | On Loan: No      |
| Medtronic PLC                                                   | Medtronic PLC                                                                                                                    | CUSIP: 000000000<br>LEI: 549300GX3ZBSQWUXY261 | Long             | EC               | CORP              | IE        |        1909 | NS      | $161806.84    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CVS HEALTH CORP                                                 | CVS Health Corp                                                                                                                  | CUSIP: 126650EH9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      305000 | PA      | $308522.27    | 0.06%             | 2055-03-10      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Evraz PLC                                                       | Evraz PLC                                                                                                                        | CUSIP: 000000000<br>LEI: 5493005B7DAN39RXLK23 | Long             | EC               | CORP              | GB        |      384841 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Bank of America NA                                              | PURCHASED USD / SOLD CAD                                                                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |           1 | NC      | $-27162.61    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANCO DE SABADELL SA                                            | Banco de Sabadell SA                                                                                                             | CUSIP: 000000000<br>LEI: SI5RG2M0WQQLZCXKRM20 | Long             | DBT              | CORP              | ES        |      400000 | PA      | $534221.62    | 0.10%             | 2029-10-13      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp                                           | Truist Financial Corp                                                                                                            | CUSIP: 89832Q109<br>LEI: 549300DRQQI75D2JP341 | Long             | EC               | CORP              | US        |       26471 | NS      | $1014898.14   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs International                                     | PURCHASED USD / SOLD NOK                                                                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $-24833.98    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Rockpoint Gas Storage Partners LP                               | Rockpoint Gas Storage Partners LP 2025 Term Loan B                                                                               | CUSIP: 000000000<br>LEI: 549300ZXM0KTRM0NMI59 | Long             | LON              | CORP              | US        |      354112 | PA      | $349353.23    | 0.06%             | 2031-09-18      | Floating      | 7.30%                 | No            |                  2 | On Loan: No      |
| Reckitt Benckiser Group PLC                                     | Reckitt Benckiser Group PLC                                                                                                      | CUSIP: 000000000<br>LEI: 5493003JFSMOJG48V108 | Long             | EC               | CORP              | GB        |       16535 | NS      | $1067276.93   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Huntington Bancshares Inc/OH                                    | Huntington Bancshares Inc/OH                                                                                                     | CUSIP: 446150104<br>LEI: 549300XTVCVV9I7B5T19 | Long             | EC               | CORP              | US        |       12937 | NS      | $187974.61    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| NOTA DO TESOURO NACIONAL                                        | Brazil Notas do Tesouro Nacional Serie F                                                                                         | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     1000000 | PA      | $159071.88    | 0.03%             | 2029-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Coterra Energy Inc                                              | Coterra Energy Inc                                                                                                               | CUSIP: 127097103<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | EC               | CORP              | US        |        4260 | NS      | $104625.60    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PepsiCo Inc                                                     | PepsiCo Inc                                                                                                                      | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |        5050 | NS      | $684679.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae I Pool                                                                                                                | CUSIP: 36209AUQ1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        1366 | PA      | $1388.65      | 0.00%             | 2028-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AI AQUA MERGER SUB INC                                          | AI Aqua Merger Sub Inc 2024 1st Lien Term Loan B                                                                                 | CUSIP: 00132UAP9<br>LEI: 5493005QMH1D47U26R45 | Long             | LON              | CORP              | US        |      598500 | PA      | $590845.19    | 0.11%             | 2028-07-31      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| JD.COM INC                                                      | JD.com Inc                                                                                                                       | CUSIP: 47215PAH9<br>LEI: 549300HVTWB0GJZ16V92 | Long             | DBT              | CORP              | KY        |      175000 | PA      | $183592.50    | 0.03%             | 2029-06-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                             | Dominion Energy Inc                                                                                                              | CUSIP: 25746UDU0<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |      140000 | PA      | $145355.56    | 0.03%             | 2054-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                                                                  | CUSIP: 31418E4K3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      290578 | PA      | $298468.80    | 0.05%             | 2039-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Texas Instruments Inc                                           | Texas Instruments Inc                                                                                                            | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               | CORP              | US        |        7813 | NS      | $1250470.65   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| CME Group Inc                                                   | CME Group Inc                                                                                                                    | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | EC               | CORP              | US        |        3778 | NS      | $1046808.24   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| MIZUHO MARKETS CAYMAN                                           | Mizuho Markets Cayman LP                                                                                                         | CUSIP: 60701E279<br>LEI: 549300KHUXLS6Q30KT26 | N/A              | DE               |  | KY        |       20241 | NS      | $1836653.32   | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                               | DAX INDEX FUTURE JUN25                                                                                                           | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DE               |  | DE        |           1 | NC      | $6369.91      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tokyo Electron Ltd                                              | Tokyo Electron Ltd                                                                                                               | CUSIP: 000000000<br>LEI: 549300H5LSF8DP3RIJ34 | Long             | EC               | CORP              | JP        |        1925 | NS      | $286629.26    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                | Paramount Global                                                                                                                 | CUSIP: 92556HAE7<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |      182000 | PA      | $175070.44    | 0.03%             | 2062-03-30      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                                | COLT 2020-2 Mortgage Loan Trust                                                                                                  | CUSIP: 19688JAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      745000 | PA      | $737030.06    | 0.13%             | 2065-03-25      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| PLANET FINANCIAL GROUP                                          | Planet Financial Group LLC                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1225000 | PA      | $1208095.00   | 0.22%             | 2029-12-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| WE SODA INV HOLDING PLC                                         | WE Soda Investments Holding PLC                                                                                                  | CUSIP: 000000000<br>LEI: 984500SE38C07DB47A90 | Long             | DBT              | CORP              | GB        |     1470000 | PA      | $1503442.50   | 0.27%             | 2028-10-06      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| HUB INTERNATIONAL LIMITED                                       | HUB International Limited 2025 Term Loan B                                                                                       | CUSIP: 44332EAZ9<br>LEI: 549300JQT6ATTUNS5E06 | Long             | LON              | CORP              | US        |      595507 | PA      | $591279.38    | 0.11%             | 2030-06-20      | Floating      | 6.77%                 | No            |                  2 | On Loan: No      |
| ENPHASE ENERGY INC                                              | Enphase Energy Inc                                                                                                               | CUSIP: 29355AAK3<br>LEI: 5493008U7KIGMI59Z314 | Long             | DBT              | CORP              | US        |      250000 | PA      | $208625.00    | 0.04%             | 2028-03-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae II Pool                                                                                                               | CUSIP: 36202C2H5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        1494 | PA      | $1536.40      | 0.00%             | 2028-04-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Asurion LLC                                                     | Asurion LLC 2021 Second Lien Term Loan B4                                                                                        | CUSIP: 04649VBA7<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |      250000 | PA      | $228827.50    | 0.04%             | 2029-01-20      | Floating      | 9.69%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                       | Uniform Mortgage-Backed Security, TBA                                                                                            | CUSIP: 01F040651<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |    -3800000 | PA      | $-3541007.01  | -0.65%            | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                          | PURCHASED USD / SOLD EUR                                                                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $79.33        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BXP Inc                                                         | BXP Inc                                                                                                                          | CUSIP: 101121101<br>LEI: 549300OF70FSEUQBT254 | Long             | EC               |  | US        |       11520 | NS      | $734169.60    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Lotes Co Ltd                                                    | Lotes Co Ltd                                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |        2763 | NS      | $108640.38    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| VTR COMUNICACIONES SPA                                          | VTR Comunicaciones SpA                                                                                                           | CUSIP: 000000000<br>LEI: 213800XDZJKMC1AEUV94 | Long             | DBT              | CORP              | CL        |      280000 | PA      | $262812.82    | 0.05%             | 2028-01-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| CNH Industrial NV                                               | CNH Industrial NV                                                                                                                | CUSIP: 000000000<br>LEI: 549300WGC2HZ5J67V817 | Long             | EC               | CORP              | NL        |       88702 | NS      | $1026282.14   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Microchip Technology Inc                                        | Microchip Technology Inc                                                                                                         | CUSIP: 595017104<br>LEI: 5493007PTFULNYZJ1R12 | Long             | EC               | CORP              | US        |        5267 | NS      | $242703.36    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Lloyds Banking Group PLC                                        | Lloyds Banking Group PLC                                                                                                         | CUSIP: 000000000<br>LEI: 549300PPXHEU2JF0AM85 | Long             | EC               | CORP              | GB        |     1179958 | NS      | $1159282.37   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| IHS HOLDING LTD                                                 | IHS Holding Ltd                                                                                                                  | CUSIP: 000000000<br>LEI: 213800CLGMKL63VKTD94 | Long             | DBT              | CORP              | KY        |      400000 | PA      | $385577.18    | 0.07%             | 2030-05-29      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Nomura International PLC                                        | Long: DDZ01SOX0 TRS USD R V 12MOBFR DFZ01SOX5 EQUITYTRS / Short: DDZ01SOX0 TRS USD P E DDZ01SOX0 EQUITYTRS                       | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | N/A              | DE               |  | GB        |      833039 | OU      | $-4903.11     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| First Brands Group LLC                                          | First Brands Group LLC 2021 2nd Lien Term Loan                                                                                   | CUSIP: 31935HAF4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      200000 | PA      | $168000.00    | 0.03%             | 2028-03-30      | Floating      | 13.04%                | No            |                  2 | On Loan: No      |
| FORTUNE STAR BVI LTD                                            | Fortune Star BVI Ltd                                                                                                             | CUSIP: 000000000<br>LEI: 2549008CU8NYQQRSNU62 | Long             | DBT              | CORP              | VG        |     1175000 | PA      | $1133494.93   | 0.21%             | 2026-05-18      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                                     | PURCHASED MXN / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | MX        |           1 | NC      | $1068.33      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EW SCRIPPS COMPANY THE                                          | EW SCRIPPS COMPANY THE 2025 TERM LOAN B3                                                                                         | CUSIP: 26928BAR0<br>LEI: 549300U1OW41QPKYW028 | Long             | LON              | CORP              | US        |       62340 | PA      | $51474.79     | 0.01%             | 2029-11-30      | Floating      | 7.76%                 | No            |                  2 | On Loan: No      |
| Legal & General Group PLC                                       | Legal & General Group PLC                                                                                                        | CUSIP: 000000000<br>LEI: 213800JH9QQWHLO99821 | Long             | EC               | CORP              | GB        |      166292 | NS      | $523667.02    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                         | PURCHASED EUR / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | XX        |           1 | NC      | $6345.17      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Prestige Auto Receivables Trust                                 | Prestige Auto Receivables Trust 2024-2                                                                                           | CUSIP: 74113SAF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      815000 | PA      | $795419.14    | 0.14%             | 2031-11-17      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| OPAP SA                                                         | OPAP SA                                                                                                                          | CUSIP: 000000000<br>LEI: 213800M4NRGFJCI34834 | Long             | EC               | CORP              | GR        |       39892 | NS      | $886368.82    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Orkla ASA                                                       | Orkla ASA                                                                                                                        | CUSIP: 000000000<br>LEI: 549300PZS8G8RG6RVZ52 | Long             | EC               | CORP              | NO        |      106174 | NS      | $1184100.67   | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS ISSUANCE BV                                         | BNP Paribas Issuance BV                                                                                                          | CUSIP: 000000000<br>LEI: 7245009UXRIGIRYOBR48 | N/A              | DE               |  | NL        |        5147 | NS      | $2147988.92   | 0.39%             |  |  |  | No            |                  2 | On Loan: No      |
| HOWDEN UK REFINANCE / US                                        | Howden UK Refinance PLC / Howden UK Refinance 2 PLC / Howden US Refinance LLC                                                    | CUSIP: 44287DAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |      540000 | PA      | $547777.74    | 0.10%             | 2032-02-15      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| TURKCELL ILETISIM HIZMET                                        | Turkcell Iletisim Hizmetleri AS                                                                                                  | CUSIP: 900111AD7<br>LEI: 7890003EX1LTLS2FFL84 | Long             | DBT              | CORP              | TR        |      420000 | PA      | $420152.88    | 0.08%             | 2032-01-24      | Fixed         | 7.65%                 | No            |                  2 | On Loan: No      |
| Roche Holding AG                                                | Roche Holding AG                                                                                                                 | CUSIP: 000000000<br>LEI: 549300U41AUUVOAAOB37 | Long             | EC               | CORP              | CH        |        6321 | NS      | $2066880.74   | 0.38%             |  |  |  | No            |                  2 | On Loan: No      |
| ENSTAR GROUP LTD                                                | Enstar Group Ltd                                                                                                                 | CUSIP: 29359UAD1<br>LEI: 213800AMAL5QFXVUCN04 | Long             | DBT              | CORP              | BM        |      159000 | PA      | $159440.43    | 0.03%             | 2045-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                          | US 10YR ULTRA FUT JUN25                                                                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |          60 | NC      | $15790.67     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| INTL AIRPORT FINANCE SA                                         | International Airport Finance SA                                                                                                 | CUSIP: 000000000<br>LEI: 959800M9M5LP0KXUP789 | Long             | DBT              | CORP              | ES        |     1600024 | PA      | $1708020.88   | 0.31%             | 2033-03-15      | Fixed         | 12.00%                | No            |                  2 | On Loan: No      |
| Canon Inc                                                       | Canon Inc                                                                                                                        | CUSIP: 000000000<br>LEI: 529900JH1GSC035SSP77 | Long             | EC               | CORP              | JP        |       24047 | NS      | $742083.82    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| OTP Bank Nyrt                                                   | OTP Bank Nyrt                                                                                                                    | CUSIP: 000000000<br>LEI: 529900W3MOO00A18X956 | Long             | EC               | CORP              | HU        |       14534 | NS      | $1073597.57   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| GREAT CANADIAN GAMING CO                                        | Great Canadian Gaming Corp                                                                                                       | CUSIP: 389925AA6<br>LEI: 549300FU60SSFLTE0M84 | Long             | DBT              | CORP              | CA        |      330000 | PA      | $327023.80    | 0.06%             | 2029-11-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Sampo Oyj                                                       | Sampo Oyj                                                                                                                        | CUSIP: 000000000<br>LEI: 743700UF3RL386WIDA22 | Long             | EC               | CORP              | FI        |      112879 | NS      | $1130890.09   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae I Pool                                                                                                                | CUSIP: 36208YF38<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         909 | PA      | $918.19       | 0.00%             | 2028-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Cimpress Public Limited Company                                 | Cimpress Public Limited Company 2024 Term Loan B                                                                                 | CUSIP: 000000000<br>LEI: 549300X1IFD75XISOR81 | Long             | LON              | CORP              | IE        |      397003 | PA      | $383107.42    | 0.07%             | 2028-05-17      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| SNOWFLAKE INC                                                   | Snowflake Inc                                                                                                                    | CUSIP: 833445AC3<br>LEI: 254900CJNSY1K7T53Z16 | Long             | DBT              | CORP              | US        |      525000 | PA      | $651262.50    | 0.12%             | 2029-10-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BANIJAY ENTERTAINMENT SAS                                       | Banijay Entertainment SAS 2025 USD Term Loan B3                                                                                  | CUSIP: 000000000<br>LEI: 5493008PW5N0VVCH7279 | Long             | LON              | CORP              | US        |      225503 | PA      | $223717.30    | 0.04%             | 2028-03-01      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| Baker Hughes Co                                                 | Baker Hughes Co                                                                                                                  | CUSIP: 05722G100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       10795 | NS      | $382143.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| J M Smucker Co/The                                              | J M Smucker Co/The                                                                                                               | CUSIP: 832696405<br>LEI: 5493000WDH6A0LHDJD55 | Long             | EC               | CORP              | US        |         977 | NS      | $113595.79    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Shandong Gold Mining Co Ltd                                     | Shandong Gold Mining Co Ltd                                                                                                      | CUSIP: 000000000<br>LEI: 300300KC2K8BC07OSV77 | Long             | EC               | CORP              | CN        |       68279 | NS      | $201148.70    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                                  | Enterprise Fleet Financing 2023-3 LLC                                                                                            | CUSIP: 29374LAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      312741 | PA      | $317855.18    | 0.06%             | 2030-03-20      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                          | U.S. Treasury Inflation-Indexed Bonds                                                                                            | CUSIP: 912810RL4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      690958 | PA      | $507680.68    | 0.09%             | 2045-02-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| THUNDER GENERATION FUNDING LLC                                  | Thunder Generation Funding LLC Term Loan B                                                                                       | CUSIP: 88604KAB6<br>LEI: 254900JBXSZJDYE69921 | Long             | LON              | CORP              | US        |      134092 | PA      | $133890.68    | 0.02%             | 2031-10-03      | Floating      | 7.30%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa                                        | Republic of South Africa Government Bond                                                                                         | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     3869000 | PA      | $201571.62    | 0.04%             | 2030-01-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| GRIFOLS SA                                                      | Grifols SA                                                                                                                       | CUSIP: 000000000<br>LEI: 959800HSSNXWRKBK4N60 | Long             | DBT              | CORP              | ES        |      250000 | PA      | $265511.84    | 0.05%             | 2028-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                       | Uniform Mortgage-Backed Security, TBA                                                                                            | CUSIP: 01F042657<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |      -35000 | PA      | $-33468.76    | -0.01%            | 2055-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ZHONGSHENG GROUP                                                | Zhongsheng Group Holdings Ltd                                                                                                    | CUSIP: 000000000<br>LEI: 3003005VYMEBAJNJ2Y26 | Long             | DBT              | CORP              | KY        |      365000 | PA      | $357125.91    | 0.07%             | 2028-01-30      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae I Pool                                                                                                                | CUSIP: 36241KJS8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        1189 | PA      | $1215.48      | 0.00%             | 2032-03-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Gaming and Leisure Properties Inc                               | Gaming and Leisure Properties Inc                                                                                                | CUSIP: 36467J108<br>LEI: 5493006GWRDBCZYWTM57 | Long             | EC               |  | US        |       19839 | NS      | $949494.54    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| BAWAG GROUP AG                                                  | BAWAG Group AG                                                                                                                   | CUSIP: 000000000<br>LEI: 529900S9YO2JHTIIDG38 | Long             | DBT              | CORP              | AT        |      200000 | PA      | $229889.81    | 0.04%             | 2029-09-18      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Edison International                                            | Edison International                                                                                                             | CUSIP: 281020107<br>LEI: 549300I7ROF15MAEVP56 | Long             | EC               | CORP              | US        |        3326 | NS      | $177974.26    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Procter & Gamble Co/The                                         | Procter & Gamble Co/The                                                                                                          | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |        5322 | NS      | $865197.54    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| FORVIA SE                                                       | Forvia SE                                                                                                                        | CUSIP: 000000000<br>LEI: 969500F0VMZLK2IULV85 | Long             | DBT              | CORP              | FR        |      150000 | PA      | $162315.50    | 0.03%             | 2027-06-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| WYNN MACAU LTD                                                  | Wynn Macau Ltd                                                                                                                   | CUSIP: 98313RAJ5<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |      970000 | PA      | $943810.00    | 0.17%             | 2029-03-07      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TotalEnergies SE                                                | TotalEnergies SE                                                                                                                 | CUSIP: 000000000<br>LEI: 529900S21EQ1BO4ESM68 | Long             | EC               | CORP              | FR        |       10323 | NS      | $587948.52    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac Pool                                                                                                                 | CUSIP: 3132DWG98<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      437349 | PA      | $437144.06    | 0.08%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| EUROPEAN BK RECON & DEV                                         | European Bank for Reconstruction & Development                                                                                   | CUSIP: 000000000<br>LEI: 549300HTGDOVDU6OGK19 | Long             | DBT              | NUSS              | XX        |  2419000000 | PA      | $144367.67    | 0.03%             | 2025-12-09      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                     | Long: S9D101A37 IRS BRL R F 14.53000 99D101A37 CCPNDFPREDISWAP / Short: S9D101A37 IRS BRL P V 00MBRCDI 99D101A29 CCPNDFPREDISWAP | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     1444340 | OU      | $14238.61     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                          | General Motors Financial Co Inc                                                                                                  | CUSIP: 37045XDB9<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |      187000 | PA      | $175834.59    | 0.03%             | 2030-09-30      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| INDIA GOVERNMENT BOND                                           | India Government Bond                                                                                                            | CUSIP: 000000000<br>LEI: 335800IV7VCDQGIOI391 | Long             | DBT              | NUSS              | IN        |    26180000 | PA      | $321880.87    | 0.06%             | 2029-01-14      | Fixed         | 7.26%                 | No            |                  2 | On Loan: No      |
| Novo Nordisk A/S                                                | Novo Nordisk A/S                                                                                                                 | CUSIP: 000000000<br>LEI: 549300DAQ1CVT6CXN342 | Long             | EC               | CORP              | DK        |        5730 | NS      | $383116.46    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Rocket Software Inc                                             | Rocket Software Inc 2023 USD Term Loan B                                                                                         | CUSIP: 77313DAW1<br>LEI: 549300PVG26ISP5X1556 | Long             | LON              | CORP              | US        |      496247 | PA      | $492386.05    | 0.09%             | 2028-11-28      | Floating      | 8.57%                 | No            |                  2 | On Loan: No      |
| American Builders & Contractors Supply Co Inc                   | American Builders & Contractors Supply Co Inc 2024 Term Loan B                                                                   | CUSIP: 02474RAJ2<br>LEI: 549300H5GQ4C1BEKG397 | Long             | LON              | CORP              | US        |      222305 | PA      | $221920.71    | 0.04%             | 2031-01-31      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                                        | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                                                                   | CUSIP: 01883LAH6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      205000 | PA      | $207165.21    | 0.04%             | 2032-10-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                                            | Lockheed Martin Corp                                                                                                             | CUSIP: 539830109<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | EC               | CORP              | US        |         634 | NS      | $302893.50    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ROMANIA                                                         | Romanian Government International Bond                                                                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     1000000 | PA      | $1116328.81   | 0.20%             | 2031-03-22      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC                                     | Hertz Vehicle Financing III LLC                                                                                                  | CUSIP: 42806MBV0<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |     1280000 | PA      | $1285944.96   | 0.23%             | 2027-06-25      | Fixed         | 9.13%                 | No            |                  2 | On Loan: No      |
| SHIFT4 PAYMENTS INC                                             | Shift4 Payments Inc                                                                                                              | CUSIP: 82452JAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      300000 | PA      | $338850.00    | 0.06%             | 2025-12-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                  | PURCHASED EUR / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | XX        |           1 | NC      | $-73.84       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANCA MONTE DEI PASCHI S                                        | Banca Monte dei Paschi di Siena SpA                                                                                              | CUSIP: 000000000<br>LEI: J4CP7MHCXR8DAQMKIL78 | Long             | DBT              | CORP              | IT        |      370000 | PA      | $457134.30    | 0.08%             | 2028-01-18      | Fixed         | 7.71%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae I Pool                                                                                                                | CUSIP: 36210AAN7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       43658 | PA      | $44542.88     | 0.01%             | 2031-02-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                            | Bank of America Corp                                                                                                             | CUSIP: 06051GKC2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |       75000 | PA      | $62576.33     | 0.01%             | 2036-09-21      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS ISSUANCE BV                                         | BNP Paribas Issuance BV                                                                                                          | CUSIP: 000000000<br>LEI: 7245009UXRIGIRYOBR48 | N/A              | DE               |  | NL        |       11280 | NS      | $2994574.74   | 0.55%             |  |  |  | No            |                  2 | On Loan: No      |
| Polaris Newco LLC                                               | Polaris Newco LLC USD Term Loan B                                                                                                | CUSIP: 73108RAB4<br>LEI: 254900LEPDAG7EDOA064 | Long             | LON              | CORP              | US        |      496144 | PA      | $477692.36    | 0.09%             | 2028-06-02      | Floating      | 8.29%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                    | Enbridge Inc                                                                                                                     | CUSIP: 29250NBT1<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |      155000 | PA      | $167072.95    | 0.03%             | 2084-01-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| OMNIA PARTNERS LLC                                              | OMNIA Partners LLC 2024 Term Loan B                                                                                              | CUSIP: 68218HAE7<br>LEI: 254900ZD1P5CVG9GOS22 | Long             | LON              | CORP              | US        |      298500 | PA      | $296882.13    | 0.05%             | 2030-07-25      | Floating      | 7.03%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK AUST                                          | Commonwealth Bank of Australia                                                                                                   | CUSIP: 20271AAL1<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |      640000 | PA      | $662278.94    | 0.12%             | 2028-09-14      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                      | Intel Corp                                                                                                                       | CUSIP: 458140BW9<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |       65000 | PA      | $37325.20     | 0.01%             | 2051-08-12      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                | Societe Generale SA                                                                                                              | CUSIP: 83371GAA9<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |      260000 | PA      | $279581.38    | 0.05%             | 2028-11-14      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| ACRISURE LLC / FIN INC                                          | Acrisure LLC / Acrisure Finance Inc                                                                                              | CUSIP: 00489LAK9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      260000 | PA      | $266025.76    | 0.05%             | 2029-02-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| JOHNSONVILLE AERO COMBST                                        | Johnsonville Aeroderivative Combustion Turbine Generation LLC                                                                    | CUSIP: 479281AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       49691 | PA      | $47992.23     | 0.01%             | 2054-10-01      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| BONOS DE TESORERIA                                              | Peru Government Bond                                                                                                             | CUSIP: 000000000<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     1340000 | PA      | $336654.07    | 0.06%             | 2034-08-12      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                                   | PURCHASED USD / SOLD MYR                                                                                                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $-15948.58    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF NEW YORK MELLON                                         | Bank of New York Mellon/The                                                                                                      | CUSIP: 06405LAH4<br>LEI: HPFHU0OQ28E4N0NFVK49 | Long             | DBT              | CORP              | US        |      250000 | PA      | $253529.08    | 0.05%             | 2029-04-20      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| Meff Financial Derivatives                                      | IBEX 35 INDX FUTR MAY25                                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | ES        |           1 | NC      | $11.05        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BAT CAPITAL CORP                                                | BAT Capital Corp                                                                                                                 | CUSIP: 05526DCC7<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |      115000 | PA      | $115459.76    | 0.02%             | 2035-08-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                                     | PURCHASED COP / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CO        |           1 | NC      | $-539.73      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                     | PURCHASED USD / SOLD THB                                                                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-6194.41     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BCPE PEQUOD BUYER INC                                           | BCPE Pequod Buyer Inc USD Term Loan B                                                                                            | CUSIP: 000000000<br>LEI: 254900HEEOS2IWC84V94 | Long             | LON              | CORP              | US        |      225000 | PA      | $224203.50    | 0.04%             | 2031-11-25      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| EP Purchaser LLC                                                | EP Purchaser LLC 2021 Term Loan B                                                                                                | CUSIP: 26881KAC8<br>LEI: 549300GGODRVQG1GH476 | Long             | LON              | CORP              | US        |      347315 | PA      | $344709.72    | 0.06%             | 2028-11-06      | Floating      | 8.06%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                | Freddie Mac Multifamily Structured Pass Through Certificates                                                                     | CUSIP: 3137FQJZ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1125000 | PA      | $975323.59    | 0.18%             | 2034-10-25      | Fixed         | 2.86%                 | No            |                  2 | On Loan: No      |
| ILIAD HOLDING SAS                                               | Iliad Holding SASU                                                                                                               | CUSIP: 000000000<br>LEI: 9695009PXA7OI9NXN582 | Long             | DBT              | CORP              | FR        |      480000 | PA      | $579822.26    | 0.11%             | 2031-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                     | PURCHASED INR / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | IN        |           1 | NC      | $7827.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                          | PURCHASED EUR / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | XX        |           1 | NC      | $10096.30     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Worldwide Plaza Trust                                           | Worldwide Plaza Trust 2017-WWP                                                                                                   | CUSIP: 98162JAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1500000 | PA      | $1020406.95   | 0.19%             | 2036-11-10      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| ALARM.COM HLDGS INC                                             | Alarm.com Holdings Inc                                                                                                           | CUSIP: 011642AC9<br>LEI: 549300HIH92U1EKIHZ32 | Long             | DBT              | CORP              | US        |      475000 | PA      | $454100.00    | 0.08%             | 2029-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| LIVE NATION ENTERTAINMEN                                        | Live Nation Entertainment Inc                                                                                                    | CUSIP: 538034BA6<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |      225000 | PA      | $316462.50    | 0.06%             | 2029-01-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Azrieli Group Ltd                                               | Azrieli Group Ltd                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |       14287 | NS      | $1040156.08   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Hotwire Funding LLC                                             | Hotwire Funding LLC                                                                                                              | CUSIP: 44148JAA7<br>LEI: 254900ZCO90MCT7Y9348 | Long             | ABS-O            | CORP              | US        |      295000 | PA      | $281585.29    | 0.05%             | 2051-11-20      | Fixed         | 2.31%                 | No            |                  2 | On Loan: No      |
| Cornerstone Building Brands Inc                                 | Cornerstone Building Brands Inc 2021 Term Loan B                                                                                 | CUSIP: 72431HAD2<br>LEI: 549300IW41QEWQ6T0H29 | Long             | LON              | CORP              | US        |      248062 | PA      | $216295.21    | 0.04%             | 2028-04-12      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| FirstRand Ltd                                                   | FirstRand Ltd                                                                                                                    | CUSIP: 000000000<br>LEI: 529900XYOP8CUZU7R671 | Long             | EC               | CORP              | ZA        |      169150 | NS      | $662279.96    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac REMICS                                                                                                               | CUSIP: 3137FT3B1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      268898 | PA      | $54117.24     | 0.01%             | 2050-05-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                             | JPMorgan Chase & Co                                                                                                              | CUSIP: 48128B523<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EP               | CORP              | US        |        6150 | NS      | $109470.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS PLC                                                    | Barclays PLC                                                                                                                     | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |      250000 | PA      | $346918.66    | 0.06%             | 2027-09-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA                                          | Santander Holdings USA Inc                                                                                                       | CUSIP: 80282KBN5<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |      400000 | PA      | $401371.43    | 0.07%             | 2029-03-20      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                                  | Microsoft Corp                                                                                                                   | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |        1873 | NS      | $740321.98    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae II Pool                                                                                                               | CUSIP: 36202CZK2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         594 | PA      | $602.96       | 0.00%             | 2028-02-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                          | PURCHASED USD / SOLD CLP                                                                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $4425.01      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                           | Level 3 Financing Inc                                                                                                            | CUSIP: 527298CD3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |      191000 | PA      | $159051.43    | 0.03%             | 2030-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BREAD FINANCIAL HLDGS                                           | Bread Financial Holdings Inc                                                                                                     | CUSIP: 018581AQ1<br>LEI: 549300G8S4PO686J7H97 | Long             | DBT              | CORP              | US        |     1910000 | PA      | $1786350.80   | 0.33%             | 2035-06-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                                    | CaixaBank SA                                                                                                                     | CUSIP: 000000000<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |      600000 | PA      | $733237.49    | 0.13%             | 2030-01-16      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                                     | MetLife Inc                                                                                                                      | CUSIP: 59156R850<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | EP               | CORP              | US        |        3417 | NS      | $66904.86     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| REXFORD INDUSTRIAL REALT                                        | Rexford Industrial Realty LP                                                                                                     | CUSIP: 76169XAD6<br>LEI: 549300028US163ELJN70 | Long             | DBT              |  | US        |      325000 | PA      | $320775.00    | 0.06%             | 2027-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| MIZUHO MARKETS CAYMAN                                           | Mizuho Markets Cayman LP                                                                                                         | CUSIP: 60701E329<br>LEI: 549300KHUXLS6Q30KT26 | N/A              | DE               |  | KY        |        4095 | NS      | $3630107.67   | 0.66%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae II Pool                                                                                                               | CUSIP: 3618N5KX6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1850000 | PA      | $1872082.97   | 0.34%             | 2055-04-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Evolution AB                                                    | Evolution AB                                                                                                                     | CUSIP: 000000000<br>LEI: 549300SUH6ZR1RF6TA88 | Long             | EC               | CORP              | SE        |        1213 | NS      | $84030.09     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| UFC HOLDINGS LLC                                                | UFC Holdings LLC 2024 Term Loan B                                                                                                | CUSIP: 90266UAK9<br>LEI: 549300JEOTH7UMZ3C491 | Long             | LON              | CORP              | US        |      259350 | PA      | $258971.35    | 0.05%             | 2031-11-21      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                   | Carnival Corp                                                                                                                    | CUSIP: 143658BV3<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |      378000 | PA      | $604422.00    | 0.11%             | 2027-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                                              | 99D10U6E4 WELLINGTON                                                                                                             | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              |  | AD        |    -7915000 | NC      | $-202077.92   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Start Ltd.                                                      | Start II LTD                                                                                                                     | CUSIP: 85573LAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | BM        |       93835 | PA      | $92431.12     | 0.02%             | 2044-03-15      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| APA Group                                                       | APA Group                                                                                                                        | CUSIP: 000000000<br>LEI: 549300T9RBSX164T8H40 | Long             | EC               | CORP              | AU        |       81592 | NS      | $429334.94    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| S&S HOLDINGS LLC                                                | S&S Holdings LLC                                                                                                                 | CUSIP: 78525CAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      175000 | PA      | $164455.64    | 0.03%             | 2031-10-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae I Pool                                                                                                                | CUSIP: 36208FLC2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         478 | PA      | $480.83       | 0.00%             | 2028-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Elite Material Co Ltd                                           | Elite Material Co Ltd                                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |        7685 | NS      | $133745.34    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| US CELLULAR CORP                                                | United States Cellular Corp                                                                                                      | CUSIP: 911684801<br>LEI: 549300B164AZXESI6E03 | Long             | EP               | CORP              | US        |        5612 | NS      | $123239.52    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank NA                                                     | PURCHASED USD / SOLD CZK                                                                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-7047.56     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                            | Glencore Funding LLC                                                                                                             | CUSIP: 378272BV9<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |       43000 | PA      | $40553.36     | 0.01%             | 2054-04-04      | Fixed         | 5.89%                 | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                                             | PURCHASED USD / SOLD CHF                                                                                                         | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | US        |           1 | NC      | $-18919.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JAZZ INVESTMENTS I LTD                                          | Jazz Investments I Ltd                                                                                                           | CUSIP: 472145AG6<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |      505000 | PA      | $548412.86    | 0.10%             | 2030-09-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Chicago Transit Authority Sales & Transfer Tax Receipts Revenue | CHICAGO IL TRANSIT AUTH SALES & TRANSFER TAX RECPTS REVENUE                                                                      | CUSIP: 167725AF7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |       18771 | PA      | $20812.06     | 0.00%             | 2040-12-01      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - SCRT                                              | Freddie Mac Seasoned Credit Risk Transfer Trust Series 2019-3                                                                    | CUSIP: 35563PLH0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      152222 | PA      | $146386.48    | 0.03%             | 2058-10-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                          | U.S. Treasury Bonds                                                                                                              | CUSIP: 912810TN8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      550000 | PA      | $455210.94    | 0.08%             | 2053-02-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| RR Ltd                                                          | RR 38 Ltd                                                                                                                        | CUSIP: 74988GAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      800000 | PA      | $704168.80    | 0.13%             | 2040-04-15      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| TRUIST INSURANCE HOLDINGS LLC                                   | Truist Insurance Holdings LLC 2024 Term Loan B                                                                                   | CUSIP: 89788VAG7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      275806 | PA      | $272474.71    | 0.05%             | 2031-05-06      | Floating      | 7.05%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                    | GS Mortgage Securities Trust 2015-GC28                                                                                           | CUSIP: 36251FAG1<br>LEI: 5493002EPQ51IPGGFX73 | Long             | ABS-MBS          | CORP              | US        |      340884 | PA      | $324316.76    | 0.06%             | 2048-02-10      | Variable      | 4.63%                 | No            |                  2 | On Loan: No      |
| Horizon Aircraft Finance                                        | Horizon Aircraft Finance I Ltd                                                                                                   | CUSIP: 440405AE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      733570 | PA      | $703438.49    | 0.13%             | 2038-12-15      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| FS Trust                                                        | FS Trust 2024-HULA                                                                                                               | CUSIP: 30338DAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      110000 | PA      | $108968.75    | 0.02%             | 2039-08-15      | Floating      | 7.76%                 | No            |                  2 | On Loan: No      |
| Tryg A/S                                                        | Tryg A/S                                                                                                                         | CUSIP: 000000000<br>LEI: 213800ZRS8AC4LSTCE39 | Long             | EC               | CORP              | DK        |       14554 | NS      | $347228.53    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| STAR PARENT INC                                                 | Star Parent Inc                                                                                                                  | CUSIP: 855170AA4<br>LEI: 254900GRGCJYRMDRWT73 | Long             | DBT              | CORP              | US        |      275000 | PA      | $278250.73    | 0.05%             | 2030-10-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| DLLAD LLC                                                       | DLLAD 2023-1 LLC                                                                                                                 | CUSIP: 233258AC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      692465 | PA      | $694143.47    | 0.13%             | 2028-01-20      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| GREAT OUTDOORS GROUP LLC                                        | Great Outdoors Group LLC 2025 Term Loan B                                                                                        | CUSIP: 07014QAP6<br>LEI: 549300IYLDI2E8I2AU46 | Long             | LON              | CORP              | US        |      297711 | PA      | $290491.94    | 0.05%             | 2032-01-23      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trust                                 | CSAIL 2015-C3 Commercial Mortgage Trust                                                                                          | CUSIP: 12635FAZ7<br>LEI: 549300ZAGI6FKGY8O078 | Long             | ABS-MBS          | CORP              | US        |      296000 | PA      | $256458.13    | 0.05%             | 2048-08-15      | Variable      | 4.49%                 | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equities Inc                             | Alexandria Real Estate Equities Inc                                                                                              | CUSIP: 015271109<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | EC               |  | US        |       11176 | NS      | $812048.16    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| NVIDIA Corp                                                     | NVIDIA Corp                                                                                                                      | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |        3973 | NS      | $432739.16    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| GRIFOLS SA                                                      | Grifols SA                                                                                                                       | CUSIP: 000000000<br>LEI: 959800HSSNXWRKBK4N60 | Long             | DBT              | CORP              | ES        |      425000 | PA      | $506353.03    | 0.09%             | 2030-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                                     | PURCHASED BRL / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | BR        |           1 | NC      | $57.32        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chevron Corp                                                    | Chevron Corp                                                                                                                     | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        9728 | NS      | $1323591.68   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP PARIBAS ISSUANCE BV                                         | BNP Paribas Issuance BV                                                                                                          | CUSIP: 000000000<br>LEI: 7245009UXRIGIRYOBR48 | N/A              | DE               |  | NL        |       15629 | NS      | $1940669.00   | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| Shimadzu Corp                                                   | Shimadzu Corp                                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |        3858 | NS      | $98754.85     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Flagstar Mortgage Trust                                         | Flagstar Mortgage Trust 2021-9INV                                                                                                | CUSIP: 33851MAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      132063 | PA      | $115835.02    | 0.02%             | 2041-09-25      | Variable      | 2.00%                 | No            |                  2 | On Loan: No      |
| KeyCorp                                                         | KeyCorp                                                                                                                          | CUSIP: 493267108<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | EC               | CORP              | US        |       23606 | NS      | $350313.04    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| QUIKRETE HOLDINGS INC                                           | Quikrete Holdings Inc 2025 Term Loan B1                                                                                          | CUSIP: 74839XAM1<br>LEI: 5493007KIN86DIZWZT22 | Long             | LON              | CORP              | US        |      496250 | PA      | $486141.35    | 0.09%             | 2031-04-14      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| ARSENAL AIC PARENT LLC                                          | Arsenal AIC Parent LLC 2025 Term Loan B                                                                                          | CUSIP: 04287KAG6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      347379 | PA      | $341908.14    | 0.06%             | 2030-08-19      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae II Pool                                                                                                               | CUSIP: 36202CT52<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |          52 | PA      | $53.03        | 0.00%             | 2027-02-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FORTUNE STAR BVI LTD                                            | Fortune Star BVI Ltd                                                                                                             | CUSIP: 000000000<br>LEI: 2549008CU8NYQQRSNU62 | Long             | DBT              | CORP              | VG        |      845000 | PA      | $910648.50    | 0.17%             | 2026-10-02      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| AXA SA                                                          | AXA SA                                                                                                                           | CUSIP: 000000000<br>LEI: F5WCUMTUM4RKZ1MAIE39 | Long             | EC               | CORP              | FR        |       27110 | NS      | $1282191.68   | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| FS LUXEMBOURG SARL                                              | FS Luxembourg Sarl                                                                                                               | CUSIP: 000000000<br>LEI: 222100EKR3JUJPGGOY81 | Long             | DBT              | CORP              | LU        |     1360000 | PA      | $1367190.32   | 0.25%             | 2031-02-12      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| USALCO LLC                                                      | USALCO LLC 2024 Delayed Draw Term Loan                                                                                           | CUSIP: 91732NAM5<br>LEI: 5493006WBYB0CYPCSG20 | Long             | LON              | CORP              | US        |       11676 | PA      | $11627.13     | 0.00%             | 2031-09-30      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| DATADOG INC                                                     | Datadog Inc                                                                                                                      | CUSIP: 23804LAC7<br>LEI: 549300F6JNO0KRPO1K63 | Long             | DBT              | CORP              | US        |      580000 | PA      | $521409.87    | 0.09%             | 2029-12-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Quanta Computer Inc                                             | Quanta Computer Inc                                                                                                              | CUSIP: 000000000<br>LEI: 529900DE8BIV3XOXIK04 | Long             | EC               | CORP              | TW        |       25760 | NS      | $193526.81    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of South Africa                                        | Republic of South Africa Government Bond                                                                                         | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     4540000 | PA      | $218871.97    | 0.04%             | 2035-02-28      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| WAND NEWCO 3 INC                                                | Wand NewCo 3 Inc 2025 Repriced Term Loan B                                                                                       | CUSIP: 93369PAM6<br>LEI: 549300Y3VZEWMSQW8494 | Long             | LON              | CORP              | US        |      385991 | PA      | $380243.43    | 0.07%             | 2031-01-30      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                        | Angel Oak Mortgage Trust 2021-3                                                                                                  | CUSIP: 03465EAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      275000 | PA      | $200117.34    | 0.04%             | 2066-05-25      | Variable      | 2.48%                 | No            |                  2 | On Loan: No      |
| WINDSOR HOLDINGS III LLC                                        | Windsor Holdings III LLC 2025 USD Term Loan B                                                                                    | CUSIP: 97360BAH8<br>LEI: 254900IXUJZ9H146T437 | Long             | LON              | CORP              | US        |      496256 | PA      | $488688.34    | 0.09%             | 2030-08-01      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                | Freddie Mac Multifamily Structured Pass Through Certificates                                                                     | CUSIP: 3137HAMB9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2800000 | PA      | $2800952.28   | 0.51%             | 2033-07-25      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                                           | TransCanada PipeLines Ltd                                                                                                        | CUSIP: 89352HBG3<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |      164000 | PA      | $160824.84    | 0.03%             | 2065-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| AS Mileage Plan IP Limited                                      | AS Mileage Plan IP Limited Term Loan B                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | KY        |      194025 | PA      | $192934.58    | 0.04%             | 2031-10-15      | Floating      | 6.27%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                     | PURCHASED RON / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | RO        |           1 | NC      | $1329.69      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TEXAS Commercial Mortgage Trust                                 | TEXAS Commercial Mortgage Trust 2025-TWR                                                                                         | CUSIP: 88231WAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      675000 | PA      | $670201.76    | 0.12%             | 2042-04-15      | Floating      | 7.41%                 | No            |                  2 | On Loan: No      |
| Admiral Group PLC                                               | Admiral Group PLC                                                                                                                | CUSIP: 000000000<br>LEI: 213800FGVM7Z9EJB2685 | Long             | EC               | CORP              | GB        |       14594 | NS      | $634729.04    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Affirm Inc                                                      | Affirm Asset Securitization Trust 2024-B                                                                                         | CUSIP: 00835AAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1700000 | PA      | $1657104.75   | 0.30%             | 2029-09-15      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| Brown Group Holding LLC                                         | Brown Group Holding LLC 2022 Incremental Term Loan B2                                                                            | CUSIP: 11565HAD8<br>LEI: 25490094PF4HHK9QS109 | Long             | LON              | CORP              | US        |      497500 | PA      | $491957.85    | 0.09%             | 2031-07-01      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                          | PURCHASED USD / SOLD PHP                                                                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-2166.30     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Stockland                                                       | Stockland                                                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               |  | AU        |      167465 | NS      | $588511.46    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust                   | JP Morgan Chase Commercial Mortgage Securities Trust 2013-C16                                                                    | CUSIP: 46641BAP8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      256056 | PA      | $241307.60    | 0.04%             | 2046-12-15      | Variable      | 5.05%                 | No            |                  2 | On Loan: No      |
| BONOS TESORERIA PESOS                                           | Bonos de la Tesoreria de la Republica en pesos                                                                                   | CUSIP: 000000000<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |   180000000 | PA      | $188456.80    | 0.03%             | 2028-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| M&T Bank Corp                                                   | M&T Bank Corp                                                                                                                    | CUSIP: 55261F104<br>LEI: 549300WYXDDBYRASEG81 | Long             | EC               | CORP              | US        |        3717 | NS      | $630997.92    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae II Pool                                                                                                               | CUSIP: 36179XHY5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1438267 | PA      | $1385210.99   | 0.25%             | 2052-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FORVIA SE                                                       | Forvia SE                                                                                                                        | CUSIP: 000000000<br>LEI: 969500F0VMZLK2IULV85 | Long             | DBT              | CORP              | FR        |      250000 | PA      | $273911.93    | 0.05%             | 2028-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SHIFT4 PAYMENTS INC                                             | Shift4 Payments Inc                                                                                                              | CUSIP: 82452JAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      350000 | PA      | $354200.00    | 0.06%             | 2027-08-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                 | CVS Health Corp                                                                                                                  | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               | CORP              | US        |        9228 | NS      | $615599.88    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America NA                                              | PURCHASED USD / SOLD PLN                                                                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |           1 | NC      | $33.76        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Greensky Home Improvement Issuer Trust                          | GreenSky Home Improvement Issuer Trust 2025-1                                                                                    | CUSIP: 39571NAH9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      700000 | PA      | $701031.45    | 0.13%             | 2060-03-25      | Fixed         | 8.65%                 | No            |                  2 | On Loan: No      |
| DEXCOM INC                                                      | Dexcom Inc                                                                                                                       | CUSIP: 252131AM9<br>LEI: 549300YSK3QDSFR5EU59 | Long             | DBT              | CORP              | US        |      300000 | PA      | $271042.73    | 0.05%             | 2028-05-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY INC                                              | NextEra Energy Inc                                                                                                               | CUSIP: 65339F713<br>LEI: 254900RHL9MEUS5NKX63 | Long             | EP               | CORP              | US        |       41560 | NS      | $1600060.00   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Garmin Ltd                                                      | Garmin Ltd                                                                                                                       | CUSIP: 000000000<br>LEI: 2549001E0HIPIJQ0W046 | Long             | EC               | CORP              | CH        |         918 | NS      | $171546.66    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS GROUP AG                                                    | UBS Group AG                                                                                                                     | CUSIP: 902613BE7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      832000 | PA      | $930001.28    | 0.17%             | 2033-11-13      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae I Pool                                                                                                                | CUSIP: 36209E2T8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |          86 | PA      | $88.78        | 0.00%             | 2028-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Nomura International PLC                                        | Long: DDZ01SOP7 TRS USD R E DDZ01SOP7 EQUITYTRS / Short: DDZ01SOP7 TRS USD P V 12MOBFR DFZ01SOP2 EQUITYTRS                       | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | N/A              | DE               |  | GB        |      874904 | OU      | $688.56       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CREATIVE ARTISTS AGENCY LLC                                     | Creative Artists Agency LLC 2024 1st Lien Term Loan B                                                                            | CUSIP: 22526WAS7<br>LEI: 5493008FV5TCFL3KHH96 | Long             | LON              | CORP              | US        |      248748 | PA      | $247238.53    | 0.05%             | 2031-10-01      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                     | PURCHASED SGD / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | SG        |           1 | NC      | $79.69        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SCSK Corp                                                       | SCSK Corp                                                                                                                        | CUSIP: 000000000<br>LEI: 529900SNGFXMSUBB7864 | Long             | EC               | CORP              | JP        |        9005 | NS      | $235529.59    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Cushman & Wakefield U.S. Borrower, LLC                          | Cushman & Wakefield US Borrower LLC 2024 Tranche 2 Incremental Term Loan                                                         | CUSIP: 23340DAU6<br>LEI: 549300870CMN3WI5IF97 | Long             | LON              | CORP              | US        |      243734 | PA      | $243532.04    | 0.04%             | 2030-01-31      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co/The                                                | Coca-Cola Co/The                                                                                                                 | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |       11709 | NS      | $849487.95    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| ABG Intermediate Holdings 2 LLC                                 | ABG Intermediate Holdings 2 LLC 2024 1st Lien Term Loan B                                                                        | CUSIP: 00076VBL3<br>LEI: 54930020NXD0RJB64985 | Long             | LON              | CORP              | US        |      992551 | PA      | $972332.31    | 0.18%             | 2028-12-21      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| PEGASUS BIDCO BV                                                | Pegasus BidCo BV 2024 Term Loan B                                                                                                | CUSIP: 000000000<br>LEI: 254900U303DPAFR7MA71 | Long             | LON              | CORP              | NL        |      496250 | PA      | $493768.75    | 0.09%             | 2029-07-12      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE HOLD                                           | Freedom Mortgage Holdings LLC                                                                                                    | CUSIP: 35641AAC2<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |      315000 | PA      | $308079.45    | 0.06%             | 2032-04-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| ARES MANAGEMENT CORP                                            | Ares Management Corp                                                                                                             | CUSIP: 03990B309<br>LEI: 529900JUV61FH7B8VW38 | Long             | EP               | CORP              | US        |        8500 | NS      | $419645.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Asia Vital Components Co Ltd                                    | Asia Vital Components Co Ltd                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |       12870 | NS      | $188967.09    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Golden State Tobacco Securitization Corp                        | GOLDEN ST TOBACCO SECURITIZATION CORP CA TOBACCO SETTLEMENT                                                                      | CUSIP: 38122NB76<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |       30000 | PA      | $26121.78     | 0.00%             | 2046-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MongoDB Inc                                                     | MongoDB Inc                                                                                                                      | CUSIP: 60937P106<br>LEI: 549300TPTG69WKWE1Z37 | Long             | EC               | CORP              | US        |         218 | NS      | $37533.06     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ares Management Corp                                            | Ares Management Corp                                                                                                             | CUSIP: 03990B101<br>LEI: 529900JUV61FH7B8VW38 | Long             | EC               | CORP              | US        |        4258 | NS      | $649472.74    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                               | EURO-BUXL 30Y BND JUN25                                                                                                          | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |         -11 | NC      | $-54793.16    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Dcert Buyer Inc                                                 | DCert Buyer Inc 2019 Term Loan B                                                                                                 | CUSIP: 24022KAB5<br>LEI: 549300EF826JEEUCHZ67 | Long             | LON              | CORP              | US        |      198433 | PA      | $191543.82    | 0.03%             | 2026-10-16      | Floating      | 8.32%                 | No            |                  2 | On Loan: No      |
| REWORLD HOLDING CORP                                            | Reworld Holding Corp                                                                                                             | CUSIP: 22303XAA3<br>LEI: 40XIFLS8XDQGGHGPGC04 | Long             | DBT              | CORP              | US        |      205000 | PA      | $191547.51    | 0.03%             | 2029-12-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Sanlam Ltd                                                      | Sanlam Ltd                                                                                                                       | CUSIP: 000000000<br>LEI: 37890014418406D9FC23 | Long             | EC               | CORP              | ZA        |      120789 | NS      | $549957.71    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Castlelake Aircraft Securitization Trust                        | Castlelake Aircraft Structured Trust 2019-1                                                                                      | CUSIP: 14855MAA6<br>LEI: 549300MHTIBONNXM3R82 | Long             | ABS-O            | CORP              | US        |      105458 | PA      | $99187.79     | 0.02%             | 2039-04-15      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| BILL HOLDINGS INC                                               | BILL Holdings Inc                                                                                                                | CUSIP: 090043AE0<br>LEI: 549300IBF9VZZIGOZW63 | Long             | DBT              | CORP              | US        |      505000 | PA      | $428240.00    | 0.08%             | 2030-04-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Stanley Black & Decker Inc                                      | Stanley Black & Decker Inc                                                                                                       | CUSIP: 854502101<br>LEI: 549300DJ09SMTO561131 | Long             | EC               | CORP              | US        |        3660 | NS      | $219673.20    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Nomura International PLC                                        | Long: DDZ01SOU6 TRS USD R V 12MOBFR DFZ01SOU1 EQUITYTRS / Short: DDZ01SOU6 TRS USD P E DDZ01SOU6 EQUITYTRS                       | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | N/A              | DE               |  | GB        |      861850 | OU      | $18825.68     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings Inc                             | Clydesdale Acquisition Holdings Inc Term Loan B                                                                                  | CUSIP: 18972FAC6<br>LEI: 254900QKSDYFR3K5YD98 | Long             | LON              | CORP              | US        |      497959 | PA      | $494164.73    | 0.09%             | 2029-04-13      | Floating      | 7.50%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                                  | Air Lease Corp                                                                                                                   | CUSIP: 00912XBK9<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |      121000 | PA      | $111562.22    | 0.02%             | 2026-12-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                | Fannie Mae Connecticut Avenue Securities                                                                                         | CUSIP: 20754BAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1045000 | PA      | $1116843.75   | 0.20%             | 2042-01-25      | Floating      | 12.00%                | No            |                  2 | On Loan: No      |
| PACCAR Inc                                                      | PACCAR Inc                                                                                                                       | CUSIP: 693718108<br>LEI: KDTEY8BWE486IKZ3CC07 | Long             | EC               | CORP              | US        |       12872 | NS      | $1161183.12   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Exxon Mobil Corp                                                | Exxon Mobil Corp                                                                                                                 | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |       19518 | NS      | $2061686.34   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| HIGHTOWER HOLDINGS LLC                                          | HighTower Holdings LLC 2025 Term Loan B                                                                                          | CUSIP: 43117LAN3<br>LEI: 254900MKOSB7RTMA9K12 | Long             | LON              | CORP              | US        |      298500 | PA      | $293276.25    | 0.05%             | 2032-02-03      | Floating      | 7.29%                 | No            |                  2 | On Loan: No      |
| VERISURE HOLDING AB                                             | Verisure Holding AB                                                                                                              | CUSIP: 000000000<br>LEI: 549300VQQCWGISM3N408 | Long             | DBT              | CORP              | SE        |      100000 | PA      | $111863.32    | 0.02%             | 2027-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae I Pool                                                                                                                | CUSIP: 36209NAE2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        2860 | PA      | $2961.57      | 0.00%             | 2028-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| JetBlue Airways Corporation                                     | JetBlue Airways Corporation 2024 Term Loan B                                                                                     | CUSIP: 000000000<br>LEI: 54930070J9H97ZO93T57 | Long             | LON              | CORP              | US        |      323375 | PA      | $291037.50    | 0.05%             | 2029-08-27      | Floating      | 9.05%                 | No            |                  2 | On Loan: No      |
| Franklin Resources Inc                                          | Franklin Resources Inc                                                                                                           | CUSIP: 354613101<br>LEI: RIFQSET379FOGTEFKS80 | Long             | EC               | CORP              | US        |       52831 | NS      | $991109.56    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Nestle SA                                                       | Nestle SA                                                                                                                        | CUSIP: 000000000<br>LEI: KY37LUS27QQX7BB93L28 | Long             | EC               | CORP              | CH        |        2782 | NS      | $296108.80    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| E W SCRIPPS COMPANY THE                                         | E W SCRIPPS COMPANY THE 2025 TERM LOAN B2                                                                                        | CUSIP: 26928BAQ2<br>LEI: 549300U1OW41QPKYW028 | Long             | LON              | CORP              | US        |       83991 | PA      | $76090.63     | 0.01%             | 2028-06-30      | Floating      | 10.16%                | No            |                  2 | On Loan: No      |
| TransDigm Inc                                                   | TransDigm Inc 2023 Term Loan J                                                                                                   | CUSIP: 89364MCA0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |      545875 | PA      | $540028.68    | 0.10%             | 2031-02-28      | Floating      | 6.80%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                          | U.S. Treasury Inflation-Indexed Bonds                                                                                            | CUSIP: 912810RR1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      673225 | PA      | $512694.11    | 0.09%             | 2046-02-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| RAIZEN FUELS FINANCE                                            | Raizen Fuels Finance SA                                                                                                          | CUSIP: 75102XAE6<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |      590000 | PA      | $577291.89    | 0.11%             | 2037-02-25      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC                                     | Hertz Vehicle Financing III LLC                                                                                                  | CUSIP: 42806MCW7<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |      530000 | PA      | $518830.67    | 0.09%             | 2029-09-25      | Fixed         | 7.98%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae II Pool                                                                                                               | CUSIP: 36202CY64<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |          35 | PA      | $35.48        | 0.00%             | 2028-01-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                          | U.S. Treasury Bonds                                                                                                              | CUSIP: 912810SD1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1981400 | PA      | $1480322.53   | 0.27%             | 2048-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                   | Boeing Co/The                                                                                                                    | CUSIP: 097023204<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EP               | CORP              | US        |       10098 | NS      | $619815.24    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank Mandiri Persero Tbk PT                                     | Bank Mandiri Persero Tbk PT                                                                                                      | CUSIP: 000000000<br>LEI: 549300RSKQN4Z5ZSGH94 | Long             | EC               | CORP              | ID        |      353683 | NS      | $104445.21    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                        | Angel Oak Mortgage Trust 2019-6                                                                                                  | CUSIP: 03464VAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       14350 | PA      | $14058.41     | 0.00%             | 2059-11-25      | Variable      | 2.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac Pool                                                                                                                 | CUSIP: 3132DWJR5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      152387 | PA      | $152236.56    | 0.03%             | 2053-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                     | PURCHASED PHP / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | PH        |           1 | NC      | $6740.58      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae I Pool                                                                                                                | CUSIP: 36207KRY8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        1887 | PA      | $1974.69      | 0.00%             | 2029-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                       | Uniform Mortgage-Backed Security, TBA                                                                                            | CUSIP: 01F042657<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1300000 | PA      | $1243125.40   | 0.23%             | 2055-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MIZUHO MARKETS CAYMAN                                           | Mizuho Markets Cayman LP                                                                                                         | CUSIP: 60701E238<br>LEI: 549300KHUXLS6Q30KT26 | N/A              | DE               |  | KY        |       12941 | NS      | $1600116.06   | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae                                                                                                                       | CUSIP: 21H060655<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1105000 | PA      | $1117560.74   | 0.20%             | 2054-05-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bonds                           | Panama Government International Bonds                                                                                            | CUSIP: 698299AW4<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |      950000 | PA      | $915210.77    | 0.17%             | 2036-01-26      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae                                                                                                                       | CUSIP: 21H052652<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     2080000 | PA      | $2078886.80   | 0.38%             | 2054-05-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BCPE ULYSSES INTERMEDIAT                                        | BCPE Ulysses Intermediate Inc                                                                                                    | CUSIP: 05553LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      165000 | PA      | $160076.17    | 0.03%             | 2027-04-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                             | Intesa Sanpaolo SpA                                                                                                              | CUSIP: 46115HBD8<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |      435000 | PA      | $425339.96    | 0.08%             | 2028-01-12      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                             | Exeter Automobile Receivables Trust 2025-1                                                                                       | CUSIP: 30167MAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      440000 | PA      | $440714.52    | 0.08%             | 2028-08-15      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| Boca Commercial Mortgage Trust                                  | BOCA Commercial Mortgage Trust 2024-BOCA                                                                                         | CUSIP: 096817AJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      520000 | PA      | $508413.98    | 0.09%             | 2041-08-15      | Floating      | 8.76%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                            | Glencore Funding LLC                                                                                                             | CUSIP: 378272CB2<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |       20000 | PA      | $19379.30     | 0.00%             | 2055-04-01      | Fixed         | 6.14%                 | No            |                  2 | On Loan: No      |
| Trend Micro Inc/Japan                                           | Trend Micro Inc/Japan                                                                                                            | CUSIP: 000000000<br>LEI: 3538005O5UJ5RNAGVE16 | Long             | EC               | CORP              | JP        |        1784 | NS      | $128003.06    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Marvell Technology Inc                                          | Marvell Technology Inc                                                                                                           | CUSIP: 573874104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        3233 | NS      | $188710.21    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST STUDENT BIDCO INC                                         | First Student Bidco Inc 2024 Term Loan C                                                                                         | CUSIP: 33718FAM2<br>LEI: 2549006DRO2F06AA1391 | Long             | LON              | CORP              | US        |      140235 | PA      | $139467.87    | 0.03%             | 2028-07-21      | Floating      | 6.80%                 | No            |                  2 | On Loan: No      |
| MIDCAP FINANCIAL ISSR TR                                        | Midcap Financial Issuer Trust                                                                                                    | CUSIP: 59567LAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      363000 | PA      | $346530.40    | 0.06%             | 2028-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| INDIA GOVERNMENT BOND                                           | India Government Bond                                                                                                            | CUSIP: 000000000<br>LEI: 335800IV7VCDQGIOI391 | Long             | DBT              | NUSS              | IN        |     6920000 | PA      | $81605.02     | 0.01%             | 2031-07-12      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Krungthai Card PCL                                              | Krungthai Card PCL                                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TH        |      813815 | NS      | $1135012.49   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| AthenaHealth Group Inc                                          | Athenahealth Group Inc 2022 Term Loan B                                                                                          | CUSIP: 04686RAB9<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | LON              | CORP              | US        |      572066 | PA      | $566437.20    | 0.10%             | 2029-02-15      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                          | U.S. Treasury Bonds                                                                                                              | CUSIP: 912810TR9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1394900 | PA      | $1154443.22   | 0.21%             | 2053-05-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                                 | Long: S9D10QY69 CDS USD R F  5.00000 1 CCPCDX / Short: S9D10QY69 CDS USD P V 03MEVENT 2 CCPCDX                                   | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     7250350 | OU      | $291455.74    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                          | US 10YR NOTE (CBT)JUN25                                                                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         529 | NC      | $201671.59    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| TRUENOORD CAPITAL DAC                                           | TrueNoord Capital DAC                                                                                                            | CUSIP: 89785GAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |      380000 | PA      | $388162.45    | 0.07%             | 2030-03-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Murata Manufacturing Co Ltd                                     | Murata Manufacturing Co Ltd                                                                                                      | CUSIP: 000000000<br>LEI: 529900QZG6DL8ZRI7140 | Long             | EC               | CORP              | JP        |        9721 | NS      | $138490.80    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                          | PURCHASED EUR / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | XX        |           1 | NC      | $6636.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                                       | Towd Point Mortgage Trust 2018-1                                                                                                 | CUSIP: 89176EAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       13247 | PA      | $13053.06     | 0.00%             | 2058-01-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE CORP                                           | Freedom Mortgage Corp                                                                                                            | CUSIP: 35640YAL1<br>LEI: 549300LYRWPSYPK6S325 | Long             | DBT              | CORP              | US        |      100000 | PA      | $110027.65    | 0.02%             | 2030-10-01      | Fixed         | 12.25%                | No            |                  2 | On Loan: No      |
| ZORLU ENERJI ELEKTRIK                                           | Zorlu Enerji Elektrik Uretim AS                                                                                                  | CUSIP: 98977LAA4<br>LEI: 7890005B5CSNL39OYO75 | Long             | DBT              | CORP              | TR        |     1400000 | PA      | $1282192.18   | 0.23%             | 2030-04-23      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae I Pool                                                                                                                | CUSIP: 36210KEF8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        2218 | PA      | $2302.31      | 0.00%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                                             | Synchrony Financial                                                                                                              | CUSIP: 87165B400<br>LEI: 549300RS7EWPM9MA6C78 | Long             | EP               | CORP              | US        |        8700 | NS      | $219501.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae I Pool                                                                                                                | CUSIP: 36208WDD2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         559 | PA      | $576.24       | 0.00%             | 2028-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Lenovo Group Ltd                                                | Lenovo Group Ltd                                                                                                                 | CUSIP: 000000000<br>LEI: 254900VUZRGD5U73RE46 | Long             | EC               | CORP              | HK        |       95750 | NS      | $110742.18    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                    | Alphabet Inc                                                                                                                     | CUSIP: 02079KAN7<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |       80000 | PA      | $79038.03     | 0.01%             | 2065-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Sage Group PLC/The                                              | Sage Group PLC/The                                                                                                               | CUSIP: 000000000<br>LEI: 2138005RN5XYLTF8G138 | Long             | EC               | CORP              | GB        |       45710 | NS      | $757809.64    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| FLYNN RESTAURANT GROUP LP                                       | Flynn Restaurant Group LP 2025 Incremental Term Loan                                                                             | CUSIP: 34410JAG6<br>LEI: 5493008VE8TQONGO3817 | Long             | LON              | CORP              | US        |      170000 | PA      | $165750.00    | 0.03%             | 2032-01-28      | Floating      | 8.07%                 | No            |                  2 | On Loan: No      |
| Nomura International PLC                                        | Long: DDZ01SOR3 TRS USD R E DDZ01SOR3 EQUITYTRS / Short: DDZ01SOR3 TRS USD P V 12MOBFR DFZ01SOR8 EQUITYTRS                       | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | N/A              | DE               |  | GB        |      822159 | OU      | $32510.64     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BANCA TRANSILVANIA                                              | Banca Transilvania SA                                                                                                            | CUSIP: 000000000<br>LEI: 549300RG3H390KEL8896 | Long             | DBT              | CORP              | RO        |      610000 | PA      | $735707.56    | 0.13%             | 2028-12-07      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| SILKNET JSC                                                     | Silknet JSC                                                                                                                      | CUSIP: 000000000<br>LEI: 635400QGWS2BG73SGG55 | Long             | DBT              | CORP              | GE        |      250000 | PA      | $251972.43    | 0.05%             | 2027-01-31      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                        | AT&T Inc                                                                                                                         | CUSIP: 00206RBH4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |       90000 | PA      | $75069.89     | 0.01%             | 2042-12-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| TITULOS DE TESORERIA                                            | Colombian TES                                                                                                                    | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |  1734700000 | PA      | $262370.98    | 0.05%             | 2036-07-09      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| SFS Auto Receivables Securitization Trust                       | SFS Auto Receivables Securitization Trust 2023-1                                                                                 | CUSIP: 78398AAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        3412 | PA      | $3413.70      | 0.00%             | 2027-03-22      | Fixed         | 5.89%                 | No            |                  2 | On Loan: No      |
| TECTA AMERICA CORP                                              | Tecta America Corp 2025 Term Loan B                                                                                              | CUSIP: 000000000<br>LEI: 54930083ULRH07WCC129 | Long             | LON              | CORP              | US        |      170000 | PA      | $168051.80    | 0.03%             | 2032-02-18      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                                     | Southern Co/The                                                                                                                  | CUSIP: 842587800<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EP               | CORP              | US        |        3899 | NS      | $78174.95     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Argentina Republic Government International Bonds               | Argentina Republic Government International Bonds                                                                                | CUSIP: 040114HT0<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |      420000 | PA      | $280091.20    | 0.05%             | 2035-07-09      | Variable      | 4.13%                 | No            |                  2 | On Loan: No      |
| Ratch Group PCL                                                 | Ratch Group PCL                                                                                                                  | CUSIP: 000000000<br>LEI: 2138004IGHN9UQGDSH20 | Long             | EC               | CORP              | TH        |      563088 | NS      | $441840.19    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| ACRISURE LLC / FIN INC                                          | Acrisure LLC / Acrisure Finance Inc                                                                                              | CUSIP: 00489LAM5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      930000 | PA      | $960623.04    | 0.18%             | 2029-06-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| UKG Inc                                                         | UKG Inc 2024 Term Loan B                                                                                                         | CUSIP: 89841EAB1<br>LEI: 529900FKHWSTQ1GXK240 | Long             | LON              | CORP              | US        |      496250 | PA      | $494289.81    | 0.09%             | 2031-02-10      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                | Societe Generale SA                                                                                                              | CUSIP: 83371E262<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | FR        |       11016 | NS      | $2171275.52   | 0.40%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                             | JPMorgan Chase & Co                                                                                                              | CUSIP: 46647PEV4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |       25000 | PA      | $25530.66     | 0.00%             | 2031-01-24      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| ALEXANDRITE MONNET UK                                           | Alexandrite Monnet UK Holdco PLC                                                                                                 | CUSIP: 000000000<br>LEI: 254900UEO4639PJFQ079 | Long             | DBT              |  | GB        |     1850000 | PA      | $2300058.96   | 0.42%             | 2029-05-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| United States Treasury                                          | U.S. Treasury Inflation-Indexed Bonds                                                                                            | CUSIP: 912810QV3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     3593311 | PA      | $2806383.97   | 0.51%             | 2042-02-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| ACADIA HEALTHCARE CO INC                                        | Acadia Healthcare Co Inc                                                                                                         | CUSIP: 00404AAQ2<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |      520000 | PA      | $519547.86    | 0.09%             | 2033-03-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND                                         | Romania Government Bond                                                                                                          | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      515000 | PA      | $107645.70    | 0.02%             | 2029-02-12      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Bridgecrest Lending Auto Securitization Trust                   | Bridgecrest Lending Auto Securitization Trust 2024-4                                                                             | CUSIP: 10806EAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1195000 | PA      | $1197104.75   | 0.22%             | 2028-09-15      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| HAT HOLDINGS I LLC/HAT                                          | HAT Holdings I LLC / HAT Holdings II LLC                                                                                         | CUSIP: 418751AJ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      175000 | PA      | $196175.00    | 0.04%             | 2028-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                             | JPMorgan Chase & Co                                                                                                              | CUSIP: 46647PEP7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |       70000 | PA      | $70197.85     | 0.01%             | 2028-10-22      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| BPR Trust                                                       | BPR Trust 2024-PMDW                                                                                                              | CUSIP: 05592VAL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      200000 | PA      | $181541.02    | 0.03%             | 2041-11-05      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| VISTAJET MALTA/VM HOLDS                                         | VistaJet Malta Finance PLC / Vista Management Holding Inc                                                                        | CUSIP: 92840JAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |      100000 | PA      | $86336.57     | 0.02%             | 2030-02-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| IMMUNOCORE HOLDINGS                                             | Immunocore Holdings PLC                                                                                                          | CUSIP: 45258DAB1<br>LEI: 213800IUE3DFS84BVN18 | Long             | DBT              | CORP              | GB        |      375000 | PA      | $318955.92    | 0.06%             | 2030-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PHILIPPINE GOVERNMENT                                           | Philippine Government Bond                                                                                                       | CUSIP: 000000000<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    16950000 | PA      | $306713.23    | 0.06%             | 2028-03-22      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae I Pool                                                                                                                | CUSIP: 36291KYX9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        1150 | PA      | $1196.32      | 0.00%             | 2034-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                               | HSBC Holdings PLC                                                                                                                | CUSIP: 404280EC9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      340000 | PA      | $373704.31    | 0.07%             | 2034-11-13      | Fixed         | 7.40%                 | No            |                  2 | On Loan: No      |
| HIH Trust                                                       | HIH Trust 2024-61P                                                                                                               | CUSIP: 40444VAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      685000 | PA      | $673012.50    | 0.12%             | 2041-10-15      | Floating      | 8.51%                 | No            |                  2 | On Loan: No      |
| VENGA FINANCE SARL                                              | Venga Finance Sarl 2025 USD Term Loan B                                                                                          | CUSIP: 000000000<br>LEI: 9845005B0E54C498F641 | Long             | LON              | CORP              | LU        |      248103 | PA      | $246785.24    | 0.04%             | 2029-06-28      | Floating      | 8.32%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                   | Citigroup Inc                                                                                                                    | CUSIP: 172967PC9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      161000 | PA      | $163002.84    | 0.03%             | 2028-05-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                        | AT&T Inc                                                                                                                         | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |        9824 | NS      | $272124.80    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ARETEC GROUP INC                                                | Aretec Group Inc 2024 Term Loan B                                                                                                | CUSIP: 04009DAG9<br>LEI: 549300NV2T8A33L0PQ58 | Long             | LON              | CORP              | US        |           0 | PA      | $0.00         | 0.00%             | 2030-08-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                             | Freddie Mac STACR REMIC Trust 2021-DNA7                                                                                          | CUSIP: 35564KNE5<br>LEI: 5493000ISOMSKCX2AW62 | Long             | ABS-MBS          | USGSE             | US        |     1375000 | PA      | $1462656.25   | 0.27%             | 2041-11-25      | Floating      | 12.15%                | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                | Fannie Mae Connecticut Avenue Securities                                                                                         | CUSIP: 20754RAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1400000 | PA      | $1454250.00   | 0.26%             | 2041-10-25      | Floating      | 10.35%                | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                    | Broadcom Inc                                                                                                                     | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |         925 | NS      | $178034.75    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae I Pool                                                                                                                | CUSIP: 36208VP58<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        1105 | PA      | $1117.31      | 0.00%             | 2028-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BARNES GROUP INC                                                | Barnes Group Inc 2025 Term Loan B                                                                                                | CUSIP: 38021CAC2<br>LEI: G1MSYD2DQZX30V5DMX12 | Long             | LON              | CORP              | US        |      130000 | PA      | $127779.60    | 0.02%             | 2032-01-27      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                       | Amgen Inc                                                                                                                        | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               | CORP              | US        |         935 | NS      | $272010.20    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| MELCO RESORTS FINANCE                                           | Melco Resorts Finance Ltd                                                                                                        | CUSIP: 000000000<br>LEI: 5493000FQDBWKDBZEF60 | Long             | DBT              | CORP              | KY        |      420000 | PA      | $396119.82    | 0.07%             | 2028-07-21      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| TERMOCANDELARIA POWER                                           | Termocandelaria Power SA                                                                                                         | CUSIP: 88087AAA6<br>LEI: 549300YDORW43JL6G659 | Long             | DBT              | CORP              | ES        |      675000 | PA      | $671753.25    | 0.12%             | 2031-09-17      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                   | PURCHASED USD / SOLD EUR                                                                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $429.64       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                  | Morgan Stanley                                                                                                                   | CUSIP: 61762V861<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EP               | CORP              | US        |        2738 | NS      | $46929.32     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP PARIBAS                                                     | BNP Paribas SA                                                                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $188992.90    | 0.03%             | 2027-01-12      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Corp                                               | Toyota Motor Corp                                                                                                                | CUSIP: 000000000<br>LEI: 5493006W3QUS5LMH6R84 | Long             | EC               | CORP              | JP        |       44301 | NS      | $846123.04    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| INTEGER HOLDINGS CORP                                           | Integer Holdings Corp                                                                                                            | CUSIP: 45826HAC3<br>LEI: 549300SUD2ED5XG6X569 | Long             | DBT              | CORP              | US        |      100000 | PA      | $105600.00    | 0.02%             | 2030-03-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Lewey Park CLO Ltd                                              | Lewey Park CLO Ltd                                                                                                               | CUSIP: 527582AC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      835000 | PA      | $683733.07    | 0.12%             | 2037-10-21      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION                                          | Clydesdale Acquisition Holdings Inc                                                                                              | CUSIP: 18972EAD7<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |      225000 | PA      | $230063.02    | 0.04%             | 2032-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| NCR ATLEOS LLC                                                  | NCR Atleos LLC 2024 Term Loan B                                                                                                  | CUSIP: 63001PAF8<br>LEI: 9845005FC3S0VA714741 | Long             | LON              | CORP              | US        |      107419 | PA      | $107418.59    | 0.02%             | 2029-04-16      | Floating      | 8.03%                 | No            |                  2 | On Loan: No      |
| DC Commercial Mortgage Trust                                    | DC Trust 2024-HLTN                                                                                                               | CUSIP: 24022FAL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      520000 | PA      | $523635.53    | 0.10%             | 2040-04-13      | Variable      | 8.78%                 | No            |                  2 | On Loan: No      |
| OFFICE CHERIFIEN DES PHO                                        | OCP SA                                                                                                                           | CUSIP: 67091TAJ4<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |      400000 | PA      | $395832.94    | 0.07%             | 2036-03-01      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| LBM ACQUISITION LLC                                             | LBM Acquisition LLC 2024 Incremental Term Loan B                                                                                 | CUSIP: 50179JAH1<br>LEI: 549300FAEB3VWZL4NI86 | Long             | LON              | CORP              | US        |      496250 | PA      | $468648.58    | 0.09%             | 2031-06-06      | Floating      | 8.18%                 | No            |                  2 | On Loan: No      |
| FEDERAL REALTY OP LP                                            | Federal Realty OP LP                                                                                                             | CUSIP: 313747BD8<br>LEI: 549300LI6XZ51GOCJ427 | Long             | DBT              |  | US        |      505000 | PA      | $502980.00    | 0.09%             | 2029-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                     | S+P500 EMINI FUT JUN25                                                                                                           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |          26 | NC      | $166042.37    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| VEDANTA RESOURCES                                               | Vedanta Resources Finance II PLC                                                                                                 | CUSIP: 92243XAK7<br>LEI: 8945002DGA3BBXO3N634 | Long             | DBT              | CORP              | GB        |      735000 | PA      | $724125.51    | 0.13%             | 2031-12-03      | Fixed         | 11.25%                | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                                             | PURCHASED USD / SOLD GBP                                                                                                         | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | US        |           1 | NC      | $-41722.58    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| US Bancorp                                                      | US Bancorp                                                                                                                       | CUSIP: 902973304<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EC               | CORP              | US        |       24466 | NS      | $986958.44    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| INTESA SANPAOLO SPA                                             | Intesa Sanpaolo SpA                                                                                                              | CUSIP: 46115HBQ9<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |      310000 | PA      | $277239.43    | 0.05%             | 2032-06-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Swisscom AG                                                     | Swisscom AG                                                                                                                      | CUSIP: 000000000<br>LEI: 5493005SL9HHOXS3B739 | Long             | EC               | CORP              | CH        |         343 | NS      | $228740.90    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| The Campbell's Company                                          | The Campbell's Company                                                                                                           | CUSIP: 134429109<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | EC               | CORP              | US        |       20527 | NS      | $748414.42    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Telekom AG                                             | Deutsche Telekom AG                                                                                                              | CUSIP: 000000000<br>LEI: 549300V9QSIG4WX4GJ96 | Long             | EC               | CORP              | DE        |       29743 | NS      | $1068295.22   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| New Economy Assets Phase 1 Issuer LLC                           | New Economy Assets - Phase 1 Sponsor LLC                                                                                         | CUSIP: 643821AA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      250000 | PA      | $234757.08    | 0.04%             | 2061-10-20      | Fixed         | 1.91%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Government National Mortgage Association                                                                                         | CUSIP: 38383DY69<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      488143 | PA      | $434703.52    | 0.08%             | 2049-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                              | Home Depot Inc/The                                                                                                               | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |        1545 | NS      | $556957.05    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| IRB Holding Corp                                                | IRB Holding Corp 2024 1st Lien Term Loan B                                                                                       | CUSIP: 44988LAL1<br>LEI: 549300HVW4WNWYBXN830 | Long             | LON              | CORP              | US        |      597000 | PA      | $592009.08    | 0.11%             | 2027-12-15      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| ALNYLAM PHARMACEUTICALS                                         | Alnylam Pharmaceuticals Inc                                                                                                      | CUSIP: 02043QAB3<br>LEI: 529900S3ZI14OWRJII50 | Long             | DBT              | CORP              | US        |      450000 | PA      | $515908.54    | 0.09%             | 2027-09-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| HUDSON PACIFIC PROPERTIE                                        | Hudson Pacific Properties LP                                                                                                     | CUSIP: 44409MAB2<br>LEI: 5493007NTUGLGZ8T3526 | Long             | DBT              |  | US        |     1150000 | PA      | $823476.75    | 0.15%             | 2029-04-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Century De Buyer LLC                                            | Century De Buyer LLC 2024 Term Loan B                                                                                            | CUSIP: 15651FAD8<br>LEI: 254900PQRPPYRTQIDX74 | Long             | LON              | CORP              | US        |      273625 | PA      | $272087.23    | 0.05%             | 2030-10-30      | Floating      | 7.78%                 | No            |                  2 | On Loan: No      |
| Veolia Environnement SA                                         | Veolia Environnement SA                                                                                                          | CUSIP: 000000000<br>LEI: 969500LENY69X51OOT31 | Long             | EC               | CORP              | FR        |       30017 | NS      | $1096342.88   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                     | BNP Paribas SA                                                                                                                   | CUSIP: 05565A5R0<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $208456.60    | 0.04%             | 2028-08-14      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Flagstar Mortgage Trust                                         | Flagstar Mortgage Trust 2018-3                                                                                                   | CUSIP: 33851JAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       61331 | PA      | $57217.38     | 0.01%             | 2048-05-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| COTIVITI CORPORATION                                            | Cotiviti Corporation 2024 Term Loan                                                                                              | CUSIP: 22164MAB3<br>LEI: 254900YAQHVRTG4IFI64 | Long             | LON              | CORP              | US        |      272939 | PA      | $266798.09    | 0.05%             | 2031-05-01      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                          | PURCHASED EUR / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | XX        |           1 | NC      | $31561.15     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                                          | U.S. Treasury Inflation-Indexed Notes                                                                                            | CUSIP: 91282CLE9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     4244890 | PA      | $4249400.76   | 0.77%             | 2034-07-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Atlas Arteria Ltd                                               | Atlas Arteria Ltd                                                                                                                | CUSIP: 000000000<br>LEI: 254900SGF4ZQDBH2YC59 | Long             | EC               | CORP              | AU        |       77287 | NS      | $256002.06    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Coal India Ltd                                                  | Coal India Ltd                                                                                                                   | CUSIP: 000000000<br>LEI: 335800NLJQZNHM9LBB31 | Long             | EC               | CORP              | IN        |       92356 | NS      | $420799.83    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Rio Tinto PLC                                                   | Rio Tinto PLC                                                                                                                    | CUSIP: 000000000<br>LEI: 213800YOEO5OQ72G2R82 | Long             | EC               | CORP              | GB        |       15824 | NS      | $942943.32    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| LUMENTUM HOLDINGS INC                                           | Lumentum Holdings Inc                                                                                                            | CUSIP: 55024UAH2<br>LEI: 549300JLWRRC38DWEF52 | Long             | DBT              | CORP              | US        |      255000 | PA      | $290066.00    | 0.05%             | 2029-12-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Bouygues SA                                                     | Bouygues SA                                                                                                                      | CUSIP: 000000000<br>LEI: 969500MOCLNQFNZN0D63 | Long             | EC               | CORP              | FR        |       23359 | NS      | $1026751.90   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Honda Motor Co Ltd                                              | Honda Motor Co Ltd                                                                                                               | CUSIP: 000000000<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | EC               | CORP              | JP        |       50847 | NS      | $517354.99    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| CF Hippolyta Issuer LLC                                         | CF Hippolyta Issuer LLC                                                                                                          | CUSIP: 12530MAG0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       94245 | PA      | $89649.57     | 0.02%             | 2061-03-15      | Fixed         | 1.98%                 | No            |                  2 | On Loan: No      |
| Multifamily Structured Credit Risk                              | Freddie Mac Mscr Trust Mn8                                                                                                       | CUSIP: 35563RAB1<br>LEI: 529900XKEN78GROIG538 | Long             | ABS-MBS          | USGSE             | US        |      600000 | PA      | $622240.98    | 0.11%             | 2044-05-25      | Floating      | 8.60%                 | No            |                  2 | On Loan: No      |
| Conagra Brands Inc                                              | Conagra Brands Inc                                                                                                               | CUSIP: 205887102<br>LEI: 54930035UDEIH090K650 | Long             | EC               | CORP              | US        |       27420 | NS      | $677548.20    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| FARM CREDIT BK OF TEXAS                                         | Farm Credit Bank of Texas                                                                                                        | CUSIP: 30767EAE9<br>LEI: V1EBJIOLRNYDHDF63Z33 | Long             | DBT              | USGA              | US        |      324000 | PA      | $335722.97    | 0.06%             | 2029-06-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| NOTA DO TESOURO NACIONAL                                        | Brazil Notas do Tesouro Nacional Serie F                                                                                         | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     3644000 | PA      | $607472.85    | 0.11%             | 2027-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                                         | Mexican Bonos                                                                                                                    | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     4253800 | PA      | $204786.72    | 0.04%             | 2031-05-29      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| TEAMSYSTEM SPA                                                  | TeamSystem SpA                                                                                                                   | CUSIP: 000000000<br>LEI: 81560062081DF3AB7A90 | Long             | DBT              | CORP              | IT        |      200000 | PA      | $225881.33    | 0.04%             | 2031-07-31      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| MUTHOOT FINANCE LTD                                             | Muthoot Finance Ltd                                                                                                              | CUSIP: 62828M2D2<br>LEI: 335800HAMJMBFL4RRF02 | Long             | DBT              | CORP              | IN        |      600000 | PA      | $580347.14    | 0.11%             | 2029-04-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CPPIB CAPITAL INC                                               | CPPIB Capital Inc Term Loan B                                                                                                    | CUSIP: 12673CAB0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      194025 | PA      | $192488.49    | 0.04%             | 2031-08-20      | Floating      | 7.05%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                           | Athene Global Funding                                                                                                            | CUSIP: 04685A3X7<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |      122000 | PA      | $124186.41    | 0.02%             | 2027-07-09      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Transcanada Trust                                               | Transcanada Trust                                                                                                                | CUSIP: 89356BAB4<br>LEI: 549300Y0MFCAXLBWUV51 | Long             | DBT              | CORP              | CA        |      111000 | PA      | $109383.00    | 0.02%             | 2076-08-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                    | Enbridge Inc                                                                                                                     | CUSIP: 29250NBC8<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |      382000 | PA      | $366121.18    | 0.07%             | 2080-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                | PURCHASED USD / SOLD EUR                                                                                                         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $-462632.37   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                          | PURCHASED EUR / SOLD GBP                                                                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | XX        |           1 | NC      | $-6837.02     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority                           | MET TRANSPRTN AUTH NY REVENUE                                                                                                    | CUSIP: 59261A2P1<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |        5000 | PA      | $4375.84      | 0.00%             | 2049-11-15      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| CINEMARK USA INC                                                | Cinemark USA Inc 2024 Term Loan B                                                                                                | CUSIP: 172442AU9<br>LEI: 54930008H2137JSCPQ09 | Long             | LON              | CORP              | US        |      397003 | PA      | $395680.49    | 0.07%             | 2030-05-24      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| MINERVA LUXEMBOURG SA                                           | Minerva Luxembourg SA                                                                                                            | CUSIP: 000000000<br>LEI: 222100NM3G3RCPGZ2Z17 | Long             | DBT              | CORP              | LU        |      340000 | PA      | $362670.52    | 0.07%             | 2033-09-13      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| PG&E CORP                                                       | PG&E Corp                                                                                                                        | CUSIP: 69331C306<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EP               | CORP              | US        |        3500 | NS      | $152215.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BYD Electronic International Co Ltd                             | BYD Electronic International Co Ltd                                                                                              | CUSIP: 000000000<br>LEI: 5299001O3LAFGRPZ3Y63 | Long             | EC               | CORP              | HK        |       28760 | NS      | $119366.15    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                          | US ULTRA BOND CBT JUN25                                                                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |          26 | NC      | $-5733.42     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Ford Motor Co                                                   | Ford Motor Co                                                                                                                    | CUSIP: 345370860<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | EC               | CORP              | US        |       13315 | NS      | $133283.15    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| LORCA TELECOM BONDCO                                            | Lorca Telecom Bondco SA                                                                                                          | CUSIP: 000000000<br>LEI: 9598004HFBAS82YM7X35 | Long             | DBT              | CORP              | ES        |      800000 | PA      | $950688.15    | 0.17%             | 2029-04-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                               | HSBC Holdings PLC                                                                                                                | CUSIP: 404280CN7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $174874.68    | 0.03%             | 2030-12-17      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                         | PURCHASED USD / SOLD EUR                                                                                                         | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |           1 | NC      | $647.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOXER PARENT COMPANY INC                                        | Boxer Parent Company Inc 2025 USD Term Loan B                                                                                    | CUSIP: 05988HAQ0<br>LEI: 549300TEWK6ENMZQLF18 | Long             | LON              | CORP              | US        |      500000 | PA      | $489430.00    | 0.09%             | 2031-07-30      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| ON SEMICONDUCTOR CORP                                           | ON Semiconductor Corp                                                                                                            | CUSIP: 682189AU9<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | DBT              | CORP              | US        |      800000 | PA      | $690400.00    | 0.13%             | 2029-03-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| ALLIANCE LAUNDRY SYSTEMS LLC                                    | Alliance Laundry Systems LLC 2025 Repriced Term Loan B                                                                           | CUSIP: 000000000<br>LEI: 549300YBOGK6MBI5ND34 | Long             | LON              | CORP              | US        |      315000 | PA      | $312205.95    | 0.06%             | 2031-08-19      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| Apollo Global Management Inc                                    | Apollo Global Management Inc                                                                                                     | CUSIP: 03769M106<br>LEI: 254900LMFT1CY9IYB476 | Long             | EC               | CORP              | US        |         777 | NS      | $106044.96    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NGP XI MIDSTREAM HOLDINGS LLC                                   | NGP XI Midstream Holdings LLC 2025 Term Loan B                                                                                   | CUSIP: 000000000<br>LEI: 2549002U9Q0WZYCHRJ82 | Long             | LON              | CORP              | US        |      249375 | PA      | $245634.38    | 0.04%             | 2031-07-25      | Floating      | 7.80%                 | No            |                  2 | On Loan: No      |
| IHS HOLDING LTD                                                 | IHS Holding Ltd                                                                                                                  | CUSIP: 44963HAD7<br>LEI: 213800CLGMKL63VKTD94 | Long             | DBT              | CORP              | KY        |      700000 | PA      | $674380.00    | 0.12%             | 2031-11-29      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| BASF SE                                                         | BASF SE                                                                                                                          | CUSIP: 000000000<br>LEI: 529900PM64WH8AF1E917 | Long             | EC               | CORP              | DE        |       24844 | NS      | $1268769.71   | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| CaixaBank SA                                                    | CaixaBank SA                                                                                                                     | CUSIP: 000000000<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | EC               | CORP              | ES        |       21989 | NS      | $168528.22    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                              | 99D10U7F0 WELLINGTON                                                                                                             | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              |  | AD        |    -7915000 | NC      | $-202077.92   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                       | Uniform Mortgage-Backed Security, TBA                                                                                            | CUSIP: 01F030652<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |    -1770000 | PA      | $-1535832.89  | -0.28%            | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ARDONAGH GROUP FINANCE                                          | Ardonagh Group Finance Ltd                                                                                                       | CUSIP: 039956AA5<br>LEI: 254900SRT1BTAJ76NW62 | Long             | DBT              | CORP              | JE        |      200000 | PA      | $204003.48    | 0.04%             | 2032-02-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                                          | VICI Properties LP / VICI Note Co Inc                                                                                            | CUSIP: 92564RAE5<br>LEI: N/A                  | Long             | DBT              |  | US        |      189000 | PA      | $178291.26    | 0.03%             | 2030-08-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Garda World Security Corporation                                | Garda World Security Corporation 2025 Term Loan B                                                                                | CUSIP: 000000000<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | LON              | CORP              | CA        |      248750 | PA      | $245951.56    | 0.04%             | 2029-02-01      | Floating      | 7.29%                 | No            |                  2 | On Loan: No      |
| TITULOS DE TESORERIA                                            | Colombian TES                                                                                                                    | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |  1307700000 | PA      | $268940.90    | 0.05%             | 2030-09-18      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| ADANI PORTS AND SPECIAL                                         | Adani Ports & Special Economic Zone Ltd                                                                                          | CUSIP: 000000000<br>LEI: 335800QOAXP5TM7OYP69 | Long             | DBT              | CORP              | IN        |      200000 | PA      | $181557.00    | 0.03%             | 2029-07-03      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BRASKEM NETHERLANDS                                             | Braskem Netherlands Finance BV                                                                                                   | CUSIP: 000000000<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |      420000 | PA      | $348190.46    | 0.06%             | 2030-01-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                        | Virginia Electric and Power Co                                                                                                   | CUSIP: 927804GU2<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |       55000 | PA      | $52714.12     | 0.01%             | 2055-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae I Pool                                                                                                                | CUSIP: 36209MNQ3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        1260 | PA      | $1268.06      | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                | Freddie Mac Multifamily Structured Pass Through Certificates                                                                     | CUSIP: 3137HA2B1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      200000 | PA      | $199704.48    | 0.04%             | 2033-02-25      | Variable      | 4.43%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                              | PURCHASED EUR / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: 2IGI19DL77OX0HC3ZE78 | N/A              | DFE              |  | XX        |           1 | NC      | $-76.75       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| COVANTA HOLDING CORPORATION                                     | Covanta Holding Corporation 2024 1st Lien Term Loan B                                                                            | CUSIP: 22282GAL1<br>LEI: 40XIFLS8XDQGGHGPGC04 | Long             | LON              | CORP              | US        |      470543 | PA      | $468778.95    | 0.09%             | 2028-11-30      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae II Pool                                                                                                               | CUSIP: 36202DA50<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        3258 | PA      | $3362.15      | 0.00%             | 2029-03-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TEREX CORPORATION                                               | Terex Corporation 2024 Term Loan B                                                                                               | CUSIP: 88078FBM9<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | LON              | CORP              | US        |      100000 | PA      | $99675.00     | 0.02%             | 2031-10-08      | Floating      | 6.30%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa                                        | Republic of South Africa Government Bond                                                                                         | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    18248000 | PA      | $759592.69    | 0.14%             | 2044-01-31      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                            | Edison International                                                                                                             | CUSIP: 281020AX5<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |      945000 | PA      | $899775.36    | 0.16%             | 2053-06-15      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| THIRD COAST INFRASTRUCTURE LLC                                  | Third Coast Infrastructure LLC Term Loan B                                                                                       | CUSIP: 88412KAC6<br>LEI: 5493006R4EN78GPJ4M96 | Long             | LON              | CORP              | US        |      278250 | PA      | $271293.75    | 0.05%             | 2030-09-25      | Floating      | 8.57%                 | No            |                  2 | On Loan: No      |
| Shanghai Baosight Software Co Ltd                               | Shanghai Baosight Software Co Ltd                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |      640054 | NS      | $939720.24    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Johnstone Supply LLC                                            | Johnstone Supply LLC Term Loan B                                                                                                 | CUSIP: 47947BAF9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      248750 | PA      | $246339.61    | 0.04%             | 2031-06-09      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae I Pool                                                                                                                | CUSIP: 36210ART6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |          81 | PA      | $82.61        | 0.00%             | 2028-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Nomura International PLC                                        | Long: DDZ01SOM4 TRS USD R E DDZ01SOM4 EQUITYTRS / Short: DDZ01SOM4 TRS USD P V 12MOBFR DFZ01SOM9 EQUITYTRS                       | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | N/A              | DE               |  | GB        |      813417 | OU      | $23674.15     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ACRISURE LLC                                                    | Acrisure LLC 2024 1st Lien Term Loan B6                                                                                          | CUSIP: 00488PAV7<br>LEI: 549300R0Z1Q47XRTGO22 | Long             | LON              | CORP              | US        |      597004 | PA      | $589171.06    | 0.11%             | 2030-11-06      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| Sekisui House Ltd                                               | Sekisui House Ltd                                                                                                                | CUSIP: 000000000<br>LEI: 529900GMNDOYQSAJAE76 | Long             | EC               | CORP              | JP        |       40675 | NS      | $935126.27    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| FinecoBank Banca Fineco SpA                                     | FinecoBank Banca Fineco SpA                                                                                                      | CUSIP: 000000000<br>LEI: 549300L7YCATGO57ZE10 | Long             | EC               | CORP              | IT        |       53750 | NS      | $1075587.23   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                            | Royal Bank of Canada                                                                                                             | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DE               |  | CA        |       12244 | NS      | $2627732.85   | 0.48%             |  |  |  | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                   | TransDigm Inc 2024 Term Loan                                                                                                     | CUSIP: 89364MCD4<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |      273625 | PA      | $270574.08    | 0.05%             | 2032-01-19      | Floating      | 6.80%                 | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                               | EURO-SCHATZ FUT JUN25                                                                                                            | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |         -38 | NC      | $-25355.48    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                                          | PURCHASED USD / SOLD EUR                                                                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-1076.87     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INEOS US FINANCE LLC                                            | Ineos US Finance LLC 2024 USD 1st Lien Term Loan B                                                                               | CUSIP: 000000000<br>LEI: 5493008MHJ4R367SNK31 | Long             | LON              | CORP              | US        |      495758 | PA      | $457336.87    | 0.08%             | 2031-02-07      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae I Pool                                                                                                                | CUSIP: 36209G5W3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        1440 | PA      | $1454.59      | 0.00%             | 2028-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ensemble RCM LLC                                                | Ensemble RCM LLC 2024 Term Loan B                                                                                                | CUSIP: 29359BAE1<br>LEI: 254900PDXJVVI20WAQ37 | Long             | LON              | CORP              | US        |      297744 | PA      | $297279.88    | 0.05%             | 2029-08-01      | Floating      | 7.28%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND                                         | Romania Government Bond                                                                                                          | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     1825000 | PA      | $430230.94    | 0.08%             | 2032-09-29      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Caesars Entertainment Inc                                       | Caesars Entertainment Inc 2024 Term Loan B1                                                                                      | CUSIP: 12768EAH9<br>LEI: 549300FA4CTCW903Y781 | Long             | LON              | CORP              | US        |      496241 | PA      | $487660.61    | 0.09%             | 2031-02-06      | Floating      | 6.56%                 | No            |                  2 | On Loan: No      |
| SASOL FINANCING USA LLC                                         | Sasol Financing USA LLC                                                                                                          | CUSIP: 000000000<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | US        |      800000 | PA      | $706000.00    | 0.13%             | 2027-11-08      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Cast and Crew Payroll LLC                                       | Cast and Crew Payroll LLC 2021 Incremental Term Loan                                                                             | CUSIP: 14835JAQ3<br>LEI: 549300XE7OZGFGN5F466 | Long             | LON              | CORP              | US        |      496153 | PA      | $474049.34    | 0.09%             | 2028-12-29      | Floating      | 8.07%                 | No            |                  2 | On Loan: No      |
| Julius Baer Group Ltd                                           | Julius Baer Group Ltd                                                                                                            | CUSIP: 000000000<br>LEI: 5299007MF0604ZGJER92 | Long             | EC               | CORP              | CH        |       15575 | NS      | $1010008.25   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                             | Freddie Mac STACR REMIC Trust 2022-DNA1                                                                                          | CUSIP: 35564KQZ5<br>LEI: 5493000ISBDRXIMCHZ70 | Long             | ABS-MBS          | USGSE             | US        |     1565000 | PA      | $1657929.70   | 0.30%             | 2042-01-25      | Floating      | 11.45%                | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                          | Diamondback Energy Inc                                                                                                           | CUSIP: 25278XBB4<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |       45000 | PA      | $39901.81     | 0.01%             | 2064-04-18      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Delta Electronics Inc                                           | Delta Electronics Inc                                                                                                            | CUSIP: 000000000<br>LEI: 529900UVZWNWGDLJSM52 | Long             | EC               | CORP              | TW        |       19685 | NS      | $206263.29    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| TricorBraun Holdings Inc                                        | TricorBraun Holdings Inc 2021 Term Loan                                                                                          | CUSIP: 00184NAB3<br>LEI: 2549009AB5YVVW5J1U62 | Long             | LON              | CORP              | US        |      347296 | PA      | $342020.72    | 0.06%             | 2028-03-03      | Floating      | 7.69%                 | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                               | EURO-OAT FUTURE JUN25                                                                                                            | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |         -22 | NC      | $-82590.69    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| BREAD FINANCIAL HLDGS                                           | Bread Financial Holdings Inc                                                                                                     | CUSIP: 018581AP3<br>LEI: 549300G8S4PO686J7H97 | Long             | DBT              | CORP              | US        |      224000 | PA      | $235653.32    | 0.04%             | 2029-03-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| International Paper Co                                          | International Paper Co                                                                                                           | CUSIP: 460146103<br>LEI: 824LMFJDH41EY779Q875 | Long             | EC               | CORP              | US        |        2424 | NS      | $110728.32    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae                                                                                                                       | CUSIP: 21H060655<br>LEI: 549300M8ZYFG0OCMTT87 | Short            | ABS-MBS          | USGA              | US        |    -3620000 | PA      | $-3661149.23  | -0.67%            | 2054-05-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| IMA INDUSTRIA MACCHINE                                          | IMA Industria Macchine Automatiche SpA                                                                                           | CUSIP: 000000000<br>LEI: 815600D86992FDA7B908 | Long             | DBT              | CORP              | IT        |      450000 | PA      | $502135.99    | 0.09%             | 2028-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| COINBASE GLOBAL INC                                             | Coinbase Global Inc                                                                                                              | CUSIP: 19260QAF4<br>LEI: 5493004G3J2SC154DU06 | Long             | DBT              | CORP              | US        |      175000 | PA      | $173862.50    | 0.03%             | 2030-04-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Swiss Re AG                                                     | Swiss Re AG                                                                                                                      | CUSIP: 000000000<br>LEI: 529900PS9YW3YY29F326 | Long             | EC               | CORP              | CH        |        8693 | NS      | $1560430.10   | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| Zurich Insurance Group AG                                       | Zurich Insurance Group AG                                                                                                        | CUSIP: 000000000<br>LEI: 529900QVNRBND50TXP03 | Long             | EC               | CORP              | CH        |        2650 | NS      | $1879566.96   | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority                           | MET TRANSPRTN AUTH NY REVENUE                                                                                                    | CUSIP: 59259YDK2<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |        5000 | PA      | $5086.91      | 0.00%             | 2026-11-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Analog Devices Inc                                              | Analog Devices Inc                                                                                                               | CUSIP: 032654105<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | EC               | CORP              | US        |        1390 | NS      | $270938.80    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| JETBLUE AIRWAYS/LOYALTY                                         | JetBlue Airways Corp / JetBlue Loyalty LP                                                                                        | CUSIP: 476920AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |      215000 | PA      | $198042.56    | 0.04%             | 2031-09-20      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                  | Morgan Stanley                                                                                                                   | CUSIP: 61762V838<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EP               | CORP              | US        |        8750 | NS      | $219975.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| LCH Ltd.                                                        | Long: B9D107ZT0 IRS USD R V 12MSOFR 99D107ZW3 CCPOIS / Short: B9D107ZT0 IRS USD P F  4.16000 99D107ZT0 CCPOIS                    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     6520000 | OU      | $-245823.97   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| NOTA DO TESOURO NACIONAL                                        | Brazil Notas do Tesouro Nacional Serie F                                                                                         | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    10174000 | PA      | $1533865.94   | 0.28%             | 2031-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| FIRST STUDENT BIDCO INC                                         | First Student Bidco Inc 2024 1st Lien Term Loan B                                                                                | CUSIP: 33718FAK6<br>LEI: 2549006DRO2F06AA1391 | Long             | LON              | CORP              | US        |      458498 | PA      | $455989.64    | 0.08%             | 2028-07-21      | Floating      | 6.80%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                               | Eversource Energy                                                                                                                | CUSIP: 30040W108<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | EC               | CORP              | US        |        4304 | NS      | $256001.92    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Italian Derivatives Market                                      | FTSE/MIB IDX FUT JUN25                                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | IT        |           1 | NC      | $2898.59      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cascade Funding Mortgage Trust                                  | CFMT 2021-AL1 LLC                                                                                                                | CUSIP: 12529UAF7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      158249 | PA      | $155986.42    | 0.03%             | 2031-09-22      | Fixed         | 1.39%                 | No            |                  2 | On Loan: No      |
| King Slide Works Co Ltd                                         | King Slide Works Co Ltd                                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |        2926 | NS      | $160040.44    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                | Duke Energy Corp                                                                                                                 | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EC               | CORP              | US        |        4460 | NS      | $544209.20    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| USALCO LLC                                                      | USALCO LLC 2024 Term Loan B                                                                                                      | CUSIP: 91732NAL7<br>LEI: 5493006WBYB0CYPCSG20 | Long             | LON              | CORP              | US        |      113041 | PA      | $112569.49    | 0.02%             | 2031-09-30      | Floating      | 8.30%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                             | PURCHASED EUR / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | XX        |           1 | NC      | $18870.71     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Allianz SE                                                      | Allianz SE                                                                                                                       | CUSIP: 000000000<br>LEI: 529900K9B0N5BT694847 | Long             | EC               | CORP              | DE        |        6440 | NS      | $2663433.99   | 0.49%             |  |  |  | No            |                  2 | On Loan: No      |
| ZACAPA SARL                                                     | Zacapa SARL 2024 Term Loan                                                                                                       | CUSIP: 000000000<br>LEI: 213800VIVQIJLORBU468 | Long             | LON              | CORP              | LU        |      248084 | PA      | $246610.01    | 0.04%             | 2029-03-22      | Floating      | 8.05%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                                      | Pfizer Inc                                                                                                                       | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |       62378 | NS      | $1522646.98   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| E.ON SE                                                         | E.ON SE                                                                                                                          | CUSIP: 000000000<br>LEI: Q9MAIUP40P25UFBFG033 | Long             | EC               | CORP              | DE        |       61434 | NS      | $1074455.52   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Aena SME SA                                                     | Aena SME SA                                                                                                                      | CUSIP: 000000000<br>LEI: 959800R7QMXKF0NFMT29 | Long             | EC               | CORP              | ES        |        4722 | NS      | $1186241.52   | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddiemac Strip                                                | Freddie Mac Strips                                                                                                               | CUSIP: 3142G42C4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      298873 | PA      | $53868.77     | 0.01%             | 2052-12-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                            | Royal Bank of Canada                                                                                                             | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DE               |  | CA        |       38280 | NS      | $2732154.42   | 0.50%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                  | Morgan Stanley Capital I Trust 2014-150E                                                                                         | CUSIP: 61764BAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1300000 | PA      | $1153060.22   | 0.21%             | 2032-09-09      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| MARS INC                                                        | Mars Inc                                                                                                                         | CUSIP: 571676BB0<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |       40000 | PA      | $39723.66     | 0.01%             | 2045-05-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Pretium Mortgage Credit Partners LLC                            | PRET 2024-NPL7 LLC                                                                                                               | CUSIP: 74136TAB4<br>LEI: 254900640HC5OZKI7J87 | Long             | ABS-MBS          | CORP              | US        |     1100000 | PA      | $1093768.50   | 0.20%             | 2054-10-25      | Variable      | 8.96%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae                                                                                                                       | CUSIP: 21H042653<br>LEI: 549300M8ZYFG0OCMTT87 | Short            | ABS-MBS          | USGA              | US        |      -65000 | PA      | $-62212.04    | -0.01%            | 2055-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                      | Verizon Communications Inc                                                                                                       | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |       35883 | NS      | $1581004.98   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| BHP Group Ltd                                                   | BHP Group Ltd                                                                                                                    | CUSIP: 000000000<br>LEI: WZE1WSENV6JSZFK0JC28 | Long             | EC               | CORP              | AU        |        5307 | NS      | $126485.19    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| PARSONS CORP                                                    | Parsons Corp                                                                                                                     | CUSIP: 70202LAD4<br>LEI: 549300ZXH0VRBSEPX752 | Long             | DBT              | CORP              | US        |      200000 | PA      | $210800.00    | 0.04%             | 2029-03-01      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Generali                                                        | Generali                                                                                                                         | CUSIP: 000000000<br>LEI: 549300X5UKJVE386ZB61 | Long             | EC               | CORP              | IT        |       42611 | NS      | $1557335.56   | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| Oracle Corp                                                     | Oracle Corp                                                                                                                      | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               | CORP              | US        |         750 | NS      | $105540.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Lamar Funding Ltd                                               | Lamar Funding Ltd                                                                                                                | CUSIP: 000000000<br>LEI: 549300TSXHL7X0727895 | Long             | DBT              | CORP              | KY        |      795000 | PA      | $795055.65    | 0.14%             | 2025-05-07      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| FLUOR CORP                                                      | Fluor Corp                                                                                                                       | CUSIP: 343412AJ1<br>LEI: CQ7WZ4NOFWT7FAE6Q943 | Long             | DBT              | CORP              | US        |      625000 | PA      | $657500.00    | 0.12%             | 2029-08-15      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| CELLNEX TELECOM SA                                              | Cellnex Telecom SA                                                                                                               | CUSIP: 000000000<br>LEI: 5493008T4YG3AQUI7P67 | Long             | DBT              | CORP              | ES        |     2000000 | PA      | $2017118.37   | 0.37%             | 2031-11-20      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae II Pool                                                                                                               | CUSIP: 36202C3X9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        2099 | PA      | $2160.48      | 0.00%             | 2028-07-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                          | PURCHASED USD / SOLD EUR                                                                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $53.24        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| The Huntington National Bank                                    | Huntington Bank Auto Credit-Linked Notes Series 2025-1                                                                           | CUSIP: 446438TB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      721867 | PA      | $711497.85    | 0.13%             | 2033-03-21      | Floating      | 11.50%                | No            |                  2 | On Loan: No      |
| LSF12 Crown US Commercial Bidco LLC                             | LSF12 Crown US Commercial Bidco LLC Term Loan B                                                                                  | CUSIP: 50221UAC5<br>LEI: 254900FI2OCFTJ9PAJ18 | Long             | LON              | CORP              | US        |      300000 | PA      | $287499.00    | 0.05%             | 2031-12-02      | Floating      | 8.57%                 | No            |                  2 | On Loan: No      |
| Eni SpA                                                         | Eni SpA                                                                                                                          | CUSIP: 000000000<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | EC               | CORP              | IT        |       17268 | NS      | $247304.31    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                                                                  | CUSIP: 3140QST43<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       64322 | PA      | $64368.04     | 0.01%             | 2053-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Hyundai Motor Co                                                | Hyundai Motor Co                                                                                                                 | CUSIP: 000000000<br>LEI: 9884004RQX8PRBXQ8S60 | Long             | EP               | CORP              | KR        |        3297 | NS      | $347480.85    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Ontario Gaming GTA LP                                           | Ontario Gaming GTA LP Term Loan B                                                                                                | CUSIP: 000000000<br>LEI: 894500EC9KLZLOC3V025 | Long             | LON              | CORP              | CA        |      297739 | PA      | $287466.71    | 0.05%             | 2030-08-01      | Floating      | 8.55%                 | No            |                  2 | On Loan: No      |
| HIGHTOWER HOLDING LLC                                           | Hightower Holding LLC                                                                                                            | CUSIP: 43118DAB6<br>LEI: 254900MKOSB7RTMA9K12 | Long             | DBT              | CORP              | US        |      445000 | PA      | $455012.50    | 0.08%             | 2030-01-31      | Fixed         | 9.13%                 | No            |                  2 | On Loan: No      |
| Sedgwick Claims Management Services Inc                         | Sedgwick Claims Management Services Inc 2023 Term Loan B                                                                         | CUSIP: 81527CAP2<br>LEI: 549300BIN4DWJG5VWF64 | Long             | LON              | CORP              | US        |      995000 | PA      | $989408.10    | 0.18%             | 2031-07-31      | Floating      | 7.31%                 | No            |                  2 | On Loan: No      |
| Eiffage SA                                                      | Eiffage SA                                                                                                                       | CUSIP: 000000000<br>LEI: 969500OQXKE5WDM9M994 | Long             | EC               | CORP              | FR        |        8481 | NS      | $1154032.94   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Pretium Mortgage Credit Partners LLC                            | PRET 2021-RN4 LLC                                                                                                                | CUSIP: 69359QAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1043394 | PA      | $1042025.36   | 0.19%             | 2051-10-25      | Variable      | 9.19%                 | No            |                  2 | On Loan: No      |
| Wheels Fleet Lease Funding LLC                                  | Wheels Fleet Lease Funding 1 LLC                                                                                                 | CUSIP: 96328GBG1<br>LEI: 549300BSFY0E0XXREF43 | Long             | ABS-O            | CORP              | US        |      210094 | PA      | $213348.20    | 0.04%             | 2038-08-18      | Fixed         | 6.46%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                       | Uniform Mortgage-Backed Security, TBA                                                                                            | CUSIP: 01F062655<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |    -3885000 | PA      | $-4000654.74  | -0.73%            | 2054-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| EUTELSAT SA                                                     | Eutelsat SA                                                                                                                      | CUSIP: 000000000<br>LEI: 549300MCOOY1V7P2PG30 | Long             | DBT              | CORP              | FR        |      800000 | PA      | $918424.57    | 0.17%             | 2029-04-13      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| MELCO RESORTS FINANCE                                           | Melco Resorts Finance Ltd                                                                                                        | CUSIP: 000000000<br>LEI: 5493000FQDBWKDBZEF60 | Long             | DBT              | CORP              | KY        |      400000 | PA      | $360949.88    | 0.07%             | 2029-12-04      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                   | Citigroup Inc                                                                                                                    | CUSIP: 172967PE5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      262000 | PA      | $269029.72    | 0.05%             | 2028-11-15      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| DATADOG INC                                                     | Datadog Inc                                                                                                                      | CUSIP: 23804LAB9<br>LEI: 549300F6JNO0KRPO1K63 | Long             | DBT              | CORP              | US        |      225000 | PA      | $253331.06    | 0.05%             | 2025-06-15      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| AASET 2019-1 Trust                                              | Aaset 2019-1 Trust                                                                                                               | CUSIP: 00256DAA0<br>LEI: 549300TXM3PCKZJKD061 | Long             | ABS-O            | CORP              | US        |        4089 | PA      | $3973.18      | 0.00%             | 2039-05-15      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| VARSITY BRANDS INC                                              | Varsity Brands Inc 2025 Term Loan                                                                                                | CUSIP: 92227QAF3<br>LEI: 254900PLBJA0I5NSTT38 | Long             | LON              | CORP              | US        |      250000 | PA      | $245312.50    | 0.04%             | 2031-08-26      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| MTN Group Ltd                                                   | MTN Group Ltd                                                                                                                    | CUSIP: 000000000<br>LEI: 2549009JD6Q6XHZS5E05 | Long             | EC               | CORP              | ZA        |      173881 | NS      | $1150799.21   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Pretium Mortgage Credit Partners LLC                            | Pret 2024-NPL6 LLC                                                                                                               | CUSIP: 69381QAB2<br>LEI: 254900RZOKAJE9T5UQ09 | Long             | ABS-MBS          | CORP              | US        |      760000 | PA      | $752456.09    | 0.14%             | 2054-10-25      | Variable      | 8.72%                 | No            |                  2 | On Loan: No      |
| Blackstone Inc                                                  | Blackstone Inc                                                                                                                   | CUSIP: 09260D107<br>LEI: 5299004LW4QWGZUB8Y96 | Long             | EC               | CORP              | US        |        1409 | NS      | $185579.39    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae II Pool                                                                                                               | CUSIP: 36202DHG9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         692 | PA      | $700.64       | 0.00%             | 2030-06-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Gen Digital Inc                                                 | Gen Digital Inc                                                                                                                  | CUSIP: 668771108<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | EC               | CORP              | US        |       16268 | NS      | $420853.16    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| VITAL ENERGY INC                                                | Vital Energy Inc                                                                                                                 | CUSIP: 516806AK2<br>LEI: 549300X0PTWU2QSLSL14 | Long             | DBT              | CORP              | US        |     1830000 | PA      | $1421714.01   | 0.26%             | 2032-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| GLOBAL ATLANTIC FIN CO                                          | Global Atlantic Fin Co                                                                                                           | CUSIP: 37959GAG2<br>LEI: 98450051B2E65CAA7E94 | Long             | DBT              | CORP              | US        |      113000 | PA      | $114753.65    | 0.02%             | 2054-10-15      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| Cinemark USA Inc                                                | Cinemark USA Inc 2023 Term Loan B                                                                                                | CUSIP: 172442AT2<br>LEI: 54930008H2137JSCPQ09 | Long             | LON              | CORP              | US        |           0 | PA      | $0.00         | 0.00%             | 2030-05-24      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                          | PURCHASED USD / SOLD GBP                                                                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-0.86        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                       | Uniform Mortgage-Backed Security, TBA                                                                                            | CUSIP: 01F052656<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    21985000 | PA      | $21937539.22  | 4.00%             | 2054-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NIPPON LIFE INSURANCE                                           | Nippon Life Insurance Co                                                                                                         | CUSIP: 654579AP6<br>LEI: 549300Y0HHMFW3EVWY08 | Long             | DBT              | CORP              | JP        |      750000 | PA      | $760899.96    | 0.14%             | 2055-04-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                                     | PURCHASED USD / SOLD CNH                                                                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $1019.52      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TEAMSYSTEM SPA                                                  | TeamSystem SpA                                                                                                                   | CUSIP: 000000000<br>LEI: 81560062081DF3AB7A90 | Long             | DBT              | CORP              | IT        |      400000 | PA      | $451762.66    | 0.08%             | 2031-07-31      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| Wiwynn Corp                                                     | Wiwynn Corp                                                                                                                      | CUSIP: 000000000<br>LEI: 254900FV2R15PMKXFL69 | Long             | EC               | CORP              | TW        |        3258 | NS      | $196070.59    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| TITULOS DE TESORERIA                                            | Colombian TES                                                                                                                    | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |   773300000 | PA      | $178826.43    | 0.03%             | 2026-08-26      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Pretium Mortgage Credit Partners LLC                            | PRET 2024-NPL5 LLC                                                                                                               | CUSIP: 74143QAB1<br>LEI: 254900YWXIBNNDQF0Y67 | Long             | ABS-O            | CORP              | US        |      135000 | PA      | $134042.99    | 0.02%             | 2054-09-25      | Variable      | 8.84%                 | No            |                  2 | On Loan: No      |
| Dun & Bradstreet Corporation (The)                              | Dun & Bradstreet Corporation (The) 2024 Term Loan                                                                                | CUSIP: 26483NAW0<br>LEI: RI37BMPWE56BCJ747E14 | Long             | LON              | CORP              | US        |      346118 | PA      | $344657.87    | 0.06%             | 2029-01-18      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| Allied Universal Holdco LLC                                     | Allied Universal Holdco LLC 2021 USD Incremental Term Loan B                                                                     | CUSIP: 01957TAH0<br>LEI: 98450038B4549046D794 | Long             | LON              | CORP              | US        |      793830 | PA      | $792623.73    | 0.14%             | 2028-05-12      | Floating      | 8.17%                 | No            |                  2 | On Loan: No      |
| Deephaven Residential Mortgage Trust                            | Deephaven Residential Mortgage Trust 2021-3                                                                                      | CUSIP: 24381VAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1550000 | PA      | $1118835.57   | 0.20%             | 2066-08-25      | Variable      | 3.27%                 | No            |                  2 | On Loan: No      |
| PLANO HOLDCO INC                                                | Plano HoldCo Inc Term Loan B                                                                                                     | CUSIP: 72712EAB3<br>LEI: 254900C53JLEP3CCOQ10 | Long             | LON              | CORP              | US        |      100000 | PA      | $98500.00     | 0.02%             | 2031-10-02      | Floating      | 7.80%                 | No            |                  2 | On Loan: No      |
| BBVA BANCOMER SA TEXAS                                          | BBVA Mexico SA Institucion De Banca Multiple Grupo Financiero BBVA Mexico/TX                                                     | CUSIP: 000000000<br>LEI: 549300WIWQK5Q9MCUN92 | Long             | DBT              | CORP              | MX        |     1615000 | PA      | $1677007.36   | 0.31%             | 2038-06-29      | Fixed         | 8.45%                 | No            |                  2 | On Loan: No      |
| AES PANAMA GENERATION HL                                        | AES Panama Generation Holdings SRL                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | PA        |      933945 | PA      | $816781.20    | 0.15%             | 2030-05-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| VILLA DUTCH BIDCO BV                                            | House of HR Group BV                                                                                                             | CUSIP: 000000000<br>LEI: 724500AWBTX8I880X774 | Long             | DBT              | CORP              | NL        |      550000 | PA      | $581010.71    | 0.11%             | 2029-11-03      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| LyondellBasell Industries NV                                    | LyondellBasell Industries NV                                                                                                     | CUSIP: 000000000<br>LEI: BN6WCCZ8OVP3ITUUVN49 | Long             | EC               | CORP              | NL        |       14268 | NS      | $830540.28    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Sanofi SA                                                       | Sanofi SA                                                                                                                        | CUSIP: 000000000<br>LEI: 549300E9PC51EN656011 | Long             | EC               | CORP              | FR        |       11690 | NS      | $1278790.48   | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| UPL CORP LTD                                                    | UPL Corp Ltd                                                                                                                     | CUSIP: 000000000<br>LEI: 213800AQLATW4WEEH674 | Long             | DBT              | CORP              | MU        |      985000 | PA      | $939910.39    | 0.17%             | 2025-05-12      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Altria Group Inc                                                | Altria Group Inc                                                                                                                 | CUSIP: 02209S103<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | EC               | CORP              | US        |       22370 | NS      | $1323185.50   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| B&G Foods, Inc.                                                 | B&G Foods Inc 2024 Term Loan B                                                                                                   | CUSIP: 05508TAV4<br>LEI: 549300TRW1LZMDJZAQ78 | Long             | LON              | CORP              | US        |      497500 | PA      | $474117.50    | 0.09%             | 2029-10-10      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| VEON HOLDINGS BV                                                | VEON Holdings BV                                                                                                                 | CUSIP: 000000000<br>LEI: 5493000XDKGUH5NQGE22 | Long             | DBT              | CORP              | NL        |     1040000 | PA      | $932703.20    | 0.17%             | 2027-11-25      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Enstar Group Ltd                                                | Enstar Group Ltd                                                                                                                 | CUSIP: 29359U109<br>LEI: 213800AMAL5QFXVUCN04 | Long             | EP               | CORP              | BM        |        7144 | NS      | $152310.08    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BONOS TESORERIA PESOS                                           | Bonos de la Tesoreria de la Republica en pesos                                                                                   | CUSIP: 000000000<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |   200000000 | PA      | $215420.93    | 0.04%             | 2033-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                | Fannie Mae Connecticut Avenue Securities                                                                                         | CUSIP: 20754KAJ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      860000 | PA      | $897178.92    | 0.16%             | 2041-11-25      | Floating      | 10.55%                | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                                             | Malaysia Government Bond                                                                                                         | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     1331000 | PA      | $337057.55    | 0.06%             | 2037-04-07      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| Accton Technology Corp                                          | Accton Technology Corp                                                                                                           | CUSIP: 000000000<br>LEI: 529900M1YRZ0GWMDF920 | Long             | EC               | CORP              | TW        |        6072 | NS      | $113099.01    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae                                                                                                                       | CUSIP: 21H040657<br>LEI: 549300M8ZYFG0OCMTT87 | Short            | ABS-MBS          | USGA              | US        |    -2875000 | PA      | $-2675604.35  | -0.49%            | 2055-05-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                       | Uniform Mortgage-Backed Security, TBA                                                                                            | CUSIP: 01F032658<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |    -3820000 | PA      | $-3447120.90  | -0.63%            | 2052-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                                     | PURCHASED USD / SOLD PEN                                                                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $1785.12      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BPCE SA                                                         | BPCE SA                                                                                                                          | CUSIP: 000000000<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |      600000 | PA      | $659340.75    | 0.12%             | 2042-01-13      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Corporation Service Company                                     | Corporation Service Company Term Loan B                                                                                          | CUSIP: 22006VAL3<br>LEI: 549300NOPSIMGJNT8J31 | Long             | LON              | CORP              | US        |           0 | PA      | $0.00         | 0.00%             | 2029-11-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SCOR SE                                                         | SCOR SE                                                                                                                          | CUSIP: 000000000<br>LEI: 96950056ULJ4JI7V3752 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $224364.22    | 0.04%             | 2034-06-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Emerson Electric Co                                             | Emerson Electric Co                                                                                                              | CUSIP: 291011104<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | EC               | CORP              | US        |        1052 | NS      | $110575.72    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MEDCO OAK TREE PTE LTD                                          | Medco Oak Tree Pte Ltd                                                                                                           | CUSIP: 000000000<br>LEI: 254900AU06KP3JTGZL51 | Long             | DBT              | CORP              | SG        |      200000 | PA      | $200551.60    | 0.04%             | 2026-05-14      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                          | U.S. Treasury Inflation-Indexed Bonds                                                                                            | CUSIP: 912810RF7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1628991 | PA      | $1377100.53   | 0.25%             | 2044-02-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Babson CLO Ltd                                                  | Barings Clo Ltd 2019-IV                                                                                                          | CUSIP: 06761YAE1<br>LEI: 549300QO1I8V07FLPQ13 | Long             | ABS-CBDO         | CORP              | KY        |     1500000 | PA      | $1477795.50   | 0.27%             | 2037-07-15      | Floating      | 10.66%                | No            |                  2 | On Loan: No      |
| Vinci SA                                                        | Vinci SA                                                                                                                         | CUSIP: 000000000<br>LEI: 213800WFQ334R8UXUG83 | Long             | EC               | CORP              | FR        |        4363 | NS      | $612858.91    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                                             | Malaysia Government Bond                                                                                                         | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     1925000 | PA      | $451551.91    | 0.08%             | 2034-07-05      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| Tempur Sealy International Inc                                  | Tempur Sealy International Inc 2024 Term Loan B                                                                                  | CUSIP: 88025BAN1<br>LEI: 549300HFEKVR3US71V91 | Long             | LON              | CORP              | US        |      304238 | PA      | $303324.79    | 0.06%             | 2031-10-24      | Floating      | 6.78%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                                 | Long: B9D10LZQ5 CDS EUR R V 03MEVENT 2 CCPCORPORATE / Short: B9D10LZQ5 CDS EUR P F  1.00000 1 CCPCORPORATE                       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |      105000 | OU      | $-332.11      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Simon Property Group Inc                                        | Simon Property Group Inc                                                                                                         | CUSIP: 828806109<br>LEI: 529900GQL5X8H7AO3T64 | Long             | EC               |  | US        |        2538 | NS      | $399430.44    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae I Pool                                                                                                                | CUSIP: 36208XEA5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        2565 | PA      | $2596.09      | 0.00%             | 2028-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                                             | NCL Corp Ltd                                                                                                                     | CUSIP: 62886HBK6<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |      385000 | PA      | $371525.00    | 0.07%             | 2027-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| RIVIAN AUTO INC                                                 | Rivian Automotive Inc                                                                                                            | CUSIP: 76954AAD5<br>LEI: 25490004LNKJ84MFYY24 | Long             | DBT              | CORP              | US        |      450000 | PA      | $407700.00    | 0.07%             | 2030-10-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                | Fannie Mae Connecticut Avenue Securities                                                                                         | CUSIP: 20753YAL6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1266000 | PA      | $1403677.50   | 0.26%             | 2042-03-25      | Floating      | 13.85%                | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                    | UBS Group AG                                                                                                                     | CUSIP: 225401BH0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      475000 | PA      | $458992.09    | 0.08%             | 2030-02-10      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                                            | Verizon Master Trust                                                                                                             | CUSIP: 92348KDE0<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-O            | CORP              | US        |     3591000 | PA      | $3591113.48   | 0.65%             | 2030-08-20      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| Gigabyte Technology Co Ltd                                      | Gigabyte Technology Co Ltd                                                                                                       | CUSIP: 000000000<br>LEI: 2549001BU3CG63KSN047 | Long             | EC               | CORP              | TW        |       14715 | NS      | $106227.81    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Sapphire Aviation Finance I Limited                             | SAPPHIRE AVIATION FINANCE II LTD                                                                                                 | CUSIP: 80307AAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      180306 | PA      | $171111.68    | 0.03%             | 2040-03-15      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| GLP CHINA HOLDINGS LTD                                          | GLP China Holdings Ltd                                                                                                           | CUSIP: 000000000<br>LEI: 254900C6X2D3TGF2CO98 | Long             | DBT              | CORP              | HK        |      395000 | PA      | $364603.48    | 0.07%             | 2026-03-29      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                               | PURCHASED USD / SOLD HUF                                                                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $199.73       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BLACKHAWK NETWORK HOLDINGS INC                                  | Blackhawk Network Holdings Inc 2025 Term Loan B                                                                                  | CUSIP: 09238FAM3<br>LEI: 549300LFU3K8UIR03132 | Long             | LON              | CORP              | US        |      297754 | PA      | $297149.25    | 0.05%             | 2029-03-12      | Floating      | 8.32%                 | No            |                  2 | On Loan: No      |
| FORTRESS INTERMEDIATE 3 INC                                     | Fortress Intermediate 3 Inc Term Loan B                                                                                          | CUSIP: 34966LAB0<br>LEI: 254900NLAZ3JQJW5JP75 | Long             | LON              | CORP              | US        |      746250 | PA      | $729459.38    | 0.13%             | 2031-06-27      | Floating      | 8.07%                 | No            |                  2 | On Loan: No      |
| ENERGEAN ISRAEL FINANCE                                         | Energean Israel Finance Ltd                                                                                                      | CUSIP: 000000000<br>LEI: 98450044QACBL3F8EB03 | Long             | DBT              | CORP              | IL        |      335000 | PA      | $335469.00    | 0.06%             | 2033-09-30      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                          | US LONG BOND(CBT) JUN25                                                                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         148 | NC      | $-93542.41    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| The Huntington National Bank                                    | Huntington Bank Auto Credit-Linked Notes Series 2025-1                                                                           | CUSIP: 446438TA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      481244 | PA      | $478372.33    | 0.09%             | 2033-03-21      | Floating      | 7.85%                 | No            |                  2 | On Loan: No      |
| JEFFERSON CAPITAL HOLDIN                                        | Jefferson Capital Holdings LLC                                                                                                   | CUSIP: 472481AC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      157000 | PA      | $157997.89    | 0.03%             | 2030-05-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| O'REILLY AUTOMOTIVE INC                                         | O'Reilly Automotive Inc                                                                                                          | CUSIP: 67103HAN7<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |      140000 | PA      | $136817.00    | 0.02%             | 2034-08-19      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae I Pool                                                                                                                | CUSIP: 36208PQ27<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        1162 | PA      | $1204.32      | 0.00%             | 2028-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| IIFL FINANCE LTD                                                | IIFL Finance Ltd                                                                                                                 | CUSIP: 44964HAA2<br>LEI: 335800CZ46UJRS34JR78 | Long             | DBT              | CORP              | IN        |      890000 | PA      | $845500.00    | 0.15%             | 2028-07-24      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Samsung Fire & Marine Insurance Co Ltd                          | Samsung Fire & Marine Insurance Co Ltd                                                                                           | CUSIP: 000000000<br>LEI: 988400JMBDK47EW0Z936 | Long             | EP               | CORP              | KR        |         878 | NS      | $174416.27    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| ARDAGH PKG FIN/HLDGS USA                                        | Ardagh Packaging Finance PLC / Ardagh Holdings USA Inc                                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |      450000 | PA      | $452075.33    | 0.08%             | 2026-08-15      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| Sumitomo Corp                                                   | Sumitomo Corp                                                                                                                    | CUSIP: 000000000<br>LEI: V82KK8NH1P0JS71FJC05 | Long             | EC               | CORP              | JP        |       13785 | NS      | $336579.70    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| NEP Group Inc                                                   | NEP Group Inc 2023 Term Loan B                                                                                                   | CUSIP: 62908HAM7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      299384 | PA      | $267900.70    | 0.05%             | 2026-08-19      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SRI LANKA                                           | Sri Lanka Government International Bond                                                                                          | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |     1040000 | PA      | $728000.00    | 0.13%             | 2038-02-15      | Variable      | 3.60%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                     | BNP Paribas SA                                                                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |      600000 | PA      | $513013.25    | 0.09%             | 2030-02-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Norsk Hydro ASA                                                 | Norsk Hydro ASA                                                                                                                  | CUSIP: 000000000<br>LEI: 549300N1SDN71ZZ8BO45 | Long             | EC               | CORP              | NO        |       48540 | NS      | $257476.29    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae I Pool                                                                                                                | CUSIP: 36241KJ74<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        1538 | PA      | $1574.06      | 0.00%             | 2031-11-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| GDZ ELEKTRIK DAGITIM AS                                         | GDZ Elektrik Dagitim AS                                                                                                          | CUSIP: 36270TAA1<br>LEI: 984500B63B5766038A64 | Long             | DBT              | CORP              | TR        |     2494000 | PA      | $2335860.45   | 0.43%             | 2029-10-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| PEAC Solutions Receivables LLC                                  | PEAC Solutions Receivables 2025-1 LLC                                                                                            | CUSIP: 69392HAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1295000 | PA      | $1300527.97   | 0.24%             | 2032-07-20      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| SAVAGE ENTERPRISES LLC                                          | Savage Enterprises LLC 2024 Term Loan B                                                                                          | CUSIP: 80465JAH1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      298474 | PA      | $297888.51    | 0.05%             | 2028-09-15      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| ALTAGAS LTD                                                     | AltaGas Ltd                                                                                                                      | CUSIP: 021361AD2<br>LEI: 2549008X5V70MOS4HM10 | Long             | DBT              | CORP              | CA        |      286000 | PA      | $279312.29    | 0.05%             | 2054-10-15      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| PINGAN REAL ESTATE CAP                                          | Pingan Real Estate Capital Ltd                                                                                                   | CUSIP: 000000000<br>LEI: 655600MZ4W5VY0OEG119 | Long             | DBT              | CORP              | HK        |     1170000 | PA      | $1117425.98   | 0.20%             | 2026-07-29      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| White Cap Buyer LLC                                             | White Cap Buyer LLC 2024 Term Loan B                                                                                             | CUSIP: 96350TAH3<br>LEI: 254900L2N0T6GULCL366 | Long             | LON              | CORP              | US        |      204488 | PA      | $198956.11    | 0.04%             | 2029-10-19      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| USI Inc                                                         | USI Inc 2024 Term Loan D                                                                                                         | CUSIP: 90351NAR6<br>LEI: 2549006D7UF7072T7I27 | Long             | LON              | CORP              | US        |      595504 | PA      | $591359.05    | 0.11%             | 2029-11-21      | Floating      | 6.55%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae I Pool                                                                                                                | CUSIP: 36210QSW3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        3853 | PA      | $3898.73      | 0.00%             | 2029-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MUTHOOT FINANCE LTD                                             | Muthoot Finance Ltd                                                                                                              | CUSIP: 62828M2C4<br>LEI: 335800HAMJMBFL4RRF02 | Long             | DBT              | CORP              | IN        |      335000 | PA      | $332886.09    | 0.06%             | 2028-02-14      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                                        | Thailand Government Bond                                                                                                         | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |    14538000 | PA      | $491959.94    | 0.09%             | 2032-06-25      | Fixed         | 3.78%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                     | BNP Paribas SA                                                                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $243549.27    | 0.04%             | 2030-06-11      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| AFRICELL HOLDING LTD                                            | Africell Holding Ltd                                                                                                             | CUSIP: 000000000<br>LEI: 984500JFB7AFK4B6C829 | Long             | DBT              | CORP              | JE        |      642000 | PA      | $601204.71    | 0.11%             | 2029-10-23      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| TRANE TECH FIN LTD                                              | Trane Technologies Financing Ltd                                                                                                 | CUSIP: 892938AB7<br>LEI: 549300A5OEF3CJI2CO89 | Long             | DBT              | CORP              | IE        |       95000 | PA      | $95286.36     | 0.02%             | 2034-06-13      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Willowbrook Mall                                                | NJ 2025-WBRK                                                                                                                     | CUSIP: 65486BAL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      820000 | PA      | $737608.70    | 0.13%             | 2035-03-05      | Variable      | 6.28%                 | No            |                  2 | On Loan: No      |
| Baloise Holding AG                                              | Baloise Holding AG                                                                                                               | CUSIP: 000000000<br>LEI: 529900G5XKBZN48T6283 | Long             | EC               | CORP              | CH        |        5168 | NS      | $1149737.76   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                               | PURCHASED USD / SOLD GBP                                                                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-5120.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| QUALCOMM Inc                                                    | QUALCOMM Inc                                                                                                                     | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |        9641 | NS      | $1431302.86   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Fuyao Glass Industry Group Co Ltd                               | Fuyao Glass Industry Group Co Ltd                                                                                                | CUSIP: 000000000<br>LEI: 549300AS5CSLWETN0P64 | Long             | EC               | CORP              | CN        |      154618 | NS      | $1093460.35   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| NUTANIX INC                                                     | Nutanix Inc                                                                                                                      | CUSIP: 67059NAJ7<br>LEI: 549300X7J6E8TKVIXW09 | Long             | DBT              | CORP              | US        |      100000 | PA      | $107935.98    | 0.02%             | 2029-12-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                   | PURCHASED USD / SOLD JPY                                                                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $-22744.60    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                | PURCHASED CLP / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | CL        |           1 | NC      | $-1211.77     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                  | PURCHASED EUR / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | XX        |           1 | NC      | $-338.32      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                       | Uniform Mortgage-Backed Security, TBA                                                                                            | CUSIP: 01F050452<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |    -2025000 | PA      | $-2035784.75  | -0.37%            | 2039-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Siemens AG                                                      | Siemens AG                                                                                                                       | CUSIP: 000000000<br>LEI: W38RGI023J3WT1HWRP32 | Long             | EC               | CORP              | DE        |        1907 | NS      | $439108.53    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| NOURYON FINANCE BV                                              | Nouryon Finance BV 2024 USD Term Loan B1                                                                                         | CUSIP: 000000000<br>LEI: 549300GD4NJGLPVYB245 | Long             | LON              | CORP              | NL        |      339596 | PA      | $336906.00    | 0.06%             | 2028-04-03      | Floating      | 7.55%                 | No            |                  2 | On Loan: No      |
| CASTELLUM AB                                                    | Castellum AB                                                                                                                     | CUSIP: 000000000<br>LEI: 549300GU5OHTR1T5IY68 | Long             | DBT              | CORP              | SE        |      150000 | PA      | $164553.62    | 0.03%             | 2026-12-02      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| REPUBLICA ORIENT URUGUAY                                        | Uruguay Government International Bond                                                                                            | CUSIP: 760942BF8<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |     8225000 | PA      | $196252.83    | 0.04%             | 2033-07-20      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| ANZ Group Holdings Ltd                                          | ANZ Group Holdings Ltd                                                                                                           | CUSIP: 000000000<br>LEI: 9845005D9C6BAA10BK72 | Long             | EC               | CORP              | AU        |        5733 | NS      | $109627.89    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| FIRST ADVANTAGE HOLDINGS LLC                                    | First Advantage Holdings LLC 2024 Term Loan B                                                                                    | CUSIP: 78477MAG6<br>LEI: 549300MRQE5MQEH3BI02 | Long             | LON              | CORP              | US        |      329175 | PA      | $326396.76    | 0.06%             | 2031-10-31      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                        | Long: B9D100ZM0 IRS USD R V 12MSOFR 99D100ZN8 CCPOIS / Short: B9D100ZM0 IRS USD P F  3.87700 99D100ZM0 CCPOIS                    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      950000 | OU      | $-19043.19    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Cie Generale des Etablissements Michelin SCA                    | Cie Generale des Etablissements Michelin SCA                                                                                     | CUSIP: 000000000<br>LEI: 549300SOSI58J6VIW052 | Long             | EC               | CORP              | FR        |       29865 | NS      | $1092035.86   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| ICE Futures Europe - Financial Products Division                | FTSE 100 IDX FUT JUN25                                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | GB        |           1 | NC      | $344.88       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED STATES CELLULAR C                                        | United States Cellular Corp                                                                                                      | CUSIP: 911684702<br>LEI: 549300B164AZXESI6E03 | Long             | EP               | CORP              | US        |        2475 | NS      | $58410.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| US CELLULAR CORP                                                | United States Cellular Corp                                                                                                      | CUSIP: 911684884<br>LEI: 549300B164AZXESI6E03 | Long             | EP               | CORP              | US        |        8038 | NS      | $178282.84    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BPCE SA                                                         | BPCE SA                                                                                                                          | CUSIP: 05571ABB0<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |      255000 | PA      | $259207.85    | 0.05%             | 2046-01-14      | Fixed         | 6.92%                 | No            |                  2 | On Loan: No      |
| TRANS UNION LLC                                                 | Trans Union LLC 2024 Term Loan B9                                                                                                | CUSIP: 89334GBG8<br>LEI: X8NPN6PWJOM1QCTYFV34 | Long             | LON              | CORP              | US        |      173875 | PA      | $172788.28    | 0.03%             | 2031-06-24      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| CP Atlas Buyer Inc                                              | CP Atlas Buyer Inc 2021 Term Loan B                                                                                              | CUSIP: 12658HAG7<br>LEI: 2549006ZZ07G0NDDCR36 | Long             | LON              | CORP              | US        |      347029 | PA      | $323864.38    | 0.06%             | 2027-11-23      | Floating      | 8.17%                 | No            |                  2 | On Loan: No      |
| SAN MIGUEL INDUSTRIAS                                           | SAN Miguel Industrias Pet SA / NG PET R&P Latin America SA                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | PE        |      740000 | PA      | $678950.00    | 0.12%             | 2028-08-02      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen       | Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen                                                                        | CUSIP: 000000000<br>LEI: 529900MUF4C20K50JS49 | Long             | EC               | CORP              | DE        |        1035 | NS      | $708570.82    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| E Ink Holdings Inc                                              | E Ink Holdings Inc                                                                                                               | CUSIP: 000000000<br>LEI: 529900UOR451FJJYL571 | Long             | EC               | CORP              | TW        |       23132 | NS      | $161590.51    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| LIMAK YENILENEBILIR                                             | Limak Yenilenebilir Enerji AS                                                                                                    | CUSIP: 53263MAA0<br>LEI: 789000WFO2FHRONHFN18 | Long             | DBT              | CORP              | TR        |     1795000 | PA      | $1745637.50   | 0.32%             | 2030-08-12      | Fixed         | 9.63%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae II Pool                                                                                                               | CUSIP: 36179XLF1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     2885063 | PA      | $2693633.10   | 0.49%             | 2052-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MIZUHO MARKETS CAYMAN                                           | Mizuho Markets Cayman LP                                                                                                         | CUSIP: 60701E311<br>LEI: 549300KHUXLS6Q30KT26 | N/A              | DE               |  | KY        |       28806 | NS      | $3099065.25   | 0.56%             |  |  |  | No            |                  2 | On Loan: No      |
| X-Caliber Funding LLC                                           | X-Caliber Funding LLC                                                                                                            | CUSIP: 98373XBW9<br>LEI: 549300GGW5CBE4FDT866 | Long             | ABS-MBS          | CORP              | US        |      315000 | PA      | $314723.75    | 0.06%             | 2028-01-15      | Floating      | 8.57%                 | No            |                  2 | On Loan: No      |
| Deutsche Post AG                                                | Deutsche Post AG                                                                                                                 | CUSIP: 000000000<br>LEI: 8ER8GIG7CSMVD8VUFE78 | Long             | EC               | CORP              | DE        |       26256 | NS      | $1121866.29   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                               | EURO-BOBL FUTURE JUN25                                                                                                           | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |        -152 | NC      | $-206778.30   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                               | EURO STOXX 50 JUN25                                                                                                              | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DE               |  | DE        |         -26 | NC      | $-88707.41    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| QIAGEN NV                                                       | QIAGEN NV                                                                                                                        | CUSIP: 000000000<br>LEI: 54930036WK3GMCN17Z57 | Long             | DBT              | CORP              | NL        |      600000 | PA      | $609092.29    | 0.11%             | 2031-09-10      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                                 | Long: S9D10CNY1 CDS EUR R F  1.00000 1 CCPCORPORATE / Short: S9D10CNY1 CDS EUR P V 03MEVENT 2 CCPCORPORATE                       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |      775000 | OU      | $2432.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae I Pool                                                                                                                | CUSIP: 36209RTA1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         120 | PA      | $120.08       | 0.00%             | 2030-07-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Belron Finance 2019 LLC                                         | Belron Finance 2019 LLC 2024 USD Term Loan B                                                                                     | CUSIP: 08078UAM5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      363175 | PA      | $361711.40    | 0.07%             | 2031-10-16      | Floating      | 7.05%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae II Pool                                                                                                               | CUSIP: 36202DDL2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        4627 | PA      | $4781.73      | 0.00%             | 2029-09-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| The Montreal Exchange / Bourse De Montreal                      | S+P/TSX 60 IX FUT JUN25                                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | CA        |           5 | NC      | $15859.44     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ASX Clear (Futures)                                             | AUST 10Y BOND FUT JUN25                                                                                                          | CUSIP: 000000000<br>LEI: 549300ZD7BBOVZFVHK49 | N/A              | DIR              |  | AU        |          82 | NC      | $152535.43    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Regions Financial Corp                                          | Regions Financial Corp                                                                                                           | CUSIP: 7591EP100<br>LEI: CW05CS5KW59QTC0DG824 | Long             | EC               | CORP              | US        |        5077 | NS      | $103621.57    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Emera Inc                                                       | Emera Inc                                                                                                                        | CUSIP: 290876AD3<br>LEI: NQZVQT2P5IUF2PGA1Q48 | Long             | DBT              | CORP              | CA        |      334000 | PA      | $334452.07    | 0.06%             | 2076-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                   | Citigroup Inc                                                                                                                    | CUSIP: 172967MU2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      232000 | PA      | $226873.76    | 0.04%             | 2025-12-10      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| First Brands Group LLC                                          | First Brands Group LLC 2022 Incremental Term Loan                                                                                | CUSIP: 31935HAG2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |           0 | PA      | $0.00         | 0.00%             | 2027-03-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Apidos CLO Ltd                                                  | Apidos CLO XXXIV                                                                                                                 | CUSIP: 03768XAJ2<br>LEI: 5493001VH1Y9SEPJKZ47 | Long             | ABS-CBDO         | CORP              | KY        |     1000000 | PA      | $993857.00    | 0.18%             | 2035-01-20      | Floating      | 11.03%                | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae I Pool                                                                                                                | CUSIP: 36209EYB2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        2090 | PA      | $2119.33      | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae I Pool                                                                                                                | CUSIP: 36212FTN4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        2078 | PA      | $2079.21      | 0.00%             | 2030-08-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Securitized Term Auto Receivables Trust                         | Securitized Term Auto Receivables Trust                                                                                          | CUSIP: 81378RAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | CA        |      326454 | PA      | $330059.35    | 0.06%             | 2031-07-25      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group Inc                                      | Mizuho Financial Group Inc                                                                                                       | CUSIP: 000000000<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | EC               | CORP              | JP        |       12436 | NS      | $310932.48    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Nvent Electric Public Limited Company                           | Nvent Electric Public Limited Company Term Loan B                                                                                | CUSIP: 05614GAC5<br>LEI: 254900LK60A9DK5W5N81 | Long             | LON              | CORP              | US        |      215000 | PA      | $213970.15    | 0.04%             | 2032-01-30      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| UPM-Kymmene Oyj                                                 | UPM-Kymmene Oyj                                                                                                                  | CUSIP: 000000000<br>LEI: 213800EC6PW5VU4J9U64 | Long             | EC               | CORP              | FI        |       13014 | NS      | $344690.11    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| CCF HOLDING SAS                                                 | CCF Holding SAS                                                                                                                  | CUSIP: 000000000<br>LEI: 969500ULNMJWJWCKM704 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $239756.48    | 0.04%             | 2029-06-12      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE LTD                                                   | Aircastle Ltd                                                                                                                    | CUSIP: 00928QAW1<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |      176000 | PA      | $171003.92    | 0.03%             | 2026-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                          | US 5YR NOTE (CBT) JUN25                                                                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         797 | NC      | $635949.74    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Apple Inc                                                       | Apple Inc                                                                                                                        | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |        2422 | NS      | $514675.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Czech Republic                                                  | Czech Republic Government Bond                                                                                                   | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |     4230000 | PA      | $187027.35    | 0.03%             | 2028-08-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Mileage Plus Holdings LLC                                       | Mileage Plus Holdings LLC 2020 Term Loan B                                                                                       | CUSIP: 59921PAB2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |           0 | PA      | $0.00         | 0.00%             | 2027-06-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae I Pool                                                                                                                | CUSIP: 36241KJL3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       43123 | PA      | $45603.68     | 0.01%             | 2032-11-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE HOLD                                           | Freedom Mortgage Holdings LLC                                                                                                    | CUSIP: 35641AAA6<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |     1490000 | PA      | $1517848.10   | 0.28%             | 2029-02-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust                      | JPMBB Commercial Mortgage Securities Trust 2014-C23                                                                              | CUSIP: 46643AAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1525000 | PA      | $1301805.88   | 0.24%             | 2047-09-15      | Variable      | 4.20%                 | No            |                  2 | On Loan: No      |
| Maricopa County Industrial Development Authority                | MARICOPA CNTY AZ INDL DEV AUTH EDU REVENUE                                                                                       | CUSIP: 56681NJD0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      725000 | PA      | $752994.14    | 0.14%             | 2029-10-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Foundation Building Materials Holding Company LLC               | Foundation Building Materials Holding Company LLC 2024 Term Loan B2                                                              | CUSIP: 35039KAD8<br>LEI: 549300ZVE6MONHB01I28 | Long             | LON              | CORP              | US        |      248120 | PA      | $228005.18    | 0.04%             | 2031-01-29      | Floating      | 8.32%                 | No            |                  2 | On Loan: No      |
| HUNGARY GOVERNMENT BOND                                         | Hungary Government Bond                                                                                                          | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |   196610000 | PA      | $527154.36    | 0.10%             | 2026-04-22      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| WAGA BONDCO LTD                                                 | Waga Bondco Ltd                                                                                                                  | CUSIP: 000000000<br>LEI: 254900PFB2C9WELUW795 | Long             | DBT              | CORP              | JE        |      200000 | PA      | $260423.05    | 0.05%             | 2030-06-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                | Fannie Mae Connecticut Avenue Securities                                                                                         | CUSIP: 20754LAJ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      310000 | PA      | $323370.30    | 0.06%             | 2041-12-25      | Floating      | 10.35%                | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                     | PURCHASED USD / SOLD BRL                                                                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $-45589.11    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                             | Global Payments Inc                                                                                                              | CUSIP: 37940XAU6<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |      405000 | PA      | $358830.00    | 0.07%             | 2031-03-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Hyundai Motor Co                                                | Hyundai Motor Co                                                                                                                 | CUSIP: 000000000<br>LEI: 9884004RQX8PRBXQ8S60 | Long             | EP               | CORP              | KR        |        2041 | NS      | $219100.02    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                        | Long: B9D0WFLF4 IRS USD R V 12MSOFR 99D0WFLG2 CCPOIS / Short: B9D0WFLF4 IRS USD P F  3.59000 99D0WFLF4 CCPOIS                    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     5446000 | OU      | $260166.61    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                                    | Ecopetrol SA                                                                                                                     | CUSIP: 279158AV1<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |      185000 | PA      | $173176.19    | 0.03%             | 2036-01-19      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Insulet Corporation                                             | Insulet Corporation 2024 1st Lien Term Loan B                                                                                    | CUSIP: 45784QAE9<br>LEI: 549300TZTYD2PYN92D43 | Long             | LON              | CORP              | US        |      238144 | PA      | $237787.10    | 0.04%             | 2031-08-04      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                             | Intesa Sanpaolo SpA                                                                                                              | CUSIP: 46115HCF2<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |      200000 | PA      | $225508.45    | 0.04%             | 2053-11-28      | Fixed         | 7.80%                 | No            |                  2 | On Loan: No      |
| UNITY SOFTWARE INC                                              | Unity Software Inc                                                                                                               | CUSIP: 91332UAG6<br>LEI: 549300D1ESJMGNQNG432 | Long             | DBT              | CORP              | US        |      738000 | PA      | $693351.00    | 0.13%             | 2030-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CANARY WHARF GROUP                                              | Canary Wharf Group Investment Holdings PLC                                                                                       | CUSIP: 000000000<br>LEI: 2138002C1D5FMEDILF18 | Long             | DBT              | CORP              | GB        |      250000 | PA      | $273295.88    | 0.05%             | 2026-04-07      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| SS&C Technologies Inc                                           | SS&C Technologies Inc 2024 Term Loan B8                                                                                          | CUSIP: 78466DBJ2<br>LEI: 549300KY09TR3J12JU49 | Long             | LON              | CORP              | US        |      440789 | PA      | $440009.28    | 0.08%             | 2031-05-09      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| Smurfit WestRock PLC                                            | Smurfit WestRock PLC                                                                                                             | CUSIP: 000000000<br>LEI: 635400EGSEOPDW2EXS14 | Long             | EC               | CORP              | IE        |        5544 | NS      | $232769.66    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae I Pool                                                                                                                | CUSIP: 36241KJT6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         792 | PA      | $824.51       | 0.00%             | 2033-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Alliant Holdings Intermediate, LLC                              | Alliant Holdings Intermediate LLC 2024 Term Loan B6                                                                              | CUSIP: 01881UAM7<br>LEI: 5493006Q26653NF8SI73 | Long             | LON              | CORP              | US        |      611925 | PA      | $607207.06    | 0.11%             | 2031-09-19      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                    | UBS Group AG                                                                                                                     | CUSIP: 000000000<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      200000 | PA      | $200000.00    | 0.04%             | 2025-08-07      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CHG PPC Parent LLC                                              | CHG PPC Parent LLC 2021 Term Loan                                                                                                | CUSIP: 12546FAF9<br>LEI: 54930019XJQNJAGXQ664 | Long             | LON              | CORP              | US        |      198445 | PA      | $197949.05    | 0.04%             | 2028-12-08      | Floating      | 7.44%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA TRUST                                               | Transcanada Trust                                                                                                                | CUSIP: 89356BAG3<br>LEI: 549300Y0MFCAXLBWUV51 | Long             | DBT              | CORP              | CA        |      442000 | PA      | $407826.42    | 0.07%             | 2082-03-07      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| DRAGON BUYER INC                                                | Dragon Buyer Inc Term Loan B                                                                                                     | CUSIP: 26143FAB5<br>LEI: 2549006V6EIUFGF2Y127 | Long             | LON              | CORP              | US        |      144638 | PA      | $143661.20    | 0.03%             | 2031-09-30      | Floating      | 7.30%                 | No            |                  2 | On Loan: No      |
| SEAGATE HDD CAYMAN                                              | Seagate HDD Cayman                                                                                                               | CUSIP: 81180WBL4<br>LEI: 529900BD50TRWEG1SF63 | Long             | DBT              | CORP              | KY        |      660000 | PA      | $834900.00    | 0.15%             | 2028-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Bank NA                                             | PURCHASED MXN / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: KB1H1DSPRFMYMCUFXT09 | N/A              | DFE              |  | MX        |           1 | NC      | $29509.14     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                                        | Prudential Financial Inc                                                                                                         | CUSIP: 744320102<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | EC               | CORP              | US        |        1924 | NS      | $197614.04    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Kyocera Corp                                                    | Kyocera Corp                                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       12807 | NS      | $151785.07    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| LEVIATHAN BOND LTD                                              | Leviathan Bond Ltd                                                                                                               | CUSIP: 000000000<br>LEI: 254900D9T8VKYVQNZ220 | Long             | DBT              | CORP              | IL        |     1495000 | PA      | $1444582.62   | 0.26%             | 2030-06-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Aker BP ASA                                                     | Aker BP ASA                                                                                                                      | CUSIP: 000000000<br>LEI: 549300NFTY73920OYK69 | Long             | EC               | CORP              | NO        |        4671 | NS      | $100274.71    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BUFFALO ENERGY MX HLDGS                                         | Buffalo Energy Mexico Holdings / Buffalo Energy Infrastructure / Buffalo Energy                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |      705000 | PA      | $714608.87    | 0.13%             | 2039-02-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| EXACT SCIENCES CORP                                             | Exact Sciences Corp                                                                                                              | CUSIP: 30063PAD7<br>LEI: 549300VM3X1FYD4N9Z14 | Long             | DBT              | CORP              | US        |      560000 | PA      | $530880.00    | 0.10%             | 2030-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                         | Romanian Government International Bond                                                                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      610000 | PA      | $569320.30    | 0.10%             | 2034-02-07      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Digital Realty Trust Inc                                        | Digital Realty Trust Inc                                                                                                         | CUSIP: 253868103<br>LEI: 549300HKCZ31D08NEI41 | Long             | EC               |  | US        |        1081 | NS      | $173543.74    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac Pool                                                                                                                 | CUSIP: 3133KQWQ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       64510 | PA      | $64537.81     | 0.01%             | 2053-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                                     | PURCHASED IDR / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | ID        |           1 | NC      | $-551.13      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Angola Government International Bonds                           | Angola Government International Bonds                                                                                            | CUSIP: 000000000<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |      985000 | PA      | $785232.15    | 0.14%             | 2029-11-26      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                                     | Southern Co/The                                                                                                                  | CUSIP: 842587DP9<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |      425000 | PA      | $476850.00    | 0.09%             | 2025-12-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| VIRGIN MONEY UK PLC                                             | Virgin Money UK PLC                                                                                                              | CUSIP: 000000000<br>LEI: 213800ZK9VGCYYR6O495 | Long             | DBT              | CORP              | GB        |      603000 | PA      | $895324.17    | 0.16%             | 2028-12-08      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                          | Diamondback Energy Inc                                                                                                           | CUSIP: 25278XAT6<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |       80000 | PA      | $58598.93     | 0.01%             | 2052-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                             | Dominion Energy Inc                                                                                                              | CUSIP: 25746UDT3<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |      106000 | PA      | $109002.70    | 0.02%             | 2055-02-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                               | PURCHASED HUF / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | HU        |           1 | NC      | $1119.55      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF GABON                                               | Gabon Government International Bond                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | GA        |     2025000 | PA      | $1440528.30   | 0.26%             | 2031-02-06      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                         | Romanian Government International Bond                                                                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      790000 | PA      | $533444.98    | 0.10%             | 2041-04-14      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAIN INC                                           | Caesars Entertainment Inc                                                                                                        | CUSIP: 12769GAD2<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |      260000 | PA      | $245113.38    | 0.04%             | 2032-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Magnetite CLO Ltd                                               | Magnetite Xlv Ltd                                                                                                                | CUSIP: 55956DAE9<br>LEI: 529900IK6R4NURGLMB37 | Long             | ABS-CBDO         | CORP              | KY        |      300000 | PA      | $253082.70    | 0.05%             | 2038-04-15      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| MIZUHO MARKETS CAYMAN                                           | Mizuho Markets Cayman LP                                                                                                         | CUSIP: 60701E253<br>LEI: 549300KHUXLS6Q30KT26 | N/A              | DE               |  | KY        |        5136 | NS      | $2865397.23   | 0.52%             |  |  |  | No            |                  2 | On Loan: No      |
| Hanesbrands, Inc.                                               | Hanesbrands Inc 2025 Term Loan B                                                                                                 | CUSIP: 410346AY6<br>LEI: GX5LWVWZLL5S4W1L2F20 | Long             | LON              | CORP              | US        |      240695 | PA      | $238087.83    | 0.04%             | 2032-03-07      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| TTF Holdings LLC                                                | TTF Holdings LLC 2024 Term Loan                                                                                                  | CUSIP: 83421EAB2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      249375 | PA      | $242517.19    | 0.04%             | 2031-07-18      | Floating      | 8.00%                 | No            |                  2 | On Loan: No      |
| Kimberly-Clark Corp                                             | Kimberly-Clark Corp                                                                                                              | CUSIP: 494368103<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | EC               | CORP              | US        |         778 | NS      | $102524.84    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MERCER INTL INC                                                 | Mercer International Inc                                                                                                         | CUSIP: 588056BC4<br>LEI: 549300Z5IAG39VRTY874 | Long             | DBT              | CORP              | US        |      890000 | PA      | $909400.61    | 0.17%             | 2028-10-01      | Fixed         | 12.88%                | No            |                  2 | On Loan: No      |
| VERISURE MIDHOLDING AB                                          | Verisure Midholding AB                                                                                                           | CUSIP: 000000000<br>LEI: 549300496LYEZ55X1M49 | Long             | DBT              | CORP              | SE        |      700000 | PA      | $796613.80    | 0.15%             | 2029-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| National Grid PLC                                               | National Grid PLC                                                                                                                | CUSIP: 000000000<br>LEI: 8R95QZMKZLJX5Q2XR704 | Long             | EC               | CORP              | GB        |       29849 | NS      | $430843.47    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Interpublic Group of Cos Inc/The                                | Interpublic Group of Cos Inc/The                                                                                                 | CUSIP: 460690100<br>LEI: 5493008IUOJ5VWTRC333 | Long             | EC               | CORP              | US        |        9981 | NS      | $250722.72    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| HILCORP ENERGY I LP                                             | Hilcorp Energy I LP Term Loan B                                                                                                  | CUSIP: 431319AH5<br>LEI: 549300ITPIHLG0LHEC09 | Long             | LON              | CORP              | US        |      100000 | PA      | $98250.00     | 0.02%             | 2030-02-11      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Co/The                                              | Kraft Heinz Co/The                                                                                                               | CUSIP: 500754106<br>LEI: 9845007488EC87F5AF14 | Long             | EC               | CORP              | US        |       34112 | NS      | $992659.20    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| CAIXABANK SA                                                    | CaixaBank SA                                                                                                                     | CUSIP: 12803RAC8<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |      200000 | PA      | $217392.00    | 0.04%             | 2034-09-13      | Fixed         | 6.84%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                                    | Ecopetrol SA                                                                                                                     | CUSIP: 279158AW9<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |     1645000 | PA      | $1568429.86   | 0.29%             | 2032-02-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Ryan LLC                                                        | Ryan LLC Term Loan                                                                                                               | CUSIP: 78350LAZ8<br>LEI: 549300TG86D8HZC6TE67 | Long             | LON              | CORP              | US        |      349118 | PA      | $347896.48    | 0.06%             | 2030-11-14      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| Extra Space Storage Inc                                         | Extra Space Storage Inc                                                                                                          | CUSIP: 30225T102<br>LEI: N/A                  | Long             | EC               |  | US        |         911 | NS      | $133479.72    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MICROCHIP TECHNOLOGY INC                                        | Microchip Technology Inc                                                                                                         | CUSIP: 595017BF0<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |      444000 | PA      | $416709.63    | 0.08%             | 2030-06-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Bayerische Motoren Werke AG                                     | Bayerische Motoren Werke AG                                                                                                      | CUSIP: 000000000<br>LEI: YEH5ZCD6E441RHVHD759 | Long             | EP               | CORP              | DE        |        2260 | NS      | $182374.65    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Nasdaq Stockholm AB                                             | OMXS30 IND FUTURE MAY25                                                                                                          | CUSIP: 000000000<br>LEI: 549300KBQIVNEJEZVL96 | N/A              | DE               |  | SE        |           8 | NC      | $4905.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Metropolitan Transportation Authority                           | MET TRANSPRTN AUTH NY REVENUE                                                                                                    | CUSIP: 59259YGF0<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |      125000 | PA      | $135738.49    | 0.02%             | 2040-11-15      | Fixed         | 6.81%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                          | Bank of New York Mellon Corp/The                                                                                                 | CUSIP: 06406YAB8<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |       55000 | PA      | $55243.80     | 0.01%             | 2039-07-21      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| RIVIAN AUTO INC                                                 | Rivian Automotive Inc                                                                                                            | CUSIP: 76954AAB9<br>LEI: 25490004LNKJ84MFYY24 | Long             | DBT              | CORP              | US        |      154000 | PA      | $157176.25    | 0.03%             | 2029-03-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| IHS HOLDING LTD                                                 | IHS Holding Ltd                                                                                                                  | CUSIP: 000000000<br>LEI: 213800CLGMKL63VKTD94 | Long             | DBT              | CORP              | KY        |      445000 | PA      | $422439.63    | 0.08%             | 2028-11-29      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                            | Royal Bank of Canada                                                                                                             | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DE               |  | CA        |        7233 | NS      | $2875281.75   | 0.52%             |  |  |  | No            |                  2 | On Loan: No      |
| MH SUB I LLC                                                    | MH Sub I LLC 2024 Term Loan B4                                                                                                   | CUSIP: 000000000<br>LEI: 2549005VFKP807SR8N49 | Long             | LON              | CORP              | US        |      560185 | PA      | $489663.02    | 0.09%             | 2031-12-31      | Floating      | 8.57%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                               | PURCHASED EUR / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | XX        |           1 | NC      | $797.95       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ELO SACA                                                        | ELO SACA                                                                                                                         | CUSIP: 000000000<br>LEI: 969500ASEC557H5A4F22 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $435050.85    | 0.08%             | 2027-07-23      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| The Montreal Exchange / Bourse De Montreal                      | CAN 10YR BOND FUT JUN25                                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CA        |          37 | NC      | $13089.51     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ADMI Corp                                                       | ADMI Corp 2021 Term Loan B2                                                                                                      | CUSIP: 00709LAH0<br>LEI: 5493008U1LYGMQWO7N12 | Long             | LON              | CORP              | US        |      198450 | PA      | $189023.24    | 0.03%             | 2027-12-23      | Floating      | 7.81%                 | No            |                  2 | On Loan: No      |
| QXO INC                                                         | QXO INC TERM LOAN B                                                                                                              | CUSIP: 07368RAJ0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      175000 | PA      | $174781.25    | 0.03%             | 2032-04-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| KKR APPLE BIDCO LLC                                             | KKR Apple Bidco LLC 2025 Term Loan                                                                                               | CUSIP: 48254EAG6<br>LEI: 2549001SCJD3WEYJFM53 | Long             | LON              | CORP              | US        |      248096 | PA      | $244774.14    | 0.04%             | 2031-09-23      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                            | Bank of America Corp                                                                                                             | CUSIP: 06051GMD8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |       80000 | PA      | $78466.69     | 0.01%             | 2035-10-25      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                               | PURCHASED TRY / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | TR        |           1 | NC      | $-5683.10     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Momentive Performance Materials Inc                             | Momentive Performance Materials Inc 2023 Term Loan                                                                               | CUSIP: 60877JAG7<br>LEI: H2OFQI2FJX0T8IHKL414 | Long             | LON              | CORP              | US        |           0 | PA      | $0.00         | 0.00%             | 2028-03-29      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| DISCOVER FINANCIAL SVS                                          | Discover Financial Services                                                                                                      | CUSIP: 254709AQ1<br>LEI: Z1YLO2USPORE63VVUL20 | Long             | DBT              | CORP              | US        |      220000 | PA      | $219601.49    | 0.04%             | 2025-06-23      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                                | Altice France SA                                                                                                                 | CUSIP: 02156LAF8<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |      800000 | PA      | $652706.72    | 0.12%             | 2029-07-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| PUNCH FINANCE PL                                                | Punch Finance PLC                                                                                                                | CUSIP: 000000000<br>LEI: 2138006IJRIU1Q5DN388 | Long             | DBT              | CORP              | GB        |      400000 | PA      | $527989.38    | 0.10%             | 2026-06-30      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| MEITUAN                                                         | Meituan                                                                                                                          | CUSIP: 000000000<br>LEI: 21380033K525E5JLIA77 | Long             | DBT              | CORP              | KY        |     1900000 | PA      | $1826850.00   | 0.33%             | 2028-04-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                           | Mexico Government International Bonds                                                                                            | CUSIP: 91086QAZ1<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |       58000 | PA      | $43822.94     | 0.01%             | 2110-10-12      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND                                         | Romania Government Bond                                                                                                          | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      475000 | PA      | $104945.56    | 0.02%             | 2034-07-31      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| BANK OF CYPRUS HOLDINGS                                         | Bank of Cyprus Holdings PLC                                                                                                      | CUSIP: 000000000<br>LEI: 635400L14KNHZXPUZM19 | Long             | DBT              | CORP              | IE        |      200000 | PA      | $264740.37    | 0.05%             | 2028-12-21      | Fixed         | 11.88%                | No            |                  2 | On Loan: No      |
| AT&T INC                                                        | AT&T Inc                                                                                                                         | CUSIP: 00206RKB7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |       45000 | PA      | $30637.99     | 0.01%             | 2060-06-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| T Rowe Price Group Inc                                          | T Rowe Price Group Inc                                                                                                           | CUSIP: 74144T108<br>LEI: 549300SIV6FPS9Y7IH33 | Long             | EC               | CORP              | US        |       12111 | NS      | $1072429.05   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Evertec Group LLC                                               | Evertec Group LLC 2023 Term Loan B                                                                                               | CUSIP: 000000000<br>LEI: 54930056CPTQSUNQYB82 | Long             | LON              | CORP              | PR        |      600000 | PA      | $597000.00    | 0.11%             | 2030-10-30      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| REXFORD INDUSTRIAL REALT                                        | Rexford Industrial Realty LP                                                                                                     | CUSIP: 76169XAE4<br>LEI: 549300028US163ELJN70 | Long             | DBT              |  | US        |      400000 | PA      | $390000.00    | 0.07%             | 2029-03-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| SFS Auto Receivables Securitization Trust                       | SFS Auto Receivables Securitization Trust 2024-1                                                                                 | CUSIP: 78435VAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       85000 | PA      | $86844.66     | 0.02%             | 2031-01-21      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae                                                                                                                       | CUSIP: 21H022655<br>LEI: 549300M8ZYFG0OCMTT87 | Short            | ABS-MBS          | USGA              | US        |     -690000 | PA      | $-587954.71   | -0.11%            | 2055-05-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| DAYFORCE INC                                                    | Dayforce Inc                                                                                                                     | CUSIP: 15677JAD0<br>LEI: 549300T64GVCHFJ8L449 | Long             | DBT              | CORP              | US        |      100000 | PA      | $95500.00     | 0.02%             | 2026-03-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Singapore Exchange Derivatives Clearing Ltd.                    | MSCI SING IX ETS MAY25                                                                                                           | CUSIP: 000000000<br>LEI: 549300ZLWT3FK3F0FW61 | N/A              | DE               |  | SG        |           9 | NC      | $2463.21      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                          | US 2YR NOTE (CBT) JUN25                                                                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         169 | NC      | $55203.43     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                                          | PURCHASED USD / SOLD EUR                                                                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $102133.87    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                                  | Merck & Co Inc                                                                                                                   | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |       14304 | NS      | $1218700.80   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                                          | U.S. Treasury Bonds                                                                                                              | CUSIP: 912810UG1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       18100 | PA      | $17910.52     | 0.00%             | 2055-02-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| TEVA PHARM FNC NL II                                            | Teva Pharmaceutical Finance Netherlands II BV                                                                                    | CUSIP: 000000000<br>LEI: 549300HSQCIKJAOYIT23 | Long             | DBT              | CORP              | NL        |      550000 | PA      | $629968.26    | 0.11%             | 2030-05-09      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Wheels Fleet Lease Funding LLC                                  | Wheels Fleet Lease Funding 1 LLC                                                                                                 | CUSIP: 96328GBZ9<br>LEI: 549300BSFY0E0XXREF43 | Long             | ABS-O            | CORP              | US        |     3185000 | PA      | $3203526.83   | 0.58%             | 2039-09-19      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Healthpeak Properties Inc                                       | Healthpeak Properties Inc                                                                                                        | CUSIP: 42250P103<br>LEI: 254900M6MTMZM0I22L81 | Long             | EC               |  | US        |       25135 | NS      | $448408.40    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| UMBS, TBA                                                       | Uniform Mortgage-Backed Security, TBA                                                                                            | CUSIP: 01F050452<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1950000 | PA      | $1960385.31   | 0.36%             | 2039-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NEXI SPA                                                        | Nexi SpA                                                                                                                         | CUSIP: 000000000<br>LEI: 5493000P70CQRQG8SN85 | Long             | DBT              | CORP              | IT        |      350000 | PA      | $391045.84    | 0.07%             | 2026-04-30      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| SEA LTD                                                         | Sea Ltd                                                                                                                          | CUSIP: 81141RAF7<br>LEI: 529900OM6JLLW44YKI15 | Long             | DBT              | CORP              | KY        |      107000 | PA      | $161998.00    | 0.03%             | 2025-12-01      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Standard Bank Group Ltd                                         | Standard Bank Group Ltd                                                                                                          | CUSIP: 000000000<br>LEI: 2549003PEZXUT7MDBU41 | Long             | EC               | CORP              | ZA        |       18014 | NS      | $224961.63    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                         | PURCHASED USD / SOLD AUD                                                                                                         | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |           1 | NC      | $-90402.70    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                             | Intesa Sanpaolo SpA                                                                                                              | CUSIP: 46115HBZ9<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |      200000 | PA      | $214687.72    | 0.04%             | 2033-06-20      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Nomura International PLC                                        | Long: DDZ01SOT9 TRS USD R V 12MOBFR DFZ01SOT4 EQUITYTRS / Short: DDZ01SOT9 TRS USD P E DDZ01SOT9 EQUITYTRS                       | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | N/A              | DE               |  | GB        |      803875 | OU      | $61033.86     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| FORVIA SE                                                       | Forvia SE                                                                                                                        | CUSIP: 000000000<br>LEI: 969500F0VMZLK2IULV85 | Long             | DBT              | CORP              | FR        |      450000 | PA      | $495763.71    | 0.09%             | 2029-06-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Phoenix Group Holdings PLC                                      | Phoenix Group Holdings PLC                                                                                                       | CUSIP: 000000000<br>LEI: 2138001P49OLAEU33T68 | Long             | EC               | CORP              | GB        |       51797 | NS      | $414393.39    | 0.08%             |  |  |  | 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        |       35000 | PA      | $35518.56     | 0.01%             | 2029-09-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Linked Notes                         | Santander Bank Auto Credit-Linked Notes Series 2024-B                                                                            | CUSIP: 80280BAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      385000 | PA      | $380495.58    | 0.07%             | 2033-01-18      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| Tokio Marine Holdings Inc                                       | Tokio Marine Holdings Inc                                                                                                        | CUSIP: 000000000<br>LEI: 5299009QN2NZ191KLS29 | Long             | EC               | CORP              | JP        |       17212 | NS      | $689897.44    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                                             | Malaysia Government Bond                                                                                                         | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |      414000 | PA      | $97585.03     | 0.02%             | 2027-11-16      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Obic Co Ltd                                                     | Obic Co Ltd                                                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |        3889 | NS      | $136159.69    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                             | JPMorgan Chase & Co                                                                                                              | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |        9138 | NS      | $2235337.56   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Gjensidige Forsikring ASA                                       | Gjensidige Forsikring ASA                                                                                                        | CUSIP: 000000000<br>LEI: 5967007LIEEXZX6FAO47 | Long             | EC               | CORP              | NO        |       11684 | NS      | $273392.06    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae I Pool                                                                                                                | CUSIP: 36208YXW4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        3921 | PA      | $3925.74      | 0.00%             | 2030-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae II Pool                                                                                                               | CUSIP: 36202DHT1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       10557 | PA      | $10706.81     | 0.00%             | 2030-04-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HP Inc                                                          | HP Inc                                                                                                                           | CUSIP: 40434L105<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | EC               | CORP              | US        |       44461 | NS      | $1136867.77   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HO                                        | Clear Channel Outdoor Holdings Inc                                                                                               | CUSIP: 18453HAC0<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |      250000 | PA      | $207500.00    | 0.04%             | 2028-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| RYAN SPECIALTY GROUP LLC                                        | Ryan Specialty Group LLC 2024 USD Term Loan B                                                                                    | CUSIP: 78350UAJ4<br>LEI: 549300K52N7QBO3PYY45 | Long             | LON              | CORP              | US        |      299250 | PA      | $297753.75    | 0.05%             | 2031-09-15      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| Telenor ASA                                                     | Telenor ASA                                                                                                                      | CUSIP: 000000000<br>LEI: 549300IM1QSBY4SLPM26 | Long             | EC               | CORP              | NO        |       13843 | NS      | $207921.62    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Fixed Income Clearing Corp                                      | FIXED INC CLEARING CORP.REPO                                                                                                     | CUSIP: 000000000<br>LEI: 549300H47WTHXPU08X20 | Long             | RA               | CORP              | US        |     4440095 | PA      | $4440095.00   | 0.81%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLICA ORIENT URUGUAY                                        | Uruguay Government International Bond                                                                                            | CUSIP: 917288BD3<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |     3572704 | PA      | $88049.50     | 0.02%             | 2028-12-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                                                | CSC Holdings LLC 2022 Term Loan B6                                                                                               | CUSIP: 64072UAM4<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | LON              | CORP              | US        |           0 | PA      | $0.00         | 0.00%             | 2028-01-18      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LIBERTY MUTUAL GROUP INC                                        | Liberty Mutual Group Inc                                                                                                         | CUSIP: 53079EBM5<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |      118000 | PA      | $111436.80    | 0.02%             | 2051-12-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE                                                  | Public Storage                                                                                                                   | CUSIP: 74460W578<br>LEI: 254900GLQZAD4N7N5Q19 | Long             | EP               |  | US        |        5950 | NS      | $114775.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BRIGHTVIEW LANDSCAPES LLC                                       | BrightView Landscapes LLC 2025 Term Loan B                                                                                       | CUSIP: 10801XAL1<br>LEI: 549300OSAEQC89PVOW06 | Long             | LON              | CORP              | US        |      400000 | PA      | $392000.00    | 0.07%             | 2029-04-20      | Floating      | 6.28%                 | No            |                  2 | On Loan: No      |
| BERLIN PACKAGING LLC                                            | Berlin Packaging LLC 2024 Term Loan B7                                                                                           | CUSIP: 08511LBC1<br>LEI: 549300L1HNHO6QOXHH42 | Long             | LON              | CORP              | US        |      995006 | PA      | $987265.10    | 0.18%             | 2031-06-07      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| ORLEN SA                                                        | ORLEN SA                                                                                                                         | CUSIP: 000000000<br>LEI: 259400VVMM70CQREJT74 | Long             | EC               | CORP              | PL        |       33955 | NS      | $613171.12    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| EZCORP INC                                                      | EZCORP Inc                                                                                                                       | CUSIP: 302301AJ5<br>LEI: 5493003K6PG3ZQ7TUQ63 | Long             | DBT              | CORP              | US        |      300000 | PA      | $314067.03    | 0.06%             | 2032-04-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Osaka Exchange                                                  | TOPIX INDX FUTR JUN25                                                                                                            | CUSIP: 000000000<br>LEI: 3538001249AILNPRUX57 | N/A              | DE               |  | JP        |           9 | NC      | $61707.13     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GLOBAL ATLANTIC                                                 | Global Atlantic Fin Co                                                                                                           | CUSIP: 37959GAC1<br>LEI: 98450051B2E65CAA7E94 | Long             | DBT              | CORP              | US        |      411000 | PA      | $390597.28    | 0.07%             | 2051-10-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Light and Wonder International, Inc.                            | Light and Wonder International Inc 2024 Term Loan B2                                                                             | CUSIP: 80875AAW1<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | LON              | CORP              | US        |      497500 | PA      | $495843.33    | 0.09%             | 2029-04-14      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                       | ONEOK Inc                                                                                                                        | CUSIP: 682680103<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | EC               | CORP              | US        |       13419 | NS      | $1102505.04   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| US FOODS INC                                                    | US Foods Inc 2024 Term Loan B                                                                                                    | CUSIP: 90351HAF5<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | LON              | CORP              | US        |      150036 | PA      | $150486.15    | 0.03%             | 2028-11-22      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| ADANI PORTS AND SPECIAL                                         | Adani Ports & Special Economic Zone Ltd                                                                                          | CUSIP: 000000000<br>LEI: 335800QOAXP5TM7OYP69 | Long             | DBT              | CORP              | IN        |      345000 | PA      | $323599.62    | 0.06%             | 2027-07-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Samsung Electronics Co Ltd                                      | Samsung Electronics Co Ltd                                                                                                       | CUSIP: 000000000<br>LEI: 9884007ER46L6N7EI764 | Long             | EP               | CORP              | KR        |       26490 | NS      | $874451.99    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                         | Bristol-Myers Squibb Co                                                                                                          | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |       18172 | NS      | $912234.40    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| NYC Commercial Mortgage Trust                                   | NYC Commercial Mortgage Trust 2025-3BP                                                                                           | CUSIP: 67120UAN7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      865000 | PA      | $840670.15    | 0.15%             | 2042-02-15      | Floating      | 7.86%                 | No            |                  2 | On Loan: No      |
| ERSTE GROUP BANK AG                                             | Erste Group Bank AG                                                                                                              | CUSIP: 000000000<br>LEI: PQOH26KWDF7CG10L6792 | Long             | DBT              | CORP              | AT        |      200000 | PA      | $235421.74    | 0.04%             | 2031-04-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Metlife Securitization Trust                                    | METLIFE SECURITIZATION TRUST                                                                                                     | CUSIP: 59166BAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       62522 | PA      | $59701.79     | 0.01%             | 2055-04-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                           | Athene Global Funding                                                                                                            | CUSIP: 04685A2Z3<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |      192000 | PA      | $185549.48    | 0.03%             | 2026-06-29      | Fixed         | 1.61%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                 | CVS Health Corp                                                                                                                  | CUSIP: 126650EG1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     2008000 | PA      | $1994478.97   | 0.36%             | 2054-12-10      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                                       | Morgan Stanley Bank of America Merrill Lynch Trust 2013-C9                                                                       | CUSIP: 61762DAG6<br>LEI: 549300PFVBG5704L7K74 | Long             | ABS-MBS          | CORP              | US        |      795000 | PA      | $713508.13    | 0.13%             | 2046-05-15      | Variable      | 3.93%                 | No            |                  2 | On Loan: No      |
| Suncorp Group Ltd                                               | Suncorp Group Ltd                                                                                                                | CUSIP: 000000000<br>LEI: 549300BVOKRTHDIWVT46 | Long             | EC               | CORP              | AU        |       10330 | NS      | $134332.19    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| TEVA PHARM FNC NL II                                            | Teva Pharmaceutical Finance Netherlands II BV                                                                                    | CUSIP: 000000000<br>LEI: 549300HSQCIKJAOYIT23 | Long             | DBT              | CORP              | NL        |      250000 | PA      | $335000.89    | 0.06%             | 2031-09-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Crown Subsea Communications Holding,Inc.                        | Crown Subsea Communications HoldingInc 2024 Term Loan B1                                                                         | CUSIP: 22860EAJ1<br>LEI: 5493003AYLUE132FIO27 | Long             | LON              | CORP              | US        |      496250 | PA      | $495257.50    | 0.09%             | 2031-01-30      | Floating      | 8.32%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Group AG                                          | Mercedes-Benz Group AG                                                                                                           | CUSIP: 000000000<br>LEI: 529900R27DL06UVNT076 | Long             | EC               | CORP              | DE        |        3555 | NS      | $212549.22    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| BYD Co Ltd                                                      | BYD Co Ltd                                                                                                                       | CUSIP: 000000000<br>LEI: 5299005557VL7ULJ7A69 | Long             | EC               | CORP              | CN        |        2077 | NS      | $98649.62     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| EPICOR SOFTWARE CORPORATION                                     | Epicor Software Corporation 2024 Term Loan E                                                                                     | CUSIP: 29426NAZ7<br>LEI: JGNXVGGGXR4O1L5I7S73 | Long             | LON              | CORP              | US        |      519748 | PA      | $516795.61    | 0.09%             | 2031-05-30      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| EMRLD BORROWER LP                                               | EMRLD Borrower LP 2024 Term Loan B                                                                                               | CUSIP: 26872NAD1<br>LEI: 5493000GJYE7GAQCUC61 | Long             | LON              | CORP              | US        |      348250 | PA      | $343680.96    | 0.06%             | 2031-08-04      | Floating      | 6.80%                 | No            |                  2 | On Loan: No      |
| PICARD GROUPE SAS                                               | Picard Groupe SAS                                                                                                                | CUSIP: 000000000<br>LEI: 969500C0PA29TV19CT55 | Long             | DBT              | CORP              | FR        |      100000 | PA      | $118099.67    | 0.02%             | 2029-07-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| FORVIA SE                                                       | Forvia SE                                                                                                                        | CUSIP: 000000000<br>LEI: 969500F0VMZLK2IULV85 | Long             | DBT              | CORP              | FR        |      100000 | PA      | $107620.80    | 0.02%             | 2031-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| IONIS PHARMACEUTICALS IN                                        | Ionis Pharmaceuticals Inc                                                                                                        | CUSIP: 462222AF7<br>LEI: 549300SI4ZGLG0BLUZ92 | Long             | DBT              | CORP              | US        |      600000 | PA      | $584403.22    | 0.11%             | 2028-06-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae I Pool                                                                                                                | CUSIP: 36208YXN4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         872 | PA      | $877.87       | 0.00%             | 2030-04-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| SOUTH BOW CAN INFRA HOLD                                        | South Bow Canadian Infrastructure Holdings Ltd                                                                                   | CUSIP: 836720AF9<br>LEI: 2549004FYUSYLPBT1G26 | Long             | DBT              | CORP              | CA        |      414000 | PA      | $413586.86    | 0.08%             | 2055-03-01      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| Annaly Capital Management Inc                                   | Annaly Capital Management Inc                                                                                                    | CUSIP: 035710839<br>LEI: 2DTL0G3FPRYUT58TI025 | Long             | EC               |  | US        |       31067 | NS      | $608913.20    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| DRAFTKINGS HOLDINGS INC                                         | DraftKings Holdings Inc                                                                                                          | CUSIP: 26142RAB0<br>LEI: 5493008P45UYYL683Z97 | Long             | DBT              | CORP              | US        |      787000 | PA      | $690466.82    | 0.13%             | 2028-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                                           | Uber Technologies Inc                                                                                                            | CUSIP: 90353TAM2<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |      750000 | PA      | $982875.00    | 0.18%             | 2028-12-01      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                       | Uniform Mortgage-Backed Security, TBA                                                                                            | CUSIP: 01F022659<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1340000 | PA      | $1113768.83   | 0.20%             | 2054-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AMBIPAR LUX SARL                                                | Ambipar Lux Sarl                                                                                                                 | CUSIP: 02319WAB7<br>LEI: 9845008C0E14F9BDEK55 | Long             | DBT              | CORP              | LU        |      355000 | PA      | $346799.50    | 0.06%             | 2033-02-05      | Fixed         | 10.88%                | No            |                  2 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA                              | Banco Bilbao Vizcaya Argentaria SA                                                                                               | CUSIP: 000000000<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | EC               | CORP              | ES        |       21436 | NS      | $294188.50    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                                             | Gilead Sciences Inc                                                                                                              | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |        4075 | NS      | $434150.50    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Mill City Mortgage Trust                                        | Mill City Mortgage Loan Trust 2017-3                                                                                             | CUSIP: 59980CAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        3408 | PA      | $3395.68      | 0.00%             | 2061-01-25      | Variable      | 2.75%                 | No            |                  2 | On Loan: No      |
| Apidos CLO Ltd                                                  | Apidos CLO XXXVI                                                                                                                 | CUSIP: 03769LAJ7<br>LEI: 549300NWD6NYUKJT1J26 | Long             | ABS-CBDO         | CORP              | KY        |      500000 | PA      | $494443.00    | 0.09%             | 2034-07-20      | Floating      | 7.43%                 | No            |                  2 | On Loan: No      |
| Powszechna Kasa Oszczednosci Bank Polski SA                     | Powszechna Kasa Oszczednosci Bank Polski SA                                                                                      | CUSIP: 000000000<br>LEI: P4GTT6GF1W40CVIMFR43 | Long             | EC               | CORP              | PL        |        6643 | NS      | $127717.82    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| STAPLES INC                                                     | Staples Inc                                                                                                                      | CUSIP: 855030AQ5<br>LEI: XQM2JINI1UL7642TU573 | Long             | DBT              | CORP              | US        |      279000 | PA      | $241729.73    | 0.04%             | 2029-09-01      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP                                                   | EchoStar Corp                                                                                                                    | CUSIP: 278768AA4<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |      314000 | PA      | $292670.86    | 0.05%             | 2030-11-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                       | Uniform Mortgage-Backed Security, TBA                                                                                            | CUSIP: 01F052458<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1150000 | PA      | $1168280.56   | 0.21%             | 2039-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FUQING INVESTMENT MGMT                                          | Fuqing Investment Management Ltd                                                                                                 | CUSIP: 000000000<br>LEI: 30030006LHSKVYVEXO75 | Long             | DBT              | CORP              | VG        |     2140000 | PA      | $2123566.43   | 0.39%             | 2025-06-23      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| GOLOMT BANK OF MONGOLIA                                         | Golomt Bank                                                                                                                      | CUSIP: 000000000<br>LEI: 549300QLH7BRA4EIZO16 | Long             | DBT              | CORP              | MN        |      200000 | PA      | $199774.60    | 0.04%             | 2027-05-20      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-05-19

**Name of Applicant:** HARTFORD MUTUAL FUNDS, INC

**Signature:** William Zook

**Name of Signer:** William Zook

**Title:** Assistant Treasurer