# EDGAR Filing Document

**Accession Number:** 0000795422
**File Stem:** 0001752724-23-034765
**Filing Date:** 2023-2
**Character Count:** 477704
**Document Hash:** 0c089cd385b2cc768bf7ceb5736a55cf
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-034765.hdr.sgml**: 20230223

**ACCESSION NUMBER**: 0001752724-23-034765

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230223

**DATE AS OF CHANGE**: 20230223

**PERIOD START**: 20221231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** FIDELITY ADVISOR SERIES II
- **CENTRAL INDEX KEY:** 0000795422
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 1031

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-04707
- **FILM NUMBER:** 23656807

**BUSINESS ADDRESS:**
- **STREET 1:** 245 SUMMER STREET
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02210
- **BUSINESS PHONE:** 617-563-7000

**MAIL ADDRESS:**
- **STREET 1:** 245 SUMMER STREET
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02210

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** FIDELITY DIVERSIFIED TRUST
- **DATE OF NAME CHANGE:** 19930706

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** PLYMOUTH FUND
- **DATE OF NAME CHANGE:** 19920130

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** PLYMOUTH INVESTMENT SERIES
- **DATE OF NAME CHANGE:** 19911204

## Series and Classes Contracts Data

### Fidelity Advisor Strategic Income Fund (Series ID: S000005152)

| Class ID   | Class Name                     | Ticker Symbol   |
|:---|:---|:---|
| C000014110 | Class A                        | FSTAX           |
| C000014112 | Class C                        | FSRCX           |
| C000014113 | Class M                        | FSIAX           |
| C000014114 | Class I                        | FSRIX           |
| C000200078 | Fidelity Strategic Income Fund | FADMX           |
| C000204998 | Class Z                        | FIWDX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Fidelity Advisor Series II

- **b. Investment Company Act file number:** 811-04707

- **c. CIK number of Registrant:** 0000795422

- **d. LEI of Registrant:** EIVUM2R16VT371T5KS40

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

  - **Street Address 1:** 245 Summer Street

  - **City:** Boston

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02210

  - **Telephone number:** 1-800-FIDELITY

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

- **a. Name of Series:** Fidelity Advisor Strategic Income Fund

- **b. EDGAR series identifier (if any):** S000005152

- **c. LEI of Series:** QMGXKUUY2S4UZOBMIH60

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $13224659987.76

**Total Liabilities:** $411977225.23

**Net Assets:** $12812682762.53

**Delayed Delivery Securities:** $160002201.18

**Cash Not Reported:** $59672834.27

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 45402.12142240 | **1-Year:** 393887.18722438 | **5-Year:** 955256.63334784 | **10-Year:** 922792.55166523 | **30-Year:** 941598.26866545

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

- **3-Month:** 217008.18960742 | **1-Year:** 662311.82744688 | **5-Year:** 728030.45243589 | **10-Year:** 114435.47080412 | **30-Year:** 30178.15764120

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000014113 | -3.34%               | -0.79%               | -4.69%               |
| Class ID C000200078 | 0.71%                | 3.41%                | -0.77%               |
| Class ID C000014114 | 0.70%                | 3.41%                | -0.77%               |
| Class ID C000014112 | -0.28%               | 2.28%                | -1.77%               |
| Class ID C000204998 | 0.80%                | 3.32%                | -0.67%               |
| Class ID C000014110 | -3.25%               | -0.80%               | -4.69%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-29519504.30            | $99001208.94                               |
| Month 2  | $-38588340.74            | $383524871.26                              |
| Month 3  | $-40907900.42            | $-100777092.13                             |

**Designated Index Information**

- **Index Name:** Bloomberg US Universal Bond Index

- **Index Identifier:** 19807815

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| HSBC HOLDINGS PLC                                                                | HSBC HOLDINGS PLC 6.364%/VAR 11/16/2032 REGS                                                            | CUSIP: N/A<br>LEI: MLU0ZO3ML4LN2LL2TL39       | Long             | DBT              | CORP              | GB        |    9791000 | PA      | $10632118.32   | 0.08%             | 2032-11-16      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| UNIT CORP                                                                        | UNIT CORP                                                                                               | CUSIP: 909218406<br>LEI: 549300XGK22FZCTN8B67 | Long             | EC               | CORP              | US        |      28630 | NS      | $1656531.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TEMPUR SEALY INTERNATIONAL INC                                                   | TEMPUR SEALY INTERNATIONAL INC                                                                          | CUSIP: 88023U101<br>LEI: 549300HFEKVR3US71V91 | Long             | EC               | CORP              | US        |     296848 | NS      | $10190791.84   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| TAPESTRY INC                                                                     | TAPESTRY INC                                                                                            | CUSIP: 876030107<br>LEI: 549300LJNVY5SW3VTN33 | Long             | EC               | CORP              | US        |      91100 | NS      | $3469088.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHERN NAT GAS CO LLC                                                          | SOUTHERN NAT GAS CO LLC 8% 03/01/2032                                                                   | CUSIP: 843452AZ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    9400000 | PA      | $10310853.98   | 0.08%             | 2032-03-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| CHARLES RIVER LABORATORIES INTERNATIONAL INC                                     | CHARLES RIVER LABS INTL INC 3.75% 03/15/2029 144A                                                       | CUSIP: 159864AG2<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | DBT              | CORP              | US        |    5245000 | PA      | $4638678.00    | 0.04%             | 2029-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I LP/FIN CO                                                       | HILCORP ENERGY I LP/FIN CO 6.25% 11/01/2028 144A                                                        | CUSIP: 431318AS3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    7130000 | PA      | $6452650.00    | 0.05%             | 2028-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PG and E CORP                                                                    | PG and E TERM B 1LN 06/23/2025                                                                          | CUSIP: 69338CAH4<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | LON              | CORP              | US        |   16589625 | PA      | $16439323.00   | 0.13%             | 2025-06-23      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                                                     | CAIXABANK SA 02/23/2033 REGS                                                                            | CUSIP: N/A<br>LEI: 7CUNS533WID6K7DGFI87       | Long             | DBT              | CORP              | ES        |    9500000 | PA      | $10177939.19   | 0.08%             | 2033-02-23      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                             | UMBS 30YR 2.5% 02/01/2053 #TBA                                                                          | CUSIP: 01F022626<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    4200000 | PA      | $3564093.96    | 0.03%             | 2053-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SRS DISTRIBUTION INC                                                             | SRS DISTRIBUTION INC 6.125% 07/01/2029 144A                                                             | CUSIP: 78471RAC0<br>LEI: 549300ZQ3XP75BCYM468 | Long             | DBT              | CORP              | US        |    2315000 | PA      | $1871723.80    | 0.01%             | 2029-07-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | CITIGROUP INC 5.9% VAR PERP                                                                             | CUSIP: 172967GF2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EP               | CORP              | US        |   15875000 | PA      | $15709588.37   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| ALLIANT HLDGS INTERMEDIATE LLC                                                   | ALLIANT HOLDINGS TERM B4 1LN 11/12/2027                                                                 | CUSIP: 01881UAJ4<br>LEI: 5493006Q26653NF8SI73 | Long             | LON              | CORP              | US        |    6415200 | PA      | $6261684.26    | 0.05%             | 2027-11-12      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| TRICER HOLDCO S.C.A.                                                             | TRICER HOLDCO S.C.A CLASS A2 PP                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | LU        |     403760 | NS      | $4.04          | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| VALVOLINE INC                                                                    | VALVOLINE INC 4.25% 02/15/2030 144A                                                                     | CUSIP: 92047WAD3<br>LEI: 549300CMHPBEY6VPOT75 | Long             | DBT              | CORP              | US        |    4680000 | PA      | $4540165.95    | 0.04%             | 2030-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| C AND S GROUP ENTERPRISES LLC                                                    | C AND S GROUP ENTERPRISES LLC 5% 12/15/2028 144A                                                        | CUSIP: 12467AAF5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5155000 | PA      | $3892025.00    | 0.03%             | 2028-12-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                       | FNMA 30YR 4.5% 09/01/2052#MA4733                                                                        | CUSIP: 31418EHK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2178080 | PA      | $2100831.80    | 0.02%             | 2052-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GRAHAM PACKAGING CO INC                                                          | GRAHAM PACKAGING CO INC 7.125% 08/15/2028 144A                                                          | CUSIP: 384701AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3720000 | PA      | $3103772.74    | 0.02%             | 2028-08-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| PECF USS INTERMEDIATE HOLDING III CORP                                           | UNITED SITE SERVICES TERM B 1LN 12/17/2028                                                              | CUSIP: 69291LAB2<br>LEI: 254900DIL842DEXPYJ91 | Long             | LON              | CORP              | US        |    1039500 | PA      | $863793.32     | 0.01%             | 2028-12-17      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| CNX RESOURCES CORP                                                               | CNX RESOURCES CORP 7.375% 01/15/2031 144A                                                               | CUSIP: 12653CAK4<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |    2885000 | PA      | $2765243.65    | 0.02%             | 2031-01-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                        | UST NOTES 1.5% 01/31/2027                                                                               | CUSIP: 912828Z78<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   40989000 | PA      | $37006982.59   | 0.29%             | 2027-01-31      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CORECIVIC INC                                                                    | CORECIVIC INC 8.25% 04/15/2026                                                                          | CUSIP: 21871NAB7<br>LEI: 529900JFA3K6PTLT8B15 | Long             | DBT              | CORP              | US        |   14975000 | PA      | $15356862.50   | 0.12%             | 2026-04-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORP                                                        | OCCIDENTAL PETROLEUM CORP 3.5% 08/15/2029                                                               | CUSIP: 674599CS2<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    3820000 | PA      | $3420084.20    | 0.03%             | 2029-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MESQUITE ENERGY INC                                                              | MESQUITE ENERGY INC CONV 15% 07/15/2023                                                                 | CUSIP: 59073XAB1<br>LEI: 549300SB0HTIM17TVR61 | Long             | DBT              | CORP              | US        |    1457034 | PA      | $9285094.87    | 0.07%             | 2023-07-15      | Fixed         | 0.15%                 | Yes           |                  3 | On Loan: No      |
| NEW FORTRESS ENERGY INC                                                          | NEW FORTRESS ENERGY INC 6.5% 09/30/2026 144A                                                            | CUSIP: 644393AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   11785000 | PA      | $10944729.50   | 0.09%             | 2026-09-30      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ONEMAIN HLDGS INC                                                                | ONEMAIN HOLDINGS INC                                                                                    | CUSIP: 68268W103<br>LEI: 549300E3VEW8SMS5XW09 | Long             | EC               | CORP              | US        |     302400 | NS      | $10072944.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| UST BILLS                                                                        | UST BILLS 0% 02/09/2023                                                                                 | CUSIP: 912796XZ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    6590000 | PA      | $6563709.26    | 0.05%             | 2023-02-09      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SPRINT CAPITAL CORP                                                              | SPRINT CAPITAL CORP 6.875% 11/15/2028                                                                   | CUSIP: 852060AD4<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |   53897000 | PA      | $55941852.18   | 0.44%             | 2028-11-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| AMWINS GROUP INC                                                                 | AMWINS GROUP INC 4.875% 06/30/2029 144A                                                                 | CUSIP: 031921AB5<br>LEI: 549300SJE7MUB8NMRG61 | Long             | DBT              | CORP              | US        |    4105000 | PA      | $3481642.37    | 0.03%             | 2029-06-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TOPBUILD CORP                                                                    | TOPBUILD CORP 3.625% 03/15/2029 144A                                                                    | CUSIP: 89055FAB9<br>LEI: 5493007YSKHOL4RWII46 | Long             | DBT              | CORP              | US        |    3030000 | PA      | $2484311.73    | 0.02%             | 2029-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                        | UST NOTES 2.375% 03/31/2029                                                                             | CUSIP: 91282CEE7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    7500000 | PA      | $6819726.60    | 0.05%             | 2029-03-31      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                       | FNMA 30YR 3.5% 12/01/2051#                                                                              | CUSIP: 3140XEC69<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     917115 | PA      | $836931.59     | 0.01%             | 2051-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ALGOMA STEEL SCA                                                                 | ALGOMA STEEL SCA 0% 12/31/2023                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | LU        |    1517920 | PA      | $0.15          | 0.00%             | 2023-12-31      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| BARCLAYS PLC (UNGTD)                                                             | BARCLAYS PLC (UNGTD) 5.262%/VAR 01/29/2034 REGS                                                         | CUSIP: N/A<br>LEI: 213800LBQA1Y9L22JB70       | Long             | DBT              | CORP              | GB        |   12316000 | PA      | $13016836.10   | 0.10%             | 2034-01-29      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| PILGRIMS PRIDE CORP NEW                                                          | PILGRIMS PRIDE CORP NEW 4.25% 04/15/2031 144A                                                           | CUSIP: 72147KAF5<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |   10220000 | PA      | $8692672.10    | 0.07%             | 2031-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HESS MIDSTREAM PARTNERS LP                                                       | HESS MIDSTREAM PARTNERS LP 5.625% 02/15/2026 144A                                                       | CUSIP: 428102AC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    9140000 | PA      | $8903136.90    | 0.07%             | 2026-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                    | FHLG 30YR 3.5% 03/01/2052#                                                                              | CUSIP: 3133KNWK5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    6904498 | PA      | $6335362.01    | 0.05%             | 2052-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CLEARWAY ENERGY OPERATING LLC                                                    | CLEARWAY ENERGY OPER LLC 3.75% 01/15/2032 144A                                                          | CUSIP: 18539UAE5<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |    2795000 | PA      | $2246692.61    | 0.02%             | 2032-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES INC                                                              | UNITED AIRLINES INC 4.375% 04/15/2026 144A                                                              | CUSIP: 90932LAG2<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |   14560000 | PA      | $13496042.56   | 0.11%             | 2026-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WR GRACE HOLDING LLC                                                             | WR GRACE HOLDING LLC 5.625% 08/15/2029 144A                                                             | CUSIP: 92943GAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   13095000 | PA      | $10571200.65   | 0.08%             | 2029-08-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CHAPARRAL ENERGY INC                                                             | CANVAS ENERGY INC NEW SER B WT 10/01/25                                                                 | CUSIP: 15942R141<br>LEI: V5IUQSDP5WPR92NJWH73 | Long             | EC               | CORP              | US        |        289 | NS      | $480.41        | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| UST NOTES                                                                        | UST NOTES 1.5% 11/30/2028                                                                               | CUSIP: 91282CDL2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    6930000 | PA      | $6018001.19    | 0.05%             | 2028-11-30      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CHESAPEAKE ENERGY CORP                                                           | CHESAPEAKE ENERGY CORP PIPE                                                                             | CUSIP: N/A<br>LEI: X2MT1W32SPAZ9WSKLE78       | Long             | EC               | CORP              | US        |      15902 | NS      | $1500671.74    | 0.01%             |  |  |  | Yes           |                  1 | On Loan: No      |
| IQVIA HOLDINGS INC                                                               | IQVIA HOLDINGS INC                                                                                      | CUSIP: 46266C105<br>LEI: 549300W3R20NM4KQPH86 | Long             | EC               | CORP              | US        |      47000 | NS      | $9629830.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| 1011778 B C UNLIMITED LIABILITY CO / NEW RED FIN INC                             | 1011778 BC ULC/NEW RED FIN INC 4.375% 01/15/2028 144A                                                   | CUSIP: 68245XAJ8<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    6265000 | PA      | $5609718.28    | 0.04%             | 2028-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LCPR SENIOR SECURED FINANCING DAC                                                | LCPR SENIOR SECURED FINANCING DAC 6.75% 10/15/2027 144A                                                 | CUSIP: 50201DAA1<br>LEI: 549300LE5FM8IKMXSP90 | Long             | DBT              | CORP              | IE        |    6107000 | PA      | $5710045.00    | 0.04%             | 2027-10-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                        | GNII II 2% 01/01/2053 #TBA                                                                              | CUSIP: 21H020618<br>LEI: 549300M8ZYFG0OCMTT87 | Short            | ABS-MBS          | USGA              | US        |  -55900000 | PA      | $-46898423.00  | -0.37%            | 2053-01-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BOXER PARENT CO INC                                                              | BMC TERM B 1LN 10/02/2025                                                                               | CUSIP: 05988HAE7<br>LEI: 5493006T045HLTF7YX04 | Long             | LON              | CORP              | US        |   18876330 | PA      | $18041996.50   | 0.14%             | 2025-10-02      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| ABG INTERMEDIATE HLDGS 2 LLC                                                     | AUTHENTIC BRANDS TERM B1 1LN 12/21/2028                                                                 | CUSIP: 00076VAZ3<br>LEI: 54930020NXD0RJB64985 | Long             | LON              | CORP              | US        |    2487500 | PA      | $2403546.87    | 0.02%             | 2028-12-21      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                                            | FX Forward: USD/AUD settle 2023-01-13                                                                   | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-252806.71    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BROOKFIELD RESIDENTIAL PPTYS INC / BROOKFIELD RESIDENTIAL US CORP                | BROOKFIELD RESIDENTIAL PPTYS INC / US CORP 4.875% 02/15/2030 144A                                       | CUSIP: 11283YAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    4370000 | PA      | $3407146.54    | 0.03%             | 2030-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MICHAELS COS INC                                                                 | MICHAELS COS INC 5.25% 05/01/2028 144A                                                                  | CUSIP: 55916AAA2<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |    6875000 | PA      | $5531148.36    | 0.04%             | 2028-05-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ABG INTERMEDIATE HLDGS 2 LLC                                                     | AUTHENTIC BRANDS TERM B 2LN 12/20/2029                                                                  | CUSIP: 00076VAY6<br>LEI: 54930020NXD0RJB64985 | Long             | LON              | CORP              | US        |     525000 | PA      | $477750.00     | 0.00%             | 2029-12-20      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CCO HLDGS CAP CORP                                                 | CCO HLDGS LLC/CAP CORP 5.375% 06/01/2029 144A                                                           | CUSIP: 1248EPCB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   34085000 | PA      | $30822042.95   | 0.24%             | 2029-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                                                            | UBER TECHNOLOGIES INC 6.25% 01/15/2028 144A                                                             | CUSIP: 90353TAG5<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    5520000 | PA      | $5299199.28    | 0.04%             | 2028-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                                                 | ALTICE FRANCE SA 8.125% 02/01/2027 144A                                                                 | CUSIP: 02156LAA9<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |    4495000 | PA      | $4094405.60    | 0.03%             | 2027-02-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| COVANTA HLDG CORP                                                                | COVANTA HLDG CORP 5% 09/01/2030                                                                         | CUSIP: 22282EAJ1<br>LEI: 40XIFLS8XDQGGHGPGC04 | Long             | DBT              | CORP              | US        |    6775000 | PA      | $5471069.68    | 0.04%             | 2030-09-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                       | FNMA 30YR 3.5% 01/01/2052#                                                                              | CUSIP: 3140M9TV9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     789333 | PA      | $719828.45     | 0.01%             | 2052-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GAINWELL ACQUISITION CORP                                                        | GAINWELL TERM B 1LN 10/01/2027                                                                          | CUSIP: 59909TAC8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    9727132 | PA      | $9107027.04    | 0.07%             | 2027-10-01      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| PIKE CORP                                                                        | PIKE CORP 5.5% 09/01/2028 144A                                                                          | CUSIP: 721283AA7<br>LEI: 549300P4EKEP6HK0NC58 | Long             | DBT              | CORP              | US        |   14255000 | PA      | $12462291.20   | 0.10%             | 2028-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT CORPORATION                                                            | OPEN TEXT CORPORATION 3.875% 02/15/2028 144A                                                            | CUSIP: 683715AC0<br>LEI: 549300UQROQS42RKHM85 | Long             | DBT              | CORP              | CA        |    3220000 | PA      | $2763178.60    | 0.02%             | 2028-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CATALENT PHARMA SOLUTIONS                                                        | CATALENT PHARMA SOLUTIONS 3.5% 04/01/2030 144A                                                          | CUSIP: 14879EAK4<br>LEI: 549300HALRZ339MSTH85 | Long             | DBT              | CORP              | US        |    2800000 | PA      | $2210852.00    | 0.02%             | 2030-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                        | UST NOTES 1.625% 05/31/2023                                                                             | CUSIP: 912828R69<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   19717000 | PA      | $19485171.26   | 0.15%             | 2023-05-31      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CCO HLDGS CAP CORP                                                 | CCO HLDGS LLC/CAP CORP 5% 02/01/2028 144A                                                               | CUSIP: 1248EPBX0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   22835000 | PA      | $20733951.65   | 0.16%             | 2028-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| 180 MEDICAL INC                                                                  | 180 MEDICAL INC 3.875% 10/15/2029 144A                                                                  | CUSIP: 682357AA6<br>LEI: 254900ZB648OPWVFVX59 | Long             | DBT              | CORP              | US        |    2995000 | PA      | $2574801.50    | 0.02%             | 2029-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SPIRIT LOYALTY CAYMAN LTD / SPIRIT IP CAYMAN LTD                                 | SPIRIT LOYALTY CAYMAN LTD / SPIRIT IP CAYMAN LTD 8% 09/20/2025 144A                                     | CUSIP: 84859BAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    1420000 | PA      | $1427284.60    | 0.01%             | 2025-09-20      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| ZIGGO BV                                                                         | ZIGGO BV 4.875% 01/15/2030 144A                                                                         | CUSIP: 98955DAA8<br>LEI: 213800TQASLF9JXH5J59 | Long             | DBT              | CORP              | NL        |    4805000 | PA      | $4020679.85    | 0.03%             | 2030-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SOTHEBYS                                                                         | SOTHEBYS 7.375% 10/15/2027 144A                                                                         | CUSIP: 835898AH0<br>LEI: 549300P5BAAMQQ7VL735 | Long             | DBT              | CORP              | US        |    2970000 | PA      | $2784759.35    | 0.02%             | 2027-10-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                            | FEDERAL HOME LN MTG MLT CTF GT 2.127% 11/25/2031                                                        | CUSIP: 3137H4SH4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    5000000 | PA      | $4149080.50    | 0.03%             | 2031-11-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ERO COPPER CORP                                                                  | ERO COPPER CORP 6.5% 02/15/2030 144A                                                                    | CUSIP: 296006AA7<br>LEI: 549300KL8A21SEIO8I47 | Long             | DBT              | CORP              | CA        |    4180000 | PA      | $3367512.50    | 0.03%             | 2030-02-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| AXA SA                                                                           | AXA SA 4.25/VAR 03/10/2043 REGS                                                                         | CUSIP: N/A<br>LEI: F5WCUMTUM4RKZ1MAIE39       | Long             | DBT              | CORP              | FR        |   14867000 | PA      | $14491634.52   | 0.11%             | 2043-03-10      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| TTM TECHNOLOGIES INC                                                             | TTM TECHNOLOGIES INC 4% 03/01/2029 144A                                                                 | CUSIP: 87305RAK5<br>LEI: 549300SC4BDOIS008048 | Long             | DBT              | CORP              | US        |    4540000 | PA      | $3893254.30    | 0.03%             | 2029-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                        | UST NOTES 2.25% 03/31/2026                                                                              | CUSIP: 9128286L9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   34717000 | PA      | $32716704.01   | 0.26%             | 2026-03-31      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| XPO INC                                                                          | XPO INC 6.25% 05/01/2025 144A                                                                           | CUSIP: 983793AH3<br>LEI: 54930096DB9LCLPN7H13 | Long             | DBT              | CORP              | US        |    5220000 | PA      | $5269136.75    | 0.04%             | 2025-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| WASH MULTIFAMILY ACQUISITION INC                                                 | WASH MULTIFAMILY ACQUISITION INC 5.75% 04/15/2026 144A                                                  | CUSIP: 93710WAA3<br>LEI: 549300AS7PRY5PHG6L12 | Long             | DBT              | CORP              | US        |    4750000 | PA      | $4476875.00    | 0.03%             | 2026-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FOUNDATION BUILDING MATERIALS INC                                                | FOUNDATION BUILDING MATERIALS INC 6% 03/01/2029 144A                                                    | CUSIP: 350392AA4<br>LEI: 549300ZVE6MONHB01I28 | Long             | DBT              | CORP              | US        |    3110000 | PA      | $2328468.63    | 0.02%             | 2029-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| THAMES WATER UTILITY FINANCE PLC                                                 | THAMES WATER UTILITY FIN PLC 1.25% 01/31/2032 REGS                                                      | CUSIP: N/A<br>LEI: 213800ESMPQ4RQ7G8351       | Long             | DBT              | CORP              | GB        |   14395000 | PA      | $11988788.13   | 0.09%             | 2032-01-31      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| AFFINITY GAMING LLC                                                              | AFFINITY GAMING LLC 6.875% 12/15/2027 144A                                                              | CUSIP: 00842XAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2520000 | PA      | $2136554.33    | 0.02%             | 2027-12-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| DIAMOND BC BV                                                                    | DIAMOND BC BV 4.625% 10/01/2029 144A                                                                    | CUSIP: 25257DAA6<br>LEI: 549300SWLHWJF3D4N658 | Long             | DBT              | CORP              | NL        |    3360000 | PA      | $2696400.00    | 0.02%             | 2029-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ASSUREDPARTNERS INC                                                              | ASSUREDPARTNERS INC 5.625% 01/15/2029 144A                                                              | CUSIP: 04624VAB5<br>LEI: 549300HNDSDQWQ3L2P80 | Long             | DBT              | CORP              | US        |    3905000 | PA      | $3213949.49    | 0.03%             | 2029-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NORTHWEST FIBER LLC/NORTHWEST FIBER FINANCE SUB INC                              | NORTHWEST FIBER LLC/NORTHWEST FIBER FINANCE SUB INC 6% 02/15/2028 144A                                  | CUSIP: 667449AC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2355000 | PA      | $1823437.27    | 0.01%             | 2028-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                                         | VISTRA OPERATIONS CO LLC 5.625% 02/15/2027 144A                                                         | CUSIP: 92840VAB8<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   17455000 | PA      | $16558903.94   | 0.13%             | 2027-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ASML HOLDING NV                                                                  | ASML HLDG NV (NY REG SHS) NEW YORK REGISTERED SHARES                                                    | CUSIP: N/A<br>LEI: 724500Y6DUVHQD6OXN27       | Long             | EC               | CORP              | NL        |       4400 | NS      | $2404160.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ARDAGH METAL PACKAGING FINANCE USA LLC/ARDAGH METAL PACKAGING FINANCE PLC        | ARDAGH METAL PACKAGING FINANCE USA LLC/ARDAGH METAL PACKAGING FINANCE PLC 3.25% 09/01/2028 144A         | CUSIP: 03969YAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3025000 | PA      | $2570705.65    | 0.02%             | 2028-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP / SUNOCO FIN CORP                                                      | SUNOCO LP / SUNOCO FIN CORP 4.5% 05/15/2029                                                             | CUSIP: 86765LAT4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5515000 | PA      | $4823970.50    | 0.04%             | 2029-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ADVANCED DRAIN SYS INC DEL                                                       | ADVANCED DRAIN SYS INC DEL 5% 09/30/2027 144A                                                           | CUSIP: 00790RAA2<br>LEI: 6QQTOZ5MF5DHM7K92I60 | Long             | DBT              | CORP              | US        |    1400000 | PA      | $1305500.00    | 0.01%             | 2027-09-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TEMPUR SEALY INTERNATIONAL INC                                                   | TEMPUR SEALY INTERNATIONAL INC 4% 04/15/2029 144A                                                       | CUSIP: 88023UAH4<br>LEI: 549300HFEKVR3US71V91 | Long             | DBT              | CORP              | US        |    7905000 | PA      | $6641464.80    | 0.05%             | 2029-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO INC                                                              | SIRIUS XM RADIO INC 4% 07/15/2028 144A                                                                  | CUSIP: 82967NBJ6<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |   11260000 | PA      | $9799578.00    | 0.08%             | 2028-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC / ACRISURE FINANCE INC                                              | ACRISURE LLC / ACRISURE FINANCE INC 7% 11/15/2025 144A                                                  | CUSIP: 00489LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   20290000 | PA      | $18642710.09   | 0.15%             | 2025-11-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                      | UNITED STATES TREASURY BOND 2.25% 02/15/2052                                                            | CUSIP: 912810TD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  115400000 | PA      | $80248077.55   | 0.63%             | 2052-02-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GERMANY FEDERAL REPUBLIC OF                                                      | GERMANY FEDERAL REPUBLIC OF 0% 03/10/2023 REGS                                                          | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |   24555000 | PA      | $26209882.56   | 0.20%             | 2023-03-10      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| WR GRACE HOLDING LLC                                                             | WR GRACE TERM B 1LN 09/22/2028                                                                          | CUSIP: 92943HAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    1277100 | PA      | $1250766.20    | 0.01%             | 2028-09-22      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                                    | CARNIVAL CORP 4% 08/01/2028 144A                                                                        | CUSIP: 143658BQ4<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |   14305000 | PA      | $11664440.05   | 0.09%             | 2028-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PREMIER ENTERTAINMENT SU                                                         | PREMIER ENTERTAINMENT SU 5.625% 09/01/2029 144A                                                         | CUSIP: 74052HAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   10245000 | PA      | $7554663.00    | 0.06%             | 2029-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CAESARS RESORT COLLECTION LLC / CRC FINCO INC                                    | CAESARS RESORT COLLECTION LLC / CRC FINCO INC 5.75% 07/01/2025 144A                                     | CUSIP: 12770RAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    8510000 | PA      | $8330490.66    | 0.07%             | 2025-07-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TRICER HOLDCO S.C.A.                                                             | TRICER HOLDCO S.C.A CLASS A9 PP                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | LU        |     403760 | NS      | $4.04          | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| BOOZ ALLEN AND HAMILTON INC                                                      | BOOZ ALLEN AND HAMILTON INC 3.875% 09/01/2028 144A                                                      | CUSIP: 09951LAA1<br>LEI: 549300D7XCH2480XU542 | Long             | DBT              | CORP              | US        |    6270000 | PA      | $5554985.69    | 0.04%             | 2028-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ARDAGH METAL PACKAGING FINANCE USA LLC/ARDAGH METAL PACKAGING FINANCE PLC        | ARDAGH METAL PACKAGING FINANCE USA LLC/ARDAGH METAL PACKAGING FINANCE PLC 6% 06/15/2027 144A            | CUSIP: 03969YAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2785000 | PA      | $2726819.01    | 0.02%             | 2027-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                        | GNII II 2% 02/01/2053 #TBA                                                                              | CUSIP: 21H020626<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   29350000 | PA      | $24650137.54   | 0.19%             | 2053-02-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ORGANON and CO / ORGANON FOREIGN DEBT CO-ISSUER BV                               | ORGANON and CO / ORGANON FOREIGN DEBT CO-ISSUER BV 5.125% 04/30/2031 144A                               | CUSIP: 68622TAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    8890000 | PA      | $7697675.42    | 0.06%             | 2031-04-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SRS DISTRIBUTION INC                                                             | SRS DISTRIBUTION TERM B 1LN 06/04/2028                                                                  | CUSIP: 78466YAN8<br>LEI: 549300ZQ3XP75BCYM468 | Long             | LON              | CORP              | US        |    3056312 | PA      | $2916058.32    | 0.02%             | 2028-06-04      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC                                                                     | ACRISURE TERM B 1LN 02/15/2027                                                                          | CUSIP: 00488PAP0<br>LEI: 549300R0Z1Q47XRTGO22 | Long             | LON              | CORP              | US        |     648450 | PA      | $626292.46     | 0.00%             | 2027-02-15      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                        | UST NOTES 0.625% 07/31/2026                                                                             | CUSIP: 91282CCP4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   24000000 | PA      | $21207187.44   | 0.17%             | 2026-07-31      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                                             | ONEMAIN FINANCE CORP 7.125% 03/15/2026                                                                  | CUSIP: 85172FAN9<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |   41215000 | PA      | $39190519.20   | 0.31%             | 2026-03-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| DYNASTY ACQUISITION CO INC                                                       | STANDARDAERO TERM B-2 1LN 04/04/2026                                                                    | CUSIP: 26812CAF3<br>LEI: 549300L1RCRPOAUCB870 | Long             | LON              | CORP              | US        |     809565 | PA      | $770179.70     | 0.01%             | 2026-04-04      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| UC HOLDINGS INC                                                                  | UC HOLDINGS INC                                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     560355 | NS      | $3608686.20    | 0.03%             |  |  |  | No            |                  3 | On Loan: No      |
| MILLENNIUM ESCROW CORP                                                           | MILLENNIUM ESCROW CORP 6.625% 08/01/2026 144A                                                           | CUSIP: 60041CAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5650000 | PA      | $3616289.00    | 0.03%             | 2026-08-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| JBS USA LUX SA / JBS FOOD CO / JBS USA FINANCE INC                               | JBS USA LUX SA / JBS FOOD CO / JBS USA FINANCE INC 5.5% 01/15/2030 144A                                 | CUSIP: 46590XAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   12225000 | PA      | $11632332.00   | 0.09%             | 2030-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS LTD                                                       | FIRST QUANTUM MINERALS LTD 6.875% 03/01/2026 144A                                                       | CUSIP: 335934AR6<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |   14330000 | PA      | $13549015.00   | 0.11%             | 2026-03-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ADVANCED MICRO DEVICES INC                                                       | ADVANCED MICRO DEVICES INC                                                                              | CUSIP: 007903107<br>LEI: R2I72C950HOYXII45366 | Long             | EC               | CORP              | US        |      35900 | NS      | $2325243.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TEINE ENERGY LTD                                                                 | TEINE ENERGY LTD 6.875% 04/15/2029 144A                                                                 | CUSIP: 879068AB0<br>LEI: 5493002EE80G6ER7SM91 | Long             | DBT              | CORP              | CA        |    4420000 | PA      | $3966950.00    | 0.03%             | 2029-04-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CENTURY CMNTYS INC                                                               | CENTURY COMMUNITIES INC 3.875% 08/15/2029 144A                                                          | CUSIP: 156504AM4<br>LEI: 5299002QMB2O7ZL1CA26 | Long             | DBT              | CORP              | US        |    4225000 | PA      | $3321906.25    | 0.03%             | 2029-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                           | US ULTRA BOND CBT FUT MAR23 WNH3                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |        279 | NC      | $75673.17      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                                         | VISTRA OPERATIONS CO LLC 4.375% 05/01/2029 144A                                                         | CUSIP: 92840VAH5<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   11110000 | PA      | $9585484.69    | 0.07%             | 2029-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MODIVCARE ESCROW ISSUER INC                                                      | MODIVCARE ESCROW ISSUER INC 5% 10/01/2029 144A                                                          | CUSIP: 60783XAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3250000 | PA      | $2740725.00    | 0.02%             | 2029-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                        | UST NOTES 0.375% 10/31/2023                                                                             | CUSIP: 91282CDD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   20700000 | PA      | $19961753.96   | 0.16%             | 2023-10-31      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| KAR AUCTION SVCS INC                                                             | KAR AUCTION SVCS INC 5.125% 06/01/2025 144A                                                             | CUSIP: 48238TAA7<br>LEI: 5493004HKD20LBSG7D03 | Long             | DBT              | CORP              | US        |    6210000 | PA      | $6066795.66    | 0.05%             | 2025-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PREMIER ENTERTAINMENT SU                                                         | PREMIER ENTERTAINMENT SU 5.875% 09/01/2031 144A                                                         | CUSIP: 74052HAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5385000 | PA      | $3809349.00    | 0.03%             | 2031-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                        | UST NOTES 1.125% 10/31/2026                                                                             | CUSIP: 91282CDG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   17300000 | PA      | $15473363.24   | 0.12%             | 2026-10-31      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                       | FNMA 20YR 1.5% 03/01/2041#MA4286                                                                        | CUSIP: 31418DXQ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3201202 | PA      | $2617775.08    | 0.02%             | 2041-03-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                        | GNII II 2% 03/01/2053 #TBA                                                                              | CUSIP: 21H020634<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    3250000 | PA      | $2731730.30    | 0.02%             | 2053-03-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| PAPA JOHNS INTERNATIONAL INC                                                     | PAPA JOHNS INTERNATIONAL INC 3.875% 09/15/2029 144A                                                     | CUSIP: 698813AA0<br>LEI: HZYLD3DK5XOX0WBVNB56 | Long             | DBT              | CORP              | US        |    2555000 | PA      | $2133425.00    | 0.02%             | 2029-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                                                   | MICROSOFT CORP                                                                                          | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |      15200 | NS      | $3645264.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CROWN CORK and SEAL INC                                                          | CROWN CORK and SEAL INC 7.5% 12/15/2096                                                                 | CUSIP: 228255AJ4<br>LEI: 7HLDMDH0ZXNUH6PT7Z42 | Long             | DBT              | CORP              | US        |    7695000 | PA      | $7787416.95    | 0.06%             | 2096-12-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| SOTHEBY'S/BIDFAIR HOLDINGS INC                                                   | SOTHEBY'S/BIDFAIR HOLDINGS INC 5.875% 06/01/2029 144A                                                   | CUSIP: 83600GAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4315000 | PA      | $3623306.45    | 0.03%             | 2029-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CASCADES INC/USA INC                                                             | CASCADES INC/USA INC 5.375% 01/15/2028 144A                                                             | CUSIP: 14739LAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    3310000 | PA      | $2897766.77    | 0.02%             | 2028-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GARTNER INC                                                                      | GARTNER INC 3.75% 10/01/2030 144A                                                                       | CUSIP: 366651AE7<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |    6920000 | PA      | $5964814.06    | 0.05%             | 2030-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CHART INDUSTRIES INC                                                             | CHART INDUSTRIES TERM 1LN 12/08/2029                                                                    | CUSIP: N/A<br>LEI: EM7QGKC1GYOF3LSZSL80       | Long             | LON              | CORP              | US        |     815000 | PA      | $805325.95     | 0.01%             | 2029-12-08      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                                            | TENET HEALTHCARE CORP 6.125% 10/01/2028 144A                                                            | CUSIP: 88033GDJ6<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    6535000 | PA      | $5850916.20    | 0.05%             | 2028-10-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | ENERGY TRANSFER LP 7.125/VAR PERP                                                                       | CUSIP: 29273VAM2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | EP               | CORP              | US        |    4160000 | PA      | $3473600.00    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                      | BANK OF AMERICA CORPORATION 5.875%/VAR PERP                                                             | CUSIP: 060505FL3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |   60475000 | PA      | $53257913.50   | 0.42%             |  |  |  | No            |                  2 | On Loan: No      |
| LAM RESEARCH CORP                                                                | LAM RESEARCH CORP                                                                                       | CUSIP: 512807108<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |       7200 | NS      | $3026160.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DANA INC                                                                         | DANA INC 4.5% 02/15/2032                                                                                | CUSIP: 235825AJ5<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | DBT              | CORP              | US        |    4150000 | PA      | $3318523.31    | 0.03%             | 2032-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ALCOA NEDERLAND HOLDING BV                                                       | ALCOA NEDERLAND HOLDING BV 6.125% 05/15/2028 144A                                                       | CUSIP: 013822AC5<br>LEI: 5493000UL1QLQLT1VQ42 | Long             | DBT              | CORP              | NL        |    2110000 | PA      | $2078603.20    | 0.02%             | 2028-05-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FOOT LOCKER INC                                                                  | FOOT LOCKER INC 4% 10/01/2029 144A                                                                      | CUSIP: 344849AA2<br>LEI: 549300X383CBNP6MTV94 | Long             | DBT              | CORP              | US        |    2800000 | PA      | $2181281.70    | 0.02%             | 2029-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CO                                                                    | FORD MOTOR CO 3.25% 02/12/2032                                                                          | CUSIP: 345370DA5<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |   12660000 | PA      | $9495636.80    | 0.07%             | 2032-02-12      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                                                | IRON MTN INC 5.625% 07/15/2032 144A                                                                     | CUSIP: 46284VAL5<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |    5915000 | PA      | $5126034.41    | 0.04%             | 2032-07-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ISRAEL, STATE OF                                                                 | ISRAEL STATE OF 5.5% 12/04/2023                                                                         | CUSIP: 46513EGV8<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |   19812000 | PA      | $19922359.77   | 0.16%             | 2023-12-04      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TRICER HOLDCO S.C.A.                                                             | TRICER HOLDCO S.C.A CLASS A7 PP                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | LU        |     403760 | NS      | $4.04          | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| GTT COMMUNICATIONS INC                                                           | GTT COMMUNICATIONS TERM B 05/31/2025                                                                    | CUSIP: 36250LAP9<br>LEI: 549300ETSL7K1ZX05H30 | Long             | LON              | CORP              | US        |    7817260 | PA      | $3517767.06    | 0.03%             | 2025-05-31      | Variable      | 0.11%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                      | UNITED STATES TREASURY BOND 5.25% 02/15/2029                                                            | CUSIP: 912810FG8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    5406000 | PA      | $5738806.88    | 0.04%             | 2029-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CONNECT US FINCO LLC                                                             | INMARSAT TERM B 1LN 12/12/26                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    5328375 | PA      | $5259532.40    | 0.04%             | 2026-12-12      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                    | FHLG 30YR 3.5% 06/01/2051#                                                                              | CUSIP: 3133AMTD8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     511372 | PA      | $467501.56     | 0.00%             | 2051-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VISA INC                                                                         | VISA INC CL A                                                                                           | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |      26900 | NS      | $5588744.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| GRAY ESCROW II INC                                                               | GRAY ESCROW II INC 5.375% 11/15/2031 144A                                                               | CUSIP: 389286AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    8145000 | PA      | $5869694.25    | 0.05%             | 2031-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| RWE AG                                                                           | RWE AG 2.75% 05/24/2030 REGS                                                                            | CUSIP: N/A<br>LEI: 529900GB7KCA94ACC940       | Long             | DBT              | CORP              | DE        |    5550000 | PA      | $5409862.21    | 0.04%             | 2030-05-24      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| TRI POINTE GROUP INC/TRI POINTE HLDGS INC                                        | TRI POINTE GROUP INC/TRI POINTE HLDGS INC 5.875% 06/15/2024                                             | CUSIP: 962178AN9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   11770000 | PA      | $11712444.70   | 0.09%             | 2024-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| WESTROCK CO                                                                      | WESTROCK CO                                                                                             | CUSIP: 96145D105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     111900 | NS      | $3934404.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | ENERGY TRANSFER LP 5.5% 06/01/2027                                                                      | CUSIP: 29273VAF7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   12065000 | PA      | $11744078.96   | 0.09%             | 2027-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BLOCK COMMUNICATIONS INC                                                         | BLOCK COMMUNICATIONS INC 4.875% 03/01/2028 144A                                                         | CUSIP: 093645AJ8<br>LEI: M5G68A9OHJWIL4SFC742 | Long             | DBT              | CORP              | US        |    4405000 | PA      | $3843362.50    | 0.03%             | 2028-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SBA COMMUNICATIONS CORP                                                          | SBA COMMUNICATIONS CORP 3.875% 02/15/2027                                                               | CUSIP: 78410GAD6<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | DBT              | CORP              | US        |    9720000 | PA      | $8782151.22    | 0.07%             | 2027-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ARCONIC CORP                                                                     | ARCONIC CORP 6% 05/15/2025 144A                                                                         | CUSIP: 03966VAB3<br>LEI: 549300B4YFWH3U74B152 | Long             | DBT              | CORP              | US        |    4090000 | PA      | $4020865.01    | 0.03%             | 2025-05-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ASHTON WOODS USA LLC / ASHTON WOODS FINANCE CO                                   | ASHTON WOODS USA LLC/FIN CO 4.625% 04/01/2030 144A                                                      | CUSIP: 045086AP0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4105000 | PA      | $3294714.01    | 0.03%             | 2030-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NEPTUNE BIDCO US INC                                                             | NEPTUNE BIDCO US INC 9.29% 04/15/2029 144A                                                              | CUSIP: 640695AA0<br>LEI: 549300VG15T3VCYZ4531 | Long             | DBT              | CORP              | US        |   14145000 | PA      | $13331662.50   | 0.10%             | 2029-04-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| ALCOA NEDERLAND HOLDING BV                                                       | ALCOA NEDERLAND HOLDING BV 4.125% 03/31/2029 144A                                                       | CUSIP: 013822AG6<br>LEI: 5493000UL1QLQLT1VQ42 | Long             | DBT              | CORP              | NL        |    7735000 | PA      | $6862172.16    | 0.05%             | 2029-03-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                         | FORD MTR CR CO LLC 4% 11/13/2030                                                                        | CUSIP: 345397B36<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   25360000 | PA      | $20816502.40   | 0.16%             | 2030-11-13      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CASCADES INC/USA INC                                                             | CASCADES INC/USA INC 5.125% 01/15/2026 144A                                                             | CUSIP: 14739LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    3310000 | PA      | $3011309.97    | 0.02%             | 2026-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                      | UNITED STATES TREASURY BOND 4.75% 02/15/2037                                                            | CUSIP: 912810PT9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   74200000 | PA      | $81057703.50   | 0.63%             | 2037-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| JAMES HARDIE INTL FIN LTD                                                        | JAMES HARDIE INTL FIN LTD 5% 01/15/2028 144A                                                            | CUSIP: 47032FAB5<br>LEI: 635400G32A4Q1LVQ8M88 | Long             | DBT              | CORP              | IE        |    5270000 | PA      | $4835225.00    | 0.04%             | 2028-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ATHENAHEALTH GROUP INC                                                           | ATHENAHEALTH TERM B 1LN 02/15/2029                                                                      | CUSIP: 04686RAB9<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | LON              | CORP              | US        |   13104416 | PA      | $11798691.85   | 0.09%             | 2029-02-15      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| CENTRAL PARENT INC/CENTRAL MERGER SUB INC                                        | CENTRAL PARENT INC/CENTRAL MERGER SUB INC 7.25% 06/15/2029 144A                                         | CUSIP: 15477CAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4225000 | PA      | $4132564.77    | 0.03%             | 2029-06-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL INTERNATIONAL BV                                                   | CLEAR CHANNEL INTERNATIONAL BV 6.625% 08/01/2025 144A                                                   | CUSIP: 18452MAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    9800000 | PA      | $9351200.77    | 0.07%             | 2025-08-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                    | TRANSDIGM INC 7.5% 03/15/2027                                                                           | CUSIP: 893647BH9<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |   11028000 | PA      | $10911183.15   | 0.09%             | 2027-03-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ADOBE INC                                                                        | ADOBE INC                                                                                               | CUSIP: 00724F101<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | EC               | CORP              | US        |      14064 | NS      | $4732957.92    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                    | FHLG 30YR 3.5% 05/01/2051#                                                                              | CUSIP: 3133KLZU4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   21556365 | PA      | $19734009.12   | 0.15%             | 2051-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                        | UST NOTES 2.75% 02/15/2024                                                                              | CUSIP: 912828B66<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  203714100 | PA      | $199305600.57  | 1.56%             | 2024-02-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| POLARIS NEWCO LLC                                                                | SOLERA TERM B 1LN 06/02/2028                                                                            | CUSIP: 73108RAB4<br>LEI: 254900LEPDAG7EDOA064 | Long             | LON              | CORP              | US        |    3153150 | PA      | $2870501.63    | 0.02%             | 2028-06-02      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES INC                                                              | UNITED AIRLINES INC 4.625% 04/15/2029 144A                                                              | CUSIP: 90932LAH0<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |    8725000 | PA      | $7596819.98    | 0.06%             | 2029-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                       | FNMA 30YR 2.5% 09/01/2051#CB1549                                                                        | CUSIP: 3140QLWK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3678070 | PA      | $3144546.46    | 0.02%             | 2051-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PITNEY-BOWES INC                                                                 | PITNEY-BOWES INC 7.25% 03/15/2029 144A                                                                  | CUSIP: 724479AQ3<br>LEI: 549300N2O26NW4ST6W55 | Long             | DBT              | CORP              | US        |     890000 | PA      | $695988.90     | 0.01%             | 2029-03-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS HOLDINGS LLC                                             | FRONTIER COMMUNICATIONS HOLDINGS LLC 5.875% 10/15/2027 144A                                             | CUSIP: 35906ABE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    6300000 | PA      | $5849991.00    | 0.05%             | 2027-10-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| COINBASE GLOBAL INC                                                              | COINBASE GLOBAL INC 3.375% 10/01/2028 144A                                                              | CUSIP: 19260QAC1<br>LEI: 5493004G3J2SC154DU06 | Long             | DBT              | CORP              | US        |    4060000 | PA      | $2146116.00    | 0.02%             | 2028-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                    | FHLG 30YR 5% 10/01/2052#SD1733                                                                          | CUSIP: 3132DN4S9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2641975 | PA      | $2641257.18    | 0.02%             | 2052-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                      | BANK OF AMERICA CORP 6.25%/VAR PERP                                                                     | CUSIP: 060505EH3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |   18480000 | PA      | $17747468.88   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAINMENT INC                                                        | CAESARS ENTERTAINMENT INC 8.125% 07/01/2027 144A                                                        | CUSIP: 28470RAK8<br>LEI: 5299000BKFWWVND5L441 | Long             | DBT              | CORP              | US        |   34045000 | PA      | $33450914.75   | 0.26%             | 2027-07-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES LTD                                                      | ROYAL CARIBBEAN CRUISES LTD 11.625% 08/15/2027 144A                                                     | CUSIP: 780153BL5<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    5815000 | PA      | $5829537.50    | 0.05%             | 2027-08-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                                              | FX Forward: EUR/USD settle 2023-01-13                                                                   | CUSIP: N/A<br>LEI: 571474TGEMMWANRLN572       | N/A              | DFE              | CORP              | US        |          1 | NC      | $15210.51      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ON SEMICONDUCTOR CORP                                                            | ON SEMICONDUCTOR CORP                                                                                   | CUSIP: 682189105<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | EC               | CORP              | US        |     169691 | NS      | $10583627.67   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| IQVIA INC                                                                        | IQVIA INC 5% 05/15/2027 144A                                                                            | CUSIP: 46266TAA6<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |    5660000 | PA      | $5395678.00    | 0.04%             | 2027-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PERFORMANCE FOOD GROUP INC                                                       | PERFORMANCE FOOD GROUP INC 5.5% 10/15/2027 144A                                                         | CUSIP: 69346VAA7<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |    5345000 | PA      | $5041216.93    | 0.04%             | 2027-10-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MOOG INC                                                                         | MOOG INC 4.25% 12/15/2027 144A                                                                          | CUSIP: 615394AM5<br>LEI: 549300WM2I4U7OBAHG07 | Long             | DBT              | CORP              | US        |    2025000 | PA      | $1873125.00    | 0.01%             | 2027-12-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                                                | IRON MTN INC 5.25% 07/15/2030 144A                                                                      | CUSIP: 46284VAJ0<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |    5915000 | PA      | $5140135.00    | 0.04%             | 2030-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Studio City International Holdings Ltd                                           | STUDIO CITY INTERNATIONAL HOLDINGS LTD ADR 144A                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |     121177 | NS      | $722214.92     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| META PLATFORMS INC                                                               | META PLATFORMS INC CL A                                                                                 | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |      29000 | NS      | $3489860.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CNX RESOURCES CORP                                                               | CNX RESOURCES CORP 6% 01/15/2029 144A                                                                   | CUSIP: 12653CAJ7<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |    3200000 | PA      | $2944461.15    | 0.02%             | 2029-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                        | UST NOTES 0.25% 09/30/2025                                                                              | CUSIP: 91282CAM3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   26037000 | PA      | $23378378.07   | 0.18%             | 2025-09-30      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| H and E EQUIPMENT SERVICES INC                                                   | H and E EQUIPMENT SERVICES INC 3.875% 12/15/2028 144A                                                   | CUSIP: 404030AJ7<br>LEI: 254900KVLRCDMQRYY541 | Long             | DBT              | CORP              | US        |   10040000 | PA      | $8551971.60    | 0.07%             | 2028-12-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NORDSTROM INC                                                                    | NORDSTROM INC 6.95% 03/15/2028                                                                          | CUSIP: 655664AH3<br>LEI: 549300S3IZB5P35KNV16 | Long             | DBT              | CORP              | US        |     250000 | PA      | $230500.00     | 0.00%             | 2028-03-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| MADISON IAQ LLC                                                                  | MADISON IAQ LLC 5.875% 06/30/2029 144A                                                                  | CUSIP: 55760LAB3<br>LEI: 549300IXDNBXNHUPBU73 | Long             | DBT              | CORP              | US        |    4265000 | PA      | $2923226.05    | 0.02%             | 2029-06-30      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ALTUS MIDSTREAM LP                                                               | ALTUS MIDSTREAM LP 5.875% 06/15/2030 144A                                                               | CUSIP: 49461MAA8<br>LEI: 549300RD6AJIMYC0HY12 | Long             | DBT              | CORP              | US        |    4180000 | PA      | $3919932.94    | 0.03%             | 2030-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| QWEST CORPORATION                                                                | QWEST CORP 7.25% 09/15/2025                                                                             | CUSIP: 912920AK1<br>LEI: 549300R2L4N683OO1509 | Long             | DBT              | CORP              | US        |     955000 | PA      | $960921.00     | 0.01%             | 2025-09-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| DISCOVERY PURCHASER CORP                                                         | BAYER ENVIRONMENTAL SCIENCE TERM 1LN 10/04/2029                                                         | CUSIP: N/A<br>LEI: 2549001LSO1ZBIPA5D65       | Long             | LON              | CORP              | US        |    8880000 | PA      | $8074140.00    | 0.06%             | 2029-10-04      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                      | UNITED STATES TREASURY BOND 2.5% 02/15/2045                                                             | CUSIP: 912810RK6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  216056000 | PA      | $162658096.65  | 1.27%             | 2045-02-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                                    | CARNIVAL CORP 9.875% 08/01/2027 144A                                                                    | CUSIP: 143658BJ0<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |   10150000 | PA      | $9591750.00    | 0.07%             | 2027-08-01      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                                                   | BOMBARDIER INC 6% 02/15/2028 144A                                                                       | CUSIP: 097751BX8<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    2815000 | PA      | $2603086.77    | 0.02%             | 2028-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| LAMB WESTON HOLDINGS INC                                                         | LAMB WESTON HOLDINGS INC 4.375% 01/31/2032 144A                                                         | CUSIP: 513272AE4<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |    2790000 | PA      | $2437623.00    | 0.02%             | 2032-01-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BWX TECHNOLOGIES INC                                                             | BWX TECHNOLOGIES INC 4.125% 06/30/2028 144A                                                             | CUSIP: 05605HAB6<br>LEI: 549300NP85N265KWMS58 | Long             | DBT              | CORP              | US        |    6400000 | PA      | $5752000.00    | 0.04%             | 2028-06-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| COGENT COMMUNICATIONS GROUP INC                                                  | COGENT COMMUNICATIONS GROUP INC 7% 06/15/2027 144A                                                      | CUSIP: 19240CAE3<br>LEI: 549300KFWFYF8Q1U0Y26 | Long             | DBT              | CORP              | US        |    2785000 | PA      | $2729099.73    | 0.02%             | 2027-06-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| PARKLAND CORP                                                                    | PARKLAND CORP 4.5% 10/01/2029 144A                                                                      | CUSIP: 70137WAG3<br>LEI: 549300XHQS1JYWBNK868 | Long             | DBT              | CORP              | CA        |    4420000 | PA      | $3683037.27    | 0.03%             | 2029-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AUSTRALIA, COMMONWEALTH OF                                                       | AUSTRALIA COMMONWEALTH OF 1.75% 11/21/2032 REGS                                                         | CUSIP: N/A<br>LEI: 213800J6B7JSBDETCB42       | Long             | DBT              | NUSS              | AU        |   15000000 | PA      | $8313484.91    | 0.06%             | 2032-11-21      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| OPTION CARE HEALTH INC                                                           | OPTION CARE HEALTH INC 4.375% 10/31/2029 144A                                                           | CUSIP: 68404LAA0<br>LEI: 549300DI3Q5ACSYJRI17 | Long             | DBT              | CORP              | US        |    3060000 | PA      | $2676612.60    | 0.02%             | 2029-10-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CHESAPEAKE ENERGY CORP                                                           | CHESAPEAKE ENERGY CORP                                                                                  | CUSIP: 165167735<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | EC               | CORP              | US        |     110303 | NS      | $10409294.11   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| CCO HLDGS LLC/CCO HLDGS CAP CORP                                                 | CCO HLDGS LLC/CAP CORP 6.375% 09/01/2029 144A                                                           | CUSIP: 1248EPCS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5815000 | PA      | $5464588.10    | 0.04%             | 2029-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PERFORMANCE FOOD GROUP INC                                                       | PERFORMANCE FOOD GROUP INC 4.25% 08/01/2029 144A                                                        | CUSIP: 71376LAE0<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |    3955000 | PA      | $3427482.10    | 0.03%             | 2029-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA RESOURCES CORPORATION                                                 | CALIFORNIA RES CORP                                                                                     | CUSIP: 13057Q305<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | EC               | CORP              | US        |     625506 | NS      | $27215766.06   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| UST NOTES                                                                        | UST NOTES 0.75% 03/31/2026                                                                              | CUSIP: 91282CBT7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   46052000 | PA      | $41275903.79   | 0.32%             | 2026-03-31      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| TRICER HOLDCO S.C.A.                                                             | TRICER HOLDCO S.C.A CLASS A4 PP                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | LU        |     403760 | NS      | $4.04          | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| GLATFELTER CORP                                                                  | GLATFELTER CORP 4.75% 11/15/2029 144A                                                                   | CUSIP: 377320AA4<br>LEI: 549300LDQLQBT38QDY28 | Long             | DBT              | CORP              | US        |    4190000 | PA      | $2519449.14    | 0.02%             | 2029-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SM ENERGY CO                                                                     | SM ENERGY CO 6.625% 01/15/2027                                                                          | CUSIP: 78454LAP5<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |   12830000 | PA      | $12358112.60   | 0.10%             | 2027-01-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                                              | FX Forward: USD/JPY settle 2023-01-13                                                                   | CUSIP: N/A<br>LEI: 571474TGEMMWANRLN572       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-405336.99    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MILLICOM INTL CELLULAR SA                                                        | MILLICOM INTL CELLULAR SA 4.5% 04/27/2031 144A                                                          | CUSIP: 600814AR8<br>LEI: 549300CTHC1CP86P2G96 | Long             | DBT              | CORP              | LU        |    1040000 | PA      | $873145.00     | 0.01%             | 2031-04-27      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SPIRIT LOYALTY CAYMAN LTD / SPIRIT IP CAYMAN LTD                                 | SPIRIT LOYALTY CAYMAN LTD / SPIRIT IP CAYMAN LTD 8% 09/20/2025 144A                                     | CUSIP: 84859BAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    4670462 | PA      | $4685500.89    | 0.04%             | 2025-09-20      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| RADIATE HOLDCO LLC / RADIATE FIN INC                                             | RADIATE HOLDCO LLC / RADIATE FIN INC 4.5% 09/15/2026 144A                                               | CUSIP: 75026JAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4205000 | PA      | $3089413.50    | 0.02%             | 2026-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SVENSKA HANDELSBANKEN AB                                                         | SVENSKA HANDELSBANKEN AB 3.25%/VAR 06/01/2033 REGS                                                      | CUSIP: N/A<br>LEI: NHBDILHZTYCNBV5UYZ31       | Long             | DBT              | CORP              | SE        |    9304000 | PA      | $9180369.55    | 0.07%             | 2033-06-01      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| ANTERO RESOURCES CORPORATION                                                     | ANTERO RES CORP                                                                                         | CUSIP: 03674X106<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | EC               | CORP              | US        |     127900 | NS      | $3963621.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                    | FHLG 30YR 5% 11/01/2052#SD1862                                                                          | CUSIP: 3132DPB72<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2481277 | PA      | $2489906.89    | 0.02%             | 2052-11-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                                            | FX Forward: USD/AUD settle 2023-01-13                                                                   | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-79625.54     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DT MIDSTREAM INC                                                                 | DT MIDSTREAM INC 4.125% 06/15/2029 144A                                                                 | CUSIP: 23345MAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4285000 | PA      | $3681286.35    | 0.03%             | 2029-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | FANNIE MAE 0.625% 04/22/2025                                                                            | CUSIP: 3135G03U5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |    2128000 | PA      | $1955086.40    | 0.02%             | 2025-04-22      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SEASPAN CORPORATION                                                              | SEASPAN CORPORATION 5.5% 08/01/2029 144A                                                                | CUSIP: 81254UAK2<br>LEI: 5493007Z8Q1H45KT7W98 | Long             | DBT              | CORP              | MH        |    4240000 | PA      | $3213072.00    | 0.03%             | 2029-08-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                        | UST NOTES 2.75% 08/15/2032                                                                              | CUSIP: 91282CFF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  117622000 | PA      | $107109533.75  | 0.84%             | 2032-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| KAISER ALUMINUM CORP                                                             | KAISER ALUMINUM CORP 4.625% 03/01/2028 144A                                                             | CUSIP: 483007AJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    6615000 | PA      | $5772419.34    | 0.05%             | 2028-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CNX MIDSTREAM PARTNERS LP                                                        | CNX MIDSTREAM PARTNERS LP 4.75% 04/15/2030 144A                                                         | CUSIP: 12654AAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2970000 | PA      | $2437375.14    | 0.02%             | 2030-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                                              | JAPAN GOVERNMENT OF 0.4% 03/20/2056                                                                     | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        | 2254000000 | PA      | $11828175.86   | 0.09%             | 2056-03-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SABERT CORPORATION                                                               | SABERT TERM B 1LN 12/10/2026                                                                            | CUSIP: 78516EAB8<br>LEI: 54930029JPYBTHDWT603 | Long             | LON              | CORP              | US        |    3902687 | PA      | $3863659.96    | 0.03%             | 2026-12-10      | Variable      | 0.09%                 | No            |                  3 | On Loan: No      |
| DARLING INGREDIENTS INC                                                          | DARLING INGREDIENTS INC                                                                                 | CUSIP: 237266101<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | EC               | CORP              | US        |      49300 | NS      | $3085687.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CUSHMAN and WAKEFIELD US BORROWER LLC                                            | CUSHMAN and WAKEFIELD US BORROWER LLC 6.75% 05/15/2028 144A                                             | CUSIP: 23166MAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    6575000 | PA      | $6274917.00    | 0.05%             | 2028-05-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                                             | CLEVELAND-CLIFFS INC 4.625% 03/01/2029 144A                                                             | CUSIP: 185899AK7<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |    4615000 | PA      | $4095812.50    | 0.03%             | 2029-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HOLOGIC INC                                                                      | HOLOGIC INC 4.625% 02/01/2028 144A                                                                      | CUSIP: 436440AM3<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | DBT              | CORP              | US        |    2505000 | PA      | $2360448.98    | 0.02%             | 2028-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS LTD                                                       | FIRST QUANTUM MINERALS INC                                                                              | CUSIP: 335934105<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | EC               | CORP              | CA        |     217300 | NS      | $4540189.81    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| UST NOTES                                                                        | UST NOTES 2.125% 07/31/2024                                                                             | CUSIP: 9128282N9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   96008000 | PA      | $92343944.93   | 0.72%             | 2024-07-31      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CDI ESCROW ISSUER INC                                                            | CDI ESCROW ISSUER INC 5.75% 04/01/2030 144A                                                             | CUSIP: 12511VAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2790000 | PA      | $2501037.27    | 0.02%             | 2030-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SEAWORLD PARKS and ENTERTAINMENT INC                                             | SEAWORLD PARKS and ENTRTNMNT INC 5.25% 08/15/2029 144A                                                  | CUSIP: 81282UAG7<br>LEI: 549300UZV72O3371JJ53 | Long             | DBT              | CORP              | US        |    5630000 | PA      | $4902034.30    | 0.04%             | 2029-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UNITI GROUP LP / UNITI GROUP FINANCE INC / CSL CAPITAL LLC                       | UNITI GROUP LP / UNITI GROUP FINANCE INC / CSL CAPITAL LLC 4.75% 04/15/2028 144A                        | CUSIP: 91327BAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    9350000 | PA      | $7480000.00    | 0.06%             | 2028-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NCR CORPORATION NEW                                                              | NCR CORPORATION NEW 5% 10/01/2028 144A                                                                  | CUSIP: 62886EAY4<br>LEI: 549300YKTY8JX1DV2R67 | Long             | DBT              | CORP              | US        |    3385000 | PA      | $2885828.57    | 0.02%             | 2028-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SKYMILES IP LTD                                                                  | DELTA AIR LINES SKYMILES TERM B 1LN 10/20/2027                                                          | CUSIP: 24736CBS2<br>LEI: 2549008L7P4I8VB90936 | Long             | LON              | CORP              | KY        |    2095000 | PA      | $2132710.00    | 0.02%             | 2027-10-20      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| STEVENS HOLDING CO INC                                                           | STEVENS HOLDING CO INC 6.125% 10/01/2026 144A                                                           | CUSIP: 86024TAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1880000 | PA      | $1884700.00    | 0.01%             | 2026-10-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CAMELOT FIN S A                                                                  | CAMELOT FIN S A 4.5% 11/01/2026 144A                                                                    | CUSIP: 13323AAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    6365000 | PA      | $5965600.20    | 0.05%             | 2026-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                        | UST NOTES 3.875% 11/30/2029                                                                             | CUSIP: 91282CFY2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   26570000 | PA      | $26391482.81   | 0.21%             | 2029-11-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BLACK KNIGHT INFOSERV LLC                                                        | BLACK KNIGHT INFOSERV LLC 3.625% 09/01/2028 144A                                                        | CUSIP: 092174AA9<br>LEI: 549300H5PS5C68DAUX66 | Long             | DBT              | CORP              | US        |    6975000 | PA      | $6050812.50    | 0.05%             | 2028-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS and ELECTRIC CO                                                      | PACIFIC GAS and ELECTRIC CO 4.25% 03/15/2046                                                            | CUSIP: 694308HN0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    1475000 | PA      | $1025856.02    | 0.01%             | 2046-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORP                                                        | OCCIDENTAL PETROLEUM CORP 6.2% 03/15/2040                                                               | CUSIP: 674599DJ1<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    3565000 | PA      | $3488693.81    | 0.03%             | 2040-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MIWD HOLDCO II LLC / MIWD FINANCE CORP                                           | MIWD HOLDCO II LLC / MIWD FINANCE CORP 5.5% 02/01/2030 144A                                             | CUSIP: 55337PAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1865000 | PA      | $1484819.94    | 0.01%             | 2030-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                                              | FX Forward: USD/AUD settle 2023-01-13                                                                   | CUSIP: N/A<br>LEI: 571474TGEMMWANRLN572       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-4644.92      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ZIGGO BOND CO                                                                    | ZIGGO BOND CO 5.125% 02/28/2030 144A                                                                    | CUSIP: 98953GAD7<br>LEI: 213800JYI4P7V5QDOG59 | Long             | DBT              | CORP              | NL        |    3375000 | PA      | $2725312.50    | 0.02%             | 2030-02-28      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| REGAL REXNORD CORP                                                               | REGAL REXNORD CORP                                                                                      | CUSIP: 758750103<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | EC               | CORP              | US        |      22600 | NS      | $2711548.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                       | FNMA 30YR 2.5% 02/01/2052#FS0605                                                                        | CUSIP: 3140XFU74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     188295 | PA      | $160570.04     | 0.00%             | 2052-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                            | WI 2022-K150 A2 3.71% 11/32                                                                             | CUSIP: 3137H8U41<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2600000 | PA      | $2445136.98    | 0.02%             | 2032-11-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                    | FHLG 30YR 2.5% 12/01/2051#RA6496                                                                        | CUSIP: 3133KNGD9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    5371408 | PA      | $4577149.84    | 0.04%             | 2051-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NEW COTAI LLC                                                                    | NEW COTAI LLC PIK CONV 5% 02/24/2027                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |    2620175 | PA      | $4215599.32    | 0.03%             | 2027-02-24      | Fixed         | 0.05%                 | No            |                  3 | On Loan: No      |
| CP ATLAS BUYER INC                                                               | CP ATLAS BUYER INC 7% 12/01/2028 144A                                                                   | CUSIP: 12597YAA7<br>LEI: 2549006ZZ07G0NDDCR36 | Long             | DBT              | CORP              | US        |    3280000 | PA      | $2435939.86    | 0.02%             | 2028-12-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                       | FNMA 30YR 3.5% 11/51#MA4468                                                                             | CUSIP: 31418D6E7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     496118 | PA      | $453091.03     | 0.00%             | 2051-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM UK HOLDINGS PLC                                                        | TRANSDIGM UK HOLDINGS PLC 6.875% 05/15/2026                                                             | CUSIP: 89365DAB9<br>LEI: 549300JTYP71LZZSE903 | Long             | DBT              | CORP              | GB        |   21085000 | PA      | $20589790.31   | 0.16%             | 2026-05-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| NXP SEMICONDUCTORS NV                                                            | NXP SEMICONDUCTORS NV                                                                                   | CUSIP: N/A<br>LEI: 724500M9BY5293JDF951       | Long             | EC               | CORP              | NL        |      18600 | NS      | $2939358.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                       | FNMA 30YR 5% 11/01/2052#CB5128                                                                          | CUSIP: 3140QQVW2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4383851 | PA      | $4392248.87    | 0.03%             | 2052-11-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                                                            | UBER TECHNOLOGIES INC 7.5% 09/15/2027 144A                                                              | CUSIP: 90353TAE0<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |   31625000 | PA      | $31647137.50   | 0.25%             | 2027-09-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA RESOURCES CORPORATION                                                 | CALIFORNIA RES CORP WT 10/27/24                                                                         | CUSIP: 13057Q123<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | EC               | CORP              | US        |      34633 | NS      | $436375.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HESS MIDSTREAM PARTNERS LP                                                       | HESS MIDSTREAM PARTNERS LP 5.125% 06/15/2028 144A                                                       | CUSIP: 428104AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    6600000 | PA      | $6102997.56    | 0.05%             | 2028-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ARCONIC CORP                                                                     | ARCONIC CORP 6.125% 02/15/2028 144A                                                                     | CUSIP: 03966VAA5<br>LEI: 549300B4YFWH3U74B152 | Long             | DBT              | CORP              | US        |    9123000 | PA      | $8559792.05    | 0.07%             | 2028-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BOUYGUES SA                                                                      | BOUYGUES SA 5.375% 06/30/2042 REGS                                                                      | CUSIP: N/A<br>LEI: 969500MOCLNQFNZN0D63       | Long             | DBT              | CORP              | FR        |   14100000 | PA      | $15520365.87   | 0.12%             | 2042-06-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HORIZON THERAPEUTICS USA INC                                                     | HORIZON THERAPEUTICS USA INC 5.5% 08/01/2027 144A                                                       | CUSIP: 44055PAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    7300000 | PA      | $7493450.00    | 0.06%             | 2027-08-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAINMENT INC                                                        | CAESARS ENTERTAINMENT INC                                                                               | CUSIP: 12769G100<br>LEI: 5299000BKFWWVND5L441 | Long             | EC               | CORP              | US        |     290400 | NS      | $12080640.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| RADIOLOGY PARTNERS INC                                                           | RADIOLOGY PARTNERS INC 9.25% 02/01/2028 144A                                                            | CUSIP: 75041VAA2<br>LEI: 549300SFTAG2177WUZ08 | Long             | DBT              | CORP              | US        |    9515000 | PA      | $5341282.36    | 0.04%             | 2028-02-01      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| AVANTOR FUNDING INC                                                              | AVANTOR FUNDING INC 3.875% 11/01/2029 144A                                                              | CUSIP: 05352TAB5<br>LEI: 5493003VM0XB4U8YD238 | Long             | DBT              | CORP              | US        |    2790000 | PA      | $2342902.50    | 0.02%             | 2029-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                        | UST NOTES 1.75% 01/31/2029                                                                              | CUSIP: 91282CDW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   41434000 | PA      | $36393942.55   | 0.28%             | 2029-01-31      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| LOWES COS INC                                                                    | LOWES COS INC                                                                                           | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | EC               | CORP              | US        |      40300 | NS      | $8029372.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ACRISURE LLC / ACRISURE FINANCE INC                                              | ACRISURE LLC / ACRISURE FINANCE INC 10.125% 08/01/2026 144A                                             | CUSIP: 00489LAD5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    6810000 | PA      | $6623482.88    | 0.05%             | 2026-08-01      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | FX Forward: EUR/USD settle 2023-01-13                                                                   | CUSIP: N/A<br>LEI: IGJSJL3JD5P30I6NJZ34       | N/A              | DFE              | CORP              | US        |          1 | NC      | $50863.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NGPL PIPECO LLC                                                                  | NGPL PIPECO LLC 4.875% 08/15/2027 144A                                                                  | CUSIP: 62912XAF1<br>LEI: 549300K3NT1HSQFEM073 | Long             | DBT              | CORP              | US        |    1800000 | PA      | $1709554.27    | 0.01%             | 2027-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CLARIVATE SCIENCE HLDGS CORP                                                     | CLARIVATE SCIENCE HLDGS CORP 4.875% 07/01/2029 144A                                                     | CUSIP: 18064PAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4755000 | PA      | $4043414.25    | 0.03%             | 2029-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS LLC / SAFEWAY INC / NEW ALBERTSONS INC / ALBERTSONS LLC           | ALBERTSONS COS LLC / SAFEWAY INC / NEW ALBERTSONS INC / ALBERTSONS LLC 4.875% 02/15/2030 144A           | CUSIP: 013092AE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   23423000 | PA      | $20904090.58   | 0.16%             | 2030-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                                                    | DISH DBS CORP 5.25% 12/01/2026 144A                                                                     | CUSIP: 25470XBE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    6925000 | PA      | $5833169.88    | 0.05%             | 2026-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DICKS SPORTING GOODS INC                                                         | DICKS SPORTING GOODS INC                                                                                | CUSIP: 253393102<br>LEI: 529900SSBV5I4LWSK313 | Long             | EC               | CORP              | US        |      52100 | NS      | $6267109.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| TEMPUR SEALY INTERNATIONAL INC                                                   | TEMPUR SEALY INTERNATIONAL INC 3.875% 10/15/2031 144A                                                   | CUSIP: 88023UAJ0<br>LEI: 549300HFEKVR3US71V91 | Long             | DBT              | CORP              | US        |    7360000 | PA      | $5777784.00    | 0.05%             | 2031-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                    | FHLG 30YR 3.5% 03/01/2052#RA6987                                                                        | CUSIP: 3133KNXQ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    7980738 | PA      | $7332863.84    | 0.06%             | 2052-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                       | FNMA 30YR 5% 10/01/2052#CB4893                                                                          | CUSIP: 3140QQNK7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3038586 | PA      | $3036810.88    | 0.02%             | 2052-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                    | FHLG 20YR 2.5% 05/01/2041#SC0167                                                                        | CUSIP: 3132D9FG4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   15094788 | PA      | $13287295.97   | 0.10%             | 2041-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                                             | ONEMAIN FINANCE CORP 4% 09/15/2030                                                                      | CUSIP: 682691AA8<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    3340000 | PA      | $2492106.33    | 0.02%             | 2030-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                        | UST NOTES 1% 07/31/2028                                                                                 | CUSIP: 91282CCR0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   49141000 | PA      | $41771769.45   | 0.33%             | 2028-07-31      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| QUEBECOR MEDIA INC                                                               | QUEBECOR MEDIA INC 5.75% 01/15/2023                                                                     | CUSIP: 74819RAP1<br>LEI: 5493006O1E1TBNKPQW25 | Long             | DBT              | CORP              | CA        |   14205000 | PA      | $14171050.05   | 0.11%             | 2023-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FORBES ENERGY SVCS LTD                                                           | FORBES ENERGY SVCS LTD NEW                                                                              | CUSIP: 345143200<br>LEI: 5493000KNGZL65YWY755 | Long             | EC               | CORP              | US        |     135187 | NS      | $1.35          | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| UST NOTES                                                                        | UST NOTES 0.25% 05/15/2024                                                                              | CUSIP: 91282CCC3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     470000 | PA      | $442369.14     | 0.00%             | 2024-05-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| PROOFPOINT INC                                                                   | PROOFPOINT TERM B 1LN 08/31/2028                                                                        | CUSIP: 74345HAB7<br>LEI: 529900C5FODDK0WSR085 | Long             | LON              | CORP              | US        |    3081712 | PA      | $2956718.24    | 0.02%             | 2028-08-31      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                        | UST NOTES 1.375% 10/31/2028                                                                             | CUSIP: 91282CDF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    8911000 | PA      | $7691654.94    | 0.06%             | 2028-10-31      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS HOLDINGS LLC                                             | FRONTIER TERM B 1LN 05/01/2028                                                                          | CUSIP: 35906EAQ3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    2663902 | PA      | $2535475.72    | 0.02%             | 2028-05-01      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                        | UST NOTES 2.75% 05/31/2029                                                                              | CUSIP: 91282CES6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   18541000 | PA      | $17225747.81   | 0.13%             | 2029-05-31      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| TELENET FINANCE LUXEMBOURG NOTES SARL                                            | TELENET FINANCE LUXEMBOURG NOTES SARL 5.5% 03/01/2028 144A                                              | CUSIP: N/A<br>LEI: 2138007RI9GLJPCC3E25       | Long             | DBT              | CORP              | LU        |    9200000 | PA      | $8280000.00    | 0.06%             | 2028-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CHESAPEAKE ENERGY CORP                                                           | CHESAPEAKE ENERGY CORP 7% 10/01/2024                                                                    | CUSIP: 165167DA2<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |    3985000 | PA      | $0.40          | 0.00%             | 2024-10-01      | Fixed         | 0.07%                 | No            |                  3 | On Loan: No      |
| NEXSTAR BROADCASTING INC                                                         | NEXSTAR BROADCASTING TERM B 09/19/2026                                                                  | CUSIP: 65336RAW8<br>LEI: 5493006PK6I4I2OOT688 | Long             | LON              | CORP              | US        |    1380465 | PA      | $1367695.73    | 0.01%             | 2026-09-19      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| HESS MIDSTREAM PARTNERS LP                                                       | HESS MIDSTREAM PARTNERS LP 5.5% 10/15/2030 144A                                                         | CUSIP: 428102AF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2775000 | PA      | $2538725.59    | 0.02%             | 2030-10-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FERTITTA ENTERTAINMENT LLC NV                                                    | GOLDEN NUGGET TERM B 1LN 01/27/2029                                                                     | CUSIP: 31556PAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    1734228 | PA      | $1645573.80    | 0.01%             | 2029-01-27      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| BAYER AG                                                                         | BAYER AG 5.375%/VAR 03/25/2082 REGS                                                                     | CUSIP: N/A<br>LEI: 549300J4U55H3WP1XT59       | Long             | DBT              | CORP              | DE        |    8400000 | PA      | $7867807.48    | 0.06%             | 2082-03-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                        | UST NOTES 2.5% 02/28/2026                                                                               | CUSIP: 9128286F2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   38997000 | PA      | $37039533.50   | 0.29%             | 2026-02-28      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| DISH NETWORK CORP                                                                | DISH NETWORK CORP 11.75% 11/15/2027 144A                                                                | CUSIP: 25470MAG4<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |    5670000 | PA      | $5839533.00    | 0.05%             | 2027-11-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | CITIGROUP INC 3ML+0 PERP                                                                                | CUSIP: 172967GD7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EP               | CORP              | US        |   46925000 | PA      | $46467481.25   | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS LP                                                      | CHENIERE ENERGY PARTNERS LP 3.25% 01/31/2032                                                            | CUSIP: 16411QAN1<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    4200000 | PA      | $3337768.31    | 0.03%             | 2032-01-31      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                        | UST NOTES 1.25% 12/31/2026                                                                              | CUSIP: 91282CDQ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   52353000 | PA      | $46882520.38   | 0.37%             | 2026-12-31      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SCIENTIFIC GAMES INTL INC                                                        | SCIENTIFIC GAMES TERM 1LN 04/07/2029                                                                    | CUSIP: N/A<br>LEI: RLTHESQ0RNFQJWPBJN60       | Long             | LON              | CORP              | US        |    1092262 | PA      | $1074709.84    | 0.01%             | 2029-04-07      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| GO DADDY OPERATING CO LLC / GD FINANCE CO INC                                    | GO DADDY OPERATING CO LLC / GD FINANCE CO INC 3.5% 03/01/2029 144A                                      | CUSIP: 38016LAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    6060000 | PA      | $5073383.10    | 0.04%             | 2029-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CARVANA CO                                                                       | CARVANA CO 4.875% 09/01/2029 144A                                                                       | CUSIP: 146869AH5<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |   10830000 | PA      | $4172378.90    | 0.03%             | 2029-09-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ALTICE FING SA                                                                   | ALTICE FING SA 5.75% 08/15/2029 144A                                                                    | CUSIP: 02154CAH6<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | DBT              | CORP              | LU        |   11895000 | PA      | $9356165.34    | 0.07%             | 2029-08-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| OLYMPUS WATER US HOLDING CORPORATION                                             | OLYMPUS WATER US HOLDING CORPORATION 7.125% 10/01/2027 144A                                             | CUSIP: 16308NAA2<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |    2905000 | PA      | $2767012.50    | 0.02%             | 2027-10-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| SOTHEBYS                                                                         | SOTHEBY'S TERM B 1LN 01/15/2027                                                                         | CUSIP: 08883CAE8<br>LEI: 549300P5BAAMQQ7VL735 | Long             | LON              | CORP              | US        |    6592981 | PA      | $6416618.64    | 0.05%             | 2027-01-15      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| C and W SENIOR FINANCING DAC                                                     | C and W SENIOR FINANCING DAC 6.875% 09/15/2027 144A                                                     | CUSIP: 12674TAA4<br>LEI: 5493009O8OIWZPZRY516 | Long             | DBT              | CORP              | IE        |   21480000 | PA      | $19893165.00   | 0.16%             | 2027-09-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| MACYS RETAIL HOLDINGS LLC                                                        | MACYS RETAIL HOLDINGS LLC 6.125% 03/15/2032 144A                                                        | CUSIP: 55617LAR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2820000 | PA      | $2370294.60    | 0.02%             | 2032-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| Fidelity Central Investment Portfolios LLC                                       | Fidelity Floating Rate Central Fund                                                                     | CUSIP: 31606V708<br>LEI: S2V1M15I679NQK6BNY65 | Long             | EC               | RF                | US        |   10549432 | NS      | $1003567499.55 | 7.83%             |  |  |  | No            |                  1 | On Loan: No      |
| CHS/CMNTY HEALTH SYSTEMS INC                                                     | CHS/CMNTY HEALTH SYSTEMS INC 5.25% 05/15/2030 144A                                                      | CUSIP: 12543DBM1<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    8305000 | PA      | $6262278.53    | 0.05%             | 2030-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TENNESSEE VALLEY AUTHORITY                                                       | TVA 5.25% 9/15/39                                                                                       | CUSIP: 880591EH1<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGSE             | US        |    2106000 | PA      | $2191176.24    | 0.02%             | 2039-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATING CO INC                                                 | HILTON DOMESTIC OPERATING CO INC 4% 05/01/2031 144A                                                     | CUSIP: 432833AL5<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    5020000 | PA      | $4199882.60    | 0.03%             | 2031-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CHESAPEAKE ENERGY CORP                                                           | CHESAPEAKE ENERGY CORP 6.75% 04/15/2029 144A                                                            | CUSIP: 92735LAA0<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |    4415000 | PA      | $4298444.00    | 0.03%             | 2029-04-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CHARLES RIVER LABORATORIES INTERNATIONAL INC                                     | CHARLES RIVER LABS INTL INC                                                                             | CUSIP: 159864107<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | EC               | CORP              | US        |      22300 | NS      | $4859170.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                                              | FX Forward: USD/GBP settle 2023-01-13                                                                   | CUSIP: N/A<br>LEI: 571474TGEMMWANRLN572       | N/A              | DFE              | CORP              | US        |          1 | NC      | $1293757.99    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LAMB WESTON HOLDINGS INC                                                         | LAMB WESTON HOLDINGS INC 4.125% 01/31/2030 144A                                                         | CUSIP: 513272AD6<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |    5575000 | PA      | $4923840.00    | 0.04%             | 2030-01-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TENNET HOLDING BV                                                                | TENNET HOLDING BV 2.375% 05/17/2033 REGS                                                                | CUSIP: N/A<br>LEI: 724500LTUWK3JQG63903       | Long             | DBT              | CORP              | NL        |    6136000 | PA      | $5665037.42    | 0.04%             | 2033-05-17      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| TENNESSEE GAS PIPELINE CO                                                        | TENNESSEE GAS PIPELINE CO 7.625% 04/01/2037                                                             | CUSIP: 880451AU3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2585000 | PA      | $2811464.77    | 0.02%             | 2037-04-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                                    | CARNIVAL CORP 10.5% 02/01/2026 144A                                                                     | CUSIP: 143658BG6<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    7395000 | PA      | $7385165.39    | 0.06%             | 2026-02-01      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| RACKSPACE HOSTING INC                                                            | RACKSPACE HOSTING INC 5.375% 12/01/2028 144A                                                            | CUSIP: 750098AA3<br>LEI: 549300QTYCKLMFSE8I97 | Long             | DBT              | CORP              | US        |    3845000 | PA      | $1675887.66    | 0.01%             | 2028-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | ENERGY TRANSFER OPERATING MLP 6.625/VAR PERP                                                            | CUSIP: 29273VAJ9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | EP               | CORP              | US        |   17100000 | PA      | $12696750.00   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                       | FNMA 30YR 3.5% 01/01/2052#                                                                              | CUSIP: 31418EAQ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     130989 | PA      | $119275.20     | 0.00%             | 2052-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CARGO AIRCRAFT MANAGEMENT INC                                                    | CARGO AIRCRAFT MANAGEMENT INC 4.75% 02/01/2028 144A                                                     | CUSIP: 14180LAA4<br>LEI: 549300GH5J7LOMV44F11 | Long             | DBT              | CORP              | US        |    3960000 | PA      | $3564000.00    | 0.03%             | 2028-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| JBS SA                                                                           | JBS SA                                                                                                  | CUSIP: N/A<br>LEI: 529900RM0MTMZL9O5050       | Long             | EC               | CORP              | BR        |    1108000 | NS      | $4614786.68    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CRESTWOOD MIDSTREAM PARTNERS LP/CRESTWOOD MIDSTREAM FIN CORP                     | CRESTWOOD MIDSTRM PTN/FIN CORP 5.75% 04/01/2025                                                         | CUSIP: 226373AP3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2960000 | PA      | $2879488.00    | 0.02%             | 2025-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| RIVIAN HOLDCO and RIVIAN LLC and RIVIAN AUTOMOTIVE LLC                           | RIVIAN HOLDCO and RIVIAN LLC and RIVIAN AUTOMOTIVE LLC FRN 6ML+562.5 10/15/2026 144A                    | CUSIP: 76954LAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   14000000 | PA      | $13510000.00   | 0.11%             | 2026-10-15      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| ATHENAHEALTH GROUP INC                                                           | ATHENAHEALTH TERM DD 1LN 02/15/2029                                                                     | CUSIP: 04686RAC7<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | LON              | CORP              | US        |    2226654 | PA      | $2004790.23    | 0.02%             | 2029-02-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ICAHN ENTERPRISES LP / ICAHN ENTERPRISES FIN CORP                                | ICAHN ENTERPRISES LP/FIN CORP 6.25% 05/15/2026                                                          | CUSIP: 451102BT3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   14625000 | PA      | $14053104.73   | 0.11%             | 2026-05-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATING CO INC                                                 | HILTON DOMESTIC OPERATING CO INC 3.75% 05/01/2029 144A                                                  | CUSIP: 432833AJ0<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    3350000 | PA      | $2897750.00    | 0.02%             | 2029-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                    | TRANSDIGM INC 4.625% 01/15/2029                                                                         | CUSIP: 893647BP1<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    9290000 | PA      | $8168418.30    | 0.06%             | 2029-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| OLYMPUS WATER US HOLDING CORPORATION                                             | OLYMPUS WATER US HOLDING CORPORATION 4.25% 10/01/2028 144A                                              | CUSIP: 681639AA8<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |    5600000 | PA      | $4546380.27    | 0.04%             | 2028-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                       | FNMA 30YR 4% 09/01/2052#FS3083                                                                          | CUSIP: 3140XJM91<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2178045 | PA      | $2054865.70    | 0.02%             | 2052-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                      | UNITED STATES TREASURY BOND 3.375% 08/15/2042                                                           | CUSIP: 912810TK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    4900000 | PA      | $4379375.00    | 0.03%             | 2042-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS INC                                                     | UNIVISION COMMUNICATIONS INC 7.375% 06/30/2030 144A                                                     | CUSIP: 914906AX0<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |    8200000 | PA      | $7836740.00    | 0.06%             | 2030-06-30      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                    | FHLG 20YR 1.5% 03/01/2041#RB5104                                                                        | CUSIP: 3133KYU56<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3195385 | PA      | $2613018.49    | 0.02%             | 2041-03-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP / VICI NOTE CO INC                                            | VICI PROPERTIES LP / VICI NOTE CO INC 4.625% 12/01/2029 144A                                            | CUSIP: 92564RAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    7220000 | PA      | $6570200.00    | 0.05%             | 2029-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HALLIBURTON CO                                                                   | HALLIBURTON CO                                                                                          | CUSIP: 406216101<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | EC               | CORP              | US        |       4034 | NS      | $158737.90     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHART INDUSTRIES INC                                                             | CHART INDUSTRIES INC 7.5% 01/01/2030 144A                                                               | CUSIP: 16115QAF7<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | DBT              | CORP              | US        |    7420000 | PA      | $7459251.80    | 0.06%             | 2030-01-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CAMELOT FIN S A                                                                  | CAMELOT FIN S A 1 TERM B 10/31/2026                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | LU        |     599068 | PA      | $588733.93     | 0.00%             | 2026-10-31      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| MESQUITE ENERGY INC                                                              | SANCHEZ ENERGY DIP ROLL UP TERM 12/31/2049                                                              | CUSIP: N/A<br>LEI: 549300SB0HTIM17TVR61       | Long             | LON              | CORP              | US        |    1476000 | PA      | $0.15          | 0.00%             | 2049-12-31      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| NCR CORPORATION NEW                                                              | NCR CORPORATION NEW 5.75% 09/01/2027 144A                                                               | CUSIP: 62886EAU2<br>LEI: 549300YKTY8JX1DV2R67 | Long             | DBT              | CORP              | US        |    5480000 | PA      | $5243947.52    | 0.04%             | 2027-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ATS CORP                                                                         | ATS CORP 4.125% 12/15/2028 144A                                                                         | CUSIP: 001940AC9<br>LEI: 5493005KP4RP3IU7HQ41 | Long             | DBT              | CORP              | CA        |    4630000 | PA      | $3994578.80    | 0.03%             | 2028-12-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                                   | NRG ENERGY INC                                                                                          | CUSIP: 629377508<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | EC               | CORP              | US        |      58409 | NS      | $1858574.38    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CANADA, GOVERNMENT OF                                                            | CANADA GOVERNMENT OF 0.25% 02/01/2023                                                                   | CUSIP: 135087L77<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |   52420000 | PA      | $38586385.23   | 0.30%             | 2023-02-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                      | UNITED STATES TREASURY BOND 2% 08/15/2051                                                               | CUSIP: 912810SZ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  148344000 | PA      | $97130551.13   | 0.76%             | 2051-08-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                       | FNMA 30YR 5% 11/01/2052#FS3295                                                                          | CUSIP: 3140XJUV3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1341588 | PA      | $1336611.30    | 0.01%             | 2052-11-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HSBC BANK PLC                                                                    | FX Forward: EUR/USD settle 2023-01-13                                                                   | CUSIP: N/A<br>LEI: MP6I5ZYZBEU3UXPYFY54       | N/A              | DFE              | CORP              | GB        |          1 | NC      | $28963.12      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NESCO HOLDINGS II INC                                                            | NESCO HOLDINGS II INC 5.5% 04/15/2029 144A                                                              | CUSIP: 64083YAA9<br>LEI: 254900FAHT0HW9T6L409 | Long             | DBT              | CORP              | US        |    7155000 | PA      | $6260625.00    | 0.05%             | 2029-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                            | JPMORGAN CHASE and CO 6.75/3ML+378 PERP                                                                 | CUSIP: 46625HJQ4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EP               | CORP              | US        |    6270000 | PA      | $6245797.80    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU                                                         | VENTURE GLOBAL CALCASIEU 4.125% 08/15/2031 144A                                                         | CUSIP: 92328MAB9<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |    3525000 | PA      | $3003282.38    | 0.02%             | 2031-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DARLING INGREDIENTS INC                                                          | DARLING INGREDIENTS INC 6% 06/15/2030 144A                                                              | CUSIP: 237266AJ0<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | DBT              | CORP              | US        |    6615000 | PA      | $6466162.50    | 0.05%             | 2030-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MSCI INC                                                                         | MSCI INC 3.25% 08/15/2033 144A                                                                          | CUSIP: 55354GAQ3<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |    4225000 | PA      | $3262792.20    | 0.03%             | 2033-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP 6.875%/VAR PERP                                                                                 | CUSIP: 55336VAU4<br>LEI: 5493000CZJ19CK4P3G36 | Long             | EP               | CORP              | US        |   18000000 | PA      | $17730000.00   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORP                                                        | OCCIDENTAL PETROLEUM CORP 6.6% 03/15/2046                                                               | CUSIP: 674599DL6<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    7130000 | PA      | $7336698.70    | 0.06%             | 2046-03-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CITGO HLDG INC                                                                   | CITGO HLDG INC 9.25% 08/01/2024 144A                                                                    | CUSIP: 17302WAB4<br>LEI: 549300NYHOALWZ2BSL72 | Long             | DBT              | CORP              | US        |   16430000 | PA      | $16391748.82   | 0.13%             | 2024-08-01      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| CHESAPEAKE ENERGY CORP                                                           | CHESAPEAKE ENERGY CORP 5.875% 02/01/2029 144A                                                           | CUSIP: 165167DG9<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |    3115000 | PA      | $2951416.24    | 0.02%             | 2029-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS INC                                                     | UNIVISION COMMUNICATIONS INC 4.5% 05/01/2029 144A                                                       | CUSIP: 914906AV4<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |    5760000 | PA      | $4816857.60    | 0.04%             | 2029-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                                   | NRG ENERGY INC 3.625% 02/15/2031 144A                                                                   | CUSIP: 629377CR1<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    6110000 | PA      | $4644806.97    | 0.04%             | 2031-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PG and E CORP                                                                    | PG and E CORP 5.25% 07/01/2030                                                                          | CUSIP: 69331CAJ7<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |    5150000 | PA      | $4686500.00    | 0.04%             | 2030-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| LCM INVESTMENTS HOLDINGS                                                         | LCM INVESTMENTS HOLDINGS 4.875% 05/01/2029 144A                                                         | CUSIP: 50190EAA2<br>LEI: 549300P5V78NNQTG4428 | Long             | DBT              | CORP              | US        |    3120000 | PA      | $2498460.40    | 0.02%             | 2029-05-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                       | FNMA 30YR 3.5% 03/01/2052#CB3174                                                                        | CUSIP: 3140QNQ47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    6357356 | PA      | $5791600.82    | 0.05%             | 2052-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITED NATURAL FOODS INC                                                         | UNITED NATURAL FOODS INC 6.75% 10/15/2028 144A                                                          | CUSIP: 911163AA1<br>LEI: 549300GKGW6WPZ282D40 | Long             | DBT              | CORP              | US        |    4680000 | PA      | $4496661.00    | 0.04%             | 2028-10-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                                         | VISTRA OPERATIONS CO LLC 5.5% 09/01/2026 144A                                                           | CUSIP: 92840VAA0<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    9975000 | PA      | $9610087.57    | 0.08%             | 2026-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ROBLOX CORP                                                                      | ROBLOX CORP 3.875% 05/01/2030 144A                                                                      | CUSIP: 771049AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4175000 | PA      | $3290735.00    | 0.03%             | 2030-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNICREDIT SPA                                                                    | UNICREDIT SPA 2.731%/VAR 01/15/2032 REGS                                                                | CUSIP: N/A<br>LEI: 549300TRUWO2CD2G5692       | Long             | DBT              | CORP              | IT        |    1676000 | PA      | $1507097.67    | 0.01%             | 2032-01-15      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                    | TRANSDIGM INC 5.5% 11/15/2027                                                                           | CUSIP: 893647BL0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |   68140000 | PA      | $63370200.00   | 0.49%             | 2027-11-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                                            | TENET HEALTHCARE CORP 5.125% 11/01/2027 144A                                                            | CUSIP: 88033GDA5<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |   10955000 | PA      | $10190778.65   | 0.08%             | 2027-11-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TAYLOR MORRISON COMMUNITIES INC                                                  | TAYLOR MORRISON COMMUNITIES INC 5.875% 06/15/2027 144A                                                  | CUSIP: 87724RAA0<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |    5610000 | PA      | $5386280.21    | 0.04%             | 2027-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ASR NEDERLAND NV                                                                 | ASR NEDERLAND NV 7%/VAR 12/07/2043 REGS                                                                 | CUSIP: N/A<br>LEI: 7245000G0HS48PZWUD53       | Long             | DBT              | CORP              | NL        |   15040000 | PA      | $16104397.82   | 0.13%             | 2043-12-07      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                    | FHLG 30YR 3.5% 02/01/2052#                                                                              | CUSIP: 3133B3Q42<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     100105 | PA      | $91290.14      | 0.00%             | 2052-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| IHEARTMEDIA INC                                                                  | IHEARTMEDIA INC                                                                                         | CUSIP: 45174J509<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         26 | NS      | $159.38        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                       | FNMA 30YR 3.5% 07/01/2051#                                                                              | CUSIP: 3140L0K55<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     719108 | PA      | $657416.19     | 0.01%             | 2051-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ORSTED A/S                                                                       | ORSTED A/S 2.875% 06/14/2033 REGS                                                                       | CUSIP: N/A<br>LEI: W9NG6WMZIYEU8VEDOG48       | Long             | DBT              | CORP              | DK        |    9718000 | PA      | $9509130.10    | 0.07%             | 2033-06-14      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GRAPHIC PACKAGING HOLDING CO                                                     | GRAPHIC PACKAGING HOLDING CO                                                                            | CUSIP: 388689101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     332500 | NS      | $7398125.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| EG GLOBAL FINANCE PLC                                                            | EG GLOBAL FINANCE PLC 8.5% 10/30/2025 144A                                                              | CUSIP: 28228PAB7<br>LEI: 549300TL8Q5207VYET27 | Long             | DBT              | CORP              | GB        |    9545000 | PA      | $8892344.11    | 0.07%             | 2025-10-30      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| BROWN BROTHERS HARRIMAN and CO.                                                  | FX Forward: EUR/USD settle 2023-01-13                                                                   | CUSIP: N/A<br>LEI: 5493006KMX1VFTPYPW14       | N/A              | DFE              | CORP              | US        |          1 | NC      | $6081.94       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DG INVESTMENT INTERMEDIATE HOLDINGS 2 INC                                        | CONVERGINT TECH TERM B 1LN 03/31/2028                                                                   | CUSIP: 23344MAC2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     985033 | PA      | $940706.20     | 0.01%             | 2028-03-31      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS INC                                                     | UNIVISION TERM B 1LN 01/31/2029                                                                         | CUSIP: 914908BB3<br>LEI: 549300YQDE2JSGTL8V47 | Long             | LON              | CORP              | US        |    3553150 | PA      | $3439164.95    | 0.03%             | 2029-01-31      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| DAVITA INC                                                                       | DAVITA INC 4.625% 06/01/2030 144A                                                                       | CUSIP: 23918KAS7<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |   15850000 | PA      | $12750163.04   | 0.10%             | 2030-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CCO HLDGS CAP CORP                                                 | CCO HLDGS LLC/CAP CORP 4.25% 02/01/2031 144A                                                            | CUSIP: 1248EPCK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   10205000 | PA      | $8185583.58    | 0.06%             | 2031-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SM ENERGY CO                                                                     | SM ENERGY CO 5.625% 06/01/2025                                                                          | CUSIP: 78454LAL4<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |    4400000 | PA      | $4223958.55    | 0.03%             | 2025-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| COVANTA HLDG CORP                                                                | COVANTA HLDG CORP 4.875% 12/01/2029 144A                                                                | CUSIP: 22303XAA3<br>LEI: 40XIFLS8XDQGGHGPGC04 | Long             | DBT              | CORP              | US        |    4300000 | PA      | $3522861.00    | 0.03%             | 2029-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                                                            | GFL ENVIRONMENTAL INC 4% 08/01/2028 144A                                                                | CUSIP: 36168QAL8<br>LEI: 5493008HF9XC5H29ZX61 | Long             | DBT              | CORP              | CA        |    4200000 | PA      | $3591000.00    | 0.03%             | 2028-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MURPHY OIL USA INC                                                               | MURPHY OIL USA INC 5.625% 05/01/2027                                                                    | CUSIP: 626738AD0<br>LEI: N32S6DTR2ZZ5222WHV58 | Long             | DBT              | CORP              | US        |    3665000 | PA      | $3558751.65    | 0.03%             | 2027-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NORDSTROM INC                                                                    | NORDSTROM INC 4.375% 04/01/2030                                                                         | CUSIP: 655664AT7<br>LEI: 549300S3IZB5P35KNV16 | Long             | DBT              | CORP              | US        |    1745000 | PA      | $1311856.10    | 0.01%             | 2030-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| KRONOS ACQ / KIK CUSTOM                                                          | KRONOS ACQ / KIK CUSTOM 5% 12/31/2026 144A                                                              | CUSIP: 50106GAE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2100000 | PA      | $1816500.00    | 0.01%             | 2026-12-31      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SPECTRUM BRANDS INC                                                              | SPECTRUM BRANDS INC 3.875% 03/15/2031 144A                                                              | CUSIP: 84762LAX3<br>LEI: 549300VU3EH2E73C1Q04 | Long             | DBT              | CORP              | US        |    4310000 | PA      | $3352144.95    | 0.03%             | 2031-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GERMANY FEDERAL REPUBLIC OF                                                      | GERMANY FEDERAL REPUBLIC OF 0% 12/15/2023 REGS                                                          | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |   30905000 | PA      | $32367680.39   | 0.25%             | 2023-12-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                       | FNMA 15YR 3% 11/01/2034#CA4460                                                                          | CUSIP: 3140QB5W4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    8528882 | PA      | $8067232.57    | 0.06%             | 2034-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CATALENT PHARMA SOLUTIONS                                                        | CATALENT PHARMA SOLUTIONS 5% 07/15/2027 144A                                                            | CUSIP: 14879EAE8<br>LEI: 549300HALRZ339MSTH85 | Long             | DBT              | CORP              | US        |    2295000 | PA      | $2135539.18    | 0.02%             | 2027-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MESQUITE ENERGY INC                                                              | MESQUITE ENERGY INC 7.25% 02/15/2023 144A                                                               | CUSIP: 79970YAE5<br>LEI: 549300SB0HTIM17TVR61 | Long             | DBT              | CORP              | US        |   12834000 | PA      | $1.28          | 0.00%             | 2023-02-15      | Fixed         | 0.07%                 | No            |                  3 | On Loan: No      |
| PG and E CORP                                                                    | PG and E CORP                                                                                           | CUSIP: 69331C108<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EC               | CORP              | US        |     606468 | NS      | $9861169.68    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                    | GOLDMAN SACHS GROUP INC (THE) 4.4%/VAR PERP                                                             | CUSIP: 38144GAC5<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EP               | CORP              | US        |    4530000 | PA      | $3784922.95    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| HOLLY EN PART LP/ HOL FIN CORP                                                   | HOLLY EN PART LP/ HOL FIN CORP 5% 02/01/2028 144A                                                       | CUSIP: 435765AH5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4350000 | PA      | $3960702.49    | 0.03%             | 2028-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TOWNSQUARE MEDIA INC                                                             | TOWNSQUARE MEDIA INC 6.875% 02/01/2026 144A                                                             | CUSIP: 892231AB7<br>LEI: 549300XBA8C68H0DR538 | Long             | DBT              | CORP              | US        |    3305000 | PA      | $2933192.46    | 0.02%             | 2026-02-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| WAND NEWCO 3 INC                                                                 | CALIBER COLLISION TERM B 1LN 02/05/2026                                                                 | CUSIP: 93369PAF1<br>LEI: 549300Y3VZEWMSQW8494 | Long             | LON              | CORP              | US        |   11066466 | PA      | $10469651.96   | 0.08%             | 2026-02-05      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                                            | TENET HEALTHCARE CORP 6.25% 02/01/2027 144A                                                             | CUSIP: 88033GCX6<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |   20050000 | PA      | $19258225.50   | 0.15%             | 2027-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GERMANY FEDERAL REPUBLIC OF                                                      | GERMANY FEDERAL REPUBLIC OF 1.7% 08/15/2032 REGS                                                        | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |   37094000 | PA      | $37015119.12   | 0.29%             | 2032-08-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| Studio City International Holdings Ltd                                           | STUDIO CITY INTERNATIONAL HOLDINGS LTD ADR                                                              | CUSIP: 86389T106<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     133400 | NS      | $795064.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BOMBARDIER INC                                                                   | BOMBARDIER INC 7.5% 03/15/2025 144A                                                                     | CUSIP: 097751BM2<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    5202000 | PA      | $5151613.79    | 0.04%             | 2025-03-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                        | UST NOTES 0.125% 08/15/2023                                                                             | CUSIP: 91282CAF8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    2411000 | PA      | $2344226.61    | 0.02%             | 2023-08-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BENGAL DEBT MERGER SUB LLC                                                       | TROPICANA TERM 1LN 01/24/2029                                                                           | CUSIP: 62984CAD5<br>LEI: 549300Y5TU1XQ1KVLJ64 | Long             | LON              | CORP              | US        |    1034800 | PA      | $922979.51     | 0.01%             | 2029-01-24      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                                                | POST HLDGS INC 5.75% 03/01/2027 144A                                                                    | CUSIP: 737446AM6<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    1713000 | PA      | $1656608.04    | 0.01%             | 2027-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                        | GNII II 2% 02/01/2053 #TBA                                                                              | CUSIP: 21H020626<br>LEI: 549300M8ZYFG0OCMTT87 | Short            | ABS-MBS          | USGA              | US        |   -3250000 | PA      | $-2729572.30   | -0.02%            | 2053-02-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SAMPO OYJ                                                                        | SAMPO OYJ 2.5%/VAR 09/03/2052 REGS                                                                      | CUSIP: N/A<br>LEI: 743700UF3RL386WIDA22       | Long             | DBT              | CORP              | FI        |    2579000 | PA      | $2065300.20    | 0.02%             | 2052-09-03      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                       | FNMA 30YR 3.5% 02/01/2051#                                                                              | CUSIP: 3140QHK87<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     897630 | PA      | $822586.91     | 0.01%             | 2051-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MICROCHIP TECHNOLOGY INC                                                         | MICROCHIP TECHNOLOGY                                                                                    | CUSIP: 595017104<br>LEI: 5493007PTFULNYZJ1R12 | Long             | EC               | CORP              | US        |     127400 | NS      | $8949850.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                       | VERIZON COMMUNICATIONS INC 4.75% 10/31/2034                                                             | CUSIP: N/A<br>LEI: 2S72QS2UO2OESLG6Y829       | Long             | DBT              | CORP              | US        |   11734000 | PA      | $12957074.70   | 0.10%             | 2034-10-31      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MARVELL TECHNOLOGY INC                                                           | MARVELL TECHNOLOGY INC                                                                                  | CUSIP: 573874104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     155200 | NS      | $5748608.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MOLINA HEALTHCARE INC                                                            | MOLINA HEALTHCARE INC 3.875% 05/15/2032 144A                                                            | CUSIP: 60855RAL4<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |    5560000 | PA      | $4617242.73    | 0.04%             | 2032-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                | FX Forward: EUR/USD settle 2023-01-13                                                                   | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DFE              | CORP              | GB        |          1 | NC      | $12199.11      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HERTZ CORP                                                                       | HERTZ CORP 4.625% 12/01/2026 144A                                                                       | CUSIP: 428040DA4<br>LEI: 549300PD0C69OJ0NLB27 | Long             | DBT              | CORP              | US        |    2350000 | PA      | $1968125.00    | 0.02%             | 2026-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| RWE AG                                                                           | RWE AG 1% 11/26/2033 REGS                                                                               | CUSIP: N/A<br>LEI: 529900GB7KCA94ACC940       | Long             | DBT              | CORP              | DE        |    6400000 | PA      | $4897735.20    | 0.04%             | 2033-11-26      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                       | FNMA 30YR 2.5% 12/01/2051#CB2320                                                                        | CUSIP: 3140QMSJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3733939 | PA      | $3186477.43    | 0.02%             | 2051-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PTC INC                                                                          | PTC INC 4% 02/15/2028 144A                                                                              | CUSIP: 69370CAC4<br>LEI: 54930050SSMU8SKDJ030 | Long             | DBT              | CORP              | US        |    3715000 | PA      | $3343622.15    | 0.03%             | 2028-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CGG SA                                                                           | CGG SA 8.75% 04/01/2027 144A                                                                            | CUSIP: 12531TAF6<br>LEI: 969500FCVQ5SLAAUJV59 | Long             | DBT              | CORP              | FR        |    5895000 | PA      | $4761324.89    | 0.04%             | 2027-04-01      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ENERGY CO                                                           | SOUTHWESTERN ENERGY CO 5.375% 03/15/2030                                                                | CUSIP: 845467AS8<br>LEI: EFWMP121W54QV9MGOP87 | Long             | DBT              | CORP              | US        |    5630000 | PA      | $5134666.97    | 0.04%             | 2030-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NORDSTROM INC                                                                    | NORDSTROM INC 5% 01/15/2044                                                                             | CUSIP: 655664AR1<br>LEI: 549300S3IZB5P35KNV16 | Long             | DBT              | CORP              | US        |     825000 | PA      | $501187.50     | 0.00%             | 2044-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AECOM                                                                            | AECOM 5.125% 03/15/2027                                                                                 | CUSIP: 00774CAB3<br>LEI: 0EEB8GF0W0NPCIHZX097 | Long             | DBT              | CORP              | US        |    7490000 | PA      | $7209125.00    | 0.06%             | 2027-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SUMMIT MIDSTREAM PARTNERS LP                                                     | SUMMIT MIDSTREAM PARTNERS LP 9.5/VAR PERP                                                               | CUSIP: 866142AA0<br>LEI: N/A                  | Long             | EP               | CORP              | US        |    1711000 | PA      | $1264223.68    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ANTERO MIDSTREAM PARTNERS LP / ANTERO MIDSTREAM FINANCE CORP                     | ANTERO MIDSTREAM PARTNERS LP / ANTERO MIDSTREAM FIN CORP 5.375% 06/15/2029 144A                         | CUSIP: 03690AAH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4305000 | PA      | $3935803.20    | 0.03%             | 2029-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                         | FORD MTR CR CO LLC 7.35% 11/04/2027                                                                     | CUSIP: 345397C35<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    5690000 | PA      | $5830543.00    | 0.05%             | 2027-11-04      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORP                                                        | OCCIDENTAL PETROLEUM CORP 6.45% 09/15/2036                                                              | CUSIP: 674599DF9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   11875000 | PA      | $12112500.00   | 0.09%             | 2036-09-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS LP                                                      | CHENIERE ENERGY PARTNERS LP 4% 03/01/2031                                                               | CUSIP: 16411QAK7<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    9070000 | PA      | $7721835.20    | 0.06%             | 2031-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DELTA 2 SARL                                                                     | FORMULA ONE TERM B 1LN 01/15/2030                                                                       | CUSIP: N/A<br>LEI: 549300BBG8Z3D6QSYP53       | Long             | LON              | CORP              | LU        |    1625000 | PA      | $1622968.75    | 0.01%             | 2030-01-15      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| NEW COTAI LLC / NEW COTAI CAP CORP                                               | NEW COTAI LLC/NEW COTAI CAPITAL CORP P/P                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |    2242893 | NS      | $1211162.22    | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                                              | FX Forward: USD/EUR settle 2023-01-13                                                                   | CUSIP: N/A<br>LEI: 571474TGEMMWANRLN572       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-5445276.17   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                      | UNITED STATES TREASURY BOND 3% 02/15/2049                                                               | CUSIP: 912810SF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  128820000 | PA      | $106619341.55  | 0.83%             | 2049-02-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                                                            | UBER TECHNOLOGIES INC 4.5% 08/15/2029 144A                                                              | CUSIP: 90353TAK6<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |   12675000 | PA      | $11043157.13   | 0.09%             | 2029-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP / SUNOCO FIN CORP                                                      | SUNOCO LP / SUNOCO FIN CORP 4.5% 04/30/2030                                                             | CUSIP: 86765LAZ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5550000 | PA      | $4817677.50    | 0.04%             | 2030-04-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TRITON WATER HOLDINGS                                                            | TRITON WATER HOLDINGS 6.25% 04/01/2029 144A                                                             | CUSIP: 89680EAA7<br>LEI: 5493005IYCEL7QJFZZ63 | Long             | DBT              | CORP              | US        |    3135000 | PA      | $2514708.77    | 0.02%             | 2029-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                       | FNMA 30YR 3.5% 12/01/2051#MA4495                                                                        | CUSIP: 31418D7H9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     433896 | PA      | $395960.57     | 0.00%             | 2051-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HIGHTOWER HOLDING LLC                                                            | HIGHTOWER HOLDING LLC 6.75% 04/15/2029 144A                                                             | CUSIP: 43118DAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2870000 | PA      | $2396761.65    | 0.02%             | 2029-04-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| HUNTER DOUGLAS INC                                                               | HUNTER DOUGLAS TERM B 1LN 02/25/2029                                                                    | CUSIP: N/A<br>LEI: 529900811T142NS3H544       | Long             | LON              | CORP              | US        |   10563525 | PA      | $9252485.91    | 0.07%             | 2029-02-25      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| CRESTWOOD MIDSTREAM PARTNERS LP/CRESTWOOD MIDSTREAM FIN CORP                     | CRESTWOOD MIDSTRM PTN/FIN CORP 6% 02/01/2029 144A                                                       | CUSIP: 226373AR9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   23985000 | PA      | $22006492.94   | 0.17%             | 2029-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| KONTOOR BRANDS INC                                                               | KONTOOR BRANDS INC 4.125% 11/15/2029 144A                                                               | CUSIP: 50050NAA1<br>LEI: 549300M0CPXV65RFF271 | Long             | DBT              | CORP              | US        |    2420000 | PA      | $1974986.03    | 0.02%             | 2029-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CHS/CMNTY HEALTH SYSTEMS INC                                                     | CHS/CMNTY HEALTH SYSTEMS INC 6% 01/15/2029 144A                                                         | CUSIP: 12543DBH2<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    4940000 | PA      | $4132211.20    | 0.03%             | 2029-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| INTELSAT JACKSON HLDGS S A                                                       | INTELSAT JACKSON HLDGS SA 6.5% 03/15/2030 144A                                                          | CUSIP: 45824TBC8<br>LEI: 8XJ8KF85PBKK1TLMFN29 | Long             | DBT              | CORP              | LU        |   11675000 | PA      | $10437333.25   | 0.08%             | 2030-03-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| PENHALL ACQUISITION COMPANY                                                      | PENHALL ACQUISITION CMPNY CL B                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       3850 | NS      | $460152.00     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| SUEZ SACA                                                                        | SUEZ SACA 2.375% 05/24/2030 REGS                                                                        | CUSIP: N/A<br>LEI: 5493007LKZ37MXEN5D79       | Long             | DBT              | CORP              | FR        |    7400000 | PA      | $6936708.66    | 0.05%             | 2030-05-24      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                        | UST NOTES 4% 10/31/2029                                                                                 | CUSIP: 91282CFT3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   26100000 | PA      | $26108156.25   | 0.20%             | 2029-10-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                             | UMBS 30YR 2.5% 01/01/2053 #TBA                                                                          | CUSIP: 01F022618<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    8200000 | PA      | $6952062.50    | 0.05%             | 2053-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                    | FHLG 30YR 3.5% 11/01/2051#SD8186                                                                        | CUSIP: 3132DWCX9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      64033 | PA      | $58307.29      | 0.00%             | 2051-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                        | UST NOTES 1.625% 09/30/2026                                                                             | CUSIP: 912828YG9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    3093000 | PA      | $2829853.37    | 0.02%             | 2026-09-30      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| STATION CASINOS LLC                                                              | STATION CASINOS LLC 4.625% 12/01/2031 144A                                                              | CUSIP: 857691AH2<br>LEI: 5493004E7Q60TX54WL62 | Long             | DBT              | CORP              | US        |    4155000 | PA      | $3333030.02    | 0.03%             | 2031-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                             | UMBS 30YR 4% 01/01/2053 #TBA                                                                            | CUSIP: 01F040610<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        |   -2800000 | PA      | $-2628498.60   | -0.02%            | 2053-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VERITAS US INC / VERITAS BERMUDA LTD                                             | VERITAS US INC / VERITAS BERMUDA LTD 7.5% 09/01/2025 144A                                               | CUSIP: 92346LAE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    7100000 | PA      | $4900450.53    | 0.04%             | 2025-09-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| MACYS RETAIL HOLDINGS LLC                                                        | MACYS RETAIL HOLDINGS LLC 5.875% 03/15/2030 144A                                                        | CUSIP: 55617LAQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2925000 | PA      | $2538110.25    | 0.02%             | 2030-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CROWN CORK and SEAL INC                                                          | CROWN CORK and SEAL INC 7.375% 12/15/2026                                                               | CUSIP: 228255AH8<br>LEI: 7HLDMDH0ZXNUH6PT7Z42 | Long             | DBT              | CORP              | US        |   16535000 | PA      | $17022947.85   | 0.13%             | 2026-12-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| DT MIDSTREAM INC                                                                 | DT MIDSTREAM INC 4.375% 06/15/2031 144A                                                                 | CUSIP: 23345MAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4285000 | PA      | $3594686.50    | 0.03%             | 2031-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FMG RESOURCES AUG'06 PTY LTD                                                     | FMG RES AUGUST 2006 PTY LTD 4.5% 09/15/2027 144A                                                        | CUSIP: 30251GBA4<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |    5450000 | PA      | $5027625.00    | 0.04%             | 2027-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                                                                 | ABN AMRO BANK NV 4.5% 11/21/2034 REGS                                                                   | CUSIP: N/A<br>LEI: BFXS5XCH7N0Y05NIXW11       | Long             | DBT              | CORP              | NL        |    7200000 | PA      | $7614121.10    | 0.06%             | 2034-11-21      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                    | GOLDMAN SACHS GROUP INC (THE) 4.95/VAR PERP                                                             | CUSIP: 38144GAB7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EP               | CORP              | US        |    7885000 | PA      | $7175230.31    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| FAIR ISAAC CORPORATION                                                           | FAIR ISAAC CORPORATION 4% 06/15/2028 144A                                                               | CUSIP: 303250AF1<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |    6420000 | PA      | $5826188.52    | 0.05%             | 2028-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AIR CANADA INC                                                                   | AIR CANADA TERM B 1LN 08/11/2028                                                                        | CUSIP: N/A<br>LEI: 4B4HI3CGXMBDC0G6BM51       | Long             | LON              | CORP              | CA        |    4219425 | PA      | $4161407.91    | 0.03%             | 2028-08-11      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| DIAMOND SPORTS GROUP LLC                                                         | SINCLAIR BROADCASTING TERM 1LN 05/25/2026                                                               | CUSIP: 25277BAE8<br>LEI: 5493002K6DHWNZH8YA34 | Long             | LON              | CORP              | US        |    3585107 | PA      | $3384950.36    | 0.03%             | 2026-05-25      | Variable      | 0.12%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                         | FORD MTR CR CO LLC 3.625% 06/17/2031                                                                    | CUSIP: 345397B69<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    7380000 | PA      | $5802799.54    | 0.05%             | 2031-06-17      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNISYS CORP                                                                      | UNISYS CORP 6.875% 11/01/2027 144A                                                                      | CUSIP: 909214BV9<br>LEI: 549300T21W22FIJJOW08 | Long             | DBT              | CORP              | US        |    3685000 | PA      | $2828421.75    | 0.02%             | 2027-11-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BASF SE                                                                          | BASF SE 3.75% 06/29/2032 REGS                                                                           | CUSIP: N/A<br>LEI: 529900PM64WH8AF1E917       | Long             | DBT              | CORP              | DE        |    6100000 | PA      | $6431198.07    | 0.05%             | 2032-06-29      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BOYD GAMING CORP                                                                 | BOYD GAMING CORP                                                                                        | CUSIP: 103304101<br>LEI: 254900787YGRYS2A1Z35 | Long             | EC               | CORP              | US        |     123800 | NS      | $6750814.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CLYDESDALE ACQUISITION HOLDINGS INC                                              | CLYDESDALE ACQUISITION HOLDINGS INC 8.75% 04/15/2030 144A                                               | CUSIP: 18972EAB1<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |   19065000 | PA      | $16319097.41   | 0.13%             | 2030-04-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                               | ALLY FINL INC 8% 11/01/2031                                                                             | CUSIP: 36186CBY8<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |   53672000 | PA      | $55408089.00   | 0.43%             | 2031-11-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                                              | FX Forward: EUR/USD settle 2023-01-13                                                                   | CUSIP: N/A<br>LEI: 571474TGEMMWANRLN572       | N/A              | DFE              | CORP              | US        |          1 | NC      | $24975.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SENSATA TECHNOLOGIES BV                                                          | SENSATA TECHNOLOGIES BV 4% 04/15/2029 144A                                                              | CUSIP: 81725WAK9<br>LEI: PUCKW5P5O3XMOZVH7T53 | Long             | DBT              | CORP              | NL        |    5910000 | PA      | $5097375.00    | 0.04%             | 2029-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                        | UST NOTES 0.125% 05/31/2023                                                                             | CUSIP: 91282CCD1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   38200000 | PA      | $37518070.41   | 0.29%             | 2023-05-31      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| HANNOVER RUECK SA                                                                | HANNOVER RUECK SA 5.875%/VAR 08/26/2043 REGS                                                            | CUSIP: N/A<br>LEI: 529900KIN5BE45V5KB18       | Long             | DBT              | CORP              | DE        |    7100000 | PA      | $7761243.11    | 0.06%             | 2043-08-26      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CCO HLDGS CAP CORP                                                 | CCO HLDGS LLC/CAP CORP 4.5% 08/15/2030 144A                                                             | CUSIP: 1248EPCE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   16805000 | PA      | $13883534.78   | 0.11%             | 2030-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SIMMONS FOOD INC/SIMMONS                                                         | SIMMONS FOOD INC/SIMMONS 4.625% 03/01/2029 144A                                                         | CUSIP: 82873MAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4295000 | PA      | $3496356.05    | 0.03%             | 2029-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ASGN INC                                                                         | ASGN INC                                                                                                | CUSIP: 00191U102<br>LEI: LZBNYYCBUKY537072438 | Long             | EC               | CORP              | US        |      88300 | NS      | $7194684.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                             | UMBS 30YR 2.5% 01/01/2053 #TBA                                                                          | CUSIP: 01F022618<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        |   -7200000 | PA      | $-6104250.00   | -0.05%            | 2053-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | CITIGROUP INC 6.3/VAR PERP                                                                              | CUSIP: 172967HQ7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EP               | CORP              | US        |    4120000 | PA      | $3886190.00    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| TRICER HOLDCO S.C.A.                                                             | TRICER HOLDCO S.C.A. PREF PP                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EP               | CORP              | LU        |  193792711 | NS      | $1937.93       | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| VAIL RESORTS INC                                                                 | VAIL RESORTS INC 6.25% 05/15/2025 144A                                                                  | CUSIP: 91879QAL3<br>LEI: 529900PSZHRNU9HKH870 | Long             | DBT              | CORP              | US        |    3855000 | PA      | $3855002.93    | 0.03%             | 2025-05-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GANNETT HOLDINGS LLC                                                             | GANNETT HOLDINGS LLC 6% 11/01/2026 144A                                                                 | CUSIP: 36474GAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4000000 | PA      | $3260000.00    | 0.03%             | 2026-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CHOBANI LLC/FINANCE CORP INC                                                     | CHOBANI LLC/FINANCE CORP INC 4.625% 11/15/2028 144A                                                     | CUSIP: 17027NAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3790000 | PA      | $3299611.90    | 0.03%             | 2028-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS HOLDINGS LLC                                             | FRONTIER COMMUNICATIONS HOLDINGS LLC 5% 05/01/2028 144A                                                 | CUSIP: 35906ABF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   11730000 | PA      | $10228794.60   | 0.08%             | 2028-05-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT HOLDINGS INC                                                           | OPEN TEXT HOLDINGS INC 4.125% 02/15/2030 144A                                                           | CUSIP: 683720AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3220000 | PA      | $2582971.30    | 0.02%             | 2030-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                       | FNMA 30YR 2.5% 12/01/2051#CB2376                                                                        | CUSIP: 3140QMUA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5386498 | PA      | $4593374.85    | 0.04%             | 2051-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CHEMOURS CO                                                                      | CHEMOURS CO/ THE                                                                                        | CUSIP: 163851108<br>LEI: 549300M1BOLNXL8DOV14 | Long             | EC               | CORP              | US        |     214479 | NS      | $6567346.98    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| HERTZ CORP                                                                       | HERTZ CORP 6% 01/15/2028 144A                                                                           | CUSIP: 428040CZ0<br>LEI: 549300PD0C69OJ0NLB27 | Long             | DBT              | CORP              | US        |    5785000 | PA      | $339868.75     | 0.00%             | 2028-01-15      | Fixed         | 0.06%                 | No            |                  3 | On Loan: No      |
| TKC HOLDINGS INC                                                                 | TKC HOLDINGS INC 6.875% 05/15/2028 144A                                                                 | CUSIP: 87256YAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    6393000 | PA      | $4995201.04    | 0.04%             | 2028-05-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                    | FHLG 30YR 3.5% 03/01/2052#                                                                              | CUSIP: 3133KNWJ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    6561094 | PA      | $6007963.13    | 0.05%             | 2052-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO and CO                                                               | WELLS FARGO and CO NEW 5.9%/VAR PERP                                                                    | CUSIP: 949746RG8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EP               | CORP              | US        |   46445000 | PA      | $41596606.45   | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| PENHALL ACQUISITION COMPANY                                                      | PENHALL ACQUISITION CMPNY CL A                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      11553 | NS      | $1380814.56    | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| UST NOTES                                                                        | UST NOTES 0.75% 08/31/2026                                                                              | CUSIP: 91282CCW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   29200000 | PA      | $25854546.95   | 0.20%             | 2026-08-31      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                            | JPMORGAN CHASE 6.125%VAR PERP U                                                                         | CUSIP: 46625HJW1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EP               | CORP              | US        |   12865000 | PA      | $12501394.06   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                                            | TENET HEALTHCARE CORP 4.875% 01/01/2026 144A                                                            | CUSIP: 88033GCY4<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |   18260000 | PA      | $17267436.43   | 0.13%             | 2026-01-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TALLGRASS ENERGY PARTNERS LP / TALLGRASS ENERGY FINANCE CORP                     | TALLGRASS ENERGY PARTNERS LP / TALLGRASS ENERGY FINANCE CORP 6% 09/01/2031 144A                         | CUSIP: 87470LAK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4225000 | PA      | $3632585.54    | 0.03%             | 2031-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SM ENERGY CO                                                                     | SM ENERGY CO 6.75% 09/15/2026                                                                           | CUSIP: 78454LAN0<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |    3175000 | PA      | $3082448.75    | 0.02%             | 2026-09-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ATLANTICA SUSTAINABLE INFRASTRUCTURE PLC                                         | ATLANTICA SUSTAINABLE INFRASTRUCTURE PLC 4.125% 06/15/2028 144A                                         | CUSIP: 04916WAA2<br>LEI: 549300ITBBGKJ651R879 | Long             | DBT              | CORP              | GB        |    3735000 | PA      | $3311019.12    | 0.03%             | 2028-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                                            | TENET HEALTHCARE CORP 6.125% 06/15/2030 144A                                                            | CUSIP: 88033GDP2<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |   11235000 | PA      | $10704708.00   | 0.08%             | 2030-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SEG HLD LLC/SEG FIN CORP                                                         | SEG HLD LLC/SEG FIN CORP 5.625% 10/15/2028 144A                                                         | CUSIP: 78397KAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    6735000 | PA      | $6330900.00    | 0.05%             | 2028-10-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PENSON WORLDWIDE INC                                                             | PENSON WORLDWIDE INC CL A                                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |    7403098 | NS      | $74.03         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| TALLGRASS ENERGY PARTNERS LP / TALLGRASS ENERGY FINANCE CORP                     | TALLGRASS ENERGY PARTNERS LP / TALLGRASS ENERGY FINANCE CORP 7.5% 10/01/2025 144A                       | CUSIP: 87470LAH4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5035000 | PA      | $5080315.00    | 0.04%             | 2025-10-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| NEXSTAR MEDIA GROUP INC                                                          | NEXSTAR MEDIA GROUP INC                                                                                 | CUSIP: 65336K103<br>LEI: 52990083ZRR5UT591988 | Long             | EC               | CORP              | US        |      33727 | NS      | $5903236.81    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                       | FNMA 20YR 1.5% 02/01/2041#MA4266                                                                        | CUSIP: 31418DW40<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3137912 | PA      | $2566019.32    | 0.02%             | 2041-02-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORP                                                        | OCCIDENTAL PETROLEUM CORP 7.5% 05/01/2031                                                               | CUSIP: 674599DD4<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     680000 | PA      | $726559.60     | 0.01%             | 2031-05-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ALLIANZ SE                                                                       | ALLIANZ SE 3MEUR 4.252%/VAR 07/05/2052 REGS                                                             | CUSIP: N/A<br>LEI: 529900K9B0N5BT694847       | Long             | DBT              | CORP              | DE        |   17200000 | PA      | $16897484.80   | 0.13%             | 2052-07-05      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                           | US 2YR NOTE (CBT) FUT MAR23 TUH3                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |       2473 | NC      | $481280.65     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FORBES ENERGY SERVICES LLC                                                       | FORBES ENERGY SERVICES LLC TERM 16% PIK 12/31/2049                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    1266534 | PA      | $0.13          | 0.00%             | 2049-12-31      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| MURRAY ENERGY CORP                                                               | MURRAY ENERGY CORP PIK VAR 04/15/2024 144A                                                              | CUSIP: 62704PAM5<br>LEI: 549300WM5IIFYHZYTT63 | Long             | DBT              | CORP              | US        |    6364050 | PA      | $0.64          | 0.00%             | 2024-04-15      | Variable      | 0.12%                 | No            |                  3 | On Loan: No      |
| UST NOTES                                                                        | UST NOTES 1.25% 09/30/2028                                                                              | CUSIP: 91282CCY5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   38280000 | PA      | $32875940.43   | 0.26%             | 2028-09-30      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| 1011778 B C UNLIMITED LIABILITY CO / NEW RED FIN INC                             | 1011778 BC ULC/NEW RED FIN INC 4% 10/15/2030 144A                                                       | CUSIP: 68245XAM1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   23490000 | PA      | $19022436.90   | 0.15%             | 2030-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | CITIGROUP INC 4.7%/VAR PERP                                                                             | CUSIP: 172967MK4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EP               | CORP              | US        |    8755000 | PA      | $7277164.14    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| AVIENT CORP                                                                      | AVIENT TERM B 1LN 08/29/2029                                                                            | CUSIP: N/A<br>LEI: SM8L9RZYIB34LNTWO040       | Long             | LON              | CORP              | US        |     270959 | PA      | $270485.25     | 0.00%             | 2029-08-29      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| ELASTIC NV                                                                       | ELASTIC NV 4.125% 07/15/2029 144A                                                                       | CUSIP: 28415LAA1<br>LEI: 2549003I48WHHH937I59 | Long             | DBT              | CORP              | NL        |    8005000 | PA      | $6465638.50    | 0.05%             | 2029-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                    | FHLG 30YR 5% 12/01/2052#SD8276                                                                          | CUSIP: 3132DWFR9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2849715 | PA      | $2810647.72    | 0.02%             | 2052-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                            | JPMORGAN CHASE and CO 4/VAR PERP                                                                        | CUSIP: 48128BAH4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EP               | CORP              | US        |   19100000 | PA      | $16354375.00   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| ZAYO GROUP HLDGS INC                                                             | ZAYO GROUP HLDGS INC 4% 03/01/2027 144A                                                                 | CUSIP: 98919VAA3<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | DBT              | CORP              | US        |    9545000 | PA      | $7049650.65    | 0.06%             | 2027-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| REDDY ICE HOLDINGS INC                                                           | REDDY ICE HOLDINGS INC(ESCROW)                                                                          | CUSIP: N/A<br>LEI: 7Z0MRIY211ZHEWECBM22       | Long             | EC               | CORP              | US        |     133255 | NS      | $7367.27       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| UNIVISION COMMUNICATIONS INC                                                     | TELEVISAUNIVISION TERM 1LN 06/10/2029                                                                   | CUSIP: 914908BD9<br>LEI: 549300YQDE2JSGTL8V47 | Long             | LON              | CORP              | US        |     353225 | PA      | $348103.24     | 0.00%             | 2029-06-10      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS and ELECTRIC CO                                                      | PACIFIC GAS and ELECTRIC CO 4.3% 03/15/2045                                                             | CUSIP: 694308HL4<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    3690000 | PA      | $2616165.57    | 0.02%             | 2045-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CABLEVISION LIGHTPATH LLC                                                        | CABLEVISION LIGHTPATH LLC 3.875% 09/15/2027 144A                                                        | CUSIP: 12687GAA7<br>LEI: 5493002ZVBLRLGES1R71 | Long             | DBT              | CORP              | US        |    3300000 | PA      | $2719673.78    | 0.02%             | 2027-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MICROSTRATEGY INC                                                                | MICROSTRATEGY INC 6.125% 06/15/2028 144A                                                                | CUSIP: 594972AF8<br>LEI: 549300WQTWEJUEHXQX21 | Long             | DBT              | CORP              | US        |    9960000 | PA      | $7121898.00    | 0.06%             | 2028-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MELCO RESORTS FIN LTD                                                            | MELCO RESORTS FIN LTD 5.75% 07/21/2028 144A                                                             | CUSIP: 58547DAE9<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    2710000 | PA      | $2256668.98    | 0.02%             | 2028-07-21      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BRINKS CO                                                                        | BRINKS CO 4.625% 10/15/2027 144A                                                                        | CUSIP: 109696AA2<br>LEI: XFP140TFNOQMIVFTVQ13 | Long             | DBT              | CORP              | US        |    7200000 | PA      | $6588000.00    | 0.05%             | 2027-10-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                    | FHLG 30YR 3.5% 10/01/2051#                                                                              | CUSIP: 3132DWCL5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     416696 | PA      | $380687.34     | 0.00%             | 2051-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                               | ALLY FINL INC 8% 11/01/2031                                                                             | CUSIP: 370425RZ5<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |   16761000 | PA      | $17426025.53   | 0.14%             | 2031-11-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| BATH and BODY WORKS INC                                                          | BATH and BODY WORKS INC 6.75% 07/01/2036                                                                | CUSIP: 501797AM6<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |    8920000 | PA      | $7839788.00    | 0.06%             | 2036-07-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CITGO PETROLEUM CORP                                                             | CITGO PETROLEUM CORP 7% 06/15/2025 144A                                                                 | CUSIP: 17302XAK2<br>LEI: YX52P86PXMLYDOTUQ225 | Long             | DBT              | CORP              | US        |   13580000 | PA      | $13245388.80   | 0.10%             | 2025-06-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                        | UST NOTES 1.375% 08/31/2023                                                                             | CUSIP: 9128282D1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   11000000 | PA      | $10753789.09   | 0.08%             | 2023-08-31      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| HERTZ CORP                                                                       | HERTZ CORP 7.125% 08/01/2026 144A                                                                       | CUSIP: 428040CY3<br>LEI: 549300PD0C69OJ0NLB27 | Long             | DBT              | CORP              | US        |    6315000 | PA      | $505200.00     | 0.00%             | 2026-08-01      | Fixed         | 0.07%                 | No            |                  3 | On Loan: No      |
| POST HOLDINGS INC                                                                | POST HLDGS INC 4.625% 04/15/2030 144A                                                                   | CUSIP: 737446AQ7<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    6415000 | PA      | $5534477.10    | 0.04%             | 2030-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                       | FNMA 30YR 3.5% 04/01/2051#                                                                              | CUSIP: 3140QKGV4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      25429 | PA      | $23302.72      | 0.00%             | 2051-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AUSTRALIA, COMMONWEALTH OF                                                       | AUSTRALIA COMMONWEALTH OF 1.75% 06/21/2051 REGS                                                         | CUSIP: N/A<br>LEI: 213800J6B7JSBDETCB42       | Long             | DBT              | NUSS              | AU        |   60510000 | PA      | $23874788.38   | 0.19%             | 2051-06-21      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SEGRO CAPITAL SARL                                                               | SEGRO CAPITAL SARL 1.875% 03/23/2030 REGS                                                               | CUSIP: N/A<br>LEI: 549300HY425AKJLQVX75       | Long             | DBT              | CORP              | LU        |   12186000 | PA      | $11071131.15   | 0.09%             | 2030-03-23      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                                         | VISTRA OPERATIONS CO LLC 5% 07/31/2027 144A                                                             | CUSIP: 92840VAF9<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   13800000 | PA      | $12807690.30   | 0.10%             | 2027-07-31      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CHEMOURS CO                                                                      | CHEMOURS CO 5.375% 05/15/2027                                                                           | CUSIP: 163851AE8<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |   18470000 | PA      | $17055936.80   | 0.13%             | 2027-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BROWN BROTHERS HARRIMAN and CO.                                                  | FX Forward: USD/EUR settle 2023-01-13                                                                   | CUSIP: N/A<br>LEI: 5493006KMX1VFTPYPW14       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-182492.60    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MADISON IAQ LLC                                                                  | MADISON IAQ TERM B 1LN 06/21/2028                                                                       | CUSIP: 55759VAB4<br>LEI: 549300IXDNBXNHUPBU73 | Long             | LON              | CORP              | US        |    1402250 | PA      | $1301470.29    | 0.01%             | 2028-06-21      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| BATH and BODY WORKS INC                                                          | BATH and BODY WORKS INC 7.5% 06/15/2029                                                                 | CUSIP: 501797AR5<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |    5030000 | PA      | $4965616.00    | 0.04%             | 2029-06-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                        | UST NOTES 1.875% 02/28/2027                                                                             | CUSIP: 91282CEC1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  280000000 | PA      | $256440626.40  | 2.00%             | 2027-02-28      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ASBURY AUTOMOTIVE GROUP INC                                                      | ASBURY AUTOMOTIVE GROUP INC 4.75% 03/01/2030                                                            | CUSIP: 043436AV6<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |    1980000 | PA      | $1655976.21    | 0.01%             | 2030-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                                       | FISERV INC                                                                                              | CUSIP: 337738108<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | EC               | CORP              | US        |      66600 | NS      | $6731262.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES LTD                                                      | ROYAL CARIBBEAN CRUISES LTD 9.25% 01/15/2029 144A                                                       | CUSIP: 780153BR2<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |   16510000 | PA      | $16965676.00   | 0.13%             | 2029-01-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU                                                         | VENTURE GLOBAL CALCASIEU 3.875% 08/15/2029 144A                                                         | CUSIP: 92328MAA1<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |    3525000 | PA      | $3084375.00    | 0.02%             | 2029-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CHARLES RIVER LABORATORIES INTERNATIONAL INC                                     | CHARLES RIVER LABS INTL INC 4% 03/15/2031 144A                                                          | CUSIP: 159864AJ6<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | DBT              | CORP              | US        |    6035000 | PA      | $5220275.00    | 0.04%             | 2031-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ASBURY AUTOMOTIVE GROUP INC                                                      | ASBURY AUTOMOTIVE GROUP INC 4.625% 11/15/2029 144A                                                      | CUSIP: 043436AW4<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |    4555000 | PA      | $3838225.20    | 0.03%             | 2029-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                       | FNMA 30YR 3.5% 07/01/2051#                                                                              | CUSIP: 3140LSCT1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     916672 | PA      | $836599.13     | 0.01%             | 2051-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ADTALEM GLOBAL EDUCATION INC                                                     | ADTALEM GLOBAL EDUCATION INC 5.5% 03/01/2028 144A                                                       | CUSIP: 00737WAA7<br>LEI: 549300Z467EZLMODV621 | Long             | DBT              | CORP              | US        |    4235000 | PA      | $3843262.50    | 0.03%             | 2028-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TRICER HOLDCO S.C.A.                                                             | TRICER HOLDCO S.C.A CLASS A1 PP                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | LU        |     403760 | NS      | $4.04          | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| COHERENT CORP                                                                    | COHERENT CORP 5% 12/15/2029 144A                                                                        | CUSIP: 902104AC2<br>LEI: 549300O5C25A0MMHHU33 | Long             | DBT              | CORP              | US        |    4370000 | PA      | $3768819.10    | 0.03%             | 2029-12-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                        | UST NOTES 0.375% 04/30/2025                                                                             | CUSIP: 912828ZL7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   82771000 | PA      | $75541470.47   | 0.59%             | 2025-04-30      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| TENNESSEE VALLEY AUTHORITY                                                       | TVA 5.375% 4/01/56                                                                                      | CUSIP: 880591DZ2<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGSE             | US        |    3503000 | PA      | $3707680.82    | 0.03%             | 2056-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                      | UNITED STATES TREASURY BOND 4% 11/15/2042                                                               | CUSIP: 912810TM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   62650000 | PA      | $61338265.63   | 0.48%             | 2042-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: —       |
| FREEPORT-MCMORAN INC                                                             | FREEPORT MCMORAN INC                                                                                    | CUSIP: 35671D857<br>LEI: 549300IRDTHJQ1PVET45 | Long             | EC               | CORP              | US        |      47500 | NS      | $1805000.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CHESAPEAKE ENERGY CORP                                                           | CHESAPEAKE ENERGY CORP 8% 01/15/2025                                                                    | CUSIP: 165167CU9<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |    1955000 | PA      | $0.20          | 0.00%             | 2025-01-15      | Fixed         | 0.08%                 | No            |                  3 | On Loan: No      |
| SUPERIOR ENERGY SERVICES INC                                                     | SUPERIOR ENERGY SERVICES INC A                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      66115 | NS      | $4870692.05    | 0.04%             |  |  |  | No            |                  3 | On Loan: No      |
| TRANSDIGM INC                                                                    | TRANSDIGM INC 6.375% 06/15/2026                                                                         | CUSIP: 893647BB2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |   20230000 | PA      | $19682874.79   | 0.15%             | 2026-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| INFRABUILD AUSTRALIA PTY LTD                                                     | INFRABUILD AUSTRALIA PTY LTD 12% 10/01/2024 144A                                                        | CUSIP: 45682RAA8<br>LEI: 549300W2CPB5W6GFH859 | Long             | DBT              | CORP              | AU        |    6320000 | PA      | $6130400.00    | 0.05%             | 2024-10-01      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| HEALTHEQUITY INC                                                                 | HEALTHEQUITY INC 4.5% 10/01/2029 144A                                                                   | CUSIP: 42226AAA5<br>LEI: 529900LRJU1RAFQHM467 | Long             | DBT              | CORP              | US        |    2950000 | PA      | $2578005.00    | 0.02%             | 2029-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP / VICI NOTE CO INC                                            | VICI PROPERTIES LP / VICI NOTE CO INC 3.875% 02/15/2029 144A                                            | CUSIP: 92564RAL9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    6695000 | PA      | $5867727.10    | 0.05%             | 2029-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FIRST STUDENT BIDCO INC/FIRST TRANSIT PARENT INC                                 | FIRST STUDENT BIDCO INC/FIRST TRANSIT PARENT INC 4% 07/31/2029 144A                                     | CUSIP: 337120AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4235000 | PA      | $3502884.45    | 0.03%             | 2029-07-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                        | UST NOTES 2.5% 03/31/2027                                                                               | CUSIP: 91282CEF4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    7200000 | PA      | $6756468.77    | 0.05%             | 2027-03-31      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                       | FNMA 30YR 2.5% 12/01/2051#CB2321                                                                        | CUSIP: 3140QMSK1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    6121043 | PA      | $5215937.95    | 0.04%             | 2051-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| COINBASE GLOBAL INC                                                              | COINBASE GLOBAL INC 3.625% 10/01/2031 144A                                                              | CUSIP: 19260QAD9<br>LEI: 5493004G3J2SC154DU06 | Long             | DBT              | CORP              | US        |    4200000 | PA      | $2022770.02    | 0.02%             | 2031-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CITADEL SECURITIES LP                                                            | CITADEL TERM B 1LN 02/27/2028                                                                           | CUSIP: 17288YAD4<br>LEI: 549300NV5RXBUS3X7L47 | Long             | LON              | CORP              | US        |    5294375 | PA      | $5184516.72    | 0.04%             | 2028-02-27      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                        | UST NOTES 1.125% 08/31/2028                                                                             | CUSIP: 91282CCV1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  465629000 | PA      | $397567133.69  | 3.10%             | 2028-08-31      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| MEG ENERGY CORP                                                                  | MEG ENERGY CORP 7.125% 02/01/2027 144A                                                                  | CUSIP: 552704AE8<br>LEI: 5493002WXPTG5ZC1T326 | Long             | DBT              | CORP              | CA        |    6490000 | PA      | $6619099.08    | 0.05%             | 2027-02-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                    | TRANSDIGM INC 6.25% 03/15/2026 144A                                                                     | CUSIP: 893647BE6<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |   11120000 | PA      | $10966432.80   | 0.09%             | 2026-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                             | UMBS 30YR 4.5% 01/01/2053 #TBA                                                                          | CUSIP: 01F042616<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   17450000 | PA      | $16820163.19   | 0.13%             | 2053-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                       | FNMA 30YR 5% 11/01/2052#FS3248                                                                          | CUSIP: 3140XJTE3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2293191 | PA      | $2291851.42    | 0.02%             | 2052-11-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SPRINT CAPITAL CORP                                                              | SPRINT CAPITAL CORP 8.75% 03/15/2032                                                                    | CUSIP: 852060AT9<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |   15023000 | PA      | $17878872.30   | 0.14%             | 2032-03-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| Fidelity Hanover Street Trust                                                    | Fidelity Emerging Markets Debt Central Fund                                                             | CUSIP: 315808600<br>LEI: 13LNM41WRMGAYS9Y7N22 | Long             | EC               | RF                | US        |  267887888 | NS      | $2019874671.86 | 15.76%            |  |  |  | No            |                  1 | On Loan: No      |
| TENNET HOLDING BV                                                                | TENNET HOLDING BV 2.75% 05/17/2042 REGS                                                                 | CUSIP: N/A<br>LEI: 724500LTUWK3JQG63903       | Long             | DBT              | CORP              | NL        |   11199000 | PA      | $9734926.54    | 0.08%             | 2042-05-17      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MESQUITE ENERGY INC                                                              | MESQUITE ENERGY INC 15% PIK CONV 07/15/2023 PP                                                          | CUSIP: 59073XAE5<br>LEI: 549300SB0HTIM17TVR61 | Long             | DBT              | CORP              | US        |    2514840 | PA      | $16026069.38   | 0.13%             | 2023-07-15      | Fixed         | 0.15%                 | Yes           |                  3 | On Loan: No      |
| NCR CORPORATION NEW                                                              | NCR CORPORATION NEW 6.125% 09/01/2029 144A                                                              | CUSIP: 62886EAV0<br>LEI: 549300YKTY8JX1DV2R67 | Long             | DBT              | CORP              | US        |    5480000 | PA      | $5124101.40    | 0.04%             | 2029-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                                   | NRG ENERGY INC 3.875% 02/15/2032 144A                                                                   | CUSIP: 629377CS9<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    6475000 | PA      | $4863048.75    | 0.04%             | 2032-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS and ELECTRIC CO                                                      | PACIFIC GAS and ELECTRIC CO 3.75% 08/15/2042                                                            | CUSIP: 694308HA8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    6290000 | PA      | $4216820.59    | 0.03%             | 2042-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICAL FIN NETH III B V                                             | TEVA PHARMACEUTICAL FIN NETH III B V 4.75% 05/09/2027                                                   | CUSIP: 88167AAP6<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |    2775000 | PA      | $2508321.78    | 0.02%             | 2027-05-09      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ELDORADO GOLD CORP NEW                                                           | ELDORADO GOLD CORP NEW 6.25% 09/01/2029 144A                                                            | CUSIP: 284902AF0<br>LEI: 5493004PWQ01YDD1IH62 | Long             | DBT              | CORP              | CA        |    4225000 | PA      | $3708757.81    | 0.03%             | 2029-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NABORS INDUSTRIES LTD                                                            | NABORS INDUSTRIES LTD 7.5% 01/15/2028 144A                                                              | CUSIP: 629571AB6<br>LEI: 5493008TXYN3II3PU369 | Long             | DBT              | CORP              | BM        |    5660000 | PA      | $5178311.93    | 0.04%             | 2028-01-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CHEMOURS CO                                                                      | CHEMOURS CO 5.75% 11/15/2028 144A                                                                       | CUSIP: 163851AF5<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |   10075000 | PA      | $9049667.25    | 0.07%             | 2028-11-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                       | FNMA 30YR 3% 02/01/2052#FS0631                                                                          | CUSIP: 3140XFVZ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3883974 | PA      | $3428590.49    | 0.03%             | 2052-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MSCI INC                                                                         | MSCI INC 4% 11/15/2029 144A                                                                             | CUSIP: 55354GAH3<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |    3780000 | PA      | $3292511.70    | 0.03%             | 2029-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ALLIANT HLDGS INTERMEDIATE LLC/ALLIANT HLDGS CO-ISSUER                           | ALLIANT HLDGS INTERMEDIATE LLC/ALLIANT HLDGS CO-ISSUER 5.875% 11/01/2029 144A                           | CUSIP: 01883LAD5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4180000 | PA      | $3437632.00    | 0.03%             | 2029-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GEN DIGITAL INC                                                                  | GEN DIGITAL INC 5% 04/15/2025 144A                                                                      | CUSIP: 871503AU2<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |    6360000 | PA      | $6186211.60    | 0.05%             | 2025-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                            | JPMORGAN CHASE and CO 6%/VR PERP                                                                        | CUSIP: 48126HAA8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EP               | CORP              | US        |   54840000 | PA      | $53639004.00   | 0.42%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED KINGDOM,G.B. and N.IRELAND                                                | UNITED KINGDOM G.B. and N.IRELAND 0.375% 10/22/2026 REGS                                                | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |   86985000 | PA      | $93039714.48   | 0.73%             | 2026-10-22      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UNITI GROUP LP / UNITI GROUP FINANCE INC / CSL CAPITAL LLC                       | UNITI GROUP LP / UNITI GROUP FINANCE INC / CSL CAPITAL LLC 6.5% 02/15/2029 144A                         | CUSIP: 91327BAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   19535000 | PA      | $12941937.50   | 0.10%             | 2029-02-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                        | UST NOTES 0.125% 03/31/2023                                                                             | CUSIP: 91282CBU4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   30000000 | PA      | $29692762.80   | 0.23%             | 2023-03-31      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SPIRIT AEROSYSTEMS INC                                                           | SPIRIT AEROSYSTEMS INC 7.5% 04/15/2025 144A                                                             | CUSIP: 85205TAL4<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | DBT              | CORP              | US        |    9205000 | PA      | $9096012.80    | 0.07%             | 2025-04-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| SPRINT CORP                                                                      | SPRINT CORP 7.625% 03/01/2026                                                                           | CUSIP: 85207UAK1<br>LEI: 549300ZTTY7CXOLJ6539 | Long             | DBT              | CORP              | US        |    3615000 | PA      | $3804086.19    | 0.03%             | 2026-03-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| SCIH SALT HLDGS INC                                                              | SCIH SALT HLDGS INC 4.875% 05/01/2028 144A                                                              | CUSIP: 78433BAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3770000 | PA      | $3234941.43    | 0.03%             | 2028-05-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WINDSTREAM ESCROW LLC                                                            | WINDSTREAM ESCROW LLC 7.75% 08/15/2028 144A                                                             | CUSIP: 97382WAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   24965000 | PA      | $20342112.87   | 0.16%             | 2028-08-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| HUDBAY MINERALS INC                                                              | HUDBAY MINERALS INC 4.5% 04/01/2026 144A                                                                | CUSIP: 443628AJ1<br>LEI: 549300WI524AL577IX21 | Long             | DBT              | CORP              | CA        |    3600000 | PA      | $3270022.78    | 0.03%             | 2026-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                                                            | UBER TECHNOLOGIES INC 8% 11/01/2026 144A                                                                | CUSIP: 90353TAC4<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |   29170000 | PA      | $29270395.85   | 0.23%             | 2026-11-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| EXIDE TECHNOLOGIES                                                               | EXIDE TECHNOLOGIES (DUMMY)                                                                              | CUSIP: N/A<br>LEI: 549300KITCGPNNNXQP63       | Long             | EC               | CORP              | US        |        280 | NS      | $182000.00     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| ALGOMA STEEL SCA                                                                 | ALGOMA STEEL SCA                                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | LU        |     151792 | NS      | $1.52          | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| CF INDUSTRIES HOLDINGS INC                                                       | CF INDUSTRIES HOLDINGS INC                                                                              | CUSIP: 125269100<br>LEI: 529900CG8YAQFZ2JMV97 | Long             | EC               | CORP              | US        |      64100 | NS      | $5461320.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                       | FNMA 30YR 3.5% 05/01/2051#MA4347                                                                        | CUSIP: 31418DZM7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     914974 | PA      | $837622.79     | 0.01%             | 2051-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ENLINK MIDSTREAM LLC                                                             | ENLINK MIDSTREAM LLC 6.5% 09/01/2030 144A                                                               | CUSIP: 29336TAD2<br>LEI: 54930000GY1H533OBE23 | Long             | DBT              | CORP              | US        |    5815000 | PA      | $5755105.50    | 0.04%             | 2030-09-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GRIFOLS ESCROW ISSUER SA                                                         | GRIFOLS ESCROW ISSUER SA 4.75% 10/15/2028 144A                                                          | CUSIP: 39843UAA0<br>LEI: 959800HLB3PGTGSLVV62 | Long             | DBT              | CORP              | ES        |    2795000 | PA      | $2413398.65    | 0.02%             | 2028-10-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                        | UST NOTES 2.125% 05/15/2025                                                                             | CUSIP: 912828XB1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   12033000 | PA      | $11434640.30   | 0.09%             | 2025-05-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                                                | POST HLDGS INC 4.5% 09/15/2031 144A                                                                     | CUSIP: 737446AR5<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |   12110000 | PA      | $10180399.26   | 0.08%             | 2031-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ASBURY AUTOMOTIVE GROUP INC                                                      | ASBURY AUTOMOTIVE GROUP INC 4.5% 03/01/2028                                                             | CUSIP: 043436AU8<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |    1987000 | PA      | $1749354.80    | 0.01%             | 2028-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CQP HOLDCO LP / BIP-V CHINOOK HOLDCO LLC                                         | CQP HOLDCO LP / BIP-V CHINOOK HOLDCO LLC 5.5% 06/15/2031 144A                                           | CUSIP: 12657NAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   12715000 | PA      | $11106680.67   | 0.09%             | 2031-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                                                   | BOMBARDIER INC 7.875% 04/15/2027 144A                                                                   | CUSIP: 097751BT7<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |   13015000 | PA      | $12624486.49   | 0.10%             | 2027-04-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                        | UST NOTES 0.25% 10/31/2025                                                                              | CUSIP: 91282CAT8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   17600000 | PA      | $15737562.54   | 0.12%             | 2025-10-31      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP / VICI NOTE CO INC                                            | VICI PROPERTIES LP / VICI NOTE CO INC 4.25% 12/01/2026 144A                                             | CUSIP: 92564RAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   12650000 | PA      | $11801484.68   | 0.09%             | 2026-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                                 | CSC HOLDINGS LLC 4.5% 11/15/2031 144A                                                                   | CUSIP: 126307BH9<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |   14440000 | PA      | $10018674.59   | 0.08%             | 2031-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MADISON IAQ LLC                                                                  | MADISON IAQ LLC 4.125% 06/30/2028 144A                                                                  | CUSIP: 55760LAA5<br>LEI: 549300IXDNBXNHUPBU73 | Long             | DBT              | CORP              | US        |    5345000 | PA      | $4469649.35    | 0.03%             | 2028-06-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BELLRING BRANDS INC                                                              | BELLRING BRANDS INC 7% 03/15/2030 144A                                                                  | CUSIP: 07831CAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    6925000 | PA      | $6663581.25    | 0.05%             | 2030-03-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CHS/CMNTY HEALTH SYSTEMS INC                                                     | CHS/CMNTY HEALTH SYSTEMS INC 6.125% 04/01/2030 144A                                                     | CUSIP: 12543DBL3<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |   10425000 | PA      | $5162232.11    | 0.04%             | 2030-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BOYD GAMING CORP                                                                 | BOYD GAMING CORP 4.75% 06/15/2031 144A                                                                  | CUSIP: 103304BV2<br>LEI: 254900787YGRYS2A1Z35 | Long             | DBT              | CORP              | US        |    7140000 | PA      | $6211800.00    | 0.05%             | 2031-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                                   | NRG ENERGY INC 5.75% 01/15/2028                                                                         | CUSIP: 629377CE0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |   19350000 | PA      | $18163264.50   | 0.14%             | 2028-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                       | FNMA 15YR 2.5% 11/01/2036#FS1970                                                                        | CUSIP: 3140XHFL6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5459135 | PA      | $5018407.89    | 0.04%             | 2036-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PTC INC                                                                          | PTC INC 3.625% 02/15/2025 144A                                                                          | CUSIP: 69370CAB6<br>LEI: 54930050SSMU8SKDJ030 | Long             | DBT              | CORP              | US        |    3755000 | PA      | $3576377.28    | 0.03%             | 2025-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CRESTWOOD MIDSTREAM PARTNERS LP/CRESTWOOD MIDSTREAM FIN CORP                     | CRESTWOOD MIDSTRM PTN/FIN CORP 5.625% 05/01/2027 144A                                                   | CUSIP: 226373AQ1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   11025000 | PA      | $10253250.00   | 0.08%             | 2027-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| WEEKLEY HOMES LLC / WEEKLEY FIN CORP                                             | WEEKLEY HOMES LLC / WEEKLEY FIN CORP 4.875% 09/15/2028 144A                                             | CUSIP: 948565AD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3045000 | PA      | $2558532.87    | 0.02%             | 2028-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ON SEMICONDUCTOR CORP                                                            | ON SEMICONDUCTOR CORP 3.875% 09/01/2028 144A                                                            | CUSIP: 682189AQ8<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | DBT              | CORP              | US        |    6765000 | PA      | $5903077.71    | 0.05%             | 2028-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MICHAELS COS INC                                                                 | MICHAELS TERM 1LN 04/15/2028                                                                            | CUSIP: 59408UAB3<br>LEI: 549300H9LWMBP7HYLR98 | Long             | LON              | CORP              | US        |    2669350 | PA      | $2297135.84    | 0.02%             | 2028-04-15      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| VZ SECURED FINANCING BV                                                          | VZ SECURED FINANCING BV 5% 01/15/2032 144A                                                              | CUSIP: 91845AAA3<br>LEI: 549300MG611MYCOWY949 | Long             | DBT              | CORP              | NL        |   11130000 | PA      | $9044476.29    | 0.07%             | 2032-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SYNAPTICS INC                                                                    | SYNAPTICS INC 4% 06/15/2029 144A                                                                        | CUSIP: 87157DAG4<br>LEI: 549300AJ3LI4FWNRQX29 | Long             | DBT              | CORP              | US        |    3500000 | PA      | $2948920.70    | 0.02%             | 2029-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO INC                                                              | SIRIUS XM RADIO INC 3.875% 09/01/2031 144A                                                              | CUSIP: 82967NBM9<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |    5645000 | PA      | $4404055.25    | 0.03%             | 2031-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST BILLS                                                                        | UST BILLS 0% 01/05/2023                                                                                 | CUSIP: 912796X95<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    6490000 | PA      | $6488689.41    | 0.05%             | 2023-01-05      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                            | JPMORGAN CHASE and CO 5/VAR PERP                                                                        | CUSIP: 48128BAF8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EP               | CORP              | US        |   18675000 | PA      | $17086330.82   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| NORDSTROM INC                                                                    | NORDSTROM INC 4.25% 08/01/2031                                                                          | CUSIP: 655664AY6<br>LEI: 549300S3IZB5P35KNV16 | Long             | DBT              | CORP              | US        |   11600000 | PA      | $8295160.00    | 0.06%             | 2031-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ENBW INTERNATIONAL FINANCE BV                                                    | ENBW INTERNATIONAL FINANCE BV 4.049% 11/22/2029 REGS                                                    | CUSIP: N/A<br>LEI: 724500CNCIO1ZTJ0X675       | Long             | DBT              | CORP              | NL        |    5657000 | PA      | $6026711.28    | 0.05%             | 2029-11-22      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITI GROUP LP / UNITI FIBER HOLDINGS INC / CSL CAPITAL LLC                      | UNITI GRP/UNITI HLD/CSL 7.875% 02/15/2025 144A                                                          | CUSIP: 91327AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    9940000 | PA      | $9620856.42    | 0.08%             | 2025-02-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                        | UST NOTES 1.5% 10/31/2024                                                                               | CUSIP: 912828YM6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     480000 | PA      | $454781.25     | 0.00%             | 2024-10-31      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                                            | FX Forward: EUR/USD settle 2023-01-13                                                                   | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $17052.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MAPFRE SA                                                                        | MAPFRE SA 2.875% 04/13/2030 REGS                                                                        | CUSIP: N/A<br>LEI: 95980020140005693107       | Long             | DBT              | CORP              | ES        |    1700000 | PA      | $1499020.50    | 0.01%             | 2030-04-13      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PG and E CORP                                                                    | PG and E CORP 5% 07/01/2028                                                                             | CUSIP: 69331CAH1<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |   13615000 | PA      | $12428351.18   | 0.10%             | 2028-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| VMED O2 UK FINANCING I                                                           | VMED O2 UK FINANCING I 4.75% 07/15/2031 144A                                                            | CUSIP: 92858RAB6<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |    9930000 | PA      | $8066635.50    | 0.06%             | 2031-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NORTHWEST FIBER LLC/NORTHWEST FIBER FINANCE SUB INC                              | NORTHWEST FIBER LLC/NORTHWEST FIBER FINANCE SUB INC 4.75% 04/30/2027 144A                               | CUSIP: 667449AD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2800000 | PA      | $2463615.48    | 0.02%             | 2027-04-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BLOOMIN BRANDS INC / OSI RESTAURANT PARTNERS LLC                                 | BLOOMIN BRANDS INC / OSI RESTAURANT PARTNERS LLC 5.125% 04/15/2029 144A                                 | CUSIP: 094234AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2720000 | PA      | $2287792.00    | 0.02%             | 2029-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HUB INTERNATIONAL LTD                                                            | HUB INTERNATIONAL LTD 7% 05/01/2026 144A                                                                | CUSIP: 44332PAD3<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |    6980000 | PA      | $6833350.20    | 0.05%             | 2026-05-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                                           | DIAMONDBACK ENERGY INC                                                                                  | CUSIP: 25278X109<br>LEI: 549300R22LSX6OHWEN64 | Long             | EC               | CORP              | US        |      22492 | NS      | $3076455.76    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PURE WEST ENERGY                                                                 | PURE WEST ENERGY                                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      10774 | NS      | $0.11          | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| SABLE INTL FINANCE LTD                                                           | SABLE INTL FIN LTD 5.75% 09/07/2027 144A                                                                | CUSIP: 785712AG5<br>LEI: 2138009IE9A35LO5JS73 | Long             | DBT              | CORP              | KY        |   11004000 | PA      | $10164945.00   | 0.08%             | 2027-09-07      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                       | FNMA 20YR 1.5% 11/01/2041#MA4473                                                                        | CUSIP: 31418D6K3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   25890306 | PA      | $21026100.42   | 0.16%             | 2041-11-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| TRICER HOLDCO S.C.A.                                                             | TRICER HOLDCO S.C.A CLASS A3 PP                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | LU        |     403760 | NS      | $4.04          | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| NCL CORP LTD                                                                     | NCL CORP LTD 5.875% 02/15/2027 144A                                                                     | CUSIP: 62886HBE0<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |    5580000 | PA      | $4833954.00    | 0.04%             | 2027-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS HOLDINGS LLC                                             | FRONTIER COMMUNICATIONS HOLDINGS LLC 8.75% 05/15/2030 144A                                              | CUSIP: 35908MAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2785000 | PA      | $2831647.41    | 0.02%             | 2030-05-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| ALGOMA STEEL GROUP INC                                                           | ALGOMA STEEL GROUP INC                                                                                  | CUSIP: 015658107<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |     489241 | NS      | $3101787.94    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHWESTERN ENERGY CO                                                           | SOUTHWESTERN ENERGY CO 7.75% 10/01/2027                                                                 | CUSIP: 845467AN9<br>LEI: EFWMP121W54QV9MGOP87 | Long             | DBT              | CORP              | US        |    7830000 | PA      | $7979716.18    | 0.06%             | 2027-10-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                                    | CARNIVAL CORP 7.625% 03/01/2026 144A                                                                    | CUSIP: 143658BL5<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |   10595000 | PA      | $8397541.06    | 0.07%             | 2026-03-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| UNIT CORP                                                                        | UNIT CORP ESCROW 0% 12/01/2029                                                                          | CUSIP: N/A<br>LEI: 549300XGK22FZCTN8B67       | Long             | DBT              | CORP              | US        |    1660000 | PA      | $0.17          | 0.00%             | 2029-12-01      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| REALOGY GROUP LLC / REALOGY CO-ISSUER CORP                                       | REALOGY GROUP LLC / REALOGY CO-ISSUER CORP 5.25% 04/15/2030 144A                                        | CUSIP: 75606DAQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5555000 | PA      | $4052428.05    | 0.03%             | 2030-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PBF HLDG CO LLC / PBF FIN CORP                                                   | PBF HLDG CO LLC / PBF FIN CORP 6% 02/15/2028                                                            | CUSIP: 69318FAJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   15760000 | PA      | $14065800.00   | 0.11%             | 2028-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | ENERGY TRANSFER OPERATING MLP 6.25%/VAR PERP                                                            | CUSIP: 29273VAH3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | EP               | CORP              | US        |   45897000 | PA      | $39012450.00   | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| COMPASS GROUP DIVERSIFIED HOLDINGS LLC                                           | COMPASS GROUP DIV HLDGS LLC 5% 01/15/2032 144A                                                          | CUSIP: 20451RAC6<br>LEI: 549300I6PTUQPX21TE93 | Long             | DBT              | CORP              | US        |    2765000 | PA      | $2184524.67    | 0.02%             | 2032-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HESS MIDSTREAM PARTNERS LP                                                       | HESS MIDSTREAM PARTNERS LP 4.25% 02/15/2030 144A                                                        | CUSIP: 428102AE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4590000 | PA      | $3924087.25    | 0.03%             | 2030-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FERTITTA ENTERTAINMENT LLC / FERTITTA ENTERTAINMENT FINANCE CO INC               | FERTITTA ENTERTAINMENT LLC / FERTITTA ENTERTAINMENT FINANCE CO INC 4.625% 01/15/2029 144A               | CUSIP: 31556TAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   11750000 | PA      | $9943261.25    | 0.08%             | 2029-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                        | UST NOTES 0.25% 07/31/2025                                                                              | CUSIP: 91282CAB7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   35866000 | PA      | $32364861.86   | 0.25%             | 2025-07-31      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                                            | TENET HEALTHCARE CORP                                                                                   | CUSIP: 88033G407<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | EC               | CORP              | US        |      36700 | NS      | $1790593.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PORTLAND GENERAL ELECTRIC CO                                                     | PORTLAND GENERAL ELECTRIC CO                                                                            | CUSIP: 736508847<br>LEI: GJOUP9M7C39GLSK9R870 | Long             | EC               | CORP              | US        |      13962 | NS      | $684138.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORP                                                        | OCCIDENTAL PETROLEUM CORP 6.375% 09/01/2028                                                             | CUSIP: 674599EC5<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    6775000 | PA      | $6840864.79    | 0.05%             | 2028-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| KLOECKNER PENTAPLAST OF AMERICA INC                                              | KLOECKNER PENTAPLAST TERM B 1LN 02/09/2026                                                              | CUSIP: 49865NAT7<br>LEI: 529900H8J1B7UA1CG794 | Long             | LON              | CORP              | US        |     786000 | PA      | $694871.16     | 0.01%             | 2026-02-09      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                        | UST NOTES 3.875% 11/30/2027                                                                             | CUSIP: 91282CFZ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   14110000 | PA      | $14032835.94   | 0.11%             | 2027-11-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: —       |
| MURPHY OIL USA INC                                                               | MURPHY OIL USA INC 4.75% 09/15/2029                                                                     | CUSIP: 626738AE8<br>LEI: N32S6DTR2ZZ5222WHV58 | Long             | DBT              | CORP              | US        |    4155000 | PA      | $3801949.65    | 0.03%             | 2029-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                        | UST NOTES 1.5% 02/29/2024                                                                               | CUSIP: 91282CEA5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  286900000 | PA      | $276544703.13  | 2.16%             | 2024-02-29      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| LIONS GATE CAPITAL HOLDINGS LLC                                                  | LIONS GATE CAPITAL HOLDINGS LLC 5.5% 04/15/2029 144A                                                    | CUSIP: 53627NAE1<br>LEI: 549300MWJHNLR35C0837 | Long             | DBT              | CORP              | US        |    4420000 | PA      | $2562702.52    | 0.02%             | 2029-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CO                                                                    | FORD MOTOR CO 6.1% 08/19/2032                                                                           | CUSIP: 345370DB3<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |    5815000 | PA      | $5379596.06    | 0.04%             | 2032-08-19      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                                             | CLEVELAND-CLIFFS INC 5.875% 06/01/2027                                                                  | CUSIP: 185899AH4<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |   11010000 | PA      | $10518124.18   | 0.08%             | 2027-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| HERTZ CORP                                                                       | HERTZ CORP 5.5% 10/15/2024 144A                                                                         | CUSIP: 428040CS6<br>LEI: 549300PD0C69OJ0NLB27 | Long             | DBT              | CORP              | US        |    6540000 | PA      | $147150.00     | 0.00%             | 2024-10-15      | Fixed         | 0.06%                 | No            |                  3 | On Loan: No      |
| Fidelity Revere Street Trust                                                     | Fidelity Cash Central Fund                                                                              | CUSIP: 31635A105<br>LEI: 549300BDV45LJNXBZC55 | Long             | STIV             | RF                | US        |  260038729 | NS      | $260090736.49  | 2.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PDC ENERGY INC                                                                   | PDC ENERGY INC 6.125% 09/15/2024                                                                        | CUSIP: 69327RAG6<br>LEI: 5493008W8H2T511J5Y59 | Long             | DBT              | CORP              | US        |    1240000 | PA      | $1232932.00    | 0.01%             | 2024-09-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE                                               | FX Forward: AUD/USD settle 2023-01-13                                                                   | CUSIP: N/A<br>LEI: 2IGI19DL77OX0HC3ZE78       | N/A              | DFE              | CORP              | CA        |          1 | NC      | $402412.78     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ICAHN ENTERPRISES LP / ICAHN ENTERPRISES FIN CORP                                | ICAHN ENTERPRISES LP/FIN CORP 5.25% 05/15/2027                                                          | CUSIP: 451102BZ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   23175000 | PA      | $21234093.75   | 0.17%             | 2027-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                       | FNMA 30YR 3.5% 09/01/2051#                                                                              | CUSIP: 3140XCWJ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     360428 | PA      | $329506.81     | 0.00%             | 2051-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DAVITA INC                                                                       | DAVITA INC 3.75% 02/15/2031 144A                                                                        | CUSIP: 23918KAT5<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |    2075000 | PA      | $1548676.25    | 0.01%             | 2031-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-MOBILE USA INC 3.5% 04/15/2031                                                                        | CUSIP: 87264ABW4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    2215000 | PA      | $1913315.72    | 0.01%             | 2031-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                      | BANK OF AMERICA 5.2% PERP                                                                               | CUSIP: 060505ED2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |   48090000 | PA      | $46599283.58   | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS LTD                                                       | FIRST QUANTUM MINERALS LTD 7.5% 04/01/2025 144A                                                         | CUSIP: 335934AL9<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |   12105000 | PA      | $11778165.00   | 0.09%             | 2025-04-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ELAH HOLDINGS INC                                                                | ELAH HOLDINGS INC                                                                                       | CUSIP: 28413L105<br>LEI: 549300QGHCFUEGYWKU13 | Long             | EC               | CORP              | US        |        517 | NS      | $30503.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VICTORIA'S SECRET and CO                                                         | VICTORIA'S SECRET and CO 4.625% 07/15/2029 144A                                                         | CUSIP: 926400AA0<br>LEI: 5493006T3O70U3UWVF17 | Long             | DBT              | CORP              | US        |   10565000 | PA      | $8294581.50    | 0.06%             | 2029-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BERRY GLOBAL GROUP INC                                                           | BERRY GLOBAL GROUP INC                                                                                  | CUSIP: 08579W103<br>LEI: 549300G6KKUMMXM8NH73 | Long             | EC               | CORP              | US        |      87939 | NS      | $5314153.77    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MOLINA HEALTHCARE INC                                                            | MOLINA HEALTHCARE INC 3.875% 11/15/2030 144A                                                            | CUSIP: 60855RAK6<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |    6345000 | PA      | $5377004.96    | 0.04%             | 2030-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CHS/CMNTY HEALTH SYSTEMS INC                                                     | CHS/CMNTY HEALTH SYSTEMS INC 8% 03/15/2026 144A                                                         | CUSIP: 12543DBC3<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |   37390000 | PA      | $34040416.85   | 0.27%             | 2026-03-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORP                                                        | OCCIDENTAL PETROLEUM CORP 5.875% 09/01/2025                                                             | CUSIP: 674599EB7<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    6775000 | PA      | $6749593.75    | 0.05%             | 2025-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CROCS INC                                                                        | CROCS INC 4.125% 08/15/2031 144A                                                                        | CUSIP: 227046AB5<br>LEI: 549300B0J6YCXD63OG72 | Long             | DBT              | CORP              | US        |    2820000 | PA      | $2298159.00    | 0.02%             | 2031-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CITGO PETROLEUM CORP                                                             | CITGO PETROLEUM CORP 6.375% 06/15/2026 144A                                                             | CUSIP: 17302XAM8<br>LEI: YX52P86PXMLYDOTUQ225 | Long             | DBT              | CORP              | US        |    4665000 | PA      | $4496478.32    | 0.04%             | 2026-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CANO HEALTH LLC                                                                  | CANO HEALTH LLC 6.25% 10/01/2028 144A                                                                   | CUSIP: 13782CAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1865000 | PA      | $1128325.00    | 0.01%             | 2028-10-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL INC                                                      | HONEYWELL INTL INC 4.125% 11/02/2034                                                                    | CUSIP: N/A<br>LEI: ISRPG12PN4EIEOEMW547       | Long             | DBT              | CORP              | US        |   12154000 | PA      | $12842677.25   | 0.10%             | 2034-11-02      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ARDAGH METAL PACKAGING FINANCE USA LLC/ARDAGH METAL PACKAGING FINANCE PLC        | ARDAGH METAL PACKAGING FINANCE USA LLC/ARDAGH METAL PACKAGING FINANCE PLC 4% 09/01/2029 144A            | CUSIP: 03969YAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    6050000 | PA      | $4794924.29    | 0.04%             | 2029-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION HOLDINGS INC                                              | CLYDESDALE ACQUISITION HOLDINGS INC 6.625% 04/15/2029 144A                                              | CUSIP: 18972EAA3<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |    3315000 | PA      | $3151737.74    | 0.02%             | 2029-04-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| INTELLIGENT PACKAGING LTD FINCO INC / INTELLIGENT PACKAGING LTD CO-ISSUER LLC    | INTELLIGENT PACKAGING LTD FINCO INC / INTELLIGENT PACKAGING LTD CO-ISSUER LLC 6% 09/15/2028 144A        | CUSIP: 45827MAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    2570000 | PA      | $2071344.06    | 0.02%             | 2028-09-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CABLEVISION LIGHTPATH LLC                                                        | CABLEVISION LIGHTPATH LLC 5.625% 09/15/2028 144A                                                        | CUSIP: 12687GAB5<br>LEI: 5493002ZVBLRLGES1R71 | Long             | DBT              | CORP              | US        |    2610000 | PA      | $1939039.89    | 0.02%             | 2028-09-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CANADA, GOVERNMENT OF                                                            | CANADA GOVERNMENT OF 1.25% 03/01/2027                                                                   | CUSIP: 135087M84<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |   30000000 | PA      | $20260635.16   | 0.16%             | 2027-03-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                                                 | ALTICE FRANCE SA 5.125% 07/15/2029 144A                                                                 | CUSIP: 02156LAF8<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |   38465000 | PA      | $28838871.80   | 0.23%             | 2029-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT CORPORATION                                                            | OPEN TEXT CORPORATION 3.875% 12/01/2029 144A                                                            | CUSIP: 683715AD8<br>LEI: 549300UQROQS42RKHM85 | Long             | DBT              | CORP              | CA        |    3045000 | PA      | $2448752.46    | 0.02%             | 2029-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GPD COS INC                                                                      | GPD COS INC 10.125% 04/01/2026 144A                                                                     | CUSIP: 64051NAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    8860000 | PA      | $7553150.00    | 0.06%             | 2026-04-01      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                    | FHLG 20YR 1.5% 12/01/2040#RB5089                                                                        | CUSIP: 3133KYUN7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1841962 | PA      | $1506259.60    | 0.01%             | 2040-12-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA FINANCE PLC                                                         | VIRGIN MEDIA FINANCE PLC 5% 07/15/2030 144A                                                             | CUSIP: 92769VAJ8<br>LEI: 2138001LVYC87DDHT482 | Long             | DBT              | CORP              | GB        |   14025000 | PA      | $11236517.94   | 0.09%             | 2030-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ICAHN ENTERPRISES LP / ICAHN ENTERPRISES FIN CORP                                | ICAHN ENTERPRISES LP/FIN CORP 6.375% 12/15/2025                                                         | CUSIP: 451102BQ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   18820000 | PA      | $18251636.00   | 0.14%             | 2025-12-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO and CO                                                               | WELLS FARGO and CO NEW 5.875%/VAR PERP                                                                  | CUSIP: 949746RN3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EP               | CORP              | US        |   36775000 | PA      | $35487875.00   | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                             | FX Forward: USD/GBP settle 2023-01-13                                                                   | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | N/A              | DFE              | CORP              | CA        |          1 | NC      | $109457.55     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CVR ENERGY INC                                                                   | CVR ENERGY INC 5.25% 02/15/2025 144A                                                                    | CUSIP: 12662PAB4<br>LEI: 529900SOYZIXZBTXB558 | Long             | DBT              | CORP              | US        |    9740000 | PA      | $8960800.00    | 0.07%             | 2025-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                      | UNITED STATES TREASURY BOND 6.125% 08/15/2029                                                           | CUSIP: 912810FJ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    3663000 | PA      | $4093974.84    | 0.03%             | 2029-08-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES INC/OH                                                     | HUNTINGTON BANCSHARES INC 5.7%/VAR PERP                                                                 | CUSIP: 446150AL8<br>LEI: 549300XTVCVV9I7B5T19 | Long             | EP               | CORP              | US        |    7660000 | PA      | $7088032.09    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                       | FNMA 20YR 1.5% 01/01/2041#MA4231                                                                        | CUSIP: 31418DVZ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3094754 | PA      | $2530727.31    | 0.02%             | 2041-01-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS LTD                                                       | FIRST QUANTUM MINERALS LTD 6.5% 03/01/2024 144A                                                         | CUSIP: 335934AP0<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |    6560000 | PA      | $6431227.20    | 0.05%             | 2024-03-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                       | FNMA 20YR 1.5% 12/01/2040#MA4202                                                                        | CUSIP: 31418DU42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3068063 | PA      | $2508901.15    | 0.02%             | 2040-12-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                       | FNMA 30YR 3.5% 09/01/2051#                                                                              | CUSIP: 31418D4A7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      33349 | PA      | $30457.08      | 0.00%             | 2051-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                                            | FX Forward: USD/CAD settle 2023-01-13                                                                   | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-503924.17    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SYNEOS HEALTH INC                                                                | SYNEOS HEALTH INC 3.625% 01/15/2029 144A                                                                | CUSIP: 87166BAA0<br>LEI: 549300F1ZGKDS8P6GU13 | Long             | DBT              | CORP              | US        |    5025000 | PA      | $4001633.63    | 0.03%             | 2029-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ACURIS FINANCE US INC                                                            | ION ANALYTICS TERM 1 LN 02/16/2028                                                                      | CUSIP: 00510DAB0<br>LEI: 213800PHEXJH1L7ZN896 | Long             | LON              | CORP              | US        |     602604 | PA      | $591305.34     | 0.00%             | 2028-02-16      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| HOLLY EN PART LP/ HOL FIN CORP                                                   | HOLLY EN PART LP/ HOL FIN CORP 6.375% 04/15/2027 144A                                                   | CUSIP: 435765AJ1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2780000 | PA      | $2731327.48    | 0.02%             | 2027-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| DYNASTY ACQUISITION CO INC                                                       | STANDARDAERO TERM B-1 04/08/2026                                                                        | CUSIP: 26812CAE6<br>LEI: 549300L1RCRPOAUCB870 | Long             | LON              | CORP              | US        |    1505791 | PA      | $1432534.27    | 0.01%             | 2026-04-08      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                        | GNII II 3.5% 01/01/2053 #TBA                                                                            | CUSIP: 21H032613<br>LEI: 549300M8ZYFG0OCMTT87 | Short            | ABS-MBS          | USGA              | US        |   -1850000 | PA      | $-1699743.00   | -0.01%            | 2053-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ADVANCED DRAIN SYS INC DEL                                                       | ADVANCED DRAIN SYS INC DEL 6.375% 06/15/2030 144A                                                       | CUSIP: 00790RAB0<br>LEI: 6QQTOZ5MF5DHM7K92I60 | Long             | DBT              | CORP              | US        |    2780000 | PA      | $2701214.80    | 0.02%             | 2030-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                        | UST NOTES 2.625% 05/31/2027                                                                             | CUSIP: 91282CET4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      90000 | PA      | $84835.55      | 0.00%             | 2027-05-31      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                           | US 5YR NOTE (CBT) FUT MAR23 FVH3                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |        161 | NC      | $2192.42       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UST NOTES                                                                        | UST NOTES 4.125% 10/31/2027                                                                             | CUSIP: 91282CFU0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    8800000 | PA      | $8832312.54    | 0.07%             | 2027-10-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                         | FORD MTR CR CO LLC 3.375% 11/13/2025                                                                    | CUSIP: 345397B28<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   11600000 | PA      | $10486548.94   | 0.08%             | 2025-11-13      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| KEHE DISTRS LLC / KEHE FIN CORP                                                  | KEHE DISTRS LLC / KEHE FIN CORP 8.625% 10/15/2026 144A                                                  | CUSIP: 487526AB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4698000 | PA      | $4592295.00    | 0.04%             | 2026-10-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| NINE ENERGY SERVICE INC                                                          | NINE ENERGY SERVICE INC 8.75% 11/01/2023 144A                                                           | CUSIP: 65441VAA9<br>LEI: 549300KRLJCZBPZMKT65 | Long             | DBT              | CORP              | US        |    3620000 | PA      | $3547600.00    | 0.03%             | 2023-11-01      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                    | FHLG 30YR 4.5% 01/01/2053#                                                                              | CUSIP: 3132DWF40<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   19371918 | PA      | $18678814.02   | 0.15%             | 2053-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                      | UNITED STATES TREASURY BOND 2% 11/15/2041                                                               | CUSIP: 912810TC2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   55859000 | PA      | $39884635.33   | 0.31%             | 2041-11-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| MINERAL RESOURCES LTD                                                            | MINERAL RES LTD 8.5% 05/01/2030 144A                                                                    | CUSIP: 603051AD5<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |    2065000 | PA      | $2092939.45    | 0.02%             | 2030-05-01      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| GARDEN SPINCO CORP                                                               | GARDEN SPINCO CORP 8.625% 07/20/2030 144A                                                               | CUSIP: 365417AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2545000 | PA      | $2697700.00    | 0.02%             | 2030-07-20      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| WILLIAMS-SONOMA INC                                                              | WILLIAMS-SONOMA INC                                                                                     | CUSIP: 969904101<br>LEI: 549300IARG6YWVTZ1I92 | Long             | EC               | CORP              | US        |      24000 | NS      | $2758080.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PURE WEST ENERGY                                                                 | PURE WEST ENERGY CVR                                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       6493 | NS      | $0.06          | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| GRAPHIC PACKAGING INTL INC                                                       | GRAPHIC PACKAGING INTL INC 3.75% 02/01/2030 144A                                                        | CUSIP: 38869AAD9<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |    3585000 | PA      | $3049668.41    | 0.02%             | 2030-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HERTZ CORP                                                                       | HERTZ CORP 5% 12/01/2029 144A                                                                           | CUSIP: 428040DB2<br>LEI: 549300PD0C69OJ0NLB27 | Long             | DBT              | CORP              | US        |    4560000 | PA      | $3459216.00    | 0.03%             | 2029-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MGIC INVESTMENT CORP                                                             | MGIC INVESTMENT CORP 5.25% 08/15/2028                                                                   | CUSIP: 552848AG8<br>LEI: 254900S8483WM4M98R28 | Long             | DBT              | CORP              | US        |    4725000 | PA      | $4356851.86    | 0.03%             | 2028-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TRICER HOLDCO S.C.A.                                                             | TRICER HOLDCO S.C.A CLASS A6 PP                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | LU        |     403760 | NS      | $4.04          | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                       | FNMA 30YR 5% 05/01/2052#CB3647                                                                          | CUSIP: 3140QPBR7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2917694 | PA      | $2934224.55    | 0.02%             | 2052-05-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CHAPARRAL ENERGY INC                                                             | CANVAS ENERGY INC NEW SER A WT 10/01/24                                                                 | CUSIP: 15942R133<br>LEI: V5IUQSDP5WPR92NJWH73 | Long             | EC               | CORP              | US        |        289 | NS      | $480.41        | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| TEVA PHARMACEUTICAL FIN NETH III B V                                             | TEVA PHARMACEUTICAL FIN NETH III B V 5.125% 05/09/2029                                                  | CUSIP: 88167AAQ4<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |    2775000 | PA      | $2471268.31    | 0.02%             | 2029-05-09      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC / ACRISURE FINANCE INC                                              | ACRISURE LLC / ACRISURE FINANCE INC 6% 08/01/2029 144A                                                  | CUSIP: 00489LAH6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4230000 | PA      | $3456882.90    | 0.03%             | 2029-08-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PALO ALTO NETWORKS INC                                                           | PALO ALTO NETWORKS INC                                                                                  | CUSIP: 697435105<br>LEI: 549300QXR2YVZV231H43 | Long             | EC               | CORP              | US        |      18800 | NS      | $2623352.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| UST NOTES                                                                        | UST NOTES 0.375% 01/31/2026                                                                             | CUSIP: 91282CBH3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   13900000 | PA      | $12367199.18   | 0.10%             | 2026-01-31      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SHEA HOMES LTD PARTNERSHIP / SHEA HOMES FDG CORP                                 | SHEA HOMES LTD PARTNERSHP/CORP 4.75% 04/01/2029                                                         | CUSIP: 82088KAJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4830000 | PA      | $4057200.00    | 0.03%             | 2029-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT HOLDINGS INC                                                           | OPEN TEXT HOLDINGS INC 4.125% 12/01/2031 144A                                                           | CUSIP: 683720AC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2490000 | PA      | $1935465.75    | 0.02%             | 2031-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST BILLS                                                                        | UST BILLS 0% 02/16/2023                                                                                 | CUSIP: 912796YA1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     770000 | PA      | $766170.85     | 0.01%             | 2023-02-16      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| OEC FIN LTD                                                                      | OEC FIN LTD PIK 4.375% 10/25/2029 144A                                                                  | CUSIP: 67614CAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    4301902 | PA      | $98943.75      | 0.00%             | 2029-10-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SCRIPPS ESCROW II INC                                                            | SCRIPPS ESCROW II INC 3.875% 01/15/2029 144A                                                            | CUSIP: 81105DAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1655000 | PA      | $1328137.50    | 0.01%             | 2029-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HERTZ CORP                                                                       | HERTZ CORP 6.25% 12/31/2049                                                                             | CUSIP: 428040CN7<br>LEI: 549300PD0C69OJ0NLB27 | Long             | DBT              | CORP              | US        |    6775000 | PA      | $8468.75       | 0.00%             | 2049-12-31      | Fixed         | 0.06%                 | No            |                  3 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                             | UMBS 30YR 4.5% 01/01/2053 #TBA                                                                          | CUSIP: 01F042616<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        |  -24650000 | PA      | $-23760287.83  | -0.19%            | 2053-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ATLAS LUXCO 4 SARL / ALLIED UNIVERSAL HOLDCO LLC / ALLIED UNIVERSAL FINANCE CORP | ATLAS LUXCO 4 SARL / ALLIED UNIVERSAL HOLDCO LLC / ALLIED UNIVERSAL FINANCE CORP 4.625% 06/01/2028 144A | CUSIP: 049362AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    6871000 | PA      | $5570615.50    | 0.04%             | 2028-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CA MAGNUM HOLDINGS                                                               | CA MAGNUM HOLDINGS 5.375% 10/31/2026 144A                                                               | CUSIP: 12674CAA1<br>LEI: 549300ZRDHFR078MFZ78 | Long             | DBT              | CORP              | MU        |    2230000 | PA      | $2018439.90    | 0.02%             | 2026-10-31      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ULTIMATE SOFTWARE GROUP INC                                                      | UKG TERM 1LN 05/03/2026                                                                                 | CUSIP: N/A<br>LEI: 529900FKHWSTQ1GXK240       | Long             | LON              | CORP              | US        |    6686550 | PA      | $6352222.04    | 0.05%             | 2026-05-03      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FIN CORP                                                      | BERKSHIRE HATHAWAY FIN CORP 2% 03/18/2034                                                               | CUSIP: N/A<br>LEI: 549300RLHFT5RU20WM87       | Long             | DBT              | CORP              | US        |   12912000 | PA      | $11101162.56   | 0.09%             | 2034-03-18      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAINMENT INC                                                        | CAESARS ENTERTAINMENT INC 6.25% 07/01/2025 144A                                                         | CUSIP: 28470RAH5<br>LEI: 5299000BKFWWVND5L441 | Long             | DBT              | CORP              | US        |   25535000 | PA      | $24811733.89   | 0.19%             | 2025-07-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| LSB INDUSTRIES INC                                                               | LSB INDUSTRIES INC 6.25% 10/15/2028 144A                                                                | CUSIP: 502160AN4<br>LEI: 5493001H215A0HG0MI71 | Long             | DBT              | CORP              | US        |    9723000 | PA      | $8896058.85    | 0.07%             | 2028-10-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SOUTHERN NAT GAS CO LLC                                                          | SOUTHERN NAT GAS CO LLC 7.35% 02/15/2031                                                                | CUSIP: 843452AY9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   14890000 | PA      | $15607209.46   | 0.12%             | 2031-02-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| TRINET GROUP INC                                                                 | TRINET GROUP INC 3.5% 03/01/2029 144A                                                                   | CUSIP: 896288AA5<br>LEI: 5299003FJVBETSFKE990 | Long             | DBT              | CORP              | US        |    4545000 | PA      | $3736899.00    | 0.03%             | 2029-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                                             | ONEMAIN FINANCE CORP 5.375% 11/15/2029                                                                  | CUSIP: 85172FAR0<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    5560000 | PA      | $4547527.11    | 0.04%             | 2029-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PBF LOGISTICS LP/PBF LOGISTICS FIN CORP                                          | PBF LOGISTICS LP/PBF LOGISTICS FIN CORP 6.875% 05/15/2023                                               | CUSIP: 69318UAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    6110000 | PA      | $6102362.50    | 0.05%             | 2023-05-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ROLLER BEARING CO OF AMERICA                                                     | ROLLER BEARING CO OF AMERICA 4.375% 10/15/2029 144A                                                     | CUSIP: 775631AD6<br>LEI: 254900U9XW6S76H2P167 | Long             | DBT              | CORP              | US        |    2015000 | PA      | $1742370.50    | 0.01%             | 2029-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ENDEAVOR ENERGY RES L P / EER FIN INC                                            | ENDEAVOR ENERGY RES L P / EER FIN INC 5.75% 01/30/2028 144A                                             | CUSIP: 29260FAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   10149000 | PA      | $9717870.48    | 0.08%             | 2028-01-30      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ARKO CORP                                                                        | ARKO CORP 5.125% 11/15/2029 144A                                                                        | CUSIP: 041242AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4190000 | PA      | $3289988.00    | 0.03%             | 2029-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SCIL IV LLC / SCIL USA HOLDINGS LLC                                              | SCIL IV LLC / SCIL USA HOLDINGS LLC 5.375% 11/01/2026 144A                                              | CUSIP: 78397UAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    6435000 | PA      | $5453662.50    | 0.04%             | 2026-11-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                                   | NRG ENERGY INC 3.375% 02/15/2029 144A                                                                   | CUSIP: 629377CQ3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    3080000 | PA      | $2484389.60    | 0.02%             | 2029-02-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| TRIVIUM PACKAGING FINANCE BV                                                     | TRIVIUM PACKAGING FINANCE BV 5.5% 08/15/2026 144A                                                       | CUSIP: 89686QAA4<br>LEI: 724500GMZWW3PVYET548 | Long             | DBT              | CORP              | NL        |    4195000 | PA      | $3844665.90    | 0.03%             | 2026-08-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                    | FHLG 30YR 2.5% 01/01/2052#RA6622                                                                        | CUSIP: 3133KNLB7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     141912 | PA      | $121016.83     | 0.00%             | 2052-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CROCS INC                                                                        | CROCS INC 4.25% 03/15/2029 144A                                                                         | CUSIP: 227046AA7<br>LEI: 549300B0J6YCXD63OG72 | Long             | DBT              | CORP              | US        |    4325000 | PA      | $3663707.50    | 0.03%             | 2029-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EP ENERGY CORP                                                                   | EP ENERGY CORP ESCROW                                                                                   | CUSIP: N/A<br>LEI: 549300Z6HPQS1H5IYQ07       | Long             | EC               | CORP              | US        |     611545 | NS      | $4060658.80    | 0.03%             |  |  |  | No            |                  3 | On Loan: No      |
| MGM RESORTS INTERNATIONAL                                                        | MGM RESORTS INTERNATIONAL 4.75% 10/15/2028                                                              | CUSIP: 552953CH2<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |    6740000 | PA      | $5883036.63    | 0.05%             | 2028-10-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ARCOSA INC                                                                       | ARCOSA INC 4.375% 04/15/2029 144A                                                                       | CUSIP: 039653AA8<br>LEI: 549300WFHLTCZV7D6V29 | Long             | DBT              | CORP              | US        |    4130000 | PA      | $3581455.92    | 0.03%             | 2029-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MELCO RESORTS FIN LTD                                                            | MELCO RESORTS FIN LTD 5.25% 04/26/2026 144A                                                             | CUSIP: 58547DAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    5440000 | PA      | $4786285.59    | 0.04%             | 2026-04-26      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AIR CANADA INC                                                                   | AIR CANADA INC 3.875% 08/15/2026 144A                                                                   | CUSIP: 008911BK4<br>LEI: 4B4HI3CGXMBDC0G6BM51 | Long             | DBT              | CORP              | CA        |    4230000 | PA      | $3746649.28    | 0.03%             | 2026-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                       | FNMA 30YR 3.5% 01/01/2051#                                                                              | CUSIP: 3140KP2W2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      37202 | PA      | $34126.57      | 0.00%             | 2051-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DCP MIDSTREAM OPERATING LP                                                       | DCP MIDSTREAM LLC 5.85%/VAR 05/21/2043 144A                                                             | CUSIP: 23311RAH9<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |   10780000 | PA      | $10516105.60   | 0.08%             | 2043-05-21      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS LP/ TARGA RESOURCES PARTNERS FIN                        | TARGA RES P LP/TARGA RES P FIN 4.875% 02/01/2031                                                        | CUSIP: 87612BBS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    6345000 | PA      | $5729217.75    | 0.04%             | 2031-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                        | GNII II 3.5% 02/01/2053 #TBA                                                                            | CUSIP: 21H032621<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1850000 | PA      | $1700537.95    | 0.01%             | 2053-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | CITIGROUP INC 5%/VAR PERP                                                                               | CUSIP: 172967MG3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EP               | CORP              | US        |   36455000 | PA      | $32445397.67   | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| ALBERTSONS COS LLC / SAFEWAY INC / NEW ALBERTSONS INC / ALBERTSONS LLC           | ALBERTSONS COS LLC / SAFEWAY INC / NEW ALBERTSONS INC / ALBERTSONS LLC 4.625% 01/15/2027 144A           | CUSIP: 013092AC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   13797000 | PA      | $12815619.39   | 0.10%             | 2027-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SUMMIT MIDSTREAM HOLDINGS LLC / SUMMIT MIDSTREAM FINANCE CORP                    | SUMMIT MIDSTREAM HOLDINGS LLC / SUMMIT MIDSTREAM FINANCE CORP 8.5% 10/15/2026 144A                      | CUSIP: 86614WAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4185000 | PA      | $3985877.70    | 0.03%             | 2026-10-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| JANE STREET GRP/JSG FIN                                                          | JANE STREET GRP/JSG FIN 4.5% 11/15/2029 144A                                                            | CUSIP: 47077WAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3985000 | PA      | $3427100.00    | 0.03%             | 2029-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CCO HLDGS CAP CORP                                                 | CCO HLDGS LLC/CAP CORP 4.75% 03/01/2030 144A                                                            | CUSIP: 1248EPCD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   51010000 | PA      | $43991789.15   | 0.34%             | 2030-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CARVANA CO                                                                       | CARVANA CO 5.875% 10/01/2028 144A                                                                       | CUSIP: 146869AD4<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |     680000 | PA      | $265392.78     | 0.00%             | 2028-10-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                             | UMBS 30YR 3.5% 02/01/2053 #TBA                                                                          | CUSIP: 01F032625<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   13300000 | PA      | $12101954.62   | 0.09%             | 2053-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VS BUYER LLC                                                                     | VEEAM SOFTWARE TERM B 1LN 02/28/2027                                                                    | CUSIP: 91834WAC4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    1273975 | PA      | $1234163.28    | 0.01%             | 2027-02-28      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| YUM BRANDS INC                                                                   | YUM BRANDS INC 4.625% 01/31/2032                                                                        | CUSIP: 988498AP6<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |    5905000 | PA      | $5219587.75    | 0.04%             | 2032-01-31      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                                            | TENET HEALTHCARE CORP 4.625% 09/01/2024 144A                                                            | CUSIP: 88033GDC1<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    7305000 | PA      | $7095033.04    | 0.06%             | 2024-09-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CVR ENERGY INC                                                                   | CVR ENERGY INC 5.75% 02/15/2028 144A                                                                    | CUSIP: 12662PAD0<br>LEI: 529900SOYZIXZBTXB558 | Long             | DBT              | CORP              | US        |   24505000 | PA      | $21331602.50   | 0.17%             | 2028-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| HUB INTERNATIONAL LTD                                                            | HUB INTERNATIONAL TERM B 1LN 11/10/2029                                                                 | CUSIP: 44332EAV8<br>LEI: 549300JQT6ATTUNS5E06 | Long             | LON              | CORP              | US        |     450000 | PA      | $444627.00     | 0.00%             | 2029-11-10      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| EXIDE TECHNOLOGIES                                                               | EXIDE TECHNOLOGIES PFD (DUMMY)                                                                          | CUSIP: N/A<br>LEI: 549300KITCGPNNNXQP63       | Long             | EP               | CORP              | US        |        624 | NS      | $580788.00     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| CHARLES RIVER LABORATORIES INTERNATIONAL INC                                     | CHARLES RIVER LABS INTL INC 4.25% 05/01/2028 144A                                                       | CUSIP: 159864AE7<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | DBT              | CORP              | US        |    2045000 | PA      | $1883383.65    | 0.01%             | 2028-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC                                                         | BUILDERS FIRSTSOURCE                                                                                    | CUSIP: 12008R107<br>LEI: 549300W0SKP6L3H7DP63 | Long             | EC               | CORP              | US        |      55600 | NS      | $3607328.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SPIN HOLDCO INC                                                                  | CSC SERVICEWORKS TERM B 1LN 03/04/2028                                                                  | CUSIP: 84850XAK8<br>LEI: 549300QAS44U2GUXGK45 | Long             | LON              | CORP              | US        |    8306591 | PA      | $6975459.71    | 0.05%             | 2028-03-04      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| 1011778 B C UNLIMITED LIABILITY CO / NEW RED FIN INC                             | 1011778 BC ULC/NEW RED FIN INC 3.875% 01/15/2028 144A                                                   | CUSIP: 68245XAH2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    5685000 | PA      | $5085491.05    | 0.04%             | 2028-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ZAYO GROUP HLDGS INC                                                             | ZAYO TERM 1LN 03/09/2027                                                                                | CUSIP: 98919XAB7<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | LON              | CORP              | US        |    4347053 | PA      | $3508984.35    | 0.03%             | 2027-03-09      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| CDW CORP                                                                         | CDW CORPORATION                                                                                         | CUSIP: 12514G108<br>LEI: 9845001B052ABF0B6755 | Long             | EC               | CORP              | US        |      40300 | NS      | $7196774.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| TRICER HOLDCO S.C.A.                                                             | TRICER HOLDCO S.C.A CLASS A5 PP                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | LU        |     403760 | NS      | $4.04          | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| FERTITTA ENTERTAINMENT LLC / FERTITTA ENTERTAINMENT FINANCE CO INC               | FERTITTA ENTERTAINMENT LLC / FERTITTA ENTERTAINMENT FINANCE CO INC 6.75% 01/15/2030 144A                | CUSIP: 31556TAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   15885000 | PA      | $12812841.00   | 0.10%             | 2030-01-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ALLISON TRANSMISSION INC                                                         | ALLISON TRANSMISSION INC 5.875% 06/01/2029 144A                                                         | CUSIP: 019736AF4<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | DBT              | CORP              | US        |    4830000 | PA      | $4535853.00    | 0.04%             | 2029-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| EXIDE TECHNOLOGIES                                                               | EXIDE TECHNOLOGIES (PAR SHARE)                                                                          | CUSIP: 302051404<br>LEI: 549300KITCGPNNNXQP63 | Long             | EC               | CORP              | US        |     418807 | NS      | $4.19          | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| SCOTTS MIRACLE GRO CO (THE)                                                      | SCOTTS MIRACLE GRO CO (THE) 4% 04/01/2031                                                               | CUSIP: 810186AX4<br>LEI: 2TH9E0JTOUXOEGI2R879 | Long             | DBT              | CORP              | US        |    5930000 | PA      | $4530171.32    | 0.04%             | 2031-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                       | FNMA 30YR 3.5% 11/01/2051#                                                                              | CUSIP: 3140QMKN3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     382381 | PA      | $348949.47     | 0.00%             | 2051-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HUNTER US BIDCO INC                                                              | UDG HEALTHCARE TERM B 1LN 08/19/2028                                                                    | CUSIP: 12509YAE6<br>LEI: 549300KXGY77REE4ZR63 | Long             | LON              | CORP              | US        |    5339344 | PA      | $5225882.70    | 0.04%             | 2028-08-19      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| VIDEOTRON LTD                                                                    | VIDEOTRON LTD 5.125% 04/15/2027 144A                                                                    | CUSIP: 92660FAK0<br>LEI: 549300BBCGA0CYX8IL74 | Long             | DBT              | CORP              | CA        |    7325000 | PA      | $6918682.25    | 0.05%             | 2027-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CHESAPEAKE ENERGY CORP                                                           | CHESAPEAKE ENERGY CORP 8% 06/15/2027                                                                    | CUSIP: 165167CZ8<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |    1240000 | PA      | $0.12          | 0.00%             | 2027-06-15      | Fixed         | 0.08%                 | No            |                  3 | On Loan: No      |
| UST NOTES                                                                        | UST NOTES 0.875% 09/30/2026                                                                             | CUSIP: 91282CCZ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  143800000 | PA      | $127684289.42  | 1.00%             | 2026-09-30      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| VIKING CRUISES LTD                                                               | VIKING CRUISES LTD 13% 05/15/2025 144A                                                                  | CUSIP: 92676XAE7<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |    5740000 | PA      | $6056026.72    | 0.05%             | 2025-05-15      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAINMENT INC                                                        | CAESARS ENTERTAINMENT INC 4.625% 10/15/2029 144A                                                        | CUSIP: 12769GAA8<br>LEI: 5299000BKFWWVND5L441 | Long             | DBT              | CORP              | US        |    8375000 | PA      | $6815658.75    | 0.05%             | 2029-10-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ANGI GROUP LLC                                                                   | ANGI GROUP LLC 3.875% 08/15/2028 144A                                                                   | CUSIP: 001846AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3385000 | PA      | $2511957.73    | 0.02%             | 2028-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                                            | FX Forward: USD/EUR settle 2023-01-13                                                                   | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-45227.56     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ROLLS-ROYCE PLC                                                                  | ROLLS-ROYCE PLC 5.75% 10/15/2027 144A                                                                   | CUSIP: 77578JAC2<br>LEI: X57JK1U580XATGR67572 | Long             | DBT              | CORP              | GB        |    6560000 | PA      | $6248400.00    | 0.05%             | 2027-10-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CCO HLDGS CAP CORP                                                 | CCO HLDGS LLC/CAP CORP 4.5% 05/01/2032                                                                  | CUSIP: 1248EPCN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    6745000 | PA      | $5369020.00    | 0.04%             | 2032-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                       | FNMA 30YR 3.5% 10/01/2051#                                                                              | CUSIP: 3140M1S54<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     312567 | PA      | $285556.71     | 0.00%             | 2051-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                                              | GLOBAL PAYMENTS INC                                                                                     | CUSIP: 37940X102<br>LEI: 549300NOMHGVQBX6S778 | Long             | EC               | CORP              | US        |      61700 | NS      | $6128044.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW FORTRESS ENERGY INC                                                          | NEW FORTRESS ENERGY INC 6.75% 09/15/2025 144A                                                           | CUSIP: 644393AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   12840000 | PA      | $12144072.00   | 0.09%             | 2025-09-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| SERVICE CORP INTERNATIONAL INC                                                   | SERVICE CORP INTERNATIONAL INC 4% 05/15/2031                                                            | CUSIP: 817565CG7<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |    5750000 | PA      | $4845452.72    | 0.04%             | 2031-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                             | UMBS 30YR 4% 01/01/2053 #TBA                                                                            | CUSIP: 01F040610<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2800000 | PA      | $2628498.60    | 0.02%             | 2053-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                                             | CLEVELAND-CLIFFS INC 4.875% 03/01/2031 144A                                                             | CUSIP: 185899AL5<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |    4615000 | PA      | $4075004.11    | 0.03%             | 2031-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MPT OPER PARTNERSHIP LP / MPT FIN CORP                                           | MPT OPER PARTNERSHIP LP/CORP 3.5% 03/15/2031                                                            | CUSIP: 55342UAM6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    6700000 | PA      | $4592740.05    | 0.04%             | 2031-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MCLAREN FINANCE PLC                                                              | MCLAREN FINANCE PLC 7.5% 08/01/2026 144A                                                                | CUSIP: 58175LAA8<br>LEI: 213800BKPDWMWX3GSG36 | Long             | DBT              | CORP              | GB        |    3860000 | PA      | $2837100.00    | 0.02%             | 2026-08-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                       | FNMA 30YR 3.5% 08/01/2051#FM8375                                                                        | CUSIP: 3140XCJV1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     362408 | PA      | $330049.21     | 0.00%             | 2051-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                                                | POST HLDGS INC 5.5% 12/15/2029 144A                                                                     | CUSIP: 737446AP9<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |   11940000 | PA      | $10804685.10   | 0.08%             | 2029-12-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                                 | CSC HOLDINGS LLC 6.5% 02/01/2029 144A                                                                   | CUSIP: 126307AZ0<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |   15380000 | PA      | $12573150.00   | 0.10%             | 2029-02-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| EXIDE TECHNOLOGIES                                                               | EXIDE TECHNOLOGIES PIK VAR 10/31/2024 144A                                                              | CUSIP: 302051BC0<br>LEI: 549300KITCGPNNNXQP63 | Long             | DBT              | CORP              | US        |     632320 | PA      | $284544.00     | 0.00%             | 2024-10-31      | Variable      | 0.11%                 | No            |                  3 | On Loan: No      |
| COMSTOCK RESOURCES INC                                                           | COMSTOCK RESOURCES INC 5.875% 01/15/2030 144A                                                           | CUSIP: 205768AT1<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |   15170000 | PA      | $13041649.00   | 0.10%             | 2030-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| INGEVITY CORP                                                                    | INGEVITY CORP 3.875% 11/01/2028 144A                                                                    | CUSIP: 45688CAB3<br>LEI: 5493009UTFC4B5IMGF87 | Long             | DBT              | CORP              | US        |    6715000 | PA      | $5773994.82    | 0.05%             | 2028-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                        | UST NOTES 0.5% 11/30/2023                                                                               | CUSIP: 91282CDM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  115900000 | PA      | $111508477.14  | 0.87%             | 2023-11-30      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| OEC FIN LTD                                                                      | OEC FIN LTD PIK 7.5% PERP 144A                                                                          | CUSIP: 67614CAG5<br>LEI: N/A                  | Long             | EP               | CORP              | KY        |      22187 | PA      | $967.91        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                                                | IRON MTN INC 5% 07/15/2028 144A                                                                         | CUSIP: 46284VAG6<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |    6370000 | PA      | $5721410.10    | 0.04%             | 2028-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                                                    | DISH DBS CORP 5.75% 12/01/2028 144A                                                                     | CUSIP: 25470XBF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    6925000 | PA      | $5527015.63    | 0.04%             | 2028-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| Fidelity Revere Street Trust                                                     | Fidelity Securities Lending Cash Central Fund                                                           | CUSIP: 31635A303<br>LEI: 549300BDV45LJNXBZC55 | Long             | STIV             | RF                | US        |   73708110 | NS      | $73715481.26   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| COMPASS MINERALS INTL INC                                                        | COMPASS MINERALS INTL INC 6.75% 12/01/2027 144A                                                         | CUSIP: 20451NAG6<br>LEI: 2549008X9G8XP7YJGC47 | Long             | DBT              | CORP              | US        |    9315000 | PA      | $8942400.00    | 0.07%             | 2027-12-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                        | GNII II 2% 01/01/2053 #TBA                                                                              | CUSIP: 21H020618<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   67600000 | PA      | $56714372.00   | 0.44%             | 2053-01-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                    | FHLG 30YR 5% 12/01/2052#SD1924                                                                          | CUSIP: 3132DPD54<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    6184731 | PA      | $6181117.50    | 0.05%             | 2052-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NVIDIA CORP                                                                      | NVIDIA CORP                                                                                             | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |      19000 | NS      | $2776660.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                      | UNITED STATES TREASURY BOND 3% 05/15/2045                                                               | CUSIP: 912810RM2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   20100000 | PA      | $16558945.21   | 0.13%             | 2045-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ACURIS FIN US/ACURIS FIN                                                         | ACURIS FIN US/ACURIS FIN 5% 05/01/2028 144A                                                             | CUSIP: 00511BAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4315000 | PA      | $3441212.50    | 0.03%             | 2028-05-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                             | UMBS 30YR 5% 01/01/2053 #TBA                                                                            | CUSIP: 01F050619<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        |   -2300000 | PA      | $-2268016.66   | -0.02%            | 2053-01-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                        | UST NOTES 2.75% 07/31/2027                                                                              | CUSIP: 91282CFB2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   18600000 | PA      | $17598070.27   | 0.14%             | 2027-07-31      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP DEL                                                                 | CENTENE CORP 4.625% 12/15/2029                                                                          | CUSIP: 15135BAT8<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   23795000 | PA      | $21744723.34   | 0.17%             | 2029-12-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TRI POINTE HOMES INC                                                             | TRI POINTE HOMES INC 5.7% 06/15/2028                                                                    | CUSIP: 87265HAG4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    8715000 | PA      | $7894454.51    | 0.06%             | 2028-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SUMMIT MATLS LLC / SUMMIT MATLS FIN CORP                                         | SUMMIT MATLS LLC / FIN CORP 5.25% 01/15/2029 144A                                                       | CUSIP: 86614RAN7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    6525000 | PA      | $6074938.13    | 0.05%             | 2029-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NEXSTAR BROADCASTING INC                                                         | NEXSTAR BROADCASTING INC 4.75% 11/01/2028 144A                                                          | CUSIP: 65336YAN3<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |   13395000 | PA      | $11586675.00   | 0.09%             | 2028-11-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PBF HLDG CO LLC / PBF FIN CORP                                                   | PBF HLDG CO LLC / PBF FIN CORP 7.25% 06/15/2025                                                         | CUSIP: 69318FAG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   13580000 | PA      | $13418669.60   | 0.10%             | 2025-06-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CLEARWAY ENERGY OPERATING LLC                                                    | CLEARWAY ENERGY OPER LLC 4.75% 03/15/2028 144A                                                          | CUSIP: 18539UAC9<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |    4055000 | PA      | $3742544.69    | 0.03%             | 2028-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                                             | ONEMAIN FINANCE CORP 6.625% 01/15/2028                                                                  | CUSIP: 85172FAQ2<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    4415000 | PA      | $4065464.45    | 0.03%             | 2028-01-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ALLIED UNIVERSAL HOLDCO LLC / ALLIED UNIVERSAL FINANCE CORP                      | ALLIED UNVL HOLDCO LLC / ALLIED UNVL FIN CORP 6% 06/01/2029 144A                                        | CUSIP: 019576AC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3995000 | PA      | $2899409.72    | 0.02%             | 2029-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| JONAH ENERGY LLC / JONAH ENERGY FINANCE CORP                                     | JONAH ENERGY LLC / JONAH ENERGY FINANCE CORP                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     183159 | NS      | $10317346.47   | 0.08%             |  |  |  | No            |                  3 | On Loan: No      |
| SECURUS TECHNOLOGIES HOLDINGS INC                                                | SECURUS TECHNOLOGIES TERM B 1LN 11/01/2024                                                              | CUSIP: 78410QAB8<br>LEI: 549300EBCNNXVCJ2FW66 | Long             | LON              | CORP              | US        |    4191979 | PA      | $3119754.94    | 0.02%             | 2024-11-01      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| ICAHN ENTERPRISES LP / ICAHN ENTERPRISES FIN CORP                                | ICAHN ENTERPRISES LP/FIN CORP 4.375% 02/01/2029                                                         | CUSIP: 451102CC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    6375000 | PA      | $5391018.75    | 0.04%             | 2029-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ALLIANT HLDGS INTERMEDIATE LLC/ALLIANT HLDGS CO-ISSUER                           | ALLIANT HLDGS INTERMEDIATE LLC/ALLIANT HLDGS CO-ISSUER 4.25% 10/15/2027 144A                            | CUSIP: 01883LAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    6740000 | PA      | $6036530.43    | 0.05%             | 2027-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NEXSTAR BROADCASTING INC                                                         | NEXSTAR BROADCASTING INC 5.625% 07/15/2027 144A                                                         | CUSIP: 65343HAA9<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |   14270000 | PA      | $13090691.53   | 0.10%             | 2027-07-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                                             | ONEMAIN FINANCE CORP 6.875% 03/15/2025                                                                  | CUSIP: 85172FAM1<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |   30605000 | PA      | $29401459.29   | 0.23%             | 2025-03-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                                                   | MASTERCARD INC CL A                                                                                     | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |      12100 | NS      | $4207533.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SIRIUS XM RADIO INC                                                              | SIRIUS XM RADIO INC 5% 08/01/2027 144A                                                                  | CUSIP: 82967NBA5<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |    8740000 | PA      | $8078916.01    | 0.06%             | 2027-08-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                        | UST NOTES 2.75% 06/30/2025                                                                              | CUSIP: 912828XZ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     197000 | PA      | $189781.80     | 0.00%             | 2025-06-30      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                                            | FX Forward: EUR/USD settle 2023-01-13                                                                   | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $47260.24      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OPEN TEXT CORPORATION                                                            | OPEN TEXT CORPORATION 6.9% 12/01/2027 144A                                                              | CUSIP: 683715AF3<br>LEI: 549300UQROQS42RKHM85 | Long             | DBT              | CORP              | CA        |    5000000 | PA      | $5000000.00    | 0.04%             | 2027-12-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ASGN INC                                                                         | ASGN INC 4.625% 05/15/2028 144A                                                                         | CUSIP: 00191UAA0<br>LEI: LZBNYYCBUKY537072438 | Long             | DBT              | CORP              | US        |    5670000 | PA      | $5132484.00    | 0.04%             | 2028-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                                                   | BOMBARDIER INC 7.125% 06/15/2026 144A                                                                   | CUSIP: 097751BV2<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    5695000 | PA      | $5525116.67    | 0.04%             | 2026-06-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                                                 | ALTICE FRANCE SA 5.5% 01/15/2028 144A                                                                   | CUSIP: 02156LAC5<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |   13345000 | PA      | $10450736.40   | 0.08%             | 2028-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                    | FHLG 30YR 3.5% 03/01/2052#RA6986                                                                        | CUSIP: 3133KNXP3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3776277 | PA      | $3465000.04    | 0.03%             | 2052-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TREEHOUSE FOODS INC                                                              | TREEHOUSE FOODS INC 4% 09/01/2028                                                                       | CUSIP: 89469AAD6<br>LEI: 5493007M7EVHE470Q576 | Long             | DBT              | CORP              | US        |    2250000 | PA      | $1912500.00    | 0.01%             | 2028-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                       | FNMA 20YR 1.5% 11/01/2040#MA4175                                                                        | CUSIP: 31418DT93<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3071759 | PA      | $2523442.50    | 0.02%             | 2040-11-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| MESQUITE ENERGY INC                                                              | SANCHEZ TERM 1LN DIP 12/31/2049                                                                         | CUSIP: N/A<br>LEI: 549300SB0HTIM17TVR61       | Long             | LON              | CORP              | US        |    3422531 | PA      | $0.34          | 0.00%             | 2049-12-31      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                       | FNMA 30YR 5% 12/01/2052#CB5273                                                                          | CUSIP: 3140QQ2F1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1399168 | PA      | $1398350.32    | 0.01%             | 2052-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                           | US LONG BOND(CBT) FUT MAR23 USH3                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |        207 | NC      | $-447.12       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| RP ESCROW ISSUER LLC                                                             | RP ESCROW ISSUER LLC 5.25% 12/15/2025 144A                                                              | CUSIP: 74969PAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    6200000 | PA      | $4734633.29    | 0.04%             | 2025-12-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                    | FHLG 30YR 3.5% 11/01/2051#                                                                              | CUSIP: 3133AXAZ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     705271 | PA      | $643608.99     | 0.01%             | 2051-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DIAMOND SPORTS GROUP LLC / DIAMOND SPORTS FINANCE CO                             | DIAMOND SPORTS GROUP LLC / DIAMOND SPORTS FINANCE CO 5.375% 08/15/2026 144A                             | CUSIP: 25277LAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   24690000 | PA      | $2901075.00    | 0.02%             | 2026-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GEO GROUP INC/THE                                                                | GEO GROUP INC/THE 10.5% 06/30/2028                                                                      | CUSIP: 36162JAC0<br>LEI: 5493003VOR6NTY465495 | Long             | DBT              | CORP              | US        |   16764000 | PA      | $16928287.20   | 0.13%             | 2028-06-30      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                                                | IRON MTN INC 4.875% 09/15/2029 144A                                                                     | CUSIP: 46284VAF8<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |   14590000 | PA      | $12725398.00   | 0.10%             | 2029-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ION TRADING TECHNOLOGIES SARL                                                    | ION TRADING TECHNOLOGIES SARL 5.75% 05/15/2028 144A                                                     | CUSIP: 46205YAA9<br>LEI: 5493009ZVXOKZLQ6QJ12 | Long             | DBT              | CORP              | LU        |    5780000 | PA      | $4819075.00    | 0.04%             | 2028-05-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MINERAL RESOURCES LTD                                                            | MINERAL RES LTD 8% 11/01/2027 144A                                                                      | CUSIP: 603051AC7<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |    2785000 | PA      | $2847718.20    | 0.02%             | 2027-11-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| OSCAR ACQUISITIONCO LLC / OSCAR FINANCE INC                                      | OSCAR ACQUISITIONCO LLC / OSCAR FINANCE INC 9.5% 04/15/2030 144A                                        | CUSIP: 687785AB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4185000 | PA      | $3755619.00    | 0.03%             | 2030-04-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATING CO INC                                                 | HILTON DOMESTIC OPERATING CO INC 4.875% 01/15/2030                                                      | CUSIP: 432833AF8<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |   11025000 | PA      | $9990965.25    | 0.08%             | 2030-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ENERGY CO                                                           | SOUTHWESTERN ENERGY CO STEP 01/23/2025                                                                  | CUSIP: 845467AL3<br>LEI: EFWMP121W54QV9MGOP87 | Long             | DBT              | CORP              | US        |     149000 | PA      | $146392.25     | 0.00%             | 2025-01-23      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| CANADA, GOVERNMENT OF                                                            | CANADA GOVERNMENT OF 0.75% 02/01/2024                                                                   | CUSIP: 135087M92<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |   26500000 | PA      | $18826742.98   | 0.15%             | 2024-02-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS and ELECTRIC CO                                                      | PACIFIC GAS and ELECTRIC CO 4.55% 07/01/2030                                                            | CUSIP: 694308JM0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   36325000 | PA      | $32924929.15   | 0.26%             | 2030-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ALLEGIANT TRAVEL CO                                                              | ALLEGIANT TRAVEL CO 7.25% 08/15/2027 144A                                                               | CUSIP: 01748XAD4<br>LEI: 549300JM9OZXOHWL2K18 | Long             | DBT              | CORP              | US        |    4365000 | PA      | $4151821.08    | 0.03%             | 2027-08-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ASSUREDPARTNERS INC                                                              | ASSUREDPARTNERS INC 7% 08/15/2025 144A                                                                  | CUSIP: 04624VAA7<br>LEI: 549300HNDSDQWQ3L2P80 | Long             | DBT              | CORP              | US        |    2930000 | PA      | $2833552.96    | 0.02%             | 2025-08-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| MPT OPER PARTNERSHIP LP / MPT FIN CORP                                           | MPT OPER PARTNERSHIP LP/CORP 4.625% 08/01/2029                                                          | CUSIP: 55342UAJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   10950000 | PA      | $8350301.81    | 0.07%             | 2029-08-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NEPTUNE BIDCO US INC                                                             | NIELSEN HOLDINGS TERM B 1LN 04/11/2029                                                                  | CUSIP: 64069JAC6<br>LEI: 549300VG15T3VCYZ4531 | Long             | LON              | CORP              | US        |    7380000 | PA      | $6572849.40    | 0.05%             | 2029-04-11      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                             | UMBS 30YR 3.5% 01/01/2053 #TBA                                                                          | CUSIP: 01F032617<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        |  -28350000 | PA      | $-25782981.21  | -0.20%            | 2053-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JACOBS ENTERTAINMENT INC                                                         | JACOBS ENTERTAINMENT INC 6.75% 02/15/2029 144A                                                          | CUSIP: 469815AK0<br>LEI: 5493004U9JIWY3HSUO63 | Long             | DBT              | CORP              | US        |    3955000 | PA      | $3569905.61    | 0.03%             | 2029-02-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                       | FNMA 30YR 5% 06/01/2052#BU8753                                                                          | CUSIP: 3140MAWP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1056802 | PA      | $1062128.98    | 0.01%             | 2052-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MOLINA HEALTHCARE INC                                                            | MOLINA HEALTHCARE INC 4.375% 06/15/2028 144A                                                            | CUSIP: 60855RAJ9<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |    4690000 | PA      | $4280047.10    | 0.03%             | 2028-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                    | GOLDMAN SACHS GROUP INC (THE) 5%/VAR PERP                                                               | CUSIP: 38148BAD0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EP               | CORP              | US        |   29914000 | PA      | $29090467.58   | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                         | FORD MTR CR CO LLC 5.113% 05/03/2029                                                                    | CUSIP: 345397ZR7<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    6160000 | PA      | $5578157.20    | 0.04%             | 2029-05-03      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BATH and BODY WORKS INC                                                          | BATH and BODY WORKS INC 6.625% 10/01/2030 144A                                                          | CUSIP: 501797AW4<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |    3355000 | PA      | $3148342.07    | 0.02%             | 2030-10-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ANTERO MIDSTREAM PARTNERS LP / ANTERO MIDSTREAM FINANCE CORP                     | ANTERO MIDSTREAM PARTNERS LP / ANTERO MIDSTREAM FIN CORP 5.75% 01/15/2028 144A                          | CUSIP: 03690AAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   10640000 | PA      | $9869770.40    | 0.08%             | 2028-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                    | FHLG 20YR 1.5% 02/01/2041#RB5099                                                                        | CUSIP: 3133KYUY3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3144823 | PA      | $2571670.77    | 0.02%             | 2041-02-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| LCPR SENIOR SECURED FINANCING DAC                                                | LCPR SENIOR SECURED FINANCING DAC 5.125% 07/15/2029 144A                                                | CUSIP: 50201DAD5<br>LEI: 549300LE5FM8IKMXSP90 | Long             | DBT              | CORP              | IE        |    7310000 | PA      | $6055663.65    | 0.05%             | 2029-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ATI INC                                                                          | ATI INC 4.875% 10/01/2029                                                                               | CUSIP: 01741RAL6<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |    2795000 | PA      | $2470025.35    | 0.02%             | 2029-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UST BILLS                                                                        | UST BILLS 0% 01/12/2023                                                                                 | CUSIP: 912796XR5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    6420000 | PA      | $6414426.61    | 0.05%             | 2023-01-12      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                            | JPMORGAN CHASE and CO 4.6%/VAR PERP                                                                     | CUSIP: 48128BAG6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EP               | CORP              | US        |   13385000 | PA      | $11795531.25   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| UST NOTES                                                                        | UST NOTES 2.875% 05/15/2032                                                                             | CUSIP: 91282CEP2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   36400000 | PA      | $33544875.00   | 0.26%             | 2032-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CARNIVAL HOLDINGS BERMUDA LTD                                                    | CARNIVAL HOLDINGS BERMUDA LTD 10.375% 05/01/2028 144A                                                   | CUSIP: 14366RAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    8655000 | PA      | $8885309.55    | 0.07%             | 2028-05-01      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HOLDINGS INC                                               | CLEAR CHANNEL OUTDOOR HOLDINGS INC 7.5% 06/01/2029 144A                                                 | CUSIP: 18453HAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5745000 | PA      | $4218381.15    | 0.03%             | 2029-06-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| LANXESS AG                                                                       | LANXESS AG 1.75% 03/22/2028 REGS                                                                        | CUSIP: N/A<br>LEI: 529900PTLRE72EMYIJ77       | Long             | DBT              | CORP              | DE        |   13300000 | PA      | $12498933.83   | 0.10%             | 2028-03-22      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                                       | HUMANA INC                                                                                              | CUSIP: 444859102<br>LEI: 529900YLDW34GJAO4J06 | Long             | EC               | CORP              | US        |       6100 | NS      | $3124359.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| UST NOTES                                                                        | UST NOTES 0.125% 10/15/2023                                                                             | CUSIP: 91282CAP6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    2852000 | PA      | $2751400.15    | 0.02%             | 2023-10-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ACPRODUCTS HOLDINGS INC                                                          | CABINETWORKS TERM B 1LN 05/17/2028                                                                      | CUSIP: 00488YAB2<br>LEI: 254900KTNXVUUHWHBF39 | Long             | LON              | CORP              | US        |   11288100 | PA      | $8403200.28    | 0.07%             | 2028-05-17      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| NUSTAR LOGISTICS LP                                                              | NUSTAR LOGISTICS LP 6% 06/01/2026                                                                       | CUSIP: 67059TAF2<br>LEI: N62BF2PKP51FIIOIUN20 | Long             | DBT              | CORP              | US        |    7285000 | PA      | $7014779.10    | 0.05%             | 2026-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TAYLOR MORRISON COMMUNITIES INC                                                  | TAYLOR MORRISON COMMUNITIES INC 5.125% 08/01/2030 144A                                                  | CUSIP: 87724RAJ1<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |    6480000 | PA      | $5613198.39    | 0.04%             | 2030-08-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ORGANON and CO / ORGANON FOREIGN DEBT CO-ISSUER BV                               | ORGANON and CO / ORGANON FOREIGN DEBT CO-ISSUER BV 4.125% 04/30/2028 144A                               | CUSIP: 68622TAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   10200000 | PA      | $9031080.00    | 0.07%             | 2028-04-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GEO GROUP INC/THE                                                                | GEO GROUP INC/THE 9.5% 12/31/2028 144A                                                                  | CUSIP: 36162JAD8<br>LEI: 5493003VOR6NTY465495 | Long             | DBT              | CORP              | US        |    5755000 | PA      | $5478411.13    | 0.04%             | 2028-12-31      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UNITEDHEALTH GROUP INC                                                                                  | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |      10400 | NS      | $5513872.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITI GROUP LP / UNITI FIBER HOLDINGS INC / CSL CAPITAL LLC                      | UNITI GRP/UNITI HLD/CSL 6% 01/15/2030 144A                                                              | CUSIP: 91327AAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    6990000 | PA      | $4423126.61    | 0.03%             | 2030-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                        | UST NOTES 2.25% 04/30/2024                                                                              | CUSIP: 9128286R6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   78844000 | PA      | $76343166.88   | 0.60%             | 2024-04-30      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                    | FHLG 30YR 5% 06/01/2052#QE4073                                                                          | CUSIP: 3133BDQ24<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1296133 | PA      | $1302666.90    | 0.01%             | 2052-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BROWN BROTHERS HARRIMAN and CO.                                                  | FX Forward: EUR/USD settle 2023-01-13                                                                   | CUSIP: N/A<br>LEI: 5493006KMX1VFTPYPW14       | N/A              | DFE              | CORP              | US        |          1 | NC      | $27814.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KUEHG CORP                                                                       | KINDERCARE TERM 2LN 08/22/2025                                                                          | CUSIP: 50118YAB5<br>LEI: 549300YNT566T1NYJX62 | Long             | LON              | CORP              | US        |    3640000 | PA      | $3470740.00    | 0.03%             | 2025-08-22      | Variable      | 0.13%                 | No            |                  2 | On Loan: No      |
| HILTON WORLDWIDE FIN LLC / HILTON WORLDWIDE FIN CORP                             | HILTON WORLDWIDE FIN LLC / HILTON WORLDWIDE FIN CORP 4.875% 04/01/2027                                  | CUSIP: 432891AK5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5210000 | PA      | $4959023.20    | 0.04%             | 2027-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GEMS MENASA KY LTD/GEMS                                                          | GEMS MENASA KY LTD/GEMS 7.125% 07/31/2026 144A                                                          | CUSIP: 36166LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | AE        |    5300000 | PA      | $5065806.25    | 0.04%             | 2026-07-31      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                        | UST NOTES 2.625% 07/31/2029                                                                             | CUSIP: 91282CFC0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   25965000 | PA      | $23909099.35   | 0.19%             | 2029-07-31      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MILEAGE PLUS HLDINGS LLC                                                         | MILEAGE PLUS HLDINGS LLC 6.5% 06/20/2027 144A                                                           | CUSIP: 599191AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   18595198 | PA      | $18487380.58   | 0.14%             | 2027-06-20      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES LTD                                                      | ROYAL CARIBBEAN CRUISES LTD 5.375% 07/15/2027 144A                                                      | CUSIP: 780153BK7<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    4165000 | PA      | $3372404.50    | 0.03%             | 2027-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                                              | FX Forward: EUR/USD settle 2023-01-13                                                                   | CUSIP: N/A<br>LEI: 571474TGEMMWANRLN572       | N/A              | DFE              | CORP              | US        |          1 | NC      | $7870.43       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                      | UNITED STATES TREASURY BOND 3.25% 05/15/2042                                                            | CUSIP: 912810TH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   20500000 | PA      | $17972734.38   | 0.14%             | 2042-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SOUTHEASTERN GROCERS INC                                                         | SOUTHEASTERN GROCERS INC                                                                                | CUSIP: 84169Q103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     584047 | NS      | $13567411.81   | 0.11%             |  |  |  | Yes           |                  3 | On Loan: No      |
| ALBERTSONS COS LLC / SAFEWAY INC / NEW ALBERTSONS INC / ALBERTSONS LLC           | ALBERTSONS COS LLC / SAFEWAY INC / NEW ALBERTSONS INC / ALBERTSONS LLC 3.5% 03/15/2029 144A             | CUSIP: 013092AG6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5285000 | PA      | $4434062.15    | 0.03%             | 2029-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ZIGGO BOND CO                                                                    | ZIGGO BOND CO 6% 01/15/2027 144A                                                                        | CUSIP: 98954UAB9<br>LEI: 213800JYI4P7V5QDOG59 | Long             | DBT              | CORP              | NL        |    7930000 | PA      | $7378230.60    | 0.06%             | 2027-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MURRAY ENERGY CORP                                                               | MURRAY ENERGY CORP 11.25% 12/31/2049 144A                                                               | CUSIP: 62704PAF0<br>LEI: 549300WM5IIFYHZYTT63 | Long             | DBT              | CORP              | US        |    5925000 | PA      | $0.59          | 0.00%             | 2049-12-31      | Fixed         | 0.11%                 | No            |                  3 | On Loan: No      |
| CSC HOLDINGS LLC                                                                 | CSC HOLDINGS LLC 5.375% 02/01/2028 144A                                                                 | CUSIP: 126307AS6<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |   13855000 | PA      | $11170593.75   | 0.09%             | 2028-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DIAMOND OFFSHORE DRILLING INC                                                    | DIAMOND OFFSHORE                                                                                        | CUSIP: 25271C201<br>LEI: F14FQJ2EEHW5VPYUHL14 | Long             | EC               | CORP              | US        |      66694 | NS      | $693617.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| FNMA GTD MTG PASS THRU CTF                                                       | FNMA 30YR 3.5% 11/01/2051#                                                                              | CUSIP: 3140QNGZ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     792064 | PA      | $722814.09     | 0.01%             | 2051-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BOOZ ALLEN AND HAMILTON INC                                                      | BOOZ ALLEN AND HAMILTON INC 4% 07/01/2029 144A                                                          | CUSIP: 09951LAB9<br>LEI: 549300D7XCH2480XU542 | Long             | DBT              | CORP              | US        |    2820000 | PA      | $2482005.88    | 0.02%             | 2029-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CROWNROCK L P / CROWNROCK FIN INC                                                | CROWNROCK LP / CROWNROCK FIN INC 5% 05/01/2029 144A                                                     | CUSIP: 228701AG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2450000 | PA      | $2201363.66    | 0.02%             | 2029-05-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ALTICE FING SA                                                                   | ALTICE FING SA 5% 01/15/2028 144A                                                                       | CUSIP: 02154CAF0<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | DBT              | CORP              | LU        |    8025000 | PA      | $6460125.00    | 0.05%             | 2028-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SUMMIT MIDSTREAM HOLDINGS LLC / SUMMIT MIDSTREAM FINANCE CORP                    | SUMMIT MIDSTREAM HOLDINGS LLC / SUMMIT MIDSTREAM FINANCE CORP 5.75% 04/15/2025                          | CUSIP: 86614WAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3405000 | PA      | $2882303.35    | 0.02%             | 2025-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MERLIN ENTERTAINMENTS PLC                                                        | MERLIN ENTERTAINMENTS PLC 5.75% 06/15/2026 144A                                                         | CUSIP: 59010QAB2<br>LEI: 549300ZTI0VEFO6WV007 | Long             | DBT              | CORP              | GB        |    4580000 | PA      | $4287967.75    | 0.03%             | 2026-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN INTL FINANCE NV                                                       | VOLKSWAGEN INTL FINANCE NV 4.375%/VAR PERP REGS                                                         | CUSIP: N/A<br>LEI: 5299004PWNHKYTR23649       | Long             | EP               | CORP              | NL        |   18100000 | PA      | $15765942.94   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| CIVITAS RESOURCES INC                                                            | CIVITAS RESOURCES INC                                                                                   | CUSIP: 17888H103<br>LEI: IIVIHPH28S64K95M2381 | Long             | EC               | CORP              | US        |      36312 | NS      | $2103554.16    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SIRIUS XM RADIO INC                                                              | SIRIUS XM RADIO INC 3.125% 09/01/2026 144A                                                              | CUSIP: 82967NBL1<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |    4235000 | PA      | $3760425.90    | 0.03%             | 2026-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                        | GNII II 3.5% 01/01/2053 #TBA                                                                            | CUSIP: 21H032613<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    3500000 | PA      | $3215730.00    | 0.03%             | 2053-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ALLIANT HLDGS INTERMEDIATE LLC/ALLIANT HLDGS CO-ISSUER                           | ALLIANT HLDGS INTERMEDIATE LLC/ALLIANT HLDGS CO-ISSUER 6.75% 10/15/2027 144A                            | CUSIP: 01883LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   10080000 | PA      | $9060508.80    | 0.07%             | 2027-10-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ENVIVA PARTNERS LP / ENVIVA PARTNERS FINANCE CORP                                | ENVIVA PARTNERS LP / ENVIVA PARTNERS FINANCE CORP 6.5% 01/15/2026 144A                                  | CUSIP: 29413XAD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    6600000 | PA      | $6216144.00    | 0.05%             | 2026-01-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES LTD                                                      | ROYAL CARIBBEAN CRUISES LTD 11.5% 06/01/2025 144A                                                       | CUSIP: 780153AZ5<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |   13222000 | PA      | $14180595.00   | 0.11%             | 2025-06-01      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| IAA INC                                                                          | IAA INC 5.5% 06/15/2027 144A                                                                            | CUSIP: 449253AB9<br>LEI: 549300PZCOPC5178W747 | Long             | DBT              | CORP              | US        |    2830000 | PA      | $2760987.25    | 0.02%             | 2027-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| DELTA AIRLINES INC                                                               | DELTA AIRLINES INC 7% 05/01/2025 144A                                                                   | CUSIP: 247361ZX9<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |    1671000 | PA      | $1707662.96    | 0.01%             | 2025-05-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LN MTG CORP MTN                                                         | FED HOME LN MTG CORP 4% 11/25/2024                                                                      | CUSIP: 3134GXR71<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |   21100000 | PA      | $20787606.48   | 0.16%             | 2024-11-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PECF USS INTERMEDIATE HOLDING III CORP                                           | PECF USS INTERMEDIATE HOLDING III CORP 8% 11/15/2029 144A                                               | CUSIP: 69291HAA3<br>LEI: 254900DIL842DEXPYJ91 | Long             | DBT              | CORP              | US        |    2515000 | PA      | $1633970.35    | 0.01%             | 2029-11-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| MESQUITE ENERGY INC                                                              | MESQUITE ENERGY INC                                                                                     | CUSIP: N/A<br>LEI: 549300SB0HTIM17TVR61       | Long             | EC               | CORP              | US        |     185122 | NS      | $11029553.35   | 0.09%             |  |  |  | No            |                  3 | On Loan: No      |
| NABORS INDUSTRIES LTD                                                            | NABORS INDUSTRIES LTD 7.25% 01/15/2026 144A                                                             | CUSIP: 629571AA8<br>LEI: 5493008TXYN3II3PU369 | Long             | DBT              | CORP              | BM        |    6565000 | PA      | $6186849.11    | 0.05%             | 2026-01-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| LINDE PLC                                                                        | LINDE PLC 1.625% 03/31/2035 REGS                                                                        | CUSIP: N/A<br>LEI: 8945002PAZHZLBGKGF02       | Long             | DBT              | CORP              | IE        |   12600000 | PA      | $10863986.09   | 0.08%             | 2035-03-31      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                        | UST NOTES 0.375% 12/31/2025                                                                             | CUSIP: 91282CBC4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  167057000 | PA      | $149300668.50  | 1.17%             | 2025-12-31      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS and ELECTRIC CO                                                      | PACIFIC GAS and ELECTRIC CO 3.95% 12/01/2047                                                            | CUSIP: 694308HY6<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   13510000 | PA      | $9159938.74    | 0.07%             | 2047-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MPT OPER PARTNERSHIP LP / MPT FIN CORP                                           | MPT OPER PARTNERSHIP LP/CORP 5% 10/15/2027                                                              | CUSIP: 55342UAH7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   21010000 | PA      | $17659535.30   | 0.14%             | 2027-10-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| VIER GAS TRANSPORT GMBH                                                          | VIER GAS TRANSPORT GMBH 4.625% 09/26/2032 REGS                                                          | CUSIP: N/A<br>LEI: 529900AGED6PJE9AVL37       | Long             | DBT              | CORP              | DE        |    4000000 | PA      | $4301967.26    | 0.03%             | 2032-09-26      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TAYLOR MORRISON CMNTYS INC / TAYLOR MORRISON HLDGS II INC                        | TAYLOR MORRISON CMNTYS INC / TAYLOR MORRISON HLDGS II INC 5.625% 03/01/2024 144A                        | CUSIP: 877249AD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     775000 | PA      | $769187.50     | 0.01%             | 2024-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INFORMATION MANAGEMENT SERVICES INC                                | IRON MOUNTAIN INFORMATION MANAGEMENT SERVICES INC 5% 07/15/2032 144A                                    | CUSIP: 46285MAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4190000 | PA      | $3480634.97    | 0.03%             | 2032-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| REALOGY GROUP LLC / REALOGY CO-ISSUER CORP                                       | REALOGY GROUP LLC / REALOGY CO-ISSUER CORP 5.75% 01/15/2029 144A                                        | CUSIP: 75606DAL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    8505000 | PA      | $6421275.00    | 0.05%             | 2029-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BROADSTREET PARTNERS INC                                                         | BROADSTREET PARTNERS INC 5.875% 04/15/2029 144A                                                         | CUSIP: 11135RAA3<br>LEI: 549300BS9N54G8DD0R75 | Long             | DBT              | CORP              | US        |    7265000 | PA      | $6183106.08    | 0.05%             | 2029-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                    | FHLG 30YR 5% 05/01/2052#QE2376                                                                          | CUSIP: 3133BBT90<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     463817 | PA      | $466155.23     | 0.00%             | 2052-05-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TRICER HOLDCO S.C.A.                                                             | TRICER HOLDCO S.C.A CLASS A8 PP                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | LU        |     403760 | NS      | $4.04          | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| VOC ESCROW LTD                                                                   | VOC ESCROW LTD 5% 02/15/2028 144A                                                                       | CUSIP: 91832VAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    6285000 | PA      | $5405728.50    | 0.04%             | 2028-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORP                                                        | OCCIDENTAL PETROLEUM CORP 6.625% 09/01/2030                                                             | CUSIP: 674599ED3<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   13550000 | PA      | $14002299.00   | 0.11%             | 2030-09-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| LABL INC                                                                         | LABL INC 5.875% 11/01/2028 144A                                                                         | CUSIP: 50168QAC9<br>LEI: 5493004FUZN8R6Y3VB98 | Long             | DBT              | CORP              | US        |    6750000 | PA      | $5881072.50    | 0.05%             | 2028-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| OLYMPUS WATER US HOLDING CORPORATION                                             | SOLENIS TERM B 1LN 11/09/2028                                                                           | CUSIP: 68163YAB1<br>LEI: 549300YU2GGVCBN3MY89 | Long             | LON              | CORP              | US        |    1697175 | PA      | $1625520.27    | 0.01%             | 2028-11-09      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                        | UST NOTES 0.125% 06/30/2023                                                                             | CUSIP: 91282CCK5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   34600000 | PA      | $33832312.50   | 0.26%             | 2023-06-30      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CLARIVATE SCIENCE HLDGS CORP                                                     | CLARIVATE SCIENCE HLDGS CORP 3.875% 07/01/2028 144A                                                     | CUSIP: 18064PAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5025000 | PA      | $4353639.90    | 0.03%             | 2028-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SUBURBAN PROPANE LP/ENGY FIN C                                                   | SUBURBAN PROPANE LP/ENGY FIN C 5% 06/01/2031 144A                                                       | CUSIP: 864486AL9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5750000 | PA      | $4887399.43    | 0.04%             | 2031-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| OEC FIN LTD                                                                      | OEC FIN LTD PIK 5.25% 12/27/2033 144A                                                                   | CUSIP: 67614CAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    2179790 | PA      | $49263.25      | 0.00%             | 2033-12-27      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BOOKING HOLDINGS INC                                                             | BOOKING HOLDINGS INC 4.75% 11/15/2034                                                                   | CUSIP: 09857LAX6<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |    9706000 | PA      | $10561115.27   | 0.08%             | 2034-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ASBURY AUTOMOTIVE GROUP INC                                                      | ASBURY AUTOMOTIVE GROUP INC 5% 02/15/2032 144A                                                          | CUSIP: 043436AX2<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |    4915000 | PA      | $4043570.50    | 0.03%             | 2032-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                    | FHLG 20YR 1.5% 04/01/2041#RB5107                                                                        | CUSIP: 3133KYU80<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3319101 | PA      | $2714186.51    | 0.02%             | 2041-04-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ATLAS LUXCO 4 SARL / ALLIED UNIVERSAL HOLDCO LLC / ALLIED UNIVERSAL FINANCE CORP | ATLAS LUXCO 4 SARL / ALLIED UNIVERSAL HOLDCO LLC / ALLIED UNIVERSAL FINANCE CORP 4.625% 06/01/2028 144A | CUSIP: 019579AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |   10374000 | PA      | $8568197.82    | 0.07%             | 2028-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CHS/CMNTY HEALTH SYSTEMS INC                                                     | CHS/CMNTY HEALTH SYSTEMS INC 4.75% 02/15/2031 144A                                                      | CUSIP: 12543DBK5<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |   11430000 | PA      | $8298408.60    | 0.06%             | 2031-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SHIFT4 PAYMENTS LLC / SHIFT4 PAYMENTS FINANCE SUB INC                            | SHIFT4 PAYMENTS LLC / SHIFT4 PAYMENTS FINANCE SUB INC 4.625% 11/01/2026 144A                            | CUSIP: 82453AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2265000 | PA      | $2139949.35    | 0.02%             | 2026-11-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GARTNER INC                                                                      | GARTNER INC 3.625% 06/15/2029 144A                                                                      | CUSIP: 366651AG2<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |    4040000 | PA      | $3550028.80    | 0.03%             | 2029-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY INC                                                              | CHENIERE ENERGY INC 4.625% 10/15/2028                                                                   | CUSIP: 16411RAK5<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |    9375000 | PA      | $8473756.41    | 0.07%             | 2028-10-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| EXIDE TECHNOLOGIES                                                               | EXIDE TECHNOLOGIES                                                                                      | CUSIP: 302051305<br>LEI: 549300KITCGPNNNXQP63 | Long             | EC               | CORP              | US        |       7093 | NS      | $7093.00       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| ALTICE FRANCE SA                                                                 | ALTICE FRANCE SA 5.5% 10/15/2029 144A                                                                   | CUSIP: 02156LAH4<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |   28170000 | PA      | $21480470.10   | 0.17%             | 2029-10-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| HUB INTERNATIONAL LTD                                                            | HUB INTERNATIONAL LTD 5.625% 12/01/2029 144A                                                            | CUSIP: 44332PAG6<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |    6030000 | PA      | $5266496.11    | 0.04%             | 2029-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP DEL                                                                 | CENTENE CORP 4.25% 12/15/2027                                                                           | CUSIP: 15135BAR2<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    6820000 | PA      | $6396227.09    | 0.05%             | 2027-12-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SS and C TECHNOLOGIES HLDGS INC                                                  | SS and C TECHNOLOGIES HOLDINGS INC                                                                      | CUSIP: 78467J100<br>LEI: 529900POY8H7NPPNKK71 | Long             | EC               | CORP              | US        |      54139 | NS      | $2818476.34    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| UST NOTES                                                                        | UST NOTES 3.125% 11/15/2028                                                                             | CUSIP: 9128285M8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   31330000 | PA      | $29882211.25   | 0.23%             | 2028-11-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM,G.B. and N.IRELAND                                                | UNITED KINGDOM G.B. and N.IRELAND 3.75% 07/22/2052 REGS                                                 | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |    7700000 | PA      | $8965983.86    | 0.07%             | 2052-07-22      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                            | FEDERAL HOME LN MTG MLT CTF GT 2.4% 03/25/2032                                                          | CUSIP: 3137H73P6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    7700000 | PA      | $6509198.85    | 0.05%             | 2032-03-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| PHOENIX NEWCO INC                                                                | PAREXEL TERM B 1LN 11/15/2028                                                                           | CUSIP: 71911KAC8<br>LEI: 254900PHGVI5379Z9791 | Long             | LON              | CORP              | US        |    3318325 | PA      | $3190204.47    | 0.02%             | 2028-11-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FMG RESOURCES AUG'06 PTY LTD                                                     | FMG RES AUGUST 2006 PTY LTD 4.375% 04/01/2031 144A                                                      | CUSIP: 30251GBC0<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |    4420000 | PA      | $3676041.03    | 0.03%             | 2031-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ISRAEL, STATE OF                                                                 | ISRAEL STATE OF 5.5% 09/18/2023                                                                         | CUSIP: 46513EFF4<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |   54954000 | PA      | $55195400.28   | 0.43%             | 2023-09-18      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| EXIDE TECHNOLOGIES                                                               | EXIDE TECHNOLOGIES PIK VAR 10/31/2024 144A                                                              | CUSIP: 302051BA4<br>LEI: 549300KITCGPNNNXQP63 | Long             | DBT              | CORP              | US        |    1280000 | PA      | $0.13          | 0.00%             | 2024-10-31      | Variable      | 0.11%                 | No            |                  3 | On Loan: No      |
| TERRIER MEDIA BUYER INC                                                          | TERRIER MEDIA BUYER INC 8.875% 12/15/2027 144A                                                          | CUSIP: 88146LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   23835000 | PA      | $17940604.50   | 0.14%             | 2027-12-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| CHS/CMNTY HEALTH SYSTEMS INC                                                     | CHS/CMNTY HEALTH SYSTEMS INC 5.625% 03/15/2027 144A                                                     | CUSIP: 12543DBG4<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    4015000 | PA      | $3442701.90    | 0.03%             | 2027-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORP                                                        | OCCIDENTAL PETROLEUM CORP 7.2% 03/15/2029                                                               | CUSIP: 674599DT9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    2440000 | PA      | $2525400.00    | 0.02%             | 2029-03-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION HOLDINGS INC                                              | NOVOLEX TERM 1LN 04/13/2029                                                                             | CUSIP: 18972FAC6<br>LEI: 254900QKSDYFR3K5YD98 | Long             | LON              | CORP              | US        |    4159100 | PA      | $3952891.82    | 0.03%             | 2029-04-13      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| SRS DISTRIBUTION INC                                                             | SRS DISTRIBUTION INC 4.625% 07/01/2028 144A                                                             | CUSIP: 78471RAB2<br>LEI: 549300ZQ3XP75BCYM468 | Long             | DBT              | CORP              | US        |    5520000 | PA      | $4893315.23    | 0.04%             | 2028-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                                     | ALPHABET INC CL A                                                                                       | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |      56700 | NS      | $5002641.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| PRIVATE EXPORT FUNDING CORP                                                      | PRIVATE EXPORT FUNDING CORP 1.75% 11/15/2024                                                            | CUSIP: 742651DX7<br>LEI: CYQE6SAYPFKNQJ6FMH60 | Long             | DBT              | USGSE             | US        |   11520000 | PA      | $10841702.40   | 0.08%             | 2024-11-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| AIB GROUP PLC                                                                    | AIB GROUP PLC 2.875%/VAR 05/30/2031 REGS                                                                | CUSIP: N/A<br>LEI: 635400AKJBGNS5WNQL34       | Long             | DBT              | CORP              | IE        |    5810000 | PA      | $5579968.95    | 0.04%             | 2031-05-30      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| COLGATE ENERGY PARTNERS III LLC                                                  | COLGATE ENERGY PARTNERS III LLC 5.875% 07/01/2029 144A                                                  | CUSIP: 19416MAB5<br>LEI: 549300QRLZK0B17DH791 | Long             | DBT              | CORP              | US        |    4055000 | PA      | $3477162.50    | 0.03%             | 2029-07-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                                                        | BLOCK INC 3.5% 06/01/2031                                                                               | CUSIP: 852234AP8<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |    5745000 | PA      | $4584079.13    | 0.04%             | 2031-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| STUDIO CITY FIN LTD                                                              | STUDIO CITY FIN LTD 5% 01/15/2029 144A                                                                  | CUSIP: 86389QAG7<br>LEI: 254900D6R731QAUIG324 | Long             | DBT              | CORP              | VG        |    3255000 | PA      | $2404631.25    | 0.02%             | 2029-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY INC                                                              | CHENIERE ENERGY INC                                                                                     | CUSIP: 16411R208<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | EC               | CORP              | US        |      58100 | NS      | $8712676.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| TENET HEALTHCARE CORP                                                            | TENET HEALTHCARE CORP 4.625% 07/15/2024                                                                 | CUSIP: 88033GCS7<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1462885.65    | 0.01%             | 2024-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| REALPAGE INC                                                                     | REALPAGE TERM B 1LN 04/22/2028                                                                          | CUSIP: 75605VAD4<br>LEI: 5493001RSFZX4122A604 | Long             | LON              | CORP              | US        |    3073950 | PA      | $2917178.55    | 0.02%             | 2028-04-22      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                    | FHLG 15YR 3% 09/01/2034#SB0072                                                                          | CUSIP: 3132CWCH5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3887572 | PA      | $3677146.56    | 0.03%             | 2034-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MINERAL RESOURCES LTD                                                            | MINERAL RES LTD 8.125% 05/01/2027 144A                                                                  | CUSIP: 603051AA1<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |   11025000 | PA      | $11101444.37   | 0.09%             | 2027-05-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| ATI INC                                                                          | ATI INC 5.125% 10/01/2031                                                                               | CUSIP: 01741RAM4<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |    2480000 | PA      | $2183886.91    | 0.02%             | 2031-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NCR CORPORATION NEW                                                              | NCR CORPORATION NEW 5.25% 10/01/2030 144A                                                               | CUSIP: 62886EAZ1<br>LEI: 549300YKTY8JX1DV2R67 | Long             | DBT              | CORP              | US        |   13370000 | PA      | $11030250.00   | 0.09%             | 2030-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GO DADDY OPERATING CO LLC / GD FINANCE CO INC                                    | GO DADDY OPERATING CO LLC / GD FINANCE CO INC 5.25% 12/01/2027 144A                                     | CUSIP: 38016LAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5665000 | PA      | $5361696.18    | 0.04%             | 2027-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS and ELECTRIC CO                                                      | PACIFIC GAS and ELECTRIC CO 4% 12/01/2046                                                               | CUSIP: 694308HR1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   14690000 | PA      | $9834708.35    | 0.08%             | 2046-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                           | US 10YR NOTE FUT (CBT)MAR23 TYH3                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |       4420 | NC      | $-1462210.58   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| GTT COMMUNICATIONS INC                                                           | GTT COMMUNICATIONS RT                                                                                   | CUSIP: N/A<br>LEI: 549300ETSL7K1ZX05H30       | Long             | EC               | CORP              | US        |     285630 | NS      | $285630.00     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| COMSTOCK RESOURCES INC                                                           | COMSTOCK RESOURCES INC 6.75% 03/01/2029 144A                                                            | CUSIP: 205768AS3<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |    8110000 | PA      | $7319275.00    | 0.06%             | 2029-03-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                             | UMBS 30YR 5% 01/01/2053 #TBA                                                                            | CUSIP: 01F050619<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2300000 | PA      | $2268016.66    | 0.02%             | 2053-01-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                                                 | DEUTSCHE BANK AG 4%/VAR 06/24/2032 REGS                                                                 | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | DBT              | CORP              | DE        |   17100000 | PA      | $16195000.69   | 0.13%             | 2032-06-24      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| NEW SK HOLDCO SUB LLC                                                            | SERVICE KING / MIDAS TERM 1LN 06/30/2027                                                                | CUSIP: 64859TAB0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     516172 | PA      | $444423.67     | 0.00%             | 2027-06-30      | Variable      | 0.13%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                             | UMBS 30YR 3.5% 01/01/2053 #TBA                                                                          | CUSIP: 01F032617<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   28350000 | PA      | $25782981.21   | 0.20%             | 2053-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                                                            | GFL ENVIRONMENTAL INC 4.75% 06/15/2029 144A                                                             | CUSIP: 36168QAN4<br>LEI: 5493008HF9XC5H29ZX61 | Long             | DBT              | CORP              | CA        |    5705000 | PA      | $4993301.25    | 0.04%             | 2029-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PARKLAND CORP                                                                    | PARKLAND CORP 4.625% 05/01/2030 144A                                                                    | CUSIP: 70137WAL2<br>LEI: 549300XHQS1JYWBNK868 | Long             | DBT              | CORP              | CA        |    5540000 | PA      | $4584350.00    | 0.04%             | 2030-05-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES LTD                                                      | ROYAL CARIBBEAN CRUISES LTD 8.25% 01/15/2029 144A                                                       | CUSIP: 780153BS0<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |   12500000 | PA      | $12560937.50   | 0.10%             | 2029-01-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2023-01-30

**Name of Applicant:** Laura M. Del Prato

**Signature:** Laura M. Del Prato

**Name of Signer:** Laura M. Del Prato

**Title:** President and Treasurer