# EDGAR Filing Document

**Accession Number:** 0001006415
**File Stem:** 0001752724-25-160392
**Filing Date:** 2025-6
**Character Count:** 649557
**Document Hash:** 25f65eba7a8fbbbd89bd6affec4bc4b2
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-160392.hdr.sgml**: 20250626

**ACCESSION NUMBER**: 0001752724-25-160392

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250430

**FILED AS OF DATE**: 20250626

**DATE AS OF CHANGE**: 20250626

**PERIOD START**: 20251031

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-07589
- **FILM NUMBER:** 251081284

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

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

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

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

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

## Series and Classes Contracts Data

### THE HARTFORD STRATEGIC INCOME FUND (Series ID: S000017747)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000048999 | Class C      | HSNCX           |
| C000049000 | Class I      | HSNIX           |
| C000049001 | Class A      | HSNAX           |
| C000052097 | Class Y      | HSNYX           |
| C000105493 | Class R3     | HSNRX           |
| C000105494 | Class R4     | HSNSX           |
| C000105495 | Class R5     | HSNTX           |
| C000148300 | Class R6     | HSNVX           |
| C000185743 | Class F      | HSNFX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** WAYNE

  - **State:** PA

  - **Foreign country:** US

  - **Zip / Postal Code:** 19087

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

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

- **a. Name of Series:** THE HARTFORD STRATEGIC INCOME FUND

- **b. EDGAR series identifier (if any):** S000017747

- **c. LEI of Series:** B1PXYDSF6QUFPXUM2581

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $4444007411.85

**Total Liabilities:** $792494968.20

**Net Assets:** $3651512443.65

**Delayed Delivery Securities:** $19343709.02

**Cash Not Reported:** $48103165.52

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -2216.27000000 | **1-Year:** -42893.58000000 | **5-Year:** -82747.01000000 | **10-Year:** -91963.38000000 | **30-Year:** -33842.53000000

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

- **3-Month:** 392.28000000 | **1-Year:** -161311.19000000 | **5-Year:** -506290.07000000 | **10-Year:** -200156.73000000 | **30-Year:** -87112.72000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000052097 | 1.47%                | -0.50%               | -0.47%               |
| Class ID C000048999 | 1.35%                | -0.58%               | -0.56%               |
| Class ID C000049000 | 1.46%                | -0.62%               | -0.47%               |
| Class ID C000148300 | 1.48%                | -0.62%               | -0.46%               |
| Class ID C000049001 | 1.44%                | -0.65%               | -0.50%               |
| Class ID C000105494 | 1.43%                | -0.65%               | -0.37%               |
| Class ID C000105495 | 1.47%                | -0.50%               | -0.47%               |
| Class ID C000105493 | 1.41%                | -0.68%               | -0.40%               |
| Class ID C000185743 | 1.60%                | -0.61%               | -0.46%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-1786807.82             | $29993987.59                               |
| Month 2  | $6843260.46              | $-29458358.47                              |
| Month 3  | $-717904.49              | $-14738630.66                              |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| JANE STREET GRP/JSG FIN                                         | Jane Street Group / JSG Finance Inc                                                                                              | CUSIP: 47077WAE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2048000 | PA      | $2057647.66   | 0.06%             | 2033-05-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                  | PURCHASED USD / SOLD MYR                                                                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $-184219.78   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Linked Notes                         | Santander Bank Auto Credit-Linked Notes Series 2024-B                                                                            | CUSIP: 80280BAF5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     6100000 | PA      | $6132822.27   | 0.17%             | 2033-01-18      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| TK ELEVATOR MIDCO GMBH                                          | TK Elevator Midco GmbH 2025 USD Term Loan B                                                                                      | CUSIP: 000000000<br>LEI: 549300C2AFWPAYWS5574 | Long             | LON              | CORP              | US        |     1760062 | PA      | $1751261.33   | 0.05%             | 2030-04-30      | Floating      | 7.24%                 | No            |                  2 | On Loan: No      |
| SEA LTD                                                         | Sea Ltd                                                                                                                          | CUSIP: 81141RAG5<br>LEI: 529900OM6JLLW44YKI15 | Long             | DBT              | CORP              | KY        |     3165000 | PA      | $2951362.50   | 0.08%             | 2026-09-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| LUMINOR HOLDING AS                                              | Luminor Holding AS                                                                                                               | CUSIP: 000000000<br>LEI: 213800RZWHE5EUX9R444 | Long             | DBT              | CORP              | EE        |     1275000 | PA      | $1456397.51   | 0.04%             | 2031-02-12      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                             | JPMorgan Chase & Co                                                                                                              | CUSIP: 46647PES1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      705000 | PA      | $694250.00    | 0.02%             | 2045-11-29      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                        | Benchmark 2020-B22 Mortgage Trust                                                                                                | CUSIP: 08163BBF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     8591305 | PA      | $583498.23    | 0.02%             | 2054-01-15      | Variable      | 1.62%                 | No            |                  2 | On Loan: No      |
| STUDIO CITY FINANCE LTD                                         | Studio City Finance Ltd                                                                                                          | CUSIP: 000000000<br>LEI: 254900D6R731QAUIG324 | Long             | DBT              | CORP              | VG        |    16610000 | PA      | $14584896.34  | 0.40%             | 2029-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                          | U.S. Treasury Bonds                                                                                                              | CUSIP: 912810TL2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    17955000 | PA      | $15925944.77  | 0.44%             | 2052-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PRP Advisors, LLC                                               | PRPM 2024-7 LLC                                                                                                                  | CUSIP: 74448LAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5545000 | PA      | $5585539.50   | 0.15%             | 2029-11-25      | Variable      | 8.84%                 | No            |                  2 | On Loan: No      |
| TALOS PRODUCTION INC                                            | Talos Production Inc                                                                                                             | CUSIP: 87485LAE4<br>LEI: 549300GZ2DZZE2Y8TX15 | Long             | DBT              | CORP              | US        |     1425000 | PA      | $1339822.34   | 0.04%             | 2031-02-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| COTIVITI CORPORATION                                            | Cotiviti Corporation 2025 2nd Amendment Term Loan                                                                                | CUSIP: 22164MAF4<br>LEI: 254900YAQHVRTG4IFI64 | Long             | LON              | CORP              | US        |     2000000 | PA      | $1952500.00   | 0.05%             | 2032-03-26      | Floating      | 7.08%                 | No            |                  2 | On Loan: No      |
| Core & Main LP                                                  | Core & Main LP 2024 Term Loan B                                                                                                  | CUSIP: 40416VAG0<br>LEI: 549300ZSLF8Q660SCD17 | Long             | LON              | CORP              | US        |     1560025 | PA      | $1556125.41   | 0.04%             | 2028-07-27      | Floating      | 6.27%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                   | PURCHASED USD / SOLD JPY                                                                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $-218997.46   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| AssuredPartners Inc                                             | AssuredPartners Inc 2024 Incremental Term Loan B5                                                                                | CUSIP: 04621HAW3<br>LEI: 549300HNDSDQWQ3L2P80 | Long             | LON              | CORP              | US        |     2124794 | PA      | $2124241.27   | 0.06%             | 2031-02-14      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| EOLO SPA                                                        | Eolo SpA                                                                                                                         | CUSIP: 000000000<br>LEI: 81560046D0F489B08569 | Long             | DBT              | CORP              | IT        |    13490000 | PA      | $13811921.31  | 0.38%             | 2028-10-21      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| EUROPEAN BK RECON & DEV                                         | European Bank for Reconstruction & Development                                                                                   | CUSIP: 000000000<br>LEI: 549300HTGDOVDU6OGK19 | Long             | DBT              | NUSS              | XX        |    71000000 | PA      | $844818.80    | 0.02%             | 2031-03-14      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                          | U.S. Treasury Bonds                                                                                                              | CUSIP: 912810SE9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    66440000 | PA      | $53071545.15  | 1.45%             | 2048-11-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| VERISURE MIDHOLDING AB                                          | Verisure Midholding AB                                                                                                           | CUSIP: 000000000<br>LEI: 549300496LYEZ55X1M49 | Long             | DBT              | CORP              | SE        |      306000 | PA      | $348234.03    | 0.01%             | 2029-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Hamlin Park CLO                                                 | Hamlin Park CLO Ltd                                                                                                              | CUSIP: 407908AC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |     1170000 | PA      | $944886.15    | 0.03%             | 2037-10-20      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| IBERCAJA BANCO SA                                               | Ibercaja Banco SA                                                                                                                | CUSIP: 000000000<br>LEI: 549300OLBL49CW8CT155 | Long             | DBT              | CORP              | ES        |     3100000 | PA      | $3426878.24   | 0.09%             | 2036-08-18      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| EUROBANK SA                                                     | Eurobank SA                                                                                                                      | CUSIP: 000000000<br>LEI: 213800KGF4EFNUQKAT69 | Long             | DBT              | CORP              | GR        |     2950000 | PA      | $3277075.98   | 0.09%             | 2036-02-07      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Imperial Fund LLC                                               | Imperial Fund Mortgage Trust 2021-NQM4                                                                                           | CUSIP: 45276JAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1275000 | PA      | $964792.88    | 0.03%             | 2057-01-25      | Variable      | 4.10%                 | No            |                  2 | On Loan: No      |
| Penn Entertainment Inc                                          | PENN Entertainment Inc 2022 Term Loan B                                                                                          | CUSIP: 70757DAZ2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     1280131 | PA      | $1273730.21   | 0.03%             | 2029-05-03      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| Endure Digital Inc                                              | Endure Digital Inc Non-CoOp Term Loan                                                                                            | CUSIP: 29279UAB2<br>LEI: 549300UTQC2651SB0W88 | Long             | LON              | CORP              | US        |     1710253 | PA      | $940639.33    | 0.03%             | 2028-02-10      | Floating      | 7.94%                 | No            |                  2 | On Loan: No      |
| ENERGEAN ISRAEL FINANCE                                         | Energean Israel Finance Ltd                                                                                                      | CUSIP: 000000000<br>LEI: 98450044QACBL3F8EB03 | Long             | DBT              | CORP              | IL        |    14850000 | PA      | $13428558.00  | 0.37%             | 2031-03-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Iron Mountain Inc                                               | Iron Mountain Inc 2023 Term Loan B                                                                                               | CUSIP: 46284NAV1<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | LON              |  | US        |      587562 | PA      | $583008.89    | 0.02%             | 2031-01-31      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| Madison Safety & Flow LLC                                       | Madison Safety & Flow LLC 2025 Term Loan B                                                                                       | CUSIP: 55822DAM3<br>LEI: 5493007D2J7BBIFYBY65 | Long             | LON              | CORP              | US        |      860675 | PA      | $853144.09    | 0.02%             | 2031-09-26      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                               | PURCHASED USD / SOLD GBP                                                                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-63885.39    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VB-S1 Issuer LLC                                                | VB-S1 Issuer LLC - VBTEL                                                                                                         | CUSIP: 91823ABG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1120000 | PA      | $1172016.27   | 0.03%             | 2054-05-15      | Fixed         | 8.87%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                                            | Indonesia Treasury Bond                                                                                                          | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 18530000000 | PA      | $1158861.73   | 0.03%             | 2035-06-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bonds                         | Colombia Government International Bonds                                                                                          | CUSIP: 195325CU7<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     8550000 | PA      | $5555602.58   | 0.15%             | 2045-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Amentum Government Services Holdings LLC                        | Amentum Government Services Holdings LLC 2024 Term Loan B                                                                        | CUSIP: 02351XAB4<br>LEI: 2549009FJIBLW40CU216 | Long             | LON              | CORP              | US        |     2064825 | PA      | $2035793.56   | 0.06%             | 2031-09-29      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| LFS TOPCO LLC                                                   | LFS Topco LLC                                                                                                                    | CUSIP: 50203TAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3179000 | PA      | $3041612.84   | 0.08%             | 2026-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ALLIED UNIVERSAL HOLDCO                                         | Allied Universal Holdco LLC                                                                                                      | CUSIP: 019576AD9<br>LEI: 98450038B4549046D794 | Long             | DBT              | CORP              | US        |     2920000 | PA      | $2982372.92   | 0.08%             | 2031-02-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                                    | CaixaBank SA                                                                                                                     | CUSIP: 12803RAH7<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |     1295000 | PA      | $1338045.23   | 0.04%             | 2035-06-15      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| ITELYUM REGENERATION SPA                                        | Itelyum Regeneration Spa                                                                                                         | CUSIP: 000000000<br>LEI: 815600051FBC23AA8A45 | Long             | DBT              | CORP              | IT        |      200000 | PA      | $224899.15    | 0.01%             | 2030-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                        | Long: B9D0UTL09 IRS USD R V 12MSOFR 99D0UTL17 CCPOIS / Short: B9D0UTL09 IRS USD P F  2.88000 99D0UTL09 CCPOIS                    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     8095000 | OU      | $1343650.76   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Affirm Inc                                                      | Affirm Asset Securitization Trust 2024-X2                                                                                        | CUSIP: 00833Q105<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       38562 | PA      | $2019122.94   | 0.06%             | 2029-12-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PEACH PROPERTY FINANCE                                          | Peach Property Finance GmbH                                                                                                      | CUSIP: 000000000<br>LEI: 5299006REENAMLK8A121 | Long             | DBT              | CORP              | DE        |    11914000 | PA      | $13085117.18  | 0.36%             | 2025-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                       | Uniform Mortgage-Backed Security, TBA                                                                                            | CUSIP: 01F040651<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    17775000 | PA      | $16563526.21  | 0.45%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                                       | Morgan Stanley Bank of America Merrill Lynch Trust 2013-C10                                                                      | CUSIP: 61762MBC4<br>LEI: 549300P1YQ48837ZOI22 | Long             | ABS-MBS          | CORP              | US        |     1134000 | PA      | $898449.94    | 0.02%             | 2046-07-15      | Variable      | 4.11%                 | No            |                  2 | On Loan: No      |
| UNITED GROUP BV                                                 | United Group BV                                                                                                                  | CUSIP: 000000000<br>LEI: 213800PC85O8BJ7DU398 | Long             | DBT              | CORP              | NL        |     5050000 | PA      | $5860277.38   | 0.16%             | 2031-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac REMICS                                                                                                               | CUSIP: 31396UCL2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        8659 | PA      | $9017.14      | 0.00%             | 2036-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP                                               | Clarios Global LP 2025 USD Term Loan B                                                                                           | CUSIP: 000000000<br>LEI: 549300474L1ZLXZY2P98 | Long             | LON              | CORP              | US        |      775000 | PA      | $757888.00    | 0.02%             | 2032-01-28      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                    | GS Mortgage Securities Trust 2012-GCJ9                                                                                           | CUSIP: 36192PAK2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1688980 | PA      | $1536634.38   | 0.04%             | 2045-11-10      | Variable      | 4.74%                 | No            |                  2 | On Loan: No      |
| ADANI PORTS AND SPECIAL                                         | Adani Ports & Special Economic Zone Ltd                                                                                          | CUSIP: 000000000<br>LEI: 335800QOAXP5TM7OYP69 | Long             | DBT              | CORP              | IN        |     3305000 | PA      | $2703461.58   | 0.07%             | 2032-02-02      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                        | Corebridge Financial Inc                                                                                                         | CUSIP: 21871X208<br>LEI: 549300XY1661QCIA7J65 | Long             | EP               | CORP              | US        |       73046 | NS      | $1742877.56   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| FNZ GROUP SERVICES LTD                                          | FNZ Group Services Ltd 2024 USD Term Loan B                                                                                      | CUSIP: 30339HAD3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     2850000 | PA      | $2351250.00   | 0.06%             | 2031-11-05      | Floating      | 9.29%                 | No            |                  2 | On Loan: No      |
| SIXTH STREET LENDING PAR                                        | Sixth Street Lending Partners                                                                                                    | CUSIP: 829932AE2<br>LEI: 549300S9P1HMDERGCR64 | Long             | DBT              | CORP              | US        |     1540000 | PA      | $1545618.54   | 0.04%             | 2030-07-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| DC Commercial Mortgage Trust                                    | DC Trust 2024-HLTN                                                                                                               | CUSIP: 24022FAN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3460000 | PA      | $3491484.27   | 0.10%             | 2040-04-13      | Variable      | 10.66%                | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                          | PURCHASED USD / SOLD EUR                                                                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $580.88       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Apidos CLO Ltd                                                  | Apidos CLO L                                                                                                                     | CUSIP: 03771LAE4<br>LEI: 2549007IRDJIM26V8J63 | Long             | ABS-CBDO         | CORP              | KY        |     6625000 | PA      | $5228642.13   | 0.14%             | 2038-01-20      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS CORP                                    | Frontier Communications Corp 2025 Term Loan B                                                                                    | CUSIP: 35906EAU4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     1995000 | PA      | $1983369.15   | 0.05%             | 2031-07-01      | Floating      | 6.79%                 | No            |                  2 | On Loan: No      |
| SHUTTERFLY FINANCE LLC                                          | Shutterfly Finance LLC                                                                                                           | CUSIP: 82568NAE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       78699 | PA      | $78305.51     | 0.00%             | 2027-10-01      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| ACADIA HEALTHCARE CO INC                                        | Acadia Healthcare Co Inc                                                                                                         | CUSIP: 00404AAP4<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |     1278000 | PA      | $1208171.23   | 0.03%             | 2029-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| RFNA LP                                                         | Rfna LP                                                                                                                          | CUSIP: 74984AAA0<br>LEI: 2549002A4GSOTYKKHR45 | Long             | DBT              | CORP              | US        |     2095000 | PA      | $2060830.55   | 0.06%             | 2030-02-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| AZULE ENERGY FINANCE PLC                                        | Azule Energy Finance Plc                                                                                                         | CUSIP: 000000000<br>LEI: 2138006X6O82RJSQDB63 | Long             | DBT              | CORP              | GB        |      375000 | PA      | $361593.75    | 0.01%             | 2030-01-23      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                             | COMM 2024-CBM Mortgage Trust                                                                                                     | CUSIP: 12674GAN4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5319000 | PA      | $5002016.32   | 0.14%             | 2041-12-10      | Variable      | 8.19%                 | No            |                  2 | On Loan: No      |
| YPF SOCIEDAD ANONIMA                                            | YPF SA                                                                                                                           | CUSIP: 000000000<br>LEI: 5493003N7447U18U5U53 | Long             | DBT              | CORP              | AR        |     6925000 | PA      | $6789119.24   | 0.19%             | 2027-07-21      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| DISH NETWORK CORP                                               | DISH Network Corp                                                                                                                | CUSIP: 25470MAG4<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |      150000 | PA      | $157642.31    | 0.00%             | 2027-11-15      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| ADIENT GLOBAL HOLDINGS                                          | Adient Global Holdings Ltd                                                                                                       | CUSIP: 00687YAD7<br>LEI: 213800VA38VCKE6M8790 | Long             | DBT              | CORP              | JE        |      560000 | PA      | $530643.76    | 0.01%             | 2033-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                         | Romanian Government International Bond                                                                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     7080000 | PA      | $4796744.54   | 0.13%             | 2042-04-13      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| DELUXE CORP                                                     | Deluxe Corp                                                                                                                      | CUSIP: 248019AW1<br>LEI: KWGNKB8TX9LE5TV29231 | Long             | DBT              | CORP              | US        |     2075000 | PA      | $2077788.80   | 0.06%             | 2029-09-15      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                       | Uniform Mortgage-Backed Security, TBA                                                                                            | CUSIP: 01F050650<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    18875000 | PA      | $18475156.15  | 0.51%             | 2054-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Spirit AeroSystems Inc                                          | Spirit Aerosystems Inc 2022 Term Loan                                                                                            | CUSIP: 84857HAY6<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | LON              | CORP              | US        |      697125 | PA      | $696546.39    | 0.02%             | 2027-01-15      | Floating      | 8.78%                 | No            |                  2 | On Loan: No      |
| Oryx Midstream Services Permian Basin LLC                       | Oryx Midstream Services Permian Basin LLC 2025 Term Loan B                                                                       | CUSIP: 68764JAJ0<br>LEI: 254900YYHRDANYFAHC43 | Long             | LON              | CORP              | US        |     3473542 | PA      | $3435019.99   | 0.09%             | 2028-10-05      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| CHAMP ACQUISITION CORP                                          | Champ Acquisition Corp                                                                                                           | CUSIP: 15807XAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3335000 | PA      | $3513345.80   | 0.10%             | 2031-12-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| FIRST STUDENT BIDCO INC                                         | First Student Bidco Inc 2024 Term Loan B2                                                                                        | CUSIP: 33718FAL4<br>LEI: 2549006DRO2F06AA1391 | Long             | LON              | CORP              | US        |      920805 | PA      | $915703.48    | 0.03%             | 2028-07-21      | Floating      | 6.80%                 | No            |                  2 | On Loan: No      |
| LTI HOLDINGS INC                                                | LTI Holdings Inc 2024 Term Loan B                                                                                                | CUSIP: 50217UBF3<br>LEI: 5493003GUY3WBOTOAP97 | Long             | LON              | CORP              | US        |     1517375 | PA      | $1440246.83   | 0.04%             | 2029-07-19      | Floating      | 8.57%                 | No            |                  2 | On Loan: No      |
| EUSHI FINANCE INC                                               | EUSHI Finance Inc                                                                                                                | CUSIP: 29882DAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1935000 | PA      | $1943624.30   | 0.05%             | 2054-12-15      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| RECESS HOLDINGS INC                                             | Recess Holdings Inc 2025 Repriced Term Loan                                                                                      | CUSIP: 72811HAJ9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      495009 | PA      | $489905.82    | 0.01%             | 2030-02-20      | Floating      | 8.03%                 | No            |                  2 | On Loan: No      |
| Motion Finco Sarl                                               | Motion Finco Sarl 2024 USD Term Loan B                                                                                           | CUSIP: 000000000<br>LEI: 2549002L1LBQZKA7UN30 | Long             | LON              | CORP              | LU        |      436960 | PA      | $411834.86    | 0.01%             | 2029-11-12      | Floating      | 7.80%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                          | U.S. Treasury Inflation-Indexed Bonds                                                                                            | CUSIP: 912810SM1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    33002267 | PA      | $19270444.05  | 0.53%             | 2050-02-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                       | Uniform Mortgage-Backed Security, TBA                                                                                            | CUSIP: 01F060659<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    15700000 | PA      | $15926255.53  | 0.44%             | 2054-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                                        | CHS/Community Health Systems Inc                                                                                                 | CUSIP: 12543DBK5<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |     3075000 | PA      | $2538582.95   | 0.07%             | 2031-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                                   | UBS Commercial Mortgage Trust 2017-C1                                                                                            | CUSIP: 90276EAN7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      585000 | PA      | $447388.34    | 0.01%             | 2050-06-15      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| VELOCITY VEHICLE GROUP                                          | Velocity Vehicle Group LLC                                                                                                       | CUSIP: 92262TAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1240000 | PA      | $1252464.48   | 0.03%             | 2029-06-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| BENIN INTL GOV BOND                                             | Benin Government International Bond                                                                                              | CUSIP: 000000000<br>LEI: 635400Q11P6AE5A5Y230 | Long             | DBT              | NUSS              | BJ        |     8715000 | PA      | $7841234.10   | 0.21%             | 2038-02-13      | Fixed         | 7.96%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                                     | Southern Co/The                                                                                                                  | CUSIP: 842587867<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EP               | CORP              | US        |      115925 | NS      | $2959565.25   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Verus Securitization Trust                                      | Verus Securitization Trust 2021-5                                                                                                | CUSIP: 92538KAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2560000 | PA      | $1765537.28   | 0.05%             | 2066-09-25      | Variable      | 3.04%                 | No            |                  2 | On Loan: No      |
| LORCA TELECOM BONDCO                                            | Lorca Telecom Bondco SA                                                                                                          | CUSIP: 000000000<br>LEI: 9598004HFBAS82YM7X35 | Long             | DBT              | CORP              | ES        |     4810000 | PA      | $5449010.96   | 0.15%             | 2027-09-18      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                        | Long: B9D101AN3 IRS USD R V 12MSOFR 99D101AQ6 CCPOIS / Short: B9D101AN3 IRS USD P F  3.75000 99D101AN3 CCPOIS                    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     9815000 | OU      | $140551.55    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                                 | Long: S9D10LWZ8 CDS EUR R F  1.00000 1 CCPCORPORATE / Short: S9D10LWZ8 CDS EUR P V 03MEVENT 2 CCPCORPORATE                       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |      915000 | OU      | $-13109.54    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                              | PURCHASED USD / SOLD COP                                                                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |           1 | NC      | $1219.68      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                               | PURCHASED HUF / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | HU        |           1 | NC      | $77115.16     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Pretium Mortgage Credit Partners LLC                            | PRET 2024-NPL9 LLC                                                                                                               | CUSIP: 74143TAB5<br>LEI: 25490072TKR6YZ7BOH19 | Long             | ABS-O            | CORP              | US        |     3860000 | PA      | $3879342.46   | 0.11%             | 2054-12-25      | Variable      | 8.59%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                | PURCHASED USD / SOLD PEN                                                                                                         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $-1498.29     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WE SODA INV HOLDING PLC                                         | WE Soda Investments Holding PLC                                                                                                  | CUSIP: 92943TAA1<br>LEI: 984500SE38C07DB47A90 | Long             | DBT              | CORP              | GB        |    11265000 | PA      | $11521278.75  | 0.32%             | 2028-10-06      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| ODIDO HOLD BV                                                   | Odido Holding BV                                                                                                                 | CUSIP: 000000000<br>LEI: 7245000O9YOLPPM9YB33 | Long             | DBT              | CORP              | NL        |     1200000 | PA      | $1332232.20   | 0.04%             | 2029-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| GREENKO WIND PROJECTS MU                                        | Greenko Wind Projects Mauritius Ltd                                                                                              | CUSIP: 39531JAB0<br>LEI: 254900MSUXE1FF83DP82 | Long             | DBT              | CORP              | MU        |     7115000 | PA      | $6888499.67   | 0.19%             | 2028-09-27      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| NOVA LJUBLJANSKA BANK                                           | Nova Ljubljanska Banka dd                                                                                                        | CUSIP: 000000000<br>LEI: 5493001BABFV7P27OW30 | Long             | DBT              | CORP              | SI        |     4700000 | PA      | $5590617.28   | 0.15%             | 2034-01-24      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust                      | JPMBB Commercial Mortgage Securities Trust 2015-C28                                                                              | CUSIP: 46644FAX9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1934000 | PA      | $1730349.80   | 0.05%             | 2048-10-15      | Variable      | 3.87%                 | No            |                  2 | On Loan: No      |
| Six Flags Entertainment Corporation                             | Six Flags Entertainment Corporation 2024 Term Loan B                                                                             | CUSIP: 15018LAN1<br>LEI: 529900AS2CYWYFHRS781 | Long             | LON              | CORP              | US        |     2572254 | PA      | $2547817.63   | 0.07%             | 2031-05-01      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| IVANHOE MINES LTD                                               | Ivanhoe Mines Ltd                                                                                                                | CUSIP: 46579RAE4<br>LEI: 5299006XZISURYIA4G32 | Long             | DBT              | CORP              | CA        |    15500000 | PA      | $15119209.18  | 0.41%             | 2030-01-23      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| VERISURE HOLDING AB                                             | Verisure Holding AB                                                                                                              | CUSIP: 000000000<br>LEI: 549300VQQCWGISM3N408 | Long             | DBT              | CORP              | SE        |      555000 | PA      | $626481.17    | 0.02%             | 2026-07-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                                        | Neuberger Berman Loan Advisers CLO 25 Ltd                                                                                        | CUSIP: 64131KAN3<br>LEI: 549300YJLHTYDSFV8K03 | Long             | ABS-CBDO         | CORP              | KY        |     8120000 | PA      | $8091612.48   | 0.22%             | 2038-07-18      | Floating      | 10.77%                | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                                           | GFL Environmental Inc 2025 Term Loan B                                                                                           | CUSIP: 36257SAB8<br>LEI: 254900PGDQWC19PRP053 | Long             | LON              | CORP              | US        |      600000 | PA      | $591000.00    | 0.02%             | 2032-02-04      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| BBVA BANCOMER SA TEXAS                                          | BBVA Mexico SA Institucion De Banca Multiple Grupo Financiero BBVA Mexico/TX                                                     | CUSIP: 07336UAA1<br>LEI: 549300WIWQK5Q9MCUN92 | Long             | DBT              | CORP              | MX        |     3395000 | PA      | $3525349.84   | 0.10%             | 2038-06-29      | Fixed         | 8.45%                 | No            |                  2 | On Loan: No      |
| Truist Insurance Holdings LLC                                   | Truist Insurance Holdings LLC 2nd Lien Term Loan                                                                                 | CUSIP: 89788VAE2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      250000 | PA      | $249000.00    | 0.01%             | 2032-05-06      | Floating      | 9.05%                 | No            |                  2 | On Loan: No      |
| EPICOR SOFTWARE CORPORATION                                     | Epicor Software Corporation 2024 Term Loan B                                                                                     | CUSIP: 000000000<br>LEI: JGNXVGGGXR4O1L5I7S73 | Long             | LON              | CORP              | US        |     1666324 | PA      | $1656859.76   | 0.05%             | 2031-05-30      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                     | PURCHASED INR / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | IN        |           1 | NC      | $98631.46     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                  | PURCHASED EUR / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | XX        |           1 | NC      | $-2692.90     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                          | PURCHASED USD / SOLD PHP                                                                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-13559.32    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAIN INC                                           | Caesars Entertainment Inc                                                                                                        | CUSIP: 28470RAK8<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |      169000 | PA      | $169508.01    | 0.00%             | 2027-07-01      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                                | Deutsche Bank AG                                                                                                                 | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |     1200000 | PA      | $1486113.18   | 0.04%             | 2027-12-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| 1011778 BC Unlimited Liability Company                          | 1011778 BC Unlimited Liability Company 2024 Term Loan B6                                                                         | CUSIP: 000000000<br>LEI: 549300RHSHNRWI5LLA86 | Long             | LON              | CORP              | CA        |     3538931 | PA      | $3499117.97   | 0.10%             | 2030-09-20      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| CD&R Hydra Buyer Inc                                            | CD&R Hydra Buyer Inc 2024 Term Loan B                                                                                            | CUSIP: 12508KAJ6<br>LEI: 549300HW5C2VGPZCHL57 | Long             | LON              | CORP              | US        |      993731 | PA      | $954607.96    | 0.03%             | 2031-03-25      | Floating      | 8.42%                 | No            |                  2 | On Loan: No      |
| COUGAR JV SUBSIDIARY LLC                                        | Cougar JV Subsidiary LLC                                                                                                         | CUSIP: 22208WAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1515000 | PA      | $1570959.56   | 0.04%             | 2032-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                    | Alphabet Inc                                                                                                                     | CUSIP: 02079KAM9<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |      160000 | PA      | $157922.57    | 0.00%             | 2055-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Multifamily Structured Credit Risk                              | Freddie Mac Multifamily Structured Credit Risk                                                                                   | CUSIP: 35563GAB5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4740000 | PA      | $4923253.61   | 0.13%             | 2051-11-25      | Floating      | 8.35%                 | No            |                  2 | On Loan: No      |
| VF UKRAINE (VFU FUNDING)                                        | VF Ukraine PAT via VFU Funding PLC                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | UA        |     2195000 | PA      | $2118595.39   | 0.06%             | 2027-02-11      | Fixed         | 9.63%                 | No            |                  2 | On Loan: No      |
| Ally Auto Receivables Trust                                     | Ally Auto Receivables Trust 2022-1                                                                                               | CUSIP: 02008JAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      910000 | PA      | $903518.07    | 0.02%             | 2027-06-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| AZULE ENERGY FINANCE PLC                                        | Azule Energy Finance Plc                                                                                                         | CUSIP: 05501YAA6<br>LEI: 2138006X6O82RJSQDB63 | Long             | DBT              | CORP              | GB        |    19145000 | PA      | $18455780.00  | 0.51%             | 2030-01-23      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| BOOST NEWCO BORROWER LLC                                        | Boost Newco Borrower LLC 2025 USD Term Loan B                                                                                    | CUSIP: 92943EAG1<br>LEI: 254900S8RE1OL7TTCU64 | Long             | LON              | CORP              | US        |      633412 | PA      | $631828.97    | 0.02%             | 2031-01-31      | Floating      | 6.30%                 | No            |                  2 | On Loan: No      |
| MERITAGE HOMES CORP                                             | Meritage Homes Corp                                                                                                              | CUSIP: 59001ABE1<br>LEI: 52990044W9UMFJO2FB97 | Long             | DBT              | CORP              | US        |     6445000 | PA      | $6258095.00   | 0.17%             | 2028-05-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                   | Citigroup Inc                                                                                                                    | CUSIP: 172967PM7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     1390000 | PA      | $1379079.51   | 0.04%             | 2034-08-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| PG Investment Company 59 Sa rl                                  | PG Investment Company 59 Sa rl Term Loan B                                                                                       | CUSIP: 91728NAB5<br>LEI: 254900XMCCB3IEZ2A005 | Long             | LON              | CORP              | LU        |      881541 | PA      | $877573.69    | 0.02%             | 2031-03-26      | Floating      | 7.30%                 | No            |                  2 | On Loan: No      |
| IVORY COAST                                                     | Ivory Coast Government International Bond                                                                                        | CUSIP: 000000000<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |     2050000 | PA      | $2116351.68   | 0.06%             | 2031-10-17      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                       | Uniform Mortgage-Backed Security, TBA                                                                                            | CUSIP: 01F032658<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7270000 | PA      | $6560358.36   | 0.18%             | 2052-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                        | Long: B9D0V4P66 IRS USD R V 12MSOFR 99D0V4P74 CCPOIS / Short: B9D0V4P66 IRS USD P F  3.25000 99D0V4P66 CCPOIS                    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     5555000 | OU      | $632771.17    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Genesee & Wyoming Inc (New)                                     | Genesee & Wyoming Inc (New) 2024 Term Loan B                                                                                     | CUSIP: 37156QAZ9<br>LEI: G617XSG94Z7G0RMW3L02 | Long             | LON              | CORP              | US        |     1542250 | PA      | $1520766.46   | 0.04%             | 2031-04-10      | Floating      | 6.05%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                                           | Uber Technologies Inc                                                                                                            | CUSIP: 90353TAJ9<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |     1243000 | PA      | $1390917.00   | 0.04%             | 2025-12-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust                              | Ellington Financial Mortgage Trust 2021-2                                                                                        | CUSIP: 31572LAF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5881000 | PA      | $4165821.05   | 0.11%             | 2066-06-25      | Variable      | 3.86%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                                                                | CUSIP: 3136A6DE1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         636 | PA      | $44.36        | 0.00%             | 2042-05-25      | Variable      | 5.53%                 | No            |                  2 | On Loan: No      |
| VEDANTA RESOURCES                                               | Vedanta Resources Finance II PLC                                                                                                 | CUSIP: 92243XAL5<br>LEI: 8945002DGA3BBXO3N634 | Long             | DBT              | CORP              | GB        |    17940000 | PA      | $16274738.52  | 0.45%             | 2033-04-24      | Fixed         | 9.85%                 | No            |                  2 | On Loan: No      |
| GOLDSTORY SASU                                                  | Goldstory SAS                                                                                                                    | CUSIP: 000000000<br>LEI: 969500NWR67ONUJD4A26 | Long             | DBT              | CORP              | FR        |     4450000 | PA      | $5160912.92   | 0.14%             | 2030-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| PIRAEUS FINANCIAL HLDGS                                         | Piraeus Financial Holdings SA                                                                                                    | CUSIP: 000000000<br>LEI: M6AD1Y1KW32H8THQ6F76 | Long             | DBT              | CORP              | GR        |     1500000 | PA      | $1751239.62   | 0.05%             | 2035-09-18      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| GM Financial Securitized Term Auto Receivables Tr               | GM Financial Consumer Automobile Receivables Trust 2025-1                                                                        | CUSIP: 362955AE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     9795000 | PA      | $9946945.92   | 0.27%             | 2030-08-16      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                        | Lloyds Banking Group PLC                                                                                                         | CUSIP: 000000000<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |     2000000 | PA      | $2731092.97   | 0.07%             | 2028-03-27      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust/Ford Credit                        | Ford Credit Auto Owner Trust 2023-REV2                                                                                           | CUSIP: 34535CAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    10000000 | PA      | $10289015.00  | 0.28%             | 2036-02-15      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| Bridgecrest Lending Auto Securitization Trust                   | Bridgecrest Lending Auto Securitization Trust 2024-1                                                                             | CUSIP: 107933AC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     5082705 | PA      | $5091376.18   | 0.14%             | 2028-01-18      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| Corpay Technologies Operating Company, LLC                      | Corpay Technologies Operating Company LLC 2021 Term Loan B4                                                                      | CUSIP: 33903RAY5<br>LEI: 549300FKKKZCXLK48427 | Long             | LON              | CORP              | US        |      974401 | PA      | $970220.87    | 0.03%             | 2028-04-28      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                | Fannie Mae Connecticut Avenue Securities                                                                                         | CUSIP: 20754PAD2<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |    12300000 | PA      | $13283626.08  | 0.36%             | 2039-11-25      | Floating      | 13.72%                | No            |                  2 | On Loan: No      |
| MCAFEE LLC                                                      | McAfee LLC 2024 USD 1st Lien Term Loan B                                                                                         | CUSIP: 57906HAF4<br>LEI: 2549009UKR8UEZYVCR93 | Long             | LON              | CORP              | US        |     4021259 | PA      | $3764903.95   | 0.10%             | 2029-03-01      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE HOLD                                           | Freedom Mortgage Holdings LLC                                                                                                    | CUSIP: 35641AAB4<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |     2470000 | PA      | $2497360.19   | 0.07%             | 2031-05-15      | Fixed         | 9.13%                 | No            |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Linked Notes                         | Santander Bank Auto Credit-Linked Notes Series 2023-B                                                                            | CUSIP: 80290CCE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      958589 | PA      | $965138.40    | 0.03%             | 2033-12-15      | Fixed         | 8.41%                 | No            |                  2 | On Loan: No      |
| INSPIRED FINCO HOLDINGS LTD                                     | INSPIRED FINCO HOLDINGS LTD 2025 EUR TERM LOAN B6 B 2                                                                            | CUSIP: 000000000<br>LEI: 21380079CKTODVMD9183 | Long             | LON              | CORP              | GB        |      357716 | PA      | $401141.83    | 0.01%             | 2031-02-28      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ALLIANZ SE                                                      | Allianz SE                                                                                                                       | CUSIP: 018820AD2<br>LEI: 529900K9B0N5BT694847 | Long             | DBT              | CORP              | DE        |     2800000 | PA      | $2716518.84   | 0.07%             | 2054-09-03      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                          | U.S. Treasury Inflation-Indexed Notes                                                                                            | CUSIP: 91282CJY8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    33238107 | PA      | $32913965.32  | 0.90%             | 2034-01-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                        | Avis Budget Rental Car Funding AESOP LLC                                                                                         | CUSIP: 05377RKH6<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |     2155000 | PA      | $2154056.11   | 0.06%             | 2028-02-20      | Fixed         | 7.32%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                            | Bank of America Corp                                                                                                             | CUSIP: 06055HAH6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     2779000 | PA      | $2780279.79   | 0.08%             | 2030-05-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                          | PURCHASED BRL / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | BR        |           1 | NC      | $846.32       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GUIDEWIRE SOFTWARE INC                                          | Guidewire Software Inc                                                                                                           | CUSIP: 40171VAB6<br>LEI: 549300WXSG0J8IXZCK32 | Long             | DBT              | CORP              | US        |     5250000 | PA      | $5772375.00   | 0.16%             | 2029-11-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| CINEMARK USA INC                                                | Cinemark USA Inc                                                                                                                 | CUSIP: 172441BH9<br>LEI: 54930008H2137JSCPQ09 | Long             | DBT              | CORP              | US        |      490000 | PA      | $501061.26    | 0.01%             | 2032-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| OLYMPUS WTR US HLDG CORP                                        | Olympus Water US Holding Corp                                                                                                    | CUSIP: 681639AB6<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |      200000 | PA      | $183702.24    | 0.01%             | 2029-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| VISTA MANAGEMENT HOLDING INC                                    | VISTA MANAGEMENT HOLDING INC 2025 TERM LOAN B                                                                                    | CUSIP: 92842EAB4<br>LEI: 5299005VABKD28UWHI65 | Long             | LON              | CORP              | US        |     2130000 | PA      | $2118455.40   | 0.06%             | 2031-04-01      | Floating      | 8.05%                 | No            |                  2 | On Loan: No      |
| OFFICE CHERIFIEN DES PHO                                        | OCP SA                                                                                                                           | CUSIP: 67091TAH8<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |     1405000 | PA      | $1405915.65   | 0.04%             | 2030-04-30      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| PIRAEUS FINANCIAL HLDGS                                         | Piraeus Financial Holdings SA                                                                                                    | CUSIP: 000000000<br>LEI: M6AD1Y1KW32H8THQ6F76 | Long             | DBT              | CORP              | GR        |     7850000 | PA      | $9191410.39   | 0.25%             | 2026-06-16      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                                     | PURCHASED USD / SOLD CNH                                                                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $23185.33     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                                            | Indonesia Treasury Bond                                                                                                          | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 59047000000 | PA      | $3605922.03   | 0.10%             | 2030-09-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                                            | Las Vegas Sands Corp                                                                                                             | CUSIP: 517834AN7<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |     1351000 | PA      | $1358602.12   | 0.04%             | 2030-06-14      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS L                                        | First Quantum Minerals Ltd                                                                                                       | CUSIP: 335934AV7<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |     3380000 | PA      | $3545454.38   | 0.10%             | 2029-03-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                             | Freddie Mac STACR REMIC Trust 2020-HQA2                                                                                          | CUSIP: 35565LBE5<br>LEI: 5493000ITBJ4KEFYWF83 | Long             | ABS-MBS          | USGSE             | US        |    13320000 | PA      | $15699839.11  | 0.43%             | 2050-03-25      | Floating      | 12.07%                | No            |                  2 | On Loan: No      |
| Aspire Bakeries Holdings LLC                                    | Aspire Bakeries Holdings LLC Term Loan                                                                                           | CUSIP: 000000000<br>LEI: 549300MWN7R72KAKOD18 | Long             | LON              | CORP              | US        |      228844 | PA      | $228272.11    | 0.01%             | 2030-12-13      | Floating      | 8.57%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                                 | Long: S9D10Q3P1 CDS EUR R F  5.00000 1 CCPITRAXX / Short: S9D10Q3P1 CDS EUR P V 03MEVENT 2 CCPITRAXX                             | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |   118580000 | OU      | $9422494.94   | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                                | Altice France SA                                                                                                                 | CUSIP: 000000000<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |      275000 | PA      | $276457.34    | 0.01%             | 2027-02-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SCRIPPS ESCROW II INC                                           | Scripps Escrow II Inc                                                                                                            | CUSIP: 81105DAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1188000 | PA      | $905221.96    | 0.02%             | 2029-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| GOAT HOLDCO LLC                                                 | Goat Holdco LLC                                                                                                                  | CUSIP: 38021MAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1080000 | PA      | $1055700.00   | 0.03%             | 2032-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BONOS DE TESORERIA                                              | Peru Government Bond                                                                                                             | CUSIP: 000000000<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     6063000 | PA      | $1718169.93   | 0.05%             | 2039-08-12      | Fixed         | 7.60%                 | No            |                  2 | On Loan: No      |
| NOTA DO TESOURO NACIONAL                                        | Brazil Notas do Tesouro Nacional Serie F                                                                                         | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    18129000 | PA      | $2550991.66   | 0.07%             | 2035-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                | Societe Generale SA                                                                                                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |     2900000 | PA      | $2924774.00   | 0.08%             | 2031-07-17      | Fixed         | 1.11%                 | No            |                  2 | On Loan: No      |
| Dynasty Acquisition Co Inc                                      | Dynasty Acquisition Co Inc 2024 1st Lien Term Loan B1                                                                            | CUSIP: 26812CAN6<br>LEI: 549300L1RCRPOAUCB870 | Long             | LON              | CORP              | US        |      762378 | PA      | $757659.05    | 0.02%             | 2031-10-31      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| Hobbs & Associates LLC                                          | Hobbs & Associates LLC Term Loan B                                                                                               | CUSIP: 43385CAB4<br>LEI: 254900FAZYX24PP1RY58 | Long             | LON              | CORP              | US        |     1184731 | PA      | $1157576.65   | 0.03%             | 2031-07-23      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| KAIXO BONDCO TELECOM SA                                         | Kaixo Bondco Telecom SA                                                                                                          | CUSIP: 000000000<br>LEI: 959800ULWB3MZHZ69055 | Long             | DBT              | CORP              | ES        |     1675000 | PA      | $1915645.97   | 0.05%             | 2029-09-30      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC                                                | Welltower OP LLC                                                                                                                 | CUSIP: 95041AAB4<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              |  | US        |     3730000 | PA      | $6074305.00   | 0.17%             | 2028-05-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| PICARD GROUPE SAS                                               | Picard Groupe SAS                                                                                                                | CUSIP: 000000000<br>LEI: 969500C0PA29TV19CT55 | Long             | DBT              | CORP              | FR        |     1405000 | PA      | $1659300.31   | 0.05%             | 2029-07-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| SBNA Auto Lease Trust                                           | SBNA Auto Lease Trust 2024-A                                                                                                     | CUSIP: 78414SAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3720000 | PA      | $3748391.41   | 0.10%             | 2029-01-22      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| NOVA Chemicals Corp                                             | NOVA Chemicals Corp                                                                                                              | CUSIP: 66977WAR0<br>LEI: 549300ZOD6N7RI2FJP09 | Long             | DBT              | CORP              | CA        |      175000 | PA      | $172993.21    | 0.00%             | 2027-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Multifamily Connecticut Avenue Securities                       | Multifamily Connecticut Avenue Securities Trust 2024-01                                                                          | CUSIP: 62548RAB5<br>LEI: 254900QY3MMJFMNKXA93 | Long             | ABS-MBS          | CORP              | US        |     3150000 | PA      | $3270734.78   | 0.09%             | 2054-07-25      | Floating      | 8.20%                 | No            |                  2 | On Loan: No      |
| MH Sub I LLC                                                    | MH Sub I LLC 2023 Term Loan                                                                                                      | CUSIP: 45567YAN5<br>LEI: 2549005VFKP807SR8N49 | Long             | LON              | CORP              | US        |     2891905 | PA      | $2732850.57   | 0.07%             | 2028-05-03      | Floating      | 8.57%                 | No            |                  2 | On Loan: No      |
| Home Re Ltd                                                     | Home RE 2023-1 Ltd                                                                                                               | CUSIP: 43731BAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3462000 | PA      | $3555989.84   | 0.10%             | 2033-10-25      | Floating      | 8.95%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                          | U.S. Treasury Bonds                                                                                                              | CUSIP: 912810TM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    36415000 | PA      | $33575767.97  | 0.92%             | 2042-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AEGEA FINANCE SARL                                              | Aegea Finance Sarl                                                                                                               | CUSIP: 000000000<br>LEI: 213800V6WTKUT1XWIZ47 | Long             | DBT              | CORP              | LU        |      755000 | PA      | $747725.42    | 0.02%             | 2029-05-20      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Ally Bank Auto Credit-Linked Notes                              | Ally Bank Auto Credit-Linked Notes Series 2024-B                                                                                 | CUSIP: 02007G4F7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1590738 | PA      | $1591315.70   | 0.04%             | 2032-09-15      | Fixed         | 6.68%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                              | Energy Transfer LP                                                                                                               | CUSIP: 29273VAX8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      972000 | PA      | $1008877.68   | 0.03%             | 2054-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| NEINOR HOMES SLU                                                | Neinor Homes SA                                                                                                                  | CUSIP: 000000000<br>LEI: 959800FW4JL65YWSQ217 | Long             | DBT              | CORP              | ES        |     2560000 | PA      | $2978399.94   | 0.08%             | 2030-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                             | Intesa Sanpaolo SpA                                                                                                              | CUSIP: 000000000<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |     1925000 | PA      | $2480588.61   | 0.07%             | 2029-09-07      | Fixed         | 9.13%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                                           | Foundry JV Holdco LLC                                                                                                            | CUSIP: 350930AE3<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |     2422000 | PA      | $2540210.63   | 0.07%             | 2038-01-25      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| VITAL ENERGY INC                                                | Vital Energy Inc                                                                                                                 | CUSIP: 516806AJ5<br>LEI: 549300X0PTWU2QSLSL14 | Long             | DBT              | CORP              | US        |      235000 | PA      | $199084.79    | 0.01%             | 2030-10-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| ALABAMA POWER CO                                                | Alabama Power Co                                                                                                                 | CUSIP: 010392GC6<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |     1380000 | PA      | $1385496.75   | 0.04%             | 2035-04-02      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                                        | Thailand Government Bond                                                                                                         | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |    19114000 | PA      | $654347.21    | 0.02%             | 2043-06-17      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| BONOS DE TESORERIA                                              | Peru Government Bond                                                                                                             | CUSIP: 000000000<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    15634000 | PA      | $4631104.41   | 0.13%             | 2031-08-12      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| ADIENT GLOBAL HOLDINGS                                          | Adient Global Holdings Ltd                                                                                                       | CUSIP: 00687YAC9<br>LEI: 213800VA38VCKE6M8790 | Long             | DBT              | CORP              | JE        |       75000 | PA      | $74245.92     | 0.00%             | 2031-04-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| BANCA TRANSILVANIA                                              | Banca Transilvania SA                                                                                                            | CUSIP: 000000000<br>LEI: 549300RG3H390KEL8896 | Long             | DBT              | CORP              | RO        |     2750000 | PA      | $3239469.59   | 0.09%             | 2027-04-27      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Zelis Payments Buyer Inc                                        | Zelis Payments Buyer Inc Term Loan B                                                                                             | CUSIP: 98932TAG8<br>LEI: 549300U8NGLZN5R1Y309 | Long             | LON              | CORP              | US        |     2027406 | PA      | $1976721.00   | 0.05%             | 2029-09-28      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| Flagship Credit Auto Trust                                      | Flagship Credit Auto Trust 2021-4                                                                                                | CUSIP: 33845AAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       68300 | PA      | $68212.99     | 0.00%             | 2027-02-15      | Fixed         | 1.49%                 | No            |                  2 | On Loan: No      |
| Motion Finco Sarl                                               | Motion Finco Sarl 2023 EUR Term Loan B                                                                                           | CUSIP: 000000000<br>LEI: 2549002L1LBQZKA7UN30 | Long             | LON              | CORP              | LU        |      335000 | PA      | $362427.20    | 0.01%             | 2029-11-12      | Floating      | 6.11%                 | No            |                  2 | On Loan: No      |
| Hin Timeshare Trust                                             | HINNT 2024-A LLC                                                                                                                 | CUSIP: 40472QAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1141266 | PA      | $1094008.42   | 0.03%             | 2043-03-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| ENERGO PRO AS                                                   | Energo-Pro AS                                                                                                                    | CUSIP: 000000000<br>LEI: 315700IQCL9IX158RO36 | Long             | DBT              | CORP              | CZ        |     4582000 | PA      | $4599157.94   | 0.13%             | 2027-02-04      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                        | Lloyds Banking Group PLC                                                                                                         | CUSIP: 53944YBB8<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |     1080000 | PA      | $1011829.54   | 0.03%             | 2031-09-27      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                             | Intesa Sanpaolo SpA                                                                                                              | CUSIP: 46115HBV8<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |      515000 | PA      | $588124.65    | 0.02%             | 2033-11-21      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Multifamily Structured Credit Risk                              | Freddie Mac Multifamily Structured Credit Risk                                                                                   | CUSIP: 35563FAC5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2770000 | PA      | $3018143.25   | 0.08%             | 2051-01-25      | Floating      | 12.10%                | No            |                  2 | On Loan: No      |
| ABANCA CORP BANCARIA SA                                         | Abanca Corp Bancaria SA                                                                                                          | CUSIP: 000000000<br>LEI: 54930056IRBXK0Q1FP96 | Long             | DBT              | CORP              | ES        |     2600000 | PA      | $2949758.76   | 0.08%             | 2036-12-11      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| MILLICOM INTL CELLULAR                                          | Millicom International Cellular SA                                                                                               | CUSIP: 000000000<br>LEI: 549300CTHC1CP86P2G96 | Long             | DBT              | CORP              | LU        |     4885000 | PA      | $4350774.93   | 0.12%             | 2031-04-27      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MajorDrive Holdings IV LLC                                      | MajorDrive Holdings IV LLC Term Loan B                                                                                           | CUSIP: 56085UAB9<br>LEI: 25490044R1FR5N8FIT62 | Long             | LON              | CORP              | US        |     1588142 | PA      | $1470269.80   | 0.04%             | 2028-06-01      | Floating      | 8.56%                 | No            |                  2 | On Loan: No      |
| AEGEA FINANCE SARL                                              | Aegea Finance Sarl                                                                                                               | CUSIP: 00775CAC0<br>LEI: 213800V6WTKUT1XWIZ47 | Long             | DBT              | CORP              | LU        |     2500000 | PA      | $2607827.50   | 0.07%             | 2031-01-20      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Chamberlain Group Inc                                           | Chamberlain Group Inc Term Loan B                                                                                                | CUSIP: 15963CAC0<br>LEI: 25490092IFNOZBRVE539 | Long             | LON              | CORP              | US        |     1014104 | PA      | $1000292.33   | 0.03%             | 2028-11-03      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                          | PURCHASED EUR / SOLD GBP                                                                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | XX        |           1 | NC      | $-82300.09    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JAZZ INVESTMENTS I LTD                                          | Jazz Investments I Ltd                                                                                                           | CUSIP: 472145AF8<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |     1375000 | PA      | $1413476.78   | 0.04%             | 2026-06-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Parexel International Corporation                               | Parexel International Corporation 2025 Term Loan B                                                                               | CUSIP: 71911KAE4<br>LEI: 254900PHGVI5379Z9791 | Long             | LON              | CORP              | US        |      932519 | PA      | $926345.58    | 0.03%             | 2028-11-15      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                          | U.S. Treasury Bonds                                                                                                              | CUSIP: 912810RK6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    29900000 | PA      | $21255863.36  | 0.58%             | 2045-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MIDDLEBY CORP                                                   | Middleby Corp/The                                                                                                                | CUSIP: 596278AB7<br>LEI: JDFO86U9VQRBKW5KYA35 | Long             | DBT              | CORP              | US        |     1525000 | PA      | $1672239.62   | 0.05%             | 2025-09-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| ETSY INC                                                        | Etsy Inc                                                                                                                         | CUSIP: 29786AAJ5<br>LEI: 54930089Q7XT501AEA40 | Long             | DBT              | CORP              | US        |      445000 | PA      | $425630.93    | 0.01%             | 2026-10-01      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| PG&E CORP                                                       | PG&E Corp                                                                                                                        | CUSIP: 69331CAL2<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |     5675000 | PA      | $5895757.50   | 0.16%             | 2027-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                                          | Sempra                                                                                                                           | CUSIP: 816851604<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | EP               | CORP              | US        |       14680 | NS      | $305931.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLIED UNIVERSAL                                                | Allied Universal Holdco LLC / Allied Universal Finance Corp                                                                      | CUSIP: 019576AC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      600000 | PA      | $562665.16    | 0.02%             | 2029-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Groundworks LLC                                                 | Groundworks LLC 2024 Term Loan                                                                                                   | CUSIP: 39954EAB9<br>LEI: 254900K8GTHJMCG1DB32 | Long             | LON              | CORP              | US        |      402348 | PA      | $397572.09    | 0.01%             | 2031-03-14      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                | Societe Generale SA                                                                                                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |      725000 | PA      | $779601.93    | 0.02%             | 2028-11-14      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| AFRICELL HOLDING LTD                                            | Africell Holding Ltd                                                                                                             | CUSIP: 00833NAA0<br>LEI: 984500JFB7AFK4B6C829 | Long             | DBT              | CORP              | JE        |    15640000 | PA      | $14671677.86  | 0.40%             | 2029-10-23      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| First Brands Group LLC                                          | First Brands Group LLC 2021 Term Loan                                                                                            | CUSIP: 31935HAD9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     3051278 | PA      | $2827344.83   | 0.08%             | 2027-03-30      | Floating      | 9.54%                 | No            |                  2 | On Loan: No      |
| Beacon Roofing Supply Inc                                       | Beacon Roofing Supply Inc 2024 Term Loan B                                                                                       | CUSIP: 07368RAG6<br>LEI: 549300HDXQWWCBOYXP31 | Long             | LON              | CORP              | US        |           0 | PA      | $0.01         | 0.00%             | 2028-05-19      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BULGARIAN ENERGY HLD                                            | Bulgarian Energy Holding EAD                                                                                                     | CUSIP: 000000000<br>LEI: 635400E1RWKJXPSBCV07 | Long             | DBT              | CORP              | BG        |     6660000 | PA      | $7085163.69   | 0.19%             | 2028-07-22      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                                           | Venture Global Plaquemines LNG LLC                                                                                               | CUSIP: 922966AB2<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |      350000 | PA      | $359414.35    | 0.01%             | 2035-05-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                                 | Long: B9D10CEE5 CDS EUR R V 03MEVENT 2 CCPCORPORATE / Short: B9D10CEE5 CDS EUR P F  1.00000 1 CCPCORPORATE                       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     7250000 | OU      | $86632.98     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HUNT OIL CO OF PERU                                             | Hunt Oil Co of Peru LLC Sucursal Del Peru                                                                                        | CUSIP: 445640AD7<br>LEI: 549300SVO0550J3IKN50 | Long             | DBT              | CORP              | PE        |     3485000 | PA      | $3593906.25   | 0.10%             | 2038-11-05      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                         | Romanian Government International Bond                                                                                           | CUSIP: 77586RAW0<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      656000 | PA      | $652785.60    | 0.02%             | 2037-02-10      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| PRP Advisors, LLC                                               | PRPM 2021-4 LLC                                                                                                                  | CUSIP: 693583AB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1353277 | PA      | $1345381.81   | 0.04%             | 2026-04-25      | Variable      | 7.47%                 | No            |                  2 | On Loan: No      |
| LINCOLN NATIONAL CORP                                           | Lincoln National Corp                                                                                                            | CUSIP: 534187BR9<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |     3850000 | PA      | $4072876.50   | 0.11%             | 2027-12-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| OPAL BIDCO SAS                                                  | OPAL BIDCO SAS                                                                                                                   | CUSIP: 000000000<br>LEI: 969500R96XT7XY2UJ564 | Long             | DBT              | CORP              | FR        |      100000 | PA      | $112810.39    | 0.00%             | 2032-03-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                              | Credit Agricole SA                                                                                                               | CUSIP: 000000000<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |     1600000 | PA      | $1885063.25   | 0.05%             | 2029-09-23      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| RFR Trust                                                       | RFR Trust 2025-SGRM                                                                                                              | CUSIP: 74984NAL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    17610000 | PA      | $17486578.55  | 0.48%             | 2041-03-11      | Variable      | 7.51%                 | No            |                  2 | On Loan: No      |
| LABL INC                                                        | LABL Inc                                                                                                                         | CUSIP: 50168QAC9<br>LEI: 5493004FUZN8R6Y3VB98 | Long             | DBT              | CORP              | US        |      685000 | PA      | $566493.49    | 0.02%             | 2028-11-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ON SEMICONDUCTOR CORP                                           | ON Semiconductor Corp                                                                                                            | CUSIP: 682189AS4<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | DBT              | CORP              | US        |      850000 | PA      | $907290.00    | 0.02%             | 2027-05-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FILTRATION GROUP CORPORATION                                    | Filtration Group Corporation 2025 USD Term Loan B                                                                                | CUSIP: 31732FAV8<br>LEI: 549300ZA0D9WN5ECE978 | Long             | LON              | CORP              | US        |     1856806 | PA      | $1853166.81   | 0.05%             | 2028-10-21      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| Peraton Corp                                                    | Peraton Corp Term Loan B                                                                                                         | CUSIP: 71360HAB3<br>LEI: 549300EQPCK07ZW63836 | Long             | LON              | CORP              | US        |     2717784 | PA      | $2446494.86   | 0.07%             | 2028-02-01      | Floating      | 8.17%                 | No            |                  2 | On Loan: No      |
| MACY'S RETAIL HLDGS LLC                                         | Macy's Retail Holdings LLC                                                                                                       | CUSIP: 55616XAG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1309000 | PA      | $858720.96    | 0.02%             | 2042-01-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| GOLDEN STATE FOOD LLC                                           | Golden State Food LLC Term Loan B                                                                                                | CUSIP: 38121NAC7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      726368 | PA      | $726760.40    | 0.02%             | 2031-12-04      | Floating      | 8.57%                 | No            |                  2 | On Loan: No      |
| VTR COMUNICACIONES SPA                                          | VTR Comunicaciones SpA                                                                                                           | CUSIP: 918367AC7<br>LEI: 213800XDZJKMC1AEUV94 | Long             | DBT              | CORP              | CL        |     1825000 | PA      | $1594838.39   | 0.04%             | 2029-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                          | U.S. Treasury Bonds                                                                                                              | CUSIP: 912810TQ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    24640000 | PA      | $22301124.88  | 0.61%             | 2043-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND                                          | Republic of Poland Government Bond                                                                                               | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    12460000 | PA      | $3260262.01   | 0.09%             | 2027-05-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| AGRICUL DEV BANK CHINA                                          | Agricultural Development Bank of China                                                                                           | CUSIP: 000000000<br>LEI: 300300C1020311000158 | Long             | DBT              | NUSS              | CN        |    31590000 | PA      | $4608992.92   | 0.13%             | 2030-04-17      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                                      | Progress Residential 2023-SFR1 Trust                                                                                             | CUSIP: 74334FAL2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1470000 | PA      | $1486680.24   | 0.04%             | 2040-03-17      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                    | GS Mortgage Securities Trust 2014-GC20                                                                                           | CUSIP: 36252WAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      158560 | PA      | $124707.09    | 0.00%             | 2047-04-10      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                                              | 99D10WK61 WELLINGTON                                                                                                             | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              |  | AD        |   -89900000 | NC      | $-897457.32   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| STILLWATER MINING CO                                            | Stillwater Mining Co                                                                                                             | CUSIP: 000000000<br>LEI: 6354007DPCY4ZN2MRR73 | Long             | DBT              | CORP              | US        |     4085000 | PA      | $3430321.56   | 0.09%             | 2029-11-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GO DADDY OPERATING COMPANY LLC                                  | Go Daddy Operating Company LLC 2024 Term Loan B7                                                                                 | CUSIP: 38017BAW6<br>LEI: 5493005GJOH8HLL11157 | Long             | LON              | CORP              | US        |      496250 | PA      | $493406.49    | 0.01%             | 2031-05-30      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| AI CANDELARIA -SPAIN- SA                                        | AL Candelaria -spain- SA                                                                                                         | CUSIP: 000000000<br>LEI: 213800L5KA2MJ5FKRZ02 | Long             | DBT              | CORP              | ES        |     4304000 | PA      | $3530571.20   | 0.10%             | 2033-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HEARTLAND DENTAL LLC                                            | Heartland Dental LLC 2024 Term Loan                                                                                              | CUSIP: 42236WAW7<br>LEI: 5493008FRC0GRKBN1075 | Long             | LON              | CORP              | US        |     1272150 | PA      | $1256566.16   | 0.03%             | 2028-04-28      | Floating      | 8.82%                 | No            |                  2 | On Loan: No      |
| PEARLS NETHERLANDS BIDCO BV                                     | PEARLS (Netherlands) Bidco BV 2025 USD Term Loan B                                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | NL        |      971193 | PA      | $956926.21    | 0.03%             | 2029-02-26      | Floating      | 7.53%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ INVESTOR                                         | Mitsubishi UFJ Investor Services & Banking Luxembourg SA                                                                         | CUSIP: 000000000<br>LEI: 2138002PVBMEHILJ1340 | Long             | DBT              | CORP              | LU        |     6500000 | PA      | $4086711.54   | 0.11%             | 2050-12-15      | Floating      | 7.02%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                        | Benchmark 2019-B10 Mortgage Trust                                                                                                | CUSIP: 08162VAF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    12591312 | PA      | $504896.51    | 0.01%             | 2062-03-15      | Variable      | 1.38%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SRI LANKA                                           | Sri Lanka Government International Bond                                                                                          | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |     2440000 | PA      | $1695800.00   | 0.05%             | 2036-05-15      | Variable      | 3.60%                 | No            |                  2 | On Loan: No      |
| SCRIPPS ESCROW INC                                              | Scripps Escrow Inc                                                                                                               | CUSIP: 81104PAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      903000 | PA      | $715193.52    | 0.02%             | 2027-07-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                         | PURCHASED USD / SOLD AUD                                                                                                         | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |           1 | NC      | $-870906.01   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CLEARWAY ENERGY OP LLC                                          | Clearway Energy Operating LLC                                                                                                    | CUSIP: 18539UAD7<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |      300000 | PA      | $267081.99    | 0.01%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| 1261229 BC LTD                                                  | 1261229 BC Ltd                                                                                                                   | CUSIP: 68288AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     1400000 | PA      | $1370843.74   | 0.04%             | 2032-04-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| FOCUS FINANCIAL PARTNERS LLC                                    | Focus Financial Partners LLC 2025 Incremental Term Loan B                                                                        | CUSIP: 34416DBD9<br>LEI: 5493007L0E0VKRC2CP39 | Long             | LON              | CORP              | US        |     2164575 | PA      | $2136045.90   | 0.06%             | 2031-09-15      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| PRESS GANEY HOLDINGS INC                                        | Press Ganey Holdings Inc 2024 1st Lien Term Loan B                                                                               | CUSIP: 05477JAD3<br>LEI: 549300HC42NZULO53062 | Long             | LON              | CORP              | US        |     1194000 | PA      | $1185379.32   | 0.03%             | 2031-04-30      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                          | U.S. Treasury Bonds                                                                                                              | CUSIP: 912810RT7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     2200000 | PA      | $1455179.68   | 0.04%             | 2046-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                                                                | CUSIP: 3136ANMB0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       12599 | PA      | $685.01       | 0.00%             | 2030-05-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NEW YORK MORTGAGE TRUST                                         | NYMT Loan Trust 2021-SP1                                                                                                         | CUSIP: 62955RAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4146930 | PA      | $4073246.47   | 0.11%             | 2061-08-25      | Variable      | 6.56%                 | No            |                  2 | On Loan: No      |
| MEDCO BELL PTE LTD                                              | Medco Bell Pte Ltd                                                                                                               | CUSIP: 000000000<br>LEI: 2549003PNDCWIWGKC768 | Long             | DBT              | CORP              | SG        |     1250000 | PA      | $1236600.88   | 0.03%             | 2027-01-30      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                                     | PURCHASED MXN / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | MX        |           1 | NC      | $1329.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HTL Commercial Mortgage Trust                                   | HTL Commercial Mortgage Trust 2024-T53                                                                                           | CUSIP: 404300AG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     7985000 | PA      | $8122618.28   | 0.22%             | 2039-05-10      | Variable      | 8.47%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                              | Banco Santander SA                                                                                                               | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |     2200000 | PA      | $1992520.03   | 0.05%             | 2033-10-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                     | BNP Paribas SA                                                                                                                   | CUSIP: 05602XJC3<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |     4740000 | PA      | $4684771.89   | 0.13%             | 2034-09-10      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| DELTA 2 LUX SARL                                                | DELTA 2 LUX SARL 2024 TERM LOAN B2                                                                                               | CUSIP: 000000000<br>LEI: 549300BBG8Z3D6QSYP53 | Long             | LON              | CORP              | LU        |      341667 | PA      | $339746.50    | 0.01%             | 2031-09-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LORCA TELECOM BONDCO                                            | Lorca Telecom Bondco SA                                                                                                          | CUSIP: 000000000<br>LEI: 9598004HFBAS82YM7X35 | Long             | DBT              | CORP              | ES        |     1685000 | PA      | $1908853.11   | 0.05%             | 2027-09-18      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LABL INC                                                        | LABL Inc                                                                                                                         | CUSIP: 50168QAF2<br>LEI: 5493004FUZN8R6Y3VB98 | Long             | DBT              | CORP              | US        |      700000 | PA      | $572250.00    | 0.02%             | 2031-10-01      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| Avid Automobile Receivables Trust                               | Avid Automobile Receivables Trust 2023-1                                                                                         | CUSIP: 05368QAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     4990000 | PA      | $5120337.80   | 0.14%             | 2029-05-15      | Fixed         | 11.14%                | No            |                  2 | On Loan: No      |
| PERMIAN RESOURC OPTG LLC                                        | Permian Resources Operating LLC                                                                                                  | CUSIP: 27034RAA1<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |      300000 | PA      | $305269.80    | 0.01%             | 2027-04-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                          | PURCHASED EUR / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | XX        |           1 | NC      | $109185.75    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                    | UBS Group AG                                                                                                                     | CUSIP: 902613BM9<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     2950000 | PA      | $2788058.45   | 0.08%             | 2045-09-06      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| WILSONART LLC                                                   | Wilsonart LLC 2024 Term Loan B                                                                                                   | CUSIP: 97246FAM8<br>LEI: 549300SAZRUMYKDJBY14 | Long             | LON              | CORP              | US        |     1990000 | PA      | $1920350.00   | 0.05%             | 2031-08-05      | Floating      | 8.55%                 | No            |                  2 | On Loan: No      |
| II-VI Incorporated                                              | II-VI Inc 2024 1st Lien Term Loan B                                                                                              | CUSIP: 45173JAS3<br>LEI: 549300O5C25A0MMHHU33 | Long             | LON              | CORP              | US        |     2543783 | PA      | $2511985.64   | 0.07%             | 2029-07-02      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| ELIOR GROUP SA                                                  | Elior Group SA                                                                                                                   | CUSIP: 000000000<br>LEI: 969500LYSYS0E800SQ95 | Long             | DBT              | CORP              | FR        |     2980000 | PA      | $3363234.92   | 0.09%             | 2026-07-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| RCO Mortgage LLC                                                | RCO X Mortgage LLC 2025-1                                                                                                        | CUSIP: 75523XAB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1805000 | PA      | $1805542.94   | 0.05%             | 2030-01-25      | Variable      | 8.35%                 | No            |                  2 | On Loan: No      |
| Bank                                                            | BANK 2020-BNK28                                                                                                                  | CUSIP: 06540YAN9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    13610727 | PA      | $1025913.99   | 0.03%             | 2063-03-15      | Variable      | 1.87%                 | No            |                  2 | On Loan: No      |
| MHP LUX SA                                                      | MHP Lux SA                                                                                                                       | CUSIP: 000000000<br>LEI: 222100RHC7R1WZ1J3M44 | Long             | DBT              | CORP              | LU        |     5475000 | PA      | $4445404.35   | 0.12%             | 2029-09-19      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| API GROUP DE INC                                                | APi Group DE Inc 2025 Term Loan                                                                                                  | CUSIP: 00186XAN3<br>LEI: 549300XP4G7B4QYA0G83 | Long             | LON              | CORP              | US        |     1596021 | PA      | $1592254.18   | 0.04%             | 2029-01-03      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                                                                | CUSIP: 3136ANHJ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       38126 | PA      | $1739.13      | 0.00%             | 2055-04-25      | Floating      | 2.03%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                                                                | CUSIP: 3136AFXT6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        4317 | PA      | $107.22       | 0.00%             | 2028-06-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BANCO DE SABADELL SA                                            | Banco de Sabadell SA                                                                                                             | CUSIP: 000000000<br>LEI: SI5RG2M0WQQLZCXKRM20 | Long             | DBT              | CORP              | ES        |     2200000 | PA      | $2467348.42   | 0.07%             | 2027-05-19      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION                                          | Clydesdale Acquisition Holdings Inc                                                                                              | CUSIP: 18972EAB1<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |     4134000 | PA      | $4259355.28   | 0.12%             | 2030-04-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                | Freddie Mac Multifamily Structured Pass Through Certificates                                                                     | CUSIP: 3137FREK3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     3790112 | PA      | $163857.91    | 0.00%             | 2030-01-25      | Variable      | 1.23%                 | No            |                  2 | On Loan: No      |
| ADANI ELECTRICITY MUMBAI                                        | Adani Electricity Mumbai Ltd                                                                                                     | CUSIP: 000000000<br>LEI: 335800AIC1B5EBFVUC38 | Long             | DBT              | CORP              | IN        |     4245000 | PA      | $3475054.64   | 0.10%             | 2031-07-22      | Fixed         | 3.87%                 | No            |                  2 | On Loan: No      |
| UBS SWITZERLAND AG                                              | UBS Switzerland AG                                                                                                               | CUSIP: 000000000<br>LEI: 549300WOIFUSNYH0FL22 | Long             | DBT              | CORP              | CH        |     3900000 | PA      | $4520577.55   | 0.12%             | 2031-06-21      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac REMICS                                                                                                               | CUSIP: 31394GXJ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        3355 | PA      | $3477.46      | 0.00%             | 2033-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Air Comm Corporation LLC                                        | Air Comm Corporation LLC 2024 Term Loan                                                                                          | CUSIP: 82670NAB2<br>LEI: 254900S9ONE06XB1T251 | Long             | LON              | CORP              | US        |      936923 | PA      | $924040.38    | 0.03%             | 2031-11-21      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COMPANIES INC                                     | BAUSCH HEALTH COMPANIES INC 2025 TERM LOAN B                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |     2750000 | PA      | $2589592.50   | 0.07%             | 2030-10-08      | Floating      | 10.54%                | No            |                  2 | On Loan: No      |
| STONEPEAK NILE PARENT LLC                                       | STONEPEAK NILE PARENT LLC TERM LOAN B                                                                                            | CUSIP: 86184XAB0<br>LEI: 254900TJV3VAFZD0GU41 | Long             | LON              | CORP              | US        |      910000 | PA      | $893128.60    | 0.02%             | 2032-04-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                       | Uniform Mortgage-Backed Security, TBA                                                                                            | CUSIP: 01F040669<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |   -17775000 | PA      | $-16560748.87 | -0.45%            | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GEN DIGITAL INC                                                 | Gen Digital Inc                                                                                                                  | CUSIP: 668771AM0<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |     1090000 | PA      | $1087059.51   | 0.03%             | 2033-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CHAMP ACQUISITION CORPORATION                                   | Champ Acquisition Corporation 2024 Term Loan B                                                                                   | CUSIP: 15807EAH5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      496875 | PA      | $495220.41    | 0.01%             | 2031-11-25      | Floating      | 8.80%                 | No            |                  2 | On Loan: No      |
| JBT MAREL CORP                                                  | JBT Marel Corp                                                                                                                   | CUSIP: 477839AB0<br>LEI: 5493007CT6ATBZ2L6826 | Long             | DBT              | CORP              | US        |     3249000 | PA      | $3187593.90   | 0.09%             | 2026-05-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| MAVERICK GAMING LLC                                             | Maverick Gaming LLC 2024 Second Out Term Loan                                                                                    | CUSIP: 57770JAE6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      977060 | PA      | $588678.92    | 0.02%             | 2028-06-03      | Floating      | 11.78%                | No            |                  2 | On Loan: No      |
| NEXI SPA                                                        | Nexi SpA                                                                                                                         | CUSIP: 000000000<br>LEI: 5493000P70CQRQG8SN85 | Long             | DBT              | CORP              | IT        |     1200000 | PA      | $1312148.69   | 0.04%             | 2027-04-24      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                                              | 99D10WJS5 WELLINGTON                                                                                                             | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              |  | US        |   -89900000 | NC      | $-897457.32   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Asurion LLC                                                     | Asurion LLC 2022 Term Loan B10                                                                                                   | CUSIP: 04649VBB5<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |      897233 | PA      | $864851.76    | 0.02%             | 2028-08-19      | Floating      | 8.42%                 | No            |                  2 | On Loan: No      |
| CYTOKINETICS INC                                                | Cytokinetics Inc                                                                                                                 | CUSIP: 23282WAC4<br>LEI: 549300BE5DY1HW7IHA64 | Long             | DBT              | CORP              | US        |     1175000 | PA      | $1371656.34   | 0.04%             | 2027-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                                             | Medline Borrower LP 2024 USD Add-on Term Loan B                                                                                  | CUSIP: 58503UAF0<br>LEI: 254900QT3R363TVK6F09 | Long             | LON              | CORP              | US        |     3790620 | PA      | $3762569.01   | 0.10%             | 2028-10-23      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| MINIMAX VIKING GMBH                                             | Minimax Viking GmbH 2025 USD Term Loan B                                                                                         | CUSIP: 55404TAF9<br>LEI: 549300RKTIVJWNROR778 | Long             | LON              | CORP              | US        |      335000 | PA      | $333325.00    | 0.01%             | 2032-03-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                                    | Synopsys Inc                                                                                                                     | CUSIP: 871607AD9<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |     1275000 | PA      | $1283851.10   | 0.04%             | 2032-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UNICAJA BANCO SA                                                | Unicaja Banco SA                                                                                                                 | CUSIP: 000000000<br>LEI: 5493007SJLLCTM6J6M37 | Long             | DBT              | CORP              | ES        |      100000 | PA      | $117657.40    | 0.00%             | 2034-06-22      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SHR Trust                                                       | SHR Trust 2024-LXRY                                                                                                              | CUSIP: 784234AJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1430000 | PA      | $1400506.25   | 0.04%             | 2041-10-15      | Floating      | 8.77%                 | No            |                  2 | On Loan: No      |
| IVORY COAST                                                     | Ivory Coast Government International Bond                                                                                        | CUSIP: 000000000<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |    11935000 | PA      | $11680691.58  | 0.32%             | 2032-01-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Vericrest Opportunity Loan Transferee                           | VOLT CII LLC                                                                                                                     | CUSIP: 92873HAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     4002854 | PA      | $3954415.02   | 0.11%             | 2051-08-25      | Variable      | 4.21%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                           | Tenet Healthcare Corp                                                                                                            | CUSIP: 88033GDU1<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |      330000 | PA      | $338279.37    | 0.01%             | 2031-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ROCKIES EXPRESS PIPELINE                                        | ROCKIES EXPRESS PIPELINE                                                                                                         | CUSIP: 77340RAU1<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |      200000 | PA      | $203206.80    | 0.01%             | 2033-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| EUROBANK ERG SVCS HLDGS                                         | Eurobank Ergasias Services and Holdings SA                                                                                       | CUSIP: 000000000<br>LEI: JEUVK5RWVJEN8W0C9M24 | Long             | DBT              | CORP              | GR        |      100000 | PA      | $121656.82    | 0.00%             | 2034-04-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                          | Bank of New York Mellon Corp/The                                                                                                 | CUSIP: 064058845<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | EP               | CORP              | US        |       56189 | NS      | $1411467.68   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ONEOK INC                                                       | ONEOK Inc                                                                                                                        | CUSIP: 682680CG6<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |      625000 | PA      | $557330.57    | 0.02%             | 2064-11-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Elanco Animal Health Incorporated                               | Elanco Animal Health Inc Term Loan B                                                                                             | CUSIP: 28414BAF3<br>LEI: 549300SHPNDCE059M934 | Long             | LON              | CORP              | US        |     1037984 | PA      | $1031154.31   | 0.03%             | 2027-08-01      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Affirm Master Trust                                             | Affirm Master Trust                                                                                                              | CUSIP: 00833BAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     5060000 | PA      | $5005787.16   | 0.14%             | 2033-02-15      | Fixed         | 7.18%                 | No            |                  2 | On Loan: No      |
| IIFL FINANCE LTD                                                | IIFL Finance Ltd                                                                                                                 | CUSIP: 000000000<br>LEI: 335800CZ46UJRS34JR78 | Long             | DBT              | CORP              | IN        |     3495000 | PA      | $3320250.00   | 0.09%             | 2028-07-24      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                           | China Government Bond                                                                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    29900000 | PA      | $4319819.87   | 0.12%             | 2034-05-25      | Fixed         | 2.27%                 | No            |                  2 | On Loan: No      |
| Aretec Group Inc                                                | Aretec Group Inc 2024 1st Lien Term Loan B                                                                                       | CUSIP: 04009DAH7<br>LEI: 549300NV2T8A33L0PQ58 | Long             | LON              | CORP              | US        |     3229957 | PA      | $3209769.62   | 0.09%             | 2030-08-09      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                       | Uniform Mortgage-Backed Security, TBA                                                                                            | CUSIP: 01F040644<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |   -25400000 | PA      | $-23671503.84 | -0.65%            | 2055-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Dave & Buster's, Inc.                                           | Dave & Buster's Inc 2024 1st Lien Term Loan B                                                                                    | CUSIP: 23833EAY0<br>LEI: 549300JAVWTAY1FT5Z45 | Long             | LON              | CORP              | US        |      995000 | PA      | $915091.55    | 0.03%             | 2031-11-01      | Floating      | 7.53%                 | No            |                  2 | On Loan: No      |
| MIDCAP FINANCIAL                                                | Midcap Financial Issuer Trust                                                                                                    | CUSIP: 59590AAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      864000 | PA      | $756030.38    | 0.02%             | 2030-01-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Pretium Mortgage Credit Partners LLC                            | PRET 2021-NPL5 LLC                                                                                                               | CUSIP: 74143KAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     6598235 | PA      | $6521279.54   | 0.18%             | 2051-10-25      | Variable      | 4.70%                 | No            |                  2 | On Loan: No      |
| TYLER TECHNOLOGIES INC                                          | Tyler Technologies Inc                                                                                                           | CUSIP: 902252AB1<br>LEI: 25490040SMU4Z8LBCW70 | Long             | DBT              | CORP              | US        |      450000 | PA      | $529425.00    | 0.01%             | 2026-03-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Air Comm Corporation LLC                                        | Air Comm Corporation LLC 2024 Delayed Draw Term Loan                                                                             | CUSIP: 82670NAC0<br>LEI: 254900S9ONE06XB1T251 | Long             | LON              | CORP              | US        |       78077 | PA      | $77003.37     | 0.00%             | 2031-12-11      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| ALARM.COM HLDGS INC                                             | Alarm.com Holdings Inc                                                                                                           | CUSIP: 011642AB1<br>LEI: 549300HIH92U1EKIHZ32 | Long             | DBT              | CORP              | US        |     2768000 | PA      | $2646208.00   | 0.07%             | 2026-01-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                                  | Enterprise Fleet Financing 2024-1 LLC                                                                                            | CUSIP: 29375PAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3195000 | PA      | $3254468.85   | 0.09%             | 2030-09-20      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| EPIC CRUDE SERVICES LP                                          | Epic Crude Services LP 2024 Term Loan B                                                                                          | CUSIP: 29428XAG5<br>LEI: 549300FRS682IQ7J9S42 | Long             | LON              | CORP              | US        |      613462 | PA      | $612260.11    | 0.02%             | 2031-10-15      | Floating      | 7.26%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                                | Deutsche Bank AG                                                                                                                 | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |     5200000 | PA      | $5626795.99   | 0.15%             | 2026-11-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                                                                | CUSIP: 3136A6MP6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       94264 | PA      | $19168.58     | 0.00%             | 2042-06-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Bank                                                            | BANK 2020-BNK25                                                                                                                  | CUSIP: 06539WBC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    11658788 | PA      | $380235.05    | 0.01%             | 2063-01-15      | Variable      | 0.98%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                              | Dominican Republic International Bond                                                                                            | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |   102350000 | PA      | $2018600.60   | 0.06%             | 2033-02-03      | Fixed         | 13.63%                | No            |                  2 | On Loan: No      |
| Boxer Parent Company Inc.                                       | Boxer Parent Company Inc 2024 2nd Lien Term Loan                                                                                 | CUSIP: 05988HAL1<br>LEI: 5493006T045HLTF7YX04 | Long             | LON              | CORP              | US        |     1260000 | PA      | $1188595.80   | 0.03%             | 2032-07-30      | Floating      | 10.07%                | No            |                  2 | On Loan: No      |
| ENERGO PRO AS                                                   | Energo-Pro AS                                                                                                                    | CUSIP: 000000000<br>LEI: 315700IQCL9IX158RO36 | Long             | DBT              | CORP              | CZ        |      285000 | PA      | $298508.58    | 0.01%             | 2028-11-02      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| United States Treasury                                          | U.S. Treasury Bonds                                                                                                              | CUSIP: 912810RC4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    14845000 | PA      | $12894274.22  | 0.35%             | 2043-08-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                  | Morgan Stanley Capital I Trust 2017-H1                                                                                           | CUSIP: 61691JBA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2055000 | PA      | $1910872.58   | 0.05%             | 2050-06-15      | Variable      | 4.28%                 | No            |                  2 | On Loan: No      |
| PG&E CORP                                                       | PG&E Corp                                                                                                                        | CUSIP: 69331CAM0<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |     8985000 | PA      | $8722549.77   | 0.24%             | 2055-03-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| IBERCAJA BANCO SA                                               | Ibercaja Banco SA                                                                                                                | CUSIP: 000000000<br>LEI: 549300OLBL49CW8CT155 | Long             | DBT              | CORP              | ES        |     3600000 | PA      | $4396260.23   | 0.12%             | 2028-01-25      | Fixed         | 9.13%                 | No            |                  2 | On Loan: No      |
| UNICAJA BANCO SA                                                | Unicaja Banco SA                                                                                                                 | CUSIP: 000000000<br>LEI: 5493007SJLLCTM6J6M37 | Long             | DBT              | CORP              | ES        |     1500000 | PA      | $1534415.43   | 0.04%             | 2029-09-25      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| COUNTRY GARDEN HLDGS                                            | Country Garden Holdings Co Ltd                                                                                                   | CUSIP: 000000000<br>LEI: 549300MGHLPT1EFHGF84 | Long             | DBT              | CORP              | KY        |     7485000 | PA      | $598800.00    | 0.02%             | 2031-01-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP/FINANCE CORP                                          | Sunoco LP / Sunoco Finance Corp                                                                                                  | CUSIP: 86765LAT4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      350000 | PA      | $331598.37    | 0.01%             | 2029-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                 | CVS Health Corp                                                                                                                  | CUSIP: 126650EH9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     2839000 | PA      | $2871785.94   | 0.08%             | 2055-03-10      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BANCO DE SABADELL SA                                            | Banco de Sabadell SA                                                                                                             | CUSIP: 000000000<br>LEI: SI5RG2M0WQQLZCXKRM20 | Long             | DBT              | CORP              | ES        |     2200000 | PA      | $2938218.93   | 0.08%             | 2029-10-13      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MCAFEE CORP                                                     | McAfee Corp                                                                                                                      | CUSIP: 579063AB4<br>LEI: 2549009UKR8UEZYVCR93 | Long             | DBT              | CORP              | US        |      560000 | PA      | $483720.68    | 0.01%             | 2030-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Rockpoint Gas Storage Partners LP                               | Rockpoint Gas Storage Partners LP 2025 Term Loan B                                                                               | CUSIP: 000000000<br>LEI: 549300ZXM0KTRM0NMI59 | Long             | LON              | CORP              | US        |     2259338 | PA      | $2228972.00   | 0.06%             | 2031-09-18      | Floating      | 7.30%                 | No            |                  2 | On Loan: No      |
| Setanta Aircraft Leasing Designated Activity Company            | Setanta Aircraft Leasing Designated Activity Company 2024 Term Loan B                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | IE        |     1027125 | PA      | $1027309.84   | 0.03%             | 2028-11-05      | Floating      | 6.05%                 | No            |                  2 | On Loan: No      |
| IVC ACQUISITION LTD                                             | IVC Acquisition Ltd 2025 EUR Repriced Term Loan B                                                                                | CUSIP: 000000000<br>LEI: 5493000Y4FS5LU4IPV32 | Long             | LON              | CORP              | GB        |     1320000 | PA      | $1479347.34   | 0.04%             | 2028-12-12      | Floating      | 6.43%                 | No            |                  2 | On Loan: No      |
| AI AQUA MERGER SUB INC                                          | AI Aqua Merger Sub Inc 2024 1st Lien Term Loan B                                                                                 | CUSIP: 00132UAP9<br>LEI: 5493005QMH1D47U26R45 | Long             | LON              | CORP              | US        |      606954 | PA      | $599190.88    | 0.02%             | 2028-07-31      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| JD.COM INC                                                      | JD.com Inc                                                                                                                       | CUSIP: 47215PAH9<br>LEI: 549300HVTWB0GJZ16V92 | Long             | DBT              | CORP              | KY        |     1925000 | PA      | $2019517.50   | 0.06%             | 2029-06-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                             | Dominion Energy Inc                                                                                                              | CUSIP: 25746UDU0<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     1214000 | PA      | $1260440.36   | 0.03%             | 2054-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                                                                  | CUSIP: 31418E4K3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2687844 | PA      | $2760834.49   | 0.08%             | 2039-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PES Holdings LLC                                                | PES Holdings LLC 2018 Term Loan C                                                                                                | CUSIP: 71571EAD1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       93779 | PA      | $468.90       | 0.00%             | 2025-12-31      | Floating      | 3.00%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                | Paramount Global                                                                                                                 | CUSIP: 92556HAE7<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     1607000 | PA      | $1545814.28   | 0.04%             | 2062-03-30      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| AGL CLO 16 LTD                                                  | AGL CLO 16 Ltd                                                                                                                   | CUSIP: 00120MAC0<br>LEI: 2549009GL17CEZFCKZ48 | Long             | ABS-CBDO         | CORP              | KY        |     5835000 | PA      | $5416233.72   | 0.15%             | 2035-01-20      | Floating      | 8.92%                 | No            |                  2 | On Loan: No      |
| VILLA DUTCH BIDCO BV                                            | House of HR Group BV                                                                                                             | CUSIP: 000000000<br>LEI: 724500AWBTX8I880X774 | Long             | DBT              | CORP              | NL        |     2535000 | PA      | $2677931.17   | 0.07%             | 2029-11-03      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| RAVEN ACQUISITION HOLDINGS LLC                                  | Raven Acquisition Holdings LLC Delayed Draw Term Loan                                                                            | CUSIP: 75419XAD6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       66667 | PA      | $65904.67     | 0.00%             | 2031-11-19      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| PLANET FINANCIAL GROUP                                          | Planet Financial Group LLC                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    12825000 | PA      | $12648015.00  | 0.35%             | 2029-12-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| RAKUTEN GROUP INC                                               | Rakuten Group Inc                                                                                                                | CUSIP: 75102WAK4<br>LEI: 529900IMXUCQKUL1H943 | Long             | DBT              | CORP              | JP        |      474000 | PA      | $499979.92    | 0.01%             | 2029-04-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                                             | PURCHASED USD / SOLD CHF                                                                                                         | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | US        |           1 | NC      | $-182280.39   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                        | Long: B9D0UXBE1 IRS USD R V 12MSOFR 99D0UXBF8 CCPOIS / Short: B9D0UXBE1 IRS USD P F  2.97000 99D0UXBE1 CCPOIS                    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    10685000 | OU      | $1607716.58   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                                         | Mexican Bonos                                                                                                                    | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    14086200 | PA      | $651067.89    | 0.02%             | 2038-11-18      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| WE SODA INV HOLDING PLC                                         | WE Soda Investments Holding PLC                                                                                                  | CUSIP: 000000000<br>LEI: 984500SE38C07DB47A90 | Long             | DBT              | CORP              | GB        |     6445000 | PA      | $6591623.75   | 0.18%             | 2028-10-06      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| HUB INTERNATIONAL LIMITED                                       | HUB International Limited 2025 Term Loan B                                                                                       | CUSIP: 44332EAZ9<br>LEI: 549300JQT6ATTUNS5E06 | Long             | LON              | CORP              | US        |     5140050 | PA      | $5103555.95   | 0.14%             | 2030-06-20      | Floating      | 6.77%                 | No            |                  2 | On Loan: No      |
| ENPHASE ENERGY INC                                              | Enphase Energy Inc                                                                                                               | CUSIP: 29355AAK3<br>LEI: 5493008U7KIGMI59Z314 | Long             | DBT              | CORP              | US        |     2445000 | PA      | $2040352.50   | 0.06%             | 2028-03-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Asurion LLC                                                     | Asurion LLC 2021 Second Lien Term Loan B4                                                                                        | CUSIP: 04649VBA7<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |     1500000 | PA      | $1372965.00   | 0.04%             | 2029-01-20      | Floating      | 9.69%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                | PURCHASED COP / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | CO        |           1 | NC      | $-14209.25    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                       | Uniform Mortgage-Backed Security, TBA                                                                                            | CUSIP: 01F040651<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |   -35550000 | PA      | $-33127052.42 | -0.91%            | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                           | Mexico Government International Bonds                                                                                            | CUSIP: 91087BAP5<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      630000 | PA      | $340875.76    | 0.01%             | 2071-04-19      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Drive Auto Receivables Trust                                    | Drive Auto Receivables Trust 2024-1                                                                                              | CUSIP: 26208WAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     4099093 | PA      | $4104001.66   | 0.11%             | 2028-02-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                                         | Royal Caribbean Cruises Ltd                                                                                                      | CUSIP: 780153BJ0<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |      500000 | PA      | $500238.50    | 0.01%             | 2026-08-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| VTR COMUNICACIONES SPA                                          | VTR Comunicaciones SpA                                                                                                           | CUSIP: 000000000<br>LEI: 213800XDZJKMC1AEUV94 | Long             | DBT              | CORP              | CL        |      615000 | PA      | $577249.58    | 0.02%             | 2028-01-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Bank                                                            | BANK 2019-BNK24                                                                                                                  | CUSIP: 06540VBC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    28177807 | PA      | $733924.80    | 0.02%             | 2062-11-15      | Variable      | 0.75%                 | No            |                  2 | On Loan: No      |
| LERNEN BIDCO LIMITED                                            | Lernen Bidco Limited 2024 EUR 1st Lien Term Loan B                                                                               | CUSIP: 000000000<br>LEI: 894500YKKF2CXAP6DR25 | Long             | LON              | CORP              | GB        |      795000 | PA      | $899112.13    | 0.02%             | 2029-04-25      | Floating      | 6.78%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust                                    | Ford Credit Auto Owner Trust 2022-C                                                                                              | CUSIP: 34535AAF7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1700000 | PA      | $1709755.62   | 0.05%             | 2028-02-15      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                                           | Foundry JV Holdco LLC                                                                                                            | CUSIP: 350930AJ2<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |      446000 | PA      | $456681.02    | 0.01%             | 2037-01-25      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| IHS HOLDING LTD                                                 | IHS Holding Ltd                                                                                                                  | CUSIP: 000000000<br>LEI: 213800CLGMKL63VKTD94 | Long             | DBT              | CORP              | KY        |     3445000 | PA      | $3320783.43   | 0.09%             | 2030-05-29      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| First Brands Group LLC                                          | First Brands Group LLC 2021 2nd Lien Term Loan                                                                                   | CUSIP: 31935HAF4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     1000000 | PA      | $840000.00    | 0.02%             | 2028-03-30      | Floating      | 13.04%                | No            |                  2 | On Loan: No      |
| FORTUNE STAR BVI LTD                                            | Fortune Star BVI Ltd                                                                                                             | CUSIP: 000000000<br>LEI: 2549008CU8NYQQRSNU62 | Long             | DBT              | CORP              | VG        |    12620000 | PA      | $12174217.93  | 0.33%             | 2026-05-18      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EW SCRIPPS COMPANY THE                                          | EW SCRIPPS COMPANY THE 2025 TERM LOAN B3                                                                                         | CUSIP: 26928BAR0<br>LEI: 549300U1OW41QPKYW028 | Long             | LON              | CORP              | US        |      311700 | PA      | $257373.96    | 0.01%             | 2029-11-30      | Floating      | 7.76%                 | No            |                  2 | On Loan: No      |
| ILIAD HOLDING SAS                                               | Iliad Holding SASU                                                                                                               | CUSIP: 449691AF1<br>LEI: 9695009PXA7OI9NXN582 | Long             | DBT              | CORP              | FR        |     1435000 | PA      | $1513683.92   | 0.04%             | 2031-04-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| HSB Group Inc                                                   | HSB Group Inc                                                                                                                    | CUSIP: 40428NAC3<br>LEI: 549300YBYP3KZS5URX14 | Long             | DBT              | CORP              | US        |     1360000 | PA      | $1319387.34   | 0.04%             | 2027-07-15      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                             | COMM 2014-UBS4 Mortgage Trust                                                                                                    | CUSIP: 12591QAW2<br>LEI: 5493004GWEVMOU8S3L34 | Long             | ABS-MBS          | CORP              | US        |     1350000 | PA      | $1003185.00   | 0.03%             | 2047-08-10      | Variable      | 4.80%                 | No            |                  2 | On Loan: No      |
| HOWDEN UK REFINANCE / US                                        | Howden UK Refinance PLC / Howden UK Refinance 2 PLC / Howden US Refinance LLC                                                    | CUSIP: 44287DAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     5525000 | PA      | $5604577.85   | 0.15%             | 2032-02-15      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| TURKCELL ILETISIM HIZMET                                        | Turkcell Iletisim Hizmetleri AS                                                                                                  | CUSIP: 900111AD7<br>LEI: 7890003EX1LTLS2FFL84 | Long             | DBT              | CORP              | TR        |     4995000 | PA      | $4996818.18   | 0.14%             | 2032-01-24      | Fixed         | 7.65%                 | No            |                  2 | On Loan: No      |
| ENSTAR GROUP LTD                                                | Enstar Group Ltd                                                                                                                 | CUSIP: 29359UAD1<br>LEI: 213800AMAL5QFXVUCN04 | Long             | DBT              | CORP              | BM        |     1405000 | PA      | $1408891.85   | 0.04%             | 2045-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                          | US 10YR ULTRA FUT JUN25                                                                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        1366 | NC      | $732258.52    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| INTL AIRPORT FINANCE SA                                         | International Airport Finance SA                                                                                                 | CUSIP: 000000000<br>LEI: 959800M9M5LP0KXUP789 | Long             | DBT              | CORP              | ES        |     5777361 | PA      | $6167314.05   | 0.17%             | 2033-03-15      | Fixed         | 12.00%                | No            |                  2 | On Loan: No      |
| ARDAGH PKG FIN/HLDGS USA                                        | Ardagh Packaging Finance PLC / Ardagh Holdings USA Inc                                                                           | CUSIP: 03969AAR1<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |      725000 | PA      | $333500.00    | 0.01%             | 2027-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BAUSCH + LOMB CORP                                              | Bausch + Lomb Corp                                                                                                               | CUSIP: 071705AA5<br>LEI: 549300NY6OZM39SO6475 | Long             | DBT              | CORP              | CA        |      343000 | PA      | $356308.40    | 0.01%             | 2028-10-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| GREAT CANADIAN GAMING CO                                        | Great Canadian Gaming Corp                                                                                                       | CUSIP: 389925AA6<br>LEI: 549300FU60SSFLTE0M84 | Long             | DBT              | CORP              | CA        |     3700000 | PA      | $3666630.44   | 0.10%             | 2029-11-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| CCC Intelligent Solutions Inc                                   | CCC Intelligent Solutions Inc Term Loan                                                                                          | CUSIP: 12511BAC6<br>LEI: 5493006JEEL9RIWY5T17 | Long             | LON              | CORP              | US        |      399000 | PA      | $398002.50    | 0.01%             | 2032-01-23      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| Cimpress Public Limited Company                                 | Cimpress Public Limited Company 2024 Term Loan B                                                                                 | CUSIP: 000000000<br>LEI: 549300X1IFD75XISOR81 | Long             | LON              | CORP              | IE        |     2282008 | PA      | $2202137.36   | 0.06%             | 2028-05-17      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| EOC Borrower LLC                                                | EOC Borrower LLC Term Loan B                                                                                                     | CUSIP: 26875YAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     1870000 | PA      | $1843502.10   | 0.05%             | 2032-03-24      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| SNOWFLAKE INC                                                   | Snowflake Inc                                                                                                                    | CUSIP: 833445AC3<br>LEI: 254900CJNSY1K7T53Z16 | Long             | DBT              | CORP              | US        |     4707000 | PA      | $5839033.50   | 0.16%             | 2029-10-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners CLO, LTD                                 | Golub Capital Partners CLO 72 B Ltd                                                                                              | CUSIP: 381942AA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |     5300000 | PA      | $5242707.00   | 0.14%             | 2037-04-25      | Floating      | 11.03%                | No            |                  2 | On Loan: No      |
| BANIJAY ENTERTAINMENT SAS                                       | Banijay Entertainment SAS 2025 USD Term Loan B3                                                                                  | CUSIP: 000000000<br>LEI: 5493008PW5N0VVCH7279 | Long             | LON              | CORP              | US        |      451007 | PA      | $447434.61    | 0.01%             | 2028-03-01      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                        | Lloyds Banking Group PLC                                                                                                         | CUSIP: 000000000<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |     3150000 | PA      | $4308939.69   | 0.12%             | 2027-09-27      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                     | PURCHASED USD / SOLD NOK                                                                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $-239165.38   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                    | GS Mortgage Securities Trust 2020-GC45                                                                                           | CUSIP: 36258YBJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     7038121 | PA      | $165338.83    | 0.00%             | 2053-02-13      | Variable      | 0.73%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                          | U.S. Treasury Inflation-Indexed Bonds                                                                                            | CUSIP: 912810RL4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    20518749 | PA      | $15076125.31  | 0.41%             | 2045-02-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| TELECOM ITALIA CAPITAL                                          | Telecom Italia Capital SA                                                                                                        | CUSIP: 87927VAF5<br>LEI: 549300777DJZOR5C4L39 | Long             | DBT              | CORP              | LU        |      175000 | PA      | $174847.46    | 0.00%             | 2033-11-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| LBM ACQUISITION LLC                                             | LBM Acquisition LLC                                                                                                              | CUSIP: 05552BAA4<br>LEI: 549300FAEB3VWZL4NI86 | Long             | DBT              | CORP              | US        |     1024000 | PA      | $897312.87    | 0.02%             | 2029-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| THUNDER GENERATION FUNDING LLC                                  | Thunder Generation Funding LLC Term Loan B                                                                                       | CUSIP: 88604KAB6<br>LEI: 254900JBXSZJDYE69921 | Long             | LON              | CORP              | US        |     1772992 | PA      | $1770332.33   | 0.05%             | 2031-10-03      | Floating      | 7.30%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa                                        | Republic of South Africa Government Bond                                                                                         | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    30335000 | PA      | $1580427.79   | 0.04%             | 2030-01-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| GRIFOLS SA                                                      | Grifols SA                                                                                                                       | CUSIP: 000000000<br>LEI: 959800HSSNXWRKBK4N60 | Long             | DBT              | CORP              | ES        |     2200000 | PA      | $2336504.18   | 0.06%             | 2028-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| COHERENT CORP                                                   | Coherent Corp                                                                                                                    | CUSIP: 902104AC2<br>LEI: 549300O5C25A0MMHHU33 | Long             | DBT              | CORP              | US        |      775000 | PA      | $741967.72    | 0.02%             | 2029-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                       | Uniform Mortgage-Backed Security, TBA                                                                                            | CUSIP: 01F042657<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |     -290000 | PA      | $-277312.59   | -0.01%            | 2055-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| REN10 HOLDING AB                                                | Ren10 Holding AB 2024 EUR 1st Lien Term Loan B                                                                                   | CUSIP: 000000000<br>LEI: 984500C11N86C74JB462 | Long             | LON              | CORP              | SE        |      935000 | PA      | $1057234.50   | 0.03%             | 2030-07-31      | Floating      | 6.21%                 | No            |                  2 | On Loan: No      |
| ARDAGH PKG FIN/HLDGS USA                                        | Ardagh Packaging Finance PLC / Ardagh Holdings USA Inc                                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     3695000 | PA      | $3709529.20   | 0.10%             | 2026-08-15      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| GoldenTree Loan Management US CLO, LTD                          | GoldenTree Loan Management US CLO 16 Ltd                                                                                         | CUSIP: 38123JAA8<br>LEI: 549300KYU0TCMXRAI217 | Long             | ABS-CBDO         | CORP              | JE        |     2630000 | PA      | $2578060.13   | 0.07%             | 2038-01-20      | Floating      | 8.77%                 | No            |                  2 | On Loan: No      |
| ZHONGSHENG GROUP                                                | Zhongsheng Group Holdings Ltd                                                                                                    | CUSIP: 000000000<br>LEI: 3003005VYMEBAJNJ2Y26 | Long             | DBT              | CORP              | KY        |     3535000 | PA      | $3458739.94   | 0.09%             | 2028-01-30      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| BAWAG GROUP AG                                                  | BAWAG Group AG                                                                                                                   | CUSIP: 000000000<br>LEI: 529900S9YO2JHTIIDG38 | Long             | DBT              | CORP              | AT        |     2000000 | PA      | $2298898.08   | 0.06%             | 2029-09-18      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| FORVIA SE                                                       | Forvia SE                                                                                                                        | CUSIP: 000000000<br>LEI: 969500F0VMZLK2IULV85 | Long             | DBT              | CORP              | FR        |     2875000 | PA      | $3111047.11   | 0.09%             | 2027-06-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| WYNN MACAU LTD                                                  | Wynn Macau Ltd                                                                                                                   | CUSIP: 98313RAJ5<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |     8530000 | PA      | $8299690.00   | 0.23%             | 2029-03-07      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Asurion LLC                                                     | Asurion LLC 2021 2nd Lien Term Loan B3                                                                                           | CUSIP: 04649VAZ3<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |     1440000 | PA      | $1341259.20   | 0.04%             | 2028-01-31      | Floating      | 9.69%                 | No            |                  2 | On Loan: No      |
| Bank                                                            | BANK 2019-BNK22                                                                                                                  | CUSIP: 06540XBH3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6392341 | PA      | $148898.72    | 0.00%             | 2062-11-15      | Variable      | 0.69%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                     | Long: S9D101A37 IRS BRL R F 14.53000 99D101A37 CCPNDFPREDISWAP / Short: S9D101A37 IRS BRL P V 00MBRCDI 99D101A29 CCPNDFPREDISWAP | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    11599049 | OU      | $114345.97    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                          | General Motors Financial Co Inc                                                                                                  | CUSIP: 37045XDB9<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     1653000 | PA      | $1554302.51   | 0.04%             | 2030-09-30      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                          | Santander Drive Auto Receivables Trust 2023-4                                                                                    | CUSIP: 802927AD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     6046514 | PA      | $6067713.97   | 0.17%             | 2028-04-17      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| INDIA GOVERNMENT BOND                                           | India Government Bond                                                                                                            | CUSIP: 000000000<br>LEI: 335800IV7VCDQGIOI391 | Long             | DBT              | NUSS              | IN        |    39760000 | PA      | $488845.81    | 0.01%             | 2029-01-14      | Fixed         | 7.26%                 | No            |                  2 | On Loan: No      |
| BPR Trust                                                       | BPR Trust 2023-BRK2                                                                                                              | CUSIP: 05610WAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3470000 | PA      | $3611248.09   | 0.10%             | 2038-10-05      | Variable      | 8.63%                 | No            |                  2 | On Loan: No      |
| Rocket Software Inc                                             | Rocket Software Inc 2023 USD Term Loan B                                                                                         | CUSIP: 77313DAW1<br>LEI: 549300PVG26ISP5X1556 | Long             | LON              | CORP              | US        |     3786750 | PA      | $3757289.09   | 0.10%             | 2028-11-28      | Floating      | 8.57%                 | No            |                  2 | On Loan: No      |
| American Builders & Contractors Supply Co Inc                   | American Builders & Contractors Supply Co Inc 2024 Term Loan B                                                                   | CUSIP: 02474RAJ2<br>LEI: 549300H5GQ4C1BEKG397 | Long             | LON              | CORP              | US        |     1957164 | PA      | $1953778.58   | 0.05%             | 2031-01-31      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| Ally Bank Auto Credit-Linked Notes                              | Ally Bank Auto Credit-Linked Notes Series 2024-A                                                                                 | CUSIP: 02007GZ97<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      669384 | PA      | $684570.16    | 0.02%             | 2032-05-17      | Fixed         | 9.89%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                                        | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                                                                   | CUSIP: 01883LAH6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2320000 | PA      | $2344503.84   | 0.06%             | 2032-10-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                               | PURCHASED TRY / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | TR        |           1 | NC      | $-54950.27    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC                                     | Hertz Vehicle Financing III LLC                                                                                                  | CUSIP: 42806MBV0<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |     3460000 | PA      | $3476069.97   | 0.10%             | 2027-06-25      | Fixed         | 9.13%                 | No            |                  2 | On Loan: No      |
| SHIFT4 PAYMENTS INC                                             | Shift4 Payments Inc                                                                                                              | CUSIP: 82452JAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2570000 | PA      | $2902815.00   | 0.08%             | 2025-12-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Option Care Health Inc                                          | Option Care Health Inc 2021 Term Loan B                                                                                          | CUSIP: 68404YAB0<br>LEI: 549300DI3Q5ACSYJRI17 | Long             | LON              | CORP              | US        |      460243 | PA      | $459667.66    | 0.01%             | 2028-10-27      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| BANCA MONTE DEI PASCHI S                                        | Banca Monte dei Paschi di Siena SpA                                                                                              | CUSIP: 000000000<br>LEI: J4CP7MHCXR8DAQMKIL78 | Long             | DBT              | CORP              | IT        |     3575000 | PA      | $4416905.70   | 0.12%             | 2028-01-18      | Fixed         | 7.71%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                            | Bank of America Corp                                                                                                             | CUSIP: 06051GKC2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      465000 | PA      | $387973.24    | 0.01%             | 2036-09-21      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP                                               | Clarios Global LP 2025 EUR Term Loan B                                                                                           | CUSIP: 000000000<br>LEI: 549300474L1ZLXZY2P98 | Long             | LON              | CORP              | US        |      765000 | PA      | $854177.16    | 0.02%             | 2032-01-28      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| Polaris Newco LLC                                               | Polaris Newco LLC USD Term Loan B                                                                                                | CUSIP: 73108RAB4<br>LEI: 254900LEPDAG7EDOA064 | Long             | LON              | CORP              | US        |     2015218 | PA      | $1940272.47   | 0.05%             | 2028-06-02      | Floating      | 8.29%                 | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                         | PURCHASED PHP / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | PH        |           1 | NC      | $67756.07     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                    | Enbridge Inc                                                                                                                     | CUSIP: 29250NBT1<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     1080000 | PA      | $1164121.20   | 0.03%             | 2084-01-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| OMNIA PARTNERS LLC                                              | OMNIA Partners LLC 2024 Term Loan B                                                                                              | CUSIP: 68218HAE7<br>LEI: 254900ZD1P5CVG9GOS22 | Long             | LON              | CORP              | US        |      521069 | PA      | $518244.87    | 0.01%             | 2030-07-25      | Floating      | 7.03%                 | No            |                  2 | On Loan: No      |
| AMER SPORTS COMPANY                                             | Amer Sports Co                                                                                                                   | CUSIP: 02352NAA7<br>LEI: 549300NRKH9WF70VFC95 | Long             | DBT              | CORP              | US        |      400000 | PA      | $404576.80    | 0.01%             | 2031-02-16      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Bank                                                            | BANK 2019-BNK18                                                                                                                  | CUSIP: 065402BD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     9105138 | PA      | $267761.16    | 0.01%             | 2062-05-15      | Variable      | 1.03%                 | No            |                  2 | On Loan: No      |
| DAYFORCE INC                                                    | Dayforce Inc 2025 Term Loan B                                                                                                    | CUSIP: 23958CAD9<br>LEI: 549300T64GVCHFJ8L449 | Long             | LON              | CORP              | US        |      372192 | PA      | $371726.95    | 0.01%             | 2031-03-01      | Floating      | 6.28%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                           | Wells Fargo Commercial Mortgage Trust 2015-NXS1                                                                                  | CUSIP: 94989HBM1<br>LEI: 5493002S7XBI8CVRR075 | Long             | ABS-MBS          | CORP              | US        |       15000 | PA      | $14461.67     | 0.00%             | 2048-05-15      | Variable      | 4.04%                 | No            |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Linked Notes                         | Santander Bank NA - SBCLN                                                                                                        | CUSIP: 80290CAJ3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        6484 | PA      | $6483.03      | 0.00%             | 2031-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MINERVA LUXEMBOURG SA                                           | Minerva Luxembourg SA                                                                                                            | CUSIP: 000000000<br>LEI: 222100NM3G3RCPGZ2Z17 | Long             | DBT              | CORP              | LU        |     3855000 | PA      | $3392481.34   | 0.09%             | 2031-03-18      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac REMICS                                                                                                               | CUSIP: 3137B05Q3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       12730 | PA      | $926.59       | 0.00%             | 2033-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                | Societe Generale SA                                                                                                              | CUSIP: 83371GAA9<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |     2025000 | PA      | $2177508.83   | 0.06%             | 2028-11-14      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| ACRISURE LLC / FIN INC                                          | Acrisure LLC / Acrisure Finance Inc                                                                                              | CUSIP: 00489LAK9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1800000 | PA      | $1841716.80   | 0.05%             | 2029-02-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| JOHNSONVILLE AERO COMBST                                        | Johnsonville Aeroderivative Combustion Turbine Generation LLC                                                                    | CUSIP: 479281AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      452188 | PA      | $436729.29    | 0.01%             | 2054-10-01      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| BONOS DE TESORERIA                                              | Peru Government Bond                                                                                                             | CUSIP: 000000000<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     5815000 | PA      | $1460927.91   | 0.04%             | 2034-08-12      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| BANK OF NEW YORK MELLON                                         | Bank of New York Mellon/The                                                                                                      | CUSIP: 06405LAH4<br>LEI: HPFHU0OQ28E4N0NFVK49 | Long             | DBT              | CORP              | US        |     2725000 | PA      | $2763466.94   | 0.08%             | 2029-04-20      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                        | Benchmark 2019-B9 Mortgage Trust                                                                                                 | CUSIP: 08160JAK3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      541000 | PA      | $472185.29    | 0.01%             | 2052-03-15      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                | BAT Capital Corp                                                                                                                 | CUSIP: 05526DCC7<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     1050000 | PA      | $1054197.84   | 0.03%             | 2035-08-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                          | CCO Holdings LLC / CCO Holdings Capital Corp                                                                                     | CUSIP: 1248EPCD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      300000 | PA      | $283210.55    | 0.01%             | 2030-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BCPE PEQUOD BUYER INC                                           | BCPE Pequod Buyer Inc USD Term Loan B                                                                                            | CUSIP: 000000000<br>LEI: 254900HEEOS2IWC84V94 | Long             | LON              | CORP              | US        |     1865000 | PA      | $1858397.90   | 0.05%             | 2031-11-25      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| EP Purchaser LLC                                                | EP Purchaser LLC 2021 Term Loan B                                                                                                | CUSIP: 26881KAC8<br>LEI: 549300GGODRVQG1GH476 | Long             | LON              | CORP              | US        |     1542051 | PA      | $1530485.90   | 0.04%             | 2028-11-06      | Floating      | 8.06%                 | No            |                  2 | On Loan: No      |
| ILIAD HOLDING SAS                                               | Iliad Holding SASU                                                                                                               | CUSIP: 000000000<br>LEI: 9695009PXA7OI9NXN582 | Long             | DBT              | CORP              | FR        |     4525000 | PA      | $5466032.72   | 0.15%             | 2031-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Worldwide Plaza Trust                                           | Worldwide Plaza Trust 2017-WWP                                                                                                   | CUSIP: 98162JAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4095000 | PA      | $2785710.97   | 0.08%             | 2036-11-10      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| ALARM.COM HLDGS INC                                             | Alarm.com Holdings Inc                                                                                                           | CUSIP: 011642AC9<br>LEI: 549300HIH92U1EKIHZ32 | Long             | DBT              | CORP              | US        |     3800000 | PA      | $3632800.00   | 0.10%             | 2029-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| LIVE NATION ENTERTAINMEN                                        | Live Nation Entertainment Inc                                                                                                    | CUSIP: 538034BA6<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |     2200000 | PA      | $3094300.00   | 0.08%             | 2029-01-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Cornerstone Building Brands Inc                                 | Cornerstone Building Brands Inc 2021 Term Loan B                                                                                 | CUSIP: 72431HAD2<br>LEI: 549300IW41QEWQ6T0H29 | Long             | LON              | CORP              | US        |      992248 | PA      | $865180.77    | 0.02%             | 2028-04-12      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                   | PURCHASED USD / SOLD EUR                                                                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $-447896.44   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac REMICS                                                                                                               | CUSIP: 3137FT3B1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2527637 | PA      | $508702.06    | 0.01%             | 2050-05-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Techem Verwaltungsgesellschaft 675 mbH                          | Techem Verwaltungsgesellschaft 675 mbH 2024 EUR Term Loan B5                                                                     | CUSIP: 000000000<br>LEI: 529900N0M7FQHNAV1A41 | Long             | LON              | CORP              | DE        |     2000000 | PA      | $2266222.14   | 0.06%             | 2029-07-15      | Floating      | 6.03%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                             | JPMorgan Chase & Co                                                                                                              | CUSIP: 48128B523<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EP               | CORP              | US        |       54025 | NS      | $961645.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Axalta Coating Systems U.S. Holdings, Inc.                      | Axalta Coating Systems US Holdings Inc 2024 Term Loan B                                                                          | CUSIP: 90347BAP3<br>LEI: 549300NZ43V4QV4UGN28 | Long             | LON              | CORP              | US        |      721582 | PA      | $720528.87    | 0.02%             | 2029-12-20      | Floating      | 6.05%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                    | Barclays PLC                                                                                                                     | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     2150000 | PA      | $2983500.50   | 0.08%             | 2027-09-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA                                          | Santander Holdings USA Inc                                                                                                       | CUSIP: 80282KBN5<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |     3525000 | PA      | $3537085.71   | 0.10%             | 2029-03-20      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| USA COM PART/USA COM FIN                                        | USA Compression Partners LP / USA Compression Finance Corp                                                                       | CUSIP: 91740PAG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      225000 | PA      | $227180.48    | 0.01%             | 2029-03-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| WAGA BONDCO LTD                                                 | Waga Bondco Ltd                                                                                                                  | CUSIP: 000000000<br>LEI: 254900PFB2C9WELUW795 | Long             | DBT              | CORP              | JE        |      100000 | PA      | $130211.53    | 0.00%             | 2030-06-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                           | Level 3 Financing Inc                                                                                                            | CUSIP: 527298CD3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     1910000 | PA      | $1590514.30   | 0.04%             | 2030-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BREAD FINANCIAL HLDGS                                           | Bread Financial Holdings Inc                                                                                                     | CUSIP: 018581AQ1<br>LEI: 549300G8S4PO686J7H97 | Long             | DBT              | CORP              | US        |    19475000 | PA      | $18214231.35  | 0.50%             | 2035-06-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                                    | CaixaBank SA                                                                                                                     | CUSIP: 000000000<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |     4200000 | PA      | $5132662.46   | 0.14%             | 2030-01-16      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                                     | MetLife Inc                                                                                                                      | CUSIP: 59156R850<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | EP               | CORP              | US        |       30114 | NS      | $589632.12    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Becton Dickinson & Co                                           | Becton Dickinson & Co                                                                                                            | CUSIP: 075887109<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | EC               | CORP              | US        |         707 | NS      | $146412.63    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                        | Capital One Financial Corp                                                                                                       | CUSIP: 14040HDH5<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     1362000 | PA      | $1378250.73   | 0.04%             | 2035-07-26      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| X-Caliber Funding LLC                                           | X-Caliber Funding LLC                                                                                                            | CUSIP: 98373XBK5<br>LEI: 549300GGW5CBE4FDT866 | Long             | ABS-MBS          | CORP              | US        |     3050000 | PA      | $3037815.25   | 0.08%             | 2026-10-15      | Floating      | 7.83%                 | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                                             | PURCHASED USD / SOLD SEK                                                                                                         | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | US        |           1 | NC      | $-163288.86   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| REXFORD INDUSTRIAL REALT                                        | Rexford Industrial Realty LP                                                                                                     | CUSIP: 76169XAD6<br>LEI: 549300028US163ELJN70 | Long             | DBT              |  | US        |     3675000 | PA      | $3627225.00   | 0.10%             | 2027-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae II Pool                                                                                                               | CUSIP: 3618N5KX6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    17400000 | PA      | $17607699.28  | 0.48%             | 2055-04-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                  | PURCHASED EUR / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | XX        |           1 | NC      | $-1921.87     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UFC HOLDINGS LLC                                                | UFC Holdings LLC 2024 Term Loan B                                                                                                | CUSIP: 90266UAK9<br>LEI: 549300JEOTH7UMZ3C491 | Long             | LON              | CORP              | US        |     1940138 | PA      | $1937304.90   | 0.05%             | 2031-11-21      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                   | Carnival Corp                                                                                                                    | CUSIP: 143658BV3<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     3904000 | PA      | $6242496.00   | 0.17%             | 2027-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                                              | 99D10U6E4 WELLINGTON                                                                                                             | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              |  | AD        |   -83525000 | NC      | $-2132477.33  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| S&S HOLDINGS LLC                                                | S&S Holdings LLC                                                                                                                 | CUSIP: 78525CAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1500000 | PA      | $1409619.75   | 0.04%             | 2031-10-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Multifamily Structured Credit Risk                              | Freddie Mac Multifamily Structured Credit Risk                                                                                   | CUSIP: 35563GAC3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3670000 | PA      | $3888738.61   | 0.11%             | 2051-11-25      | Floating      | 11.20%                | No            |                  2 | On Loan: No      |
| WEX INC                                                         | WEX Inc 2024 Term Loan B2                                                                                                        | CUSIP: 96208UAW1<br>LEI: T9M5IGROL1TL1G5OV478 | Long             | LON              | CORP              | US        |     1532883 | PA      | $1514687.66   | 0.04%             | 2028-03-31      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| KODIAK BUILDING PARTNERS INC                                    | Kodiak Building Partners Inc 2024 Term Loan B                                                                                    | CUSIP: 50011JAF7<br>LEI: 549300Y1Q6ZUH0EXO182 | Long             | LON              | CORP              | US        |      485000 | PA      | $465338.10    | 0.01%             | 2031-12-04      | Floating      | 8.04%                 | No            |                  2 | On Loan: No      |
| US CELLULAR CORP                                                | United States Cellular Corp                                                                                                      | CUSIP: 911684801<br>LEI: 549300B164AZXESI6E03 | Long             | EP               | CORP              | US        |       78229 | NS      | $1717908.84   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| GLENCORE FUNDING LLC                                            | Glencore Funding LLC                                                                                                             | CUSIP: 378272BV9<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |      215000 | PA      | $202766.78    | 0.01%             | 2054-04-04      | Fixed         | 5.89%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                           | Level 3 Financing Inc                                                                                                            | CUSIP: 527298CH4<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |      400000 | PA      | $312096.00    | 0.01%             | 2031-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                                         | Inter-American Development Bank                                                                                                  | CUSIP: 000000000<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |    75000000 | PA      | $898140.17    | 0.02%             | 2029-01-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| JAZZ INVESTMENTS I LTD                                          | Jazz Investments I Ltd                                                                                                           | CUSIP: 472145AG6<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |     3566000 | PA      | $3872554.93   | 0.11%             | 2030-09-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                             | Exeter Automobile Receivables Trust 2025-1                                                                                       | CUSIP: 30167MAG2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     4480000 | PA      | $4493698.50   | 0.12%             | 2032-09-15      | Fixed         | 7.48%                 | No            |                  2 | On Loan: No      |
| Bank                                                            | BANK 2019-BNK23                                                                                                                  | CUSIP: 06541RBC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5264237 | PA      | $139004.81    | 0.00%             | 2052-12-15      | Variable      | 0.80%                 | No            |                  2 | On Loan: No      |
| Chicago Transit Authority Sales & Transfer Tax Receipts Revenue | CHICAGO IL TRANSIT AUTH SALES & TRANSFER TAX RECPTS REVENUE                                                                      | CUSIP: 167725AF7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      605369 | PA      | $671188.22    | 0.02%             | 2040-12-01      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| BUCKEYE PARTNERS LP                                             | Buckeye Partners LP 2024 Term Loan B5                                                                                            | CUSIP: 11823LAP0<br>LEI: 549300C1PQJLVEIUBK50 | Long             | LON              | CORP              | US        |      112695 | PA      | $112638.76    | 0.00%             | 2026-11-01      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC                                     | Hertz Vehicle Financing III LLC                                                                                                  | CUSIP: 42806MCD9<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |    10405000 | PA      | $10535973.98  | 0.29%             | 2028-02-25      | Fixed         | 9.43%                 | No            |                  2 | On Loan: No      |
| COUNTRY GARDEN HLDGS                                            | Country Garden Holdings Co Ltd                                                                                                   | CUSIP: 000000000<br>LEI: 549300MGHLPT1EFHGF84 | Long             | DBT              | CORP              | KY        |     1235000 | PA      | $100183.20    | 0.00%             | 2025-10-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Affirm Inc                                                      | Affirm Asset Securitization Trust 2024-X1                                                                                        | CUSIP: 00834XAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       22656 | PA      | $380925.16    | 0.01%             | 2029-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| RR Ltd                                                          | RR 38 Ltd                                                                                                                        | CUSIP: 74988GAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     8025000 | PA      | $7063693.28   | 0.19%             | 2040-04-15      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| DIAMOND FRGN/DIAMOND FIN                                        | Diamond Foreign Asset Co / Diamond Finance LLC                                                                                   | CUSIP: 25260WAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |      225000 | PA      | $215102.25    | 0.01%             | 2030-10-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| TRUIST INSURANCE HOLDINGS LLC                                   | Truist Insurance Holdings LLC 2024 Term Loan B                                                                                   | CUSIP: 89788VAG7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     1287742 | PA      | $1272186.02   | 0.03%             | 2031-05-06      | Floating      | 7.05%                 | No            |                  2 | On Loan: No      |
| VMED O2 UK FINAN                                                | Vmed O2 UK Financing I PLC                                                                                                       | CUSIP: 92858RAA8<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |      300000 | PA      | $261734.49    | 0.01%             | 2031-01-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Trust                                      | GLS Auto Receivables Issuer Trust 2025-1                                                                                         | CUSIP: 36271KAN1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1317000 | PA      | $1290745.34   | 0.04%             | 2032-03-15      | Fixed         | 7.19%                 | No            |                  2 | On Loan: No      |
| Boluda Towage SL                                                | Boluda Towage SL 2024 EUR Term Loan B                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | ES        |     1000000 | PA      | $1127503.46   | 0.03%             | 2030-01-31      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| Horizon Aircraft Finance                                        | Horizon Aircraft Finance I Ltd                                                                                                   | CUSIP: 440405AE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1924228 | PA      | $1845189.74   | 0.05%             | 2038-12-15      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                  | Morgan Stanley Capital I Trust 2011-C3                                                                                           | CUSIP: 61760RAS1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      465000 | PA      | $421057.73    | 0.01%             | 2049-07-15      | Variable      | 5.11%                 | No            |                  2 | On Loan: No      |
| STAR PARENT INC                                                 | Star Parent Inc                                                                                                                  | CUSIP: 855170AA4<br>LEI: 254900GRGCJYRMDRWT73 | Long             | DBT              | CORP              | US        |     3217000 | PA      | $3255027.61   | 0.09%             | 2030-10-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners 27, LTD.                            | Octagon Investment Partners 27 Ltd                                                                                               | CUSIP: 67591CAE7<br>LEI: 6354001JUH8Y4IJVGL43 | Long             | ABS-CBDO         | CORP              | KY        |     2825000 | PA      | $2665797.13   | 0.07%             | 2030-07-15      | Floating      | 10.47%                | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust                   | JP Morgan Chase Commercial Mortgage Securities Trust 2012-C8                                                                     | CUSIP: 46638UAX4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      459412 | PA      | $417982.87    | 0.01%             | 2045-10-15      | Variable      | 2.73%                 | No            |                  2 | On Loan: No      |
| GREAT OUTDOORS GROUP LLC                                        | Great Outdoors Group LLC 2025 Term Loan B                                                                                        | CUSIP: 07014QAP6<br>LEI: 549300IYLDI2E8I2AU46 | Long             | LON              | CORP              | US        |     3822920 | PA      | $3730214.29   | 0.10%             | 2032-01-23      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trust                                 | CSAIL 2015-C3 Commercial Mortgage Trust                                                                                          | CUSIP: 12635FAZ7<br>LEI: 549300ZAGI6FKGY8O078 | Long             | ABS-MBS          | CORP              | US        |     2414000 | PA      | $2091520.02   | 0.06%             | 2048-08-15      | Variable      | 4.49%                 | No            |                  2 | On Loan: No      |
| NEP Group Inc                                                   | NEP Group Inc 2023 Incremental Term Loan B                                                                                       | CUSIP: 62908HAP0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     1460486 | PA      | $1303484.11   | 0.04%             | 2026-08-19      | Floating      | 8.57%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                | PURCHASED CLP / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | CL        |           1 | NC      | $-12037.66    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GRIFOLS SA                                                      | Grifols SA                                                                                                                       | CUSIP: 000000000<br>LEI: 959800HSSNXWRKBK4N60 | Long             | DBT              | CORP              | ES        |     3775000 | PA      | $4497606.29   | 0.12%             | 2030-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                                                                | CUSIP: 31394DEV8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       34251 | PA      | $35725.58     | 0.00%             | 2035-04-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SUPPLYONE INC                                                   | SupplyOne Inc 2024 Term Loan B                                                                                                   | CUSIP: 86859CAN4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      326700 | PA      | $324318.36    | 0.01%             | 2031-04-21      | Floating      | 8.07%                 | No            |                  2 | On Loan: No      |
| Tricolor Auto Securitization Trust                              | Tricolor Auto Securitization Trust 2024-3                                                                                        | CUSIP: 89617AAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1000000 | PA      | $1019152.00   | 0.03%             | 2030-07-15      | Fixed         | 8.64%                 | No            |                  2 | On Loan: No      |
| WAYSTAR TECHNOLOGIES INC                                        | Waystar Technologies Inc 2024 1st Lien Term Loan B                                                                               | CUSIP: 000000000<br>LEI: 549300BIRBTAWWHCSZ09 | Long             | LON              | CORP              | US        |     1535137 | PA      | $1527461.01   | 0.04%             | 2029-10-22      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                                           | Bausch Health Cos Inc                                                                                                            | CUSIP: 071734AQ0<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |       84000 | PA      | $78993.60     | 0.00%             | 2028-09-30      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                                           | Quikrete Holdings Inc 2025 Term Loan B1                                                                                          | CUSIP: 74839XAM1<br>LEI: 5493007KIN86DIZWZT22 | Long             | LON              | CORP              | US        |     3891865 | PA      | $3812587.28   | 0.10%             | 2031-04-14      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| ARSENAL AIC PARENT LLC                                          | Arsenal AIC Parent LLC 2025 Term Loan B                                                                                          | CUSIP: 04287KAG6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     2218221 | PA      | $2183283.93   | 0.06%             | 2030-08-19      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| MAUSER PACKAGING SOLUT                                          | Mauser Packaging Solutions Holding Co                                                                                            | CUSIP: 57763RAC1<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |      475000 | PA      | $435819.91    | 0.01%             | 2027-04-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| FORTUNE STAR BVI LTD                                            | Fortune Star BVI Ltd                                                                                                             | CUSIP: 000000000<br>LEI: 2549008CU8NYQQRSNU62 | Long             | DBT              | CORP              | VG        |     6595000 | PA      | $7107369.09   | 0.19%             | 2026-10-02      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| AL GCX Holdings LLC                                             | AL GCX Holdings LLC Term Loan B                                                                                                  | CUSIP: 00162DAB1<br>LEI: 2549009G4C2J89LNWS21 | Long             | LON              | CORP              | US        |      468822 | PA      | $464719.82    | 0.01%             | 2029-05-17      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| FS LUXEMBOURG SARL                                              | FS Luxembourg Sarl                                                                                                               | CUSIP: 000000000<br>LEI: 222100EKR3JUJPGGOY81 | Long             | DBT              | CORP              | LU        |     3290000 | PA      | $3307394.23   | 0.09%             | 2031-02-12      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| USALCO LLC                                                      | USALCO LLC 2024 Delayed Draw Term Loan                                                                                           | CUSIP: 91732NAM5<br>LEI: 5493006WBYB0CYPCSG20 | Long             | LON              | CORP              | US        |       83132 | PA      | $82785.21     | 0.00%             | 2031-09-30      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| DATADOG INC                                                     | Datadog Inc                                                                                                                      | CUSIP: 23804LAC7<br>LEI: 549300F6JNO0KRPO1K63 | Long             | DBT              | CORP              | US        |     6297000 | PA      | $5660893.05   | 0.16%             | 2029-12-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                          | PURCHASED USD / SOLD CLP                                                                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $23042.33     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ballyrock Ltd                                                   | Ballyrock CLO 27 Ltd                                                                                                             | CUSIP: 05876BAC9<br>LEI: 254900WCB773D35B5908 | Long             | ABS-CBDO         | CORP              | KY        |     1750000 | PA      | $1334438.00   | 0.04%             | 2037-10-25      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa                                        | Republic of South Africa Government Bond                                                                                         | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    70094000 | PA      | $3379209.69   | 0.09%             | 2035-02-28      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| WAND NEWCO 3 INC                                                | Wand NewCo 3 Inc 2025 Repriced Term Loan B                                                                                       | CUSIP: 93369PAM6<br>LEI: 549300Y3VZEWMSQW8494 | Long             | LON              | CORP              | US        |      969802 | PA      | $955361.60    | 0.03%             | 2031-01-30      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                        | Angel Oak Mortgage Trust 2021-3                                                                                                  | CUSIP: 03465EAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2050000 | PA      | $1491783.77   | 0.04%             | 2066-05-25      | Variable      | 2.48%                 | No            |                  2 | On Loan: No      |
| WINDSOR HOLDINGS III LLC                                        | Windsor Holdings III LLC 2025 USD Term Loan B                                                                                    | CUSIP: 97360BAH8<br>LEI: 254900IXUJZ9H146T437 | Long             | LON              | CORP              | US        |     1920927 | PA      | $1891632.47   | 0.05%             | 2030-08-01      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| HTA GROUP LTD                                                   | HTA Group Ltd/Mauritius                                                                                                          | CUSIP: 000000000<br>LEI: 213800WEFU8O8X6EPU13 | Long             | DBT              | CORP              | MU        |      612000 | PA      | $613530.00    | 0.02%             | 2029-06-04      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                                           | TransCanada PipeLines Ltd                                                                                                        | CUSIP: 89352HBG3<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |     1447000 | PA      | $1418984.98   | 0.04%             | 2065-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| AI CANDELARIA -SPAIN- SA                                        | AL Candelaria -spain- SA                                                                                                         | CUSIP: 00870WAA4<br>LEI: 213800L5KA2MJ5FKRZ02 | Long             | DBT              | CORP              | ES        |     3910000 | PA      | $3207373.00   | 0.09%             | 2033-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AS Mileage Plan IP Limited                                      | AS Mileage Plan IP Limited Term Loan B                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | KY        |     1477575 | PA      | $1469271.03   | 0.04%             | 2031-10-15      | Floating      | 6.27%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORPORATION                                            | Carnival Corporation 2025 Term Loan (2027)                                                                                       | CUSIP: 000000000<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | LON              | CORP              | PA        |      591812 | PA      | $590705.66    | 0.02%             | 2027-08-08      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| LES SCHWAB TIRE CENTERS                                         | Les Schwab Tire Centers 2025 Term Loan B                                                                                         | CUSIP: 50220KAD6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     1000000 | PA      | $991880.00    | 0.03%             | 2031-04-23      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| TEXAS Commercial Mortgage Trust                                 | TEXAS Commercial Mortgage Trust 2025-TWR                                                                                         | CUSIP: 88231WAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6795000 | PA      | $6746697.74   | 0.18%             | 2042-04-15      | Floating      | 7.41%                 | No            |                  2 | On Loan: No      |
| Affirm Inc                                                      | Affirm Asset Securitization Trust 2024-B                                                                                         | CUSIP: 00835AAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     9100000 | PA      | $8870384.25   | 0.24%             | 2029-09-15      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| Brown Group Holding LLC                                         | Brown Group Holding LLC 2022 Incremental Term Loan B2                                                                            | CUSIP: 11565HAD8<br>LEI: 25490094PF4HHK9QS109 | Long             | LON              | CORP              | US        |     1639578 | PA      | $1621313.38   | 0.04%             | 2031-07-01      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                | Freddie Mac Multifamily Structured Pass Through Certificates                                                                     | CUSIP: 3137FLYY4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2605748 | PA      | $206977.69    | 0.01%             | 2047-05-25      | Variable      | 2.33%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                        | Avis Budget Rental Car Funding AESOP LLC                                                                                         | CUSIP: 05377RKJ2<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |     1800000 | PA      | $1786815.00   | 0.05%             | 2028-04-20      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| NEXUS BUYER LLC                                                 | NEXUS Buyer LLC 2025 Term Loan B                                                                                                 | CUSIP: 65343UAH5<br>LEI: 254900PILSANV8WOOF24 | Long             | LON              | CORP              | US        |     1370006 | PA      | $1365252.33   | 0.04%             | 2031-07-31      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS                                         | Frontier Communications Holdings LLC                                                                                             | CUSIP: 35906ABE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      250000 | PA      | $249717.24    | 0.01%             | 2027-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ALTIUM PACKAGING LLC                                            | Altium Packaging LLC 2024 Term Loan B                                                                                            | CUSIP: 20902CAX8<br>LEI: 549300FG8OPBIML5F686 | Long             | LON              | CORP              | US        |     2060930 | PA      | $2007696.16   | 0.05%             | 2031-06-11      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust                   | JP Morgan Chase Commercial Mortgage Securities Trust 2013-C16                                                                    | CUSIP: 46641BAP8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4225119 | PA      | $3981751.99   | 0.11%             | 2046-12-15      | Variable      | 5.05%                 | No            |                  2 | On Loan: No      |
| UNITED GROUP BV                                                 | United Group BV                                                                                                                  | CUSIP: 000000000<br>LEI: 213800PC85O8BJ7DU398 | Long             | DBT              | CORP              | NL        |      150000 | PA      | $173326.13    | 0.00%             | 2031-10-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BONOS TESORERIA PESOS                                           | Bonos de la Tesoreria de la Republica en pesos                                                                                   | CUSIP: 000000000<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |  1115000000 | PA      | $1167385.18   | 0.03%             | 2028-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BPR Trust                                                       | BPR Trust 2022-SSP                                                                                                               | CUSIP: 05602HAN3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5675000 | PA      | $5589838.11   | 0.15%             | 2039-05-15      | Floating      | 11.95%                | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae II Pool                                                                                                               | CUSIP: 36179XHY5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    13533852 | PA      | $13034606.83  | 0.36%             | 2052-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Groundworks LLC                                                 | Groundworks LLC 2024 Delayed Draw Term Loan                                                                                      | CUSIP: 39954EAC7<br>LEI: 254900K8GTHJMCG1DB32 | Long             | LON              | CORP              | US        |       74522 | PA      | $73637.31     | 0.00%             | 2031-03-14      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| Pretium Mortgage Credit Partners LLC                            | PRET 2024-NPL3 LLC                                                                                                               | CUSIP: 69391UAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2075000 | PA      | $2075000.00   | 0.06%             | 2054-04-27      | Variable      | 10.04%                | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                          | NextEra Energy Capital Holdings Inc                                                                                              | CUSIP: 65339KCY4<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     2800000 | PA      | $3131800.00   | 0.09%             | 2027-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SHIFT4 PAYMENTS INC                                             | Shift4 Payments Inc                                                                                                              | CUSIP: 82452JAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3450000 | PA      | $3491400.00   | 0.10%             | 2027-08-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Virgin Media Bristol LLC                                        | Virgin Media Bristol LLC 2020 USD Term Loan Q                                                                                    | CUSIP: 000000000<br>LEI: 213800IQ982XX69LE276 | Long             | LON              | CORP              | US        |     1010000 | PA      | $994042.00    | 0.03%             | 2029-01-31      | Floating      | 7.69%                 | No            |                  2 | On Loan: No      |
| Greensky Home Improvement Issuer Trust                          | GreenSky Home Improvement Issuer Trust 2025-1                                                                                    | CUSIP: 39571NAH9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3600000 | PA      | $3605304.60   | 0.10%             | 2060-03-25      | Fixed         | 8.65%                 | No            |                  2 | On Loan: No      |
| DEXCOM INC                                                      | Dexcom Inc                                                                                                                       | CUSIP: 252131AM9<br>LEI: 549300YSK3QDSFR5EU59 | Long             | DBT              | CORP              | US        |     1600000 | PA      | $1445561.25   | 0.04%             | 2028-05-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                | Freddie Mac Multifamily Structured Pass Through Certificates                                                                     | CUSIP: 3137FVNJ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    12137202 | PA      | $577858.23    | 0.02%             | 2030-06-25      | Variable      | 1.21%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                           | Athene Global Funding                                                                                                            | CUSIP: 04685A3R0<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $1012008.83   | 0.03%             | 2027-01-15      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                         | International Bank for Reconstruction & Development                                                                              | CUSIP: 000000000<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |    71800000 | PA      | $854022.17    | 0.02%             | 2029-07-13      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                   | PURCHASED EUR / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | XX        |           1 | NC      | $53092.12     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY INC                                              | NextEra Energy Inc                                                                                                               | CUSIP: 65339F713<br>LEI: 254900RHL9MEUS5NKX63 | Long             | EP               | CORP              | US        |       30734 | NS      | $1183259.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Caesars Entertainment Inc                                       | Caesars Entertainment Inc Term Loan B                                                                                            | CUSIP: 12768EAG1<br>LEI: 549300FA4CTCW903Y781 | Long             | LON              | CORP              | US        |     2431466 | PA      | $2393777.92   | 0.07%             | 2030-02-06      | Floating      | 6.56%                 | No            |                  2 | On Loan: No      |
| Vericrest Opportunity Loan Transferee                           | VOLT XCIX LLC                                                                                                                    | CUSIP: 92872VAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     4458545 | PA      | $4473708.32   | 0.12%             | 2051-04-25      | Variable      | 8.95%                 | No            |                  2 | On Loan: No      |
| BXSC Commercial Mortgage Trust                                  | BXSC Commercial Mortgage Trust 2022-WSS                                                                                          | CUSIP: 05610BAN6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    10165000 | PA      | $10114175.00  | 0.28%             | 2035-03-15      | Floating      | 8.46%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                    | UBS Group AG                                                                                                                     | CUSIP: 902613BE7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     6944000 | PA      | $7761933.76   | 0.21%             | 2033-11-13      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                               | PURCHASED EUR / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | XX        |           1 | NC      | $4787.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CREATIVE ARTISTS AGENCY LLC                                     | Creative Artists Agency LLC 2024 1st Lien Term Loan B                                                                            | CUSIP: 22526WAS7<br>LEI: 5493008FV5TCFL3KHH96 | Long             | LON              | CORP              | US        |     1094744 | PA      | $1088098.63   | 0.03%             | 2031-10-01      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| REPUBLICA ORIENT URUGUAY                                        | Uruguay Government International Bond                                                                                            | CUSIP: 917288BD3<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |    43124509 | PA      | $1061613.23   | 0.03%             | 2028-12-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CROWN FINANCE US INC                                            | Crown Finance US Inc 2024 Term Loan B                                                                                            | CUSIP: 22834KAU5<br>LEI: 254900ABTWPQTCKKR839 | Long             | LON              | CORP              | US        |     1650862 | PA      | $1633842.11   | 0.04%             | 2031-12-02      | Floating      | 9.57%                 | No            |                  2 | On Loan: No      |
| SNAP INC                                                        | Snap Inc                                                                                                                         | CUSIP: 83304AAH9<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |     1126000 | PA      | $954285.00    | 0.03%             | 2028-03-01      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| IMA INDUSTRIA MACCHINE                                          | IMA Industria Macchine Automatiche SpA                                                                                           | CUSIP: 000000000<br>LEI: 815600D86992FDA7B908 | Long             | DBT              | CORP              | IT        |     1450000 | PA      | $1639617.37   | 0.04%             | 2029-04-15      | Floating      | 6.03%                 | No            |                  2 | On Loan: No      |
| ABG Intermediate Holdings 2 LLC                                 | ABG Intermediate Holdings 2 LLC 2024 1st Lien Term Loan B                                                                        | CUSIP: 00076VBL3<br>LEI: 54930020NXD0RJB64985 | Long             | LON              | CORP              | US        |     5328516 | PA      | $5219974.15   | 0.14%             | 2028-12-21      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                | PURCHASED EUR / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | XX        |           1 | NC      | $82.36        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PEGASUS BIDCO BV                                                | Pegasus BidCo BV 2024 Term Loan B                                                                                                | CUSIP: 000000000<br>LEI: 254900U303DPAFR7MA71 | Long             | LON              | CORP              | NL        |     1653415 | PA      | $1645147.97   | 0.05%             | 2029-07-12      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HO                                        | Clear Channel Outdoor Holdings Inc                                                                                               | CUSIP: 18453HAE6<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |      225000 | PA      | $232887.15    | 0.01%             | 2028-09-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Froneri Lux Finco Sarl                                          | Froneri Lux Finco Sarl 2024 USD Term Loan B4                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     1309195 | PA      | $1298393.90   | 0.04%             | 2031-09-30      | Floating      | 6.24%                 | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE HOLD                                           | Freedom Mortgage Holdings LLC                                                                                                    | CUSIP: 35641AAC2<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |     6785000 | PA      | $6635933.55   | 0.18%             | 2032-04-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| ODIDO HOLD BV                                                   | Odido Holding BV                                                                                                                 | CUSIP: 000000000<br>LEI: 7245000O9YOLPPM9YB33 | Long             | DBT              | CORP              | NL        |     2685000 | PA      | $2980869.55   | 0.08%             | 2029-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Arroyo Mortgage Trust                                           | Arroyo Mortgage Trust 2021-1R                                                                                                    | CUSIP: 042853AD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2655000 | PA      | $1807454.97   | 0.05%             | 2048-10-25      | Variable      | 2.67%                 | No            |                  2 | On Loan: No      |
| ARES MANAGEMENT CORP                                            | Ares Management Corp                                                                                                             | CUSIP: 03990B309<br>LEI: 529900JUV61FH7B8VW38 | Long             | EP               | CORP              | US        |       67000 | NS      | $3307790.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| TEGNA INC                                                       | TEGNA Inc                                                                                                                        | CUSIP: 87901JAH8<br>LEI: 549300YC5EDBGX85AO10 | Long             | DBT              | CORP              | US        |      175000 | PA      | $163008.25    | 0.00%             | 2029-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Verisure Holding AB                                             | Verisure Holding AB 2024 EUR Term Loan B                                                                                         | CUSIP: 000000000<br>LEI: 549300VQQCWGISM3N408 | Long             | LON              | CORP              | SE        |      879776 | PA      | $994611.66    | 0.03%             | 2030-05-30      | Floating      | 5.44%                 | No            |                  2 | On Loan: No      |
| Affirm Inc                                                      | Affirm Asset Securitization Trust 2023-B                                                                                         | CUSIP: 00792FAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3925000 | PA      | $3989231.06   | 0.11%             | 2028-09-15      | Fixed         | 11.32%                | No            |                  2 | On Loan: No      |
| Multifamily Structured Credit Risk                              | Freddie Mac Multifamily Structured Credit Risk                                                                                   | CUSIP: 35563FAB7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      180000 | PA      | $186905.59    | 0.01%             | 2051-01-25      | Floating      | 8.10%                 | No            |                  2 | On Loan: No      |
| Constellation Renewables, LLC                                   | Constellation Renewables LLC 2020 Term Loan                                                                                      | CUSIP: 30204KAD8<br>LEI: 5493004JBPWTPTK8LB51 | Long             | LON              | CORP              | US        |     1286285 | PA      | $1283879.25   | 0.04%             | 2027-12-15      | Floating      | 6.56%                 | No            |                  2 | On Loan: No      |
| Virgin Media Bristol LLC                                        | Virgin Media Bristol LLC 2023 USD Term Loan Y                                                                                    | CUSIP: 000000000<br>LEI: 213800IQ982XX69LE276 | Long             | LON              | CORP              | US        |     1125000 | PA      | $1091373.75   | 0.03%             | 2031-03-31      | Floating      | 7.37%                 | No            |                  2 | On Loan: No      |
| WAND NEWCO 3 INC                                                | Wand NewCo 3 Inc                                                                                                                 | CUSIP: 933940AA6<br>LEI: 549300Y3VZEWMSQW8494 | Long             | DBT              | CORP              | US        |      475000 | PA      | $489337.40    | 0.01%             | 2032-01-30      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| ILIAD HOLDING SAS                                               | Iliad Holding SASU                                                                                                               | CUSIP: 000000000<br>LEI: 9695009PXA7OI9NXN582 | Long             | DBT              | CORP              | FR        |      100000 | PA      | $115695.19    | 0.00%             | 2030-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| MongoDB Inc                                                     | MongoDB Inc                                                                                                                      | CUSIP: 60937P106<br>LEI: 549300TPTG69WKWE1Z37 | Long             | EC               | CORP              | US        |        1978 | NS      | $340552.26    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                               | EURO-BUXL 30Y BND JUN25                                                                                                          | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |        -103 | NC      | $-593385.99   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                | Freddie Mac Multifamily Structured Pass Through Certificates                                                                     | CUSIP: 3137FREL1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2355000 | PA      | $182537.23    | 0.00%             | 2047-02-25      | Variable      | 1.96%                 | No            |                  2 | On Loan: No      |
| Dcert Buyer Inc                                                 | DCert Buyer Inc 2019 Term Loan B                                                                                                 | CUSIP: 24022KAB5<br>LEI: 549300EF826JEEUCHZ67 | Long             | LON              | CORP              | US        |      502286 | PA      | $484847.02    | 0.01%             | 2026-10-16      | Floating      | 8.32%                 | No            |                  2 | On Loan: No      |
| REWORLD HOLDING CORP                                            | Reworld Holding Corp                                                                                                             | CUSIP: 22303XAA3<br>LEI: 40XIFLS8XDQGGHGPGC04 | Long             | DBT              | CORP              | US        |     2875000 | PA      | $2686337.04   | 0.07%             | 2029-12-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                | Freddie Mac Multifamily Structured Pass Through Certificates                                                                     | CUSIP: 3137FNX21<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     3345000 | PA      | $76241.92     | 0.00%             | 2047-09-25      | Variable      | 2.07%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                          | U.S. Treasury Inflation-Indexed Bonds                                                                                            | CUSIP: 912810RA8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      520369 | PA      | $389169.14    | 0.01%             | 2043-02-15      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| SPAR NORD BANK A/S                                              | Spar Nord Bank A/S                                                                                                               | CUSIP: 000000000<br>LEI: 549300DHT635Q5P8J715 | Long             | DBT              | CORP              | DK        |     3100000 | PA      | $3629476.09   | 0.10%             | 2030-10-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| ALEXANDRITE MONNET UK                                           | Alexandrite Monnet UK Holdco PLC                                                                                                 | CUSIP: 000000000<br>LEI: 254900UEO4639PJFQ079 | Long             | DBT              |  | GB        |    14730000 | PA      | $18313442.46  | 0.50%             | 2029-05-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| BILL HOLDINGS INC                                               | BILL Holdings Inc                                                                                                                | CUSIP: 090043AE0<br>LEI: 549300IBF9VZZIGOZW63 | Long             | DBT              | CORP              | US        |     4775000 | PA      | $4049200.00   | 0.11%             | 2030-04-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Endo Luxembourg Finance Company I S.a r.l.                      | Endo Luxembourg Finance Company I Sa rl 2024 1st Lien Term Loan                                                                  | CUSIP: 29280UAD5<br>LEI: 222100B15VY0VVCTG251 | Long             | LON              | CORP              | US        |     1169125 | PA      | $1130882.92   | 0.03%             | 2031-04-23      | Floating      | 8.32%                 | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings Inc                             | Clydesdale Acquisition Holdings Inc Term Loan B                                                                                  | CUSIP: 18972FAC6<br>LEI: 254900QKSDYFR3K5YD98 | Long             | LON              | CORP              | US        |     1865106 | PA      | $1850893.91   | 0.05%             | 2029-04-13      | Floating      | 7.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                | Fannie Mae Connecticut Avenue Securities                                                                                         | CUSIP: 20754BAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7623000 | PA      | $8147081.25   | 0.22%             | 2042-01-25      | Floating      | 12.00%                | No            |                  2 | On Loan: No      |
| NOVELIS CORP                                                    | Novelis Corp                                                                                                                     | CUSIP: 670001AG1<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |      400000 | PA      | $387927.96    | 0.01%             | 2026-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| HIGHTOWER HOLDINGS LLC                                          | HighTower Holdings LLC 2025 Term Loan B                                                                                          | CUSIP: 43117LAN3<br>LEI: 254900MKOSB7RTMA9K12 | Long             | LON              | CORP              | US        |     2618697 | PA      | $2572870.19   | 0.07%             | 2032-02-03      | Floating      | 7.29%                 | No            |                  2 | On Loan: No      |
| WF-RBS Commercial Mortgage Trust                                | WFRBS Commercial Mortgage Trust 2012-C9                                                                                          | CUSIP: 92930RAK8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1470592 | PA      | $1458827.17   | 0.04%             | 2045-11-15      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| JetBlue Airways Corporation                                     | JetBlue Airways Corporation 2024 Term Loan B                                                                                     | CUSIP: 000000000<br>LEI: 54930070J9H97ZO93T57 | Long             | LON              | CORP              | US        |     2437750 | PA      | $2193975.00   | 0.06%             | 2029-08-27      | Floating      | 9.05%                 | No            |                  2 | On Loan: No      |
| AXA SA                                                          | AXA SA                                                                                                                           | CUSIP: 000000000<br>LEI: F5WCUMTUM4RKZ1MAIE39 | Long             | DBT              | CORP              | FR        |      475000 | PA      | $513938.60    | 0.01%             | 2036-12-14      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| E W SCRIPPS COMPANY THE                                         | E W SCRIPPS COMPANY THE 2025 TERM LOAN B2                                                                                        | CUSIP: 26928BAQ2<br>LEI: 549300U1OW41QPKYW028 | Long             | LON              | CORP              | US        |      419954 | PA      | $380453.17    | 0.01%             | 2028-06-30      | Floating      | 10.16%                | No            |                  2 | On Loan: No      |
| TransDigm Inc                                                   | TransDigm Inc 2023 Term Loan J                                                                                                   | CUSIP: 89364MCA0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |     3934556 | PA      | $3892416.49   | 0.11%             | 2031-02-28      | Floating      | 6.80%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP                                               | Clarios Global LP 2024 USD Term Loan B                                                                                           | CUSIP: 000000000<br>LEI: 549300474L1ZLXZY2P98 | Long             | LON              | CORP              | US        |     1075230 | PA      | $1052456.81   | 0.03%             | 2030-05-06      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                          | U.S. Treasury Inflation-Indexed Bonds                                                                                            | CUSIP: 912810RR1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     6611070 | PA      | $5034656.14   | 0.14%             | 2046-02-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                | CSC Holdings LLC                                                                                                                 | CUSIP: 126307BB2<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |      375000 | PA      | $257013.22    | 0.01%             | 2030-12-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| RAIZEN FUELS FINANCE                                            | Raizen Fuels Finance SA                                                                                                          | CUSIP: 75102XAE6<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |     5690000 | PA      | $5567442.12   | 0.15%             | 2037-02-25      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| SREIT Trust                                                     | SREIT Trust 2021-MFP                                                                                                             | CUSIP: 78472UAL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     9864776 | PA      | $9611991.21   | 0.26%             | 2038-11-15      | Floating      | 7.06%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC                                     | Hertz Vehicle Financing III LLC                                                                                                  | CUSIP: 42806MCW7<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |     5720000 | PA      | $5599455.58   | 0.15%             | 2029-09-25      | Fixed         | 7.98%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                | PURCHASED USD / SOLD EUR                                                                                                         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $-4514953.95  | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| Bleriot US Bidco Inc                                            | Bleriot US Bidco Inc 2023 Term Loan B                                                                                            | CUSIP: 09353TAJ9<br>LEI: 254900ALCQ2A2VYD5Z08 | Long             | LON              | CORP              | US        |       99251 | PA      | $98506.86     | 0.00%             | 2030-10-31      | Floating      | 7.05%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                   | Boeing Co/The                                                                                                                    | CUSIP: 097023204<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EP               | CORP              | US        |      105827 | NS      | $6495661.26   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays Bank PLC                                               | PURCHASED USD / SOLD HUF                                                                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $1893.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TEAMSYSTEM SPA                                                  | TeamSystem SpA                                                                                                                   | CUSIP: 000000000<br>LEI: 81560062081DF3AB7A90 | Long             | DBT              | CORP              | IT        |      750000 | PA      | $851702.50    | 0.02%             | 2028-02-15      | Floating      | 6.03%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                       | Uniform Mortgage-Backed Security, TBA                                                                                            | CUSIP: 01F042657<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    12275000 | PA      | $11737972.56  | 0.32%             | 2055-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VICTORIA'S SECRET & CO                                          | Victoria's Secret & Co                                                                                                           | CUSIP: 926400AA0<br>LEI: 5493006T3O70U3UWVF17 | Long             | DBT              | CORP              | US        |      375000 | PA      | $326943.11    | 0.01%             | 2029-07-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae                                                                                                                       | CUSIP: 21H060655<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    10320000 | PA      | $10437309.40  | 0.29%             | 2054-05-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Standard Industries Inc                                         | Standard Industries Inc 2021 Term Loan B                                                                                         | CUSIP: 85350EAB2<br>LEI: 54930064UHXCIUWVI755 | Long             | LON              | CORP              | US        |      257317 | PA      | $257275.97    | 0.01%             | 2028-09-22      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bonds                           | Panama Government International Bonds                                                                                            | CUSIP: 698299AW4<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |     9510000 | PA      | $9161741.52   | 0.25%             | 2036-01-26      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae                                                                                                                       | CUSIP: 21H052652<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    20235000 | PA      | $20224170.43  | 0.55%             | 2054-05-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BCPE ULYSSES INTERMEDIAT                                        | BCPE Ulysses Intermediate Inc                                                                                                    | CUSIP: 05553LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1984000 | PA      | $1924794.66   | 0.05%             | 2027-04-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Affirm Inc                                                      | Affirm Asset Securitization Trust 2024-A                                                                                         | CUSIP: 00834BAK3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1250000 | PA      | $1262766.25   | 0.03%             | 2029-02-15      | Fixed         | 9.17%                 | No            |                  2 | On Loan: No      |
| Ally Bank Auto Credit-Linked Notes                              | Ally Bank Auto Credit-Linked Notes Series 2024-A                                                                                 | CUSIP: 02007GZ89<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2175499 | PA      | $2201257.81   | 0.06%             | 2032-05-17      | Fixed         | 7.92%                 | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                             | Intesa Sanpaolo SpA                                                                                                              | CUSIP: 46115HBD8<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |     4375000 | PA      | $4277844.42   | 0.12%             | 2028-01-12      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ICON Luxembourg Sarl                                            | ICON Luxembourg SARL 2024 LUX Term Loan B                                                                                        | CUSIP: 000000000<br>LEI: 635400PUWMHSPI2DDA35 | Long             | LON              | CORP              | LU        |       99260 | PA      | $99301.78     | 0.00%             | 2028-07-03      | Floating      | 6.30%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                             | Exeter Automobile Receivables Trust 2025-1                                                                                       | CUSIP: 30167MAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    14910000 | PA      | $14934212.35  | 0.41%             | 2028-08-15      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| Boca Commercial Mortgage Trust                                  | BOCA Commercial Mortgage Trust 2024-BOCA                                                                                         | CUSIP: 096817AJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3765000 | PA      | $3681112.79   | 0.10%             | 2041-08-15      | Floating      | 8.76%                 | No            |                  2 | On Loan: No      |
| SPECIALTY BUILDING PRODU                                        | Specialty Building Products Holdings LLC / SBP Finance Corp                                                                      | CUSIP: 84749AAC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      250000 | PA      | $234907.83    | 0.01%             | 2029-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Titan Acquisition Limited                                       | Titan Acquisition Limited 2024 Term Loan B                                                                                       | CUSIP: 000000000<br>LEI: 5493003ZDHRVP2N4C109 | Long             | LON              | CORP              | CA        |      223312 | PA      | $218129.42    | 0.01%             | 2029-02-15      | Floating      | 8.72%                 | No            |                  2 | On Loan: No      |
| FIRST STUDENT BIDCO INC                                         | First Student Bidco Inc 2024 Term Loan C                                                                                         | CUSIP: 33718FAM2<br>LEI: 2549006DRO2F06AA1391 | Long             | LON              | CORP              | US        |      419778 | PA      | $417481.44    | 0.01%             | 2028-07-21      | Floating      | 6.80%                 | No            |                  2 | On Loan: No      |
| MIDCAP FINANCIAL ISSR TR                                        | Midcap Financial Issuer Trust                                                                                                    | CUSIP: 59567LAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3980000 | PA      | $3799424.22   | 0.10%             | 2028-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| HUB INTERNATIONAL LTD                                           | HUB International Ltd                                                                                                            | CUSIP: 44332PAJ0<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |       90000 | PA      | $92721.77     | 0.00%             | 2032-01-31      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| SM ENERGY CO                                                    | SM Energy Co                                                                                                                     | CUSIP: 78454LAY6<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |      250000 | PA      | $230468.37    | 0.01%             | 2032-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| AthenaHealth Group Inc                                          | Athenahealth Group Inc 2022 Term Loan B                                                                                          | CUSIP: 04686RAB9<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | LON              | CORP              | US        |     2546795 | PA      | $2521734.46   | 0.07%             | 2029-02-15      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                          | U.S. Treasury Bonds                                                                                                              | CUSIP: 912810TR9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     9545000 | PA      | $7899606.08   | 0.22%             | 2053-05-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Planet US Buyer LLC                                             | Planet US Buyer LLC 2024 Term Loan B                                                                                             | CUSIP: 72706RAB2<br>LEI: 254900ZE51SEX2EFFH74 | Long             | LON              | CORP              | US        |     1275362 | PA      | $1267072.64   | 0.03%             | 2031-02-07      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| NOVELIS CORPORATION                                             | Novelis Corporation 2025 Term Loan B                                                                                             | CUSIP: 67000LAB8<br>LEI: 549300ZJQN1PEAT42X90 | Long             | LON              | CORP              | US        |     1310000 | PA      | $1305912.80   | 0.04%             | 2032-03-11      | Floating      | 6.29%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                                 | Long: S9D10QY69 CDS USD R F  5.00000 1 CCPCDX / Short: S9D10QY69 CDS USD P V 03MEVENT 2 CCPCDX                                   | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    94397425 | OU      | $3794668.09   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| B&M EUROPEAN VALUE RET                                          | B&M European Value Retail SA                                                                                                     | CUSIP: 000000000<br>LEI: 213800UK7ZRLY2K1X530 | Long             | DBT              | CORP              | LU        |      100000 | PA      | $130185.53    | 0.00%             | 2031-11-27      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Petco Health and Wellness Company Inc                           | Petco Health and Wellness Company Inc 2021 Term Loan B                                                                           | CUSIP: 71601HAB2<br>LEI: 2549007TYGV6RVSE9M61 | Long             | LON              | CORP              | US        |     1447530 | PA      | $1259075.90   | 0.03%             | 2028-03-03      | Floating      | 7.81%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                          | US 10YR NOTE (CBT)JUN25                                                                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        4880 | NC      | $349729.22    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America NA                                              | PURCHASED GBP / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | GB        |           1 | NC      | $-157.69      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRUENOORD CAPITAL DAC                                           | TrueNoord Capital DAC                                                                                                            | CUSIP: 89785GAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     3360000 | PA      | $3432173.24   | 0.09%             | 2030-03-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| DT Auto Owner Trust                                             | DT Auto Owner Trust 2021-4                                                                                                       | CUSIP: 26253WAJ7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1785000 | PA      | $1732100.63   | 0.05%             | 2028-07-17      | Fixed         | 3.34%                 | No            |                  2 | On Loan: No      |
| Kaseya Inc                                                      | Kaseya Inc 2025 1st Lien Term Loan B                                                                                             | CUSIP: 48578AAB4<br>LEI: 254900MISXMLRZ63NH46 | Long             | LON              | CORP              | US        |     2045000 | PA      | $2028926.30   | 0.06%             | 2032-03-20      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| Genesys Cloud Services Holdings II LLC                          | Genesys Cloud Services Holdings II LLC 2025 EUR Term Loan B                                                                      | CUSIP: 39479UAX1<br>LEI: 254900CRMBG6WX4HX396 | Long             | LON              | CORP              | US        |     1125000 | PA      | $1261712.26   | 0.03%             | 2032-01-30      | Floating      | 5.44%                 | No            |                  2 | On Loan: No      |
| Michaels Companies Inc                                          | Michaels Companies Inc 2021 Term Loan B                                                                                          | CUSIP: 59408UAB3<br>LEI: 549300H9LWMBP7HYLR98 | Long             | LON              | CORP              | US        |     2555424 | PA      | $1394622.75   | 0.04%             | 2028-04-17      | Floating      | 8.81%                 | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE CORP                                           | Freedom Mortgage Corp                                                                                                            | CUSIP: 35640YAL1<br>LEI: 549300LYRWPSYPK6S325 | Long             | DBT              | CORP              | US        |     7910000 | PA      | $8703187.04   | 0.24%             | 2030-10-01      | Fixed         | 12.25%                | No            |                  2 | On Loan: No      |
| ZORLU ENERJI ELEKTRIK                                           | Zorlu Enerji Elektrik Uretim AS                                                                                                  | CUSIP: 98977LAA4<br>LEI: 7890005B5CSNL39OYO75 | Long             | DBT              | CORP              | TR        |    11741000 | PA      | $10753013.17  | 0.29%             | 2030-04-23      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| AT&T INC                                                        | AT&T Inc                                                                                                                         | CUSIP: 00206RJZ6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      622000 | PA      | $477581.12    | 0.01%             | 2041-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FIRSTCASH INC                                                   | FirstCash Inc                                                                                                                    | CUSIP: 33767DAD7<br>LEI: 549300V2X3UU7K0DG350 | Long             | DBT              | CORP              | US        |      801000 | PA      | $819520.39    | 0.02%             | 2032-03-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                                             | Synchrony Financial                                                                                                              | CUSIP: 87165B400<br>LEI: 549300RS7EWPM9MA6C78 | Long             | EP               | CORP              | US        |       80731 | NS      | $2036843.13   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Neuberger Berman Loan Advisers LaSalle Street Lending CLO Ltd   | Neuberger Berman Loan Advisers LaSalle Street Lending CLO II Ltd                                                                 | CUSIP: 64135QAE6<br>LEI: 254900IOVQ7KBVZKPZ16 | Long             | ABS-CBDO         | CORP              | KY        |     4000000 | PA      | $2320000.00   | 0.06%             | 2038-04-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                    | Alphabet Inc                                                                                                                     | CUSIP: 02079KAN7<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |      675000 | PA      | $666883.42    | 0.02%             | 2065-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| FLYNN RESTAURANT GROUP LP                                       | Flynn Restaurant Group LP 2025 Incremental Term Loan                                                                             | CUSIP: 34410JAG6<br>LEI: 5493008VE8TQONGO3817 | Long             | LON              | CORP              | US        |     1825000 | PA      | $1779375.00   | 0.05%             | 2032-01-28      | Floating      | 8.07%                 | No            |                  2 | On Loan: No      |
| BANCA TRANSILVANIA                                              | Banca Transilvania SA                                                                                                            | CUSIP: 000000000<br>LEI: 549300RG3H390KEL8896 | Long             | DBT              | CORP              | RO        |     1810000 | PA      | $2183001.12   | 0.06%             | 2028-12-07      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| SILKNET JSC                                                     | Silknet JSC                                                                                                                      | CUSIP: 000000000<br>LEI: 635400QGWS2BG73SGG55 | Long             | DBT              | CORP              | GE        |      430000 | PA      | $433392.57    | 0.01%             | 2027-01-31      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| TITULOS DE TESORERIA                                            | Colombian TES                                                                                                                    | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        | 18149200000 | PA      | $2745041.45   | 0.08%             | 2036-07-09      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| B&G FOODS INC                                                   | B&G Foods Inc                                                                                                                    | CUSIP: 05508WAB1<br>LEI: 549300TRW1LZMDJZAQ78 | Long             | DBT              | CORP              | US        |      350000 | PA      | $328065.54    | 0.01%             | 2027-09-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Brown Group Holding LLC                                         | Brown Group Holding LLC Term Loan B                                                                                              | CUSIP: 11565HAB2<br>LEI: 25490094PF4HHK9QS109 | Long             | LON              | CORP              | US        |     1530509 | PA      | $1513489.39   | 0.04%             | 2031-07-01      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| Open Text Corporation                                           | Open Text Corporation 2023 Term Loan B                                                                                           | CUSIP: 68371YAP8<br>LEI: 549300HP7ONDQODZJV16 | Long             | LON              | CORP              | CA        |     2054099 | PA      | $2045369.40   | 0.06%             | 2030-01-31      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| TEAMSYSTEM SPA                                                  | TeamSystem SpA                                                                                                                   | CUSIP: 000000000<br>LEI: 81560062081DF3AB7A90 | Long             | DBT              | CORP              | IT        |     2420000 | PA      | $2748160.08   | 0.08%             | 2028-02-15      | Floating      | 6.03%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORPORATION                                            | Carnival Corporation 2025 Term Loan (2028)                                                                                       | CUSIP: 000000000<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | LON              | CORP              | PA        |     1520217 | PA      | $1513574.04   | 0.04%             | 2028-10-18      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                                              | Ford Motor Co                                                                                                                    | CUSIP: 345370CZ1<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |     1566000 | PA      | $1539378.00   | 0.04%             | 2026-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TECTA AMERICA CORP                                              | Tecta America Corp 2025 Term Loan B                                                                                              | CUSIP: 000000000<br>LEI: 54930083ULRH07WCC129 | Long             | LON              | CORP              | US        |     1530000 | PA      | $1512466.20   | 0.04%             | 2032-02-18      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                                     | Southern Co/The                                                                                                                  | CUSIP: 842587800<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EP               | CORP              | US        |       34405 | NS      | $689820.25    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| QUARTZ ACQUIRECO LLC                                            | Quartz Acquireco LLC 2025 Term Loan B                                                                                            | CUSIP: 74773KAE5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      955450 | PA      | $944701.19    | 0.03%             | 2030-06-28      | Floating      | 6.55%                 | No            |                  2 | On Loan: No      |
| FUGUE FINANCE BV                                                | Fugue Finance BV 2025 Term Loan B                                                                                                | CUSIP: 000000000<br>LEI: 254900Y4DWBRGAFENC88 | Long             | LON              | CORP              | US        |     1397437 | PA      | $1393943.03   | 0.04%             | 2032-01-09      | Floating      | 7.50%                 | No            |                  2 | On Loan: No      |
| Inspired FinCo Holdings Limited                                 | INSPIRED FINCO HOLDING LIMITED 2025 EUR TERM LOAN B6 B 1                                                                         | CUSIP: 000000000<br>LEI: 21380079CKTODVMD9183 | Long             | LON              | CORP              | GB        |      123765 | PA      | $138790.24    | 0.00%             | 2031-02-28      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| GDZ ELEKTRIK DAGITIM AS                                         | GDZ Elektrik Dagitim AS                                                                                                          | CUSIP: 000000000<br>LEI: 984500B63B5766038A64 | Long             | DBT              | CORP              | TR        |     1330000 | PA      | $1245038.42   | 0.03%             | 2029-10-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Argentina Republic Government International Bonds               | Argentina Republic Government International Bonds                                                                                | CUSIP: 040114HT0<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |     4440000 | PA      | $2960964.12   | 0.08%             | 2035-07-09      | Variable      | 4.13%                 | No            |                  2 | On Loan: No      |
| DK CROWN HOLDINGS INC                                           | DK Crown Holdings Inc 2025 Term Loan B                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      495000 | PA      | $490153.95    | 0.01%             | 2032-03-04      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                                              | PURCHASED USD / SOLD CAD                                                                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |           1 | NC      | $-261542.98   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| ACRISURE LLC / FIN INC                                          | Acrisure LLC / Acrisure Finance Inc                                                                                              | CUSIP: 00489LAM5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     7295000 | PA      | $7535209.76   | 0.21%             | 2029-06-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| CLEAN HARBORS INC                                               | Clean Harbors Inc 2024 Term Loan B                                                                                               | CUSIP: 18449EAH3<br>LEI: 5493000SJVZVZJKHJF48 | Long             | LON              | CORP              | US        |     1935000 | PA      | $1943862.30   | 0.05%             | 2028-10-09      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| UKG Inc                                                         | UKG Inc 2024 Term Loan B                                                                                                         | CUSIP: 89841EAB1<br>LEI: 529900FKHWSTQ1GXK240 | Long             | LON              | CORP              | US        |     4016316 | PA      | $4000451.16   | 0.11%             | 2031-02-10      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| GLOVES BUYER INC                                                | GLOVES BUYER INC 2025 TERM LOAN                                                                                                  | CUSIP: 000000000<br>LEI: 54930015O0Y94T5H8Z18 | Long             | LON              | CORP              | US        |      855000 | PA      | $814815.00    | 0.02%             | 2032-01-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                           | Level 3 Financing Inc 2025 Term Loan B                                                                                           | CUSIP: 52729KAT3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | LON              | CORP              | US        |     1250000 | PA      | $1245625.00   | 0.03%             | 2032-03-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                          | PURCHASED USD / SOLD ZAR                                                                                                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $9565.65      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                                             | Fifth Third Bancorp                                                                                                              | CUSIP: 316773DB3<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |      708000 | PA      | $699128.34    | 0.02%             | 2025-09-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                          | U.S. Treasury Inflation-Indexed Bonds                                                                                            | CUSIP: 912810QV3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    35876633 | PA      | $28019731.53  | 0.77%             | 2042-02-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| PROOFPOINT INC                                                  | Proofpoint Inc 2024 Term Loan                                                                                                    | CUSIP: 74345HAG6<br>LEI: 529900C5FODDK0WSR085 | Long             | LON              | CORP              | US        |      199496 | PA      | $198199.49    | 0.01%             | 2028-08-31      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| ACADIA HEALTHCARE CO INC                                        | Acadia Healthcare Co Inc                                                                                                         | CUSIP: 00404AAQ2<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |     5515000 | PA      | $5510204.71   | 0.15%             | 2033-03-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND                                         | Romania Government Bond                                                                                                          | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     8160000 | PA      | $1705609.54   | 0.05%             | 2029-02-12      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| OWS Structured Asset Trust                                      | OSAT 2021-RPL1 Trust                                                                                                             | CUSIP: 67114HAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4921837 | PA      | $4889665.33   | 0.13%             | 2065-05-25      | Variable      | 6.97%                 | No            |                  2 | On Loan: No      |
| Bridgecrest Lending Auto Securitization Trust                   | Bridgecrest Lending Auto Securitization Trust 2024-4                                                                             | CUSIP: 10806EAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2115000 | PA      | $2118725.15   | 0.06%             | 2028-09-15      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| HAT HOLDINGS I LLC/HAT                                          | HAT Holdings I LLC / HAT Holdings II LLC                                                                                         | CUSIP: 418751AJ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1875000 | PA      | $2101875.00   | 0.06%             | 2028-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Crocs Inc                                                       | Crocs Inc 2024 Term Loan                                                                                                         | CUSIP: 22704NAF9<br>LEI: 549300B0J6YCXD63OG72 | Long             | LON              | CORP              | US        |      555000 | PA      | $555349.64    | 0.02%             | 2029-02-19      | Floating      | 6.55%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                             | JPMorgan Chase & Co                                                                                                              | CUSIP: 46647PEP7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     1305000 | PA      | $1308688.57   | 0.04%             | 2028-10-22      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| BPR Trust                                                       | BPR Trust 2024-PMDW                                                                                                              | CUSIP: 05592VAL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1580000 | PA      | $1434174.06   | 0.04%             | 2041-11-05      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| VISTAJET MALTA/VM HOLDS                                         | VistaJet Malta Finance PLC / Vista Management Holding Inc                                                                        | CUSIP: 92840JAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     1800000 | PA      | $1554058.26   | 0.04%             | 2030-02-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| JOHN BEAN TECHNOLOGIES CORP                                     | John Bean Technologies Corp Term Loan B                                                                                          | CUSIP: 000000000<br>LEI: 5493007CT6ATBZ2L6826 | Long             | LON              | CORP              | US        |      485000 | PA      | $483181.25    | 0.01%             | 2032-01-02      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| IMMUNOCORE HOLDINGS                                             | Immunocore Holdings PLC                                                                                                          | CUSIP: 45258DAB1<br>LEI: 213800IUE3DFS84BVN18 | Long             | DBT              | CORP              | GB        |     3646000 | PA      | $3101102.06   | 0.08%             | 2030-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PHILIPPINE GOVERNMENT                                           | Philippine Government Bond                                                                                                       | CUSIP: 000000000<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    42200000 | PA      | $763616.42    | 0.02%             | 2028-03-22      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                               | HSBC Holdings PLC                                                                                                                | CUSIP: 404280EC9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     2700000 | PA      | $2967651.86   | 0.08%             | 2034-11-13      | Fixed         | 7.40%                 | No            |                  2 | On Loan: No      |
| CMS ENERGY CORP                                                 | CMS Energy Corp                                                                                                                  | CUSIP: 125896BU3<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |      674000 | PA      | $631232.33    | 0.02%             | 2050-06-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SPDR Blackstone Senior Loan ETF                                 | SPDR Blackstone Senior Loan ETF                                                                                                  | CUSIP: 78467V608<br>LEI: 549300ME4SR63Y3TRD06 | Long             | EC               | RF                | US        |      392700 | NS      | $16014306.00  | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| HIH Trust                                                       | HIH Trust 2024-61P                                                                                                               | CUSIP: 40444VAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5215000 | PA      | $5123737.50   | 0.14%             | 2041-10-15      | Floating      | 8.51%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac REMICS                                                                                                               | CUSIP: 3137A9DZ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       75919 | PA      | $75883.06     | 0.00%             | 2041-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                         | Romanian Government International Bond                                                                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     7245000 | PA      | $8087802.19   | 0.22%             | 2031-03-22      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| GREENKO DUTCH BV                                                | Greenko Dutch BV                                                                                                                 | CUSIP: 000000000<br>LEI: 724500PT585P4JPVRP08 | Long             | DBT              | CORP              | NL        |      695200 | PA      | $672953.60    | 0.02%             | 2026-03-29      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| VENGA FINANCE SARL                                              | Venga Finance Sarl 2025 USD Term Loan B                                                                                          | CUSIP: 000000000<br>LEI: 9845005B0E54C498F641 | Long             | LON              | CORP              | LU        |     1209054 | PA      | $1202633.89   | 0.03%             | 2029-06-28      | Floating      | 8.32%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                                | Deutsche Bank AG                                                                                                                 | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |      800000 | PA      | $898341.39    | 0.02%             | 2031-10-30      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| ARETEC GROUP INC                                                | Aretec Group Inc 2024 Term Loan B                                                                                                | CUSIP: 04009DAG9<br>LEI: 549300NV2T8A33L0PQ58 | Long             | LON              | CORP              | US        |           0 | PA      | $0.00         | 0.00%             | 2030-08-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                             | Freddie Mac STACR REMIC Trust 2021-DNA7                                                                                          | CUSIP: 35564KNE5<br>LEI: 5493000ISOMSKCX2AW62 | Long             | ABS-MBS          | USGSE             | US        |    11225000 | PA      | $11940593.75  | 0.33%             | 2041-11-25      | Floating      | 12.15%                | No            |                  2 | On Loan: No      |
| HIGHTOWER HOLDING LLC                                           | Hightower Holding LLC                                                                                                            | CUSIP: 43118DAA8<br>LEI: 254900MKOSB7RTMA9K12 | Long             | DBT              | CORP              | US        |     4735000 | PA      | $4527609.37   | 0.12%             | 2029-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                                | CIFC Funding 2013-IV Ltd                                                                                                         | CUSIP: 12549HAN5<br>LEI: 549300QSQ98IRWUWDV20 | Long             | ABS-CBDO         | CORP              | KY        |     8960000 | PA      | $8669283.84   | 0.24%             | 2031-04-27      | Floating      | 8.58%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                | Fannie Mae Connecticut Avenue Securities                                                                                         | CUSIP: 20754RAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    12510000 | PA      | $12994762.50  | 0.36%             | 2041-10-25      | Floating      | 10.35%                | No            |                  2 | On Loan: No      |
| Westlake Flooring Master Trust                                  | Westlake Flooring Master Trust                                                                                                   | CUSIP: 96043GAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3100000 | PA      | $3119195.82   | 0.09%             | 2028-02-15      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| BARNES GROUP INC                                                | Barnes Group Inc 2025 Term Loan B                                                                                                | CUSIP: 38021CAC2<br>LEI: G1MSYD2DQZX30V5DMX12 | Long             | LON              | CORP              | US        |     1280000 | PA      | $1258137.60   | 0.03%             | 2032-01-27      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| BANIJAY ENTERTAINMENT SAS                                       | Banijay Entertainment SAS 2025 EUR Term Loan B (2032)                                                                            | CUSIP: 000000000<br>LEI: 969500CE0IE2EZ5VBG13 | Long             | LON              | CORP              | FR        |     1305000 | PA      | $1467282.14   | 0.04%             | 2032-02-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NIELSEN CONSUMER INC                                            | Nielsen Consumer Inc 2025 EUR Term Loan                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      855000 | PA      | $956605.76    | 0.03%             | 2028-03-06      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| MELCO RESORTS FINANCE                                           | Melco Resorts Finance Ltd                                                                                                        | CUSIP: 000000000<br>LEI: 5493000FQDBWKDBZEF60 | Long             | DBT              | CORP              | KY        |     3300000 | PA      | $3112370.05   | 0.09%             | 2028-07-21      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| TERMOCANDELARIA POWER                                           | Termocandelaria Power SA                                                                                                         | CUSIP: 88087AAA6<br>LEI: 549300YDORW43JL6G659 | Long             | DBT              | CORP              | ES        |     3910000 | PA      | $3891192.90   | 0.11%             | 2031-09-17      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                  | Morgan Stanley                                                                                                                   | CUSIP: 61762V861<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EP               | CORP              | US        |       23726 | NS      | $406663.64    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP PARIBAS                                                     | BNP Paribas SA                                                                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |     1900000 | PA      | $1795432.55   | 0.05%             | 2027-01-12      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| FILTRATION GROUP CORPORATION                                    | Filtration Group Corporation 2025 EUR Term Loan B                                                                                | CUSIP: 31732FAW6<br>LEI: 549300ZA0D9WN5ECE978 | Long             | LON              | CORP              | US        |      450000 | PA      | $508304.36    | 0.01%             | 2028-10-21      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| INTEGER HOLDINGS CORP                                           | Integer Holdings Corp                                                                                                            | CUSIP: 45826HAC3<br>LEI: 549300SUD2ED5XG6X569 | Long             | DBT              | CORP              | US        |     2175000 | PA      | $2296800.00   | 0.06%             | 2030-03-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Lewey Park CLO Ltd                                              | Lewey Park CLO Ltd                                                                                                               | CUSIP: 527582AC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1585000 | PA      | $1297864.57   | 0.04%             | 2037-10-21      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION                                          | Clydesdale Acquisition Holdings Inc                                                                                              | CUSIP: 18972EAD7<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |     2415000 | PA      | $2469343.08   | 0.07%             | 2032-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU                                        | Venture Global Calcasieu Pass LLC                                                                                                | CUSIP: 92328MAB9<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |      850000 | PA      | $763600.20    | 0.02%             | 2031-08-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Apollo Aviation Securitization Equity Trust                     | AASET 2020-1 Trust                                                                                                               | CUSIP: 00255UAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1280511 | PA      | $726888.49    | 0.02%             | 2040-01-16      | Fixed         | 6.41%                 | No            |                  2 | On Loan: No      |
| NCR ATLEOS LLC                                                  | NCR Atleos LLC 2024 Term Loan B                                                                                                  | CUSIP: 63001PAF8<br>LEI: 9845005FC3S0VA714741 | Long             | LON              | CORP              | US        |      420267 | PA      | $420266.65    | 0.01%             | 2029-04-16      | Floating      | 8.03%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                | PURCHASED USD / SOLD EUR                                                                                                         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $815751.56    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| DC Commercial Mortgage Trust                                    | DC Trust 2024-HLTN                                                                                                               | CUSIP: 24022FAL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3475000 | PA      | $3499295.12   | 0.10%             | 2040-04-13      | Variable      | 8.78%                 | No            |                  2 | On Loan: No      |
| OFFICE CHERIFIEN DES PHO                                        | OCP SA                                                                                                                           | CUSIP: 67091TAJ4<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |     3463000 | PA      | $3426923.68   | 0.09%             | 2036-03-01      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| LBM ACQUISITION LLC                                             | LBM Acquisition LLC 2024 Incremental Term Loan B                                                                                 | CUSIP: 50179JAH1<br>LEI: 549300FAEB3VWZL4NI86 | Long             | LON              | CORP              | US        |     3869079 | PA      | $3653880.87   | 0.10%             | 2031-06-06      | Floating      | 8.18%                 | No            |                  2 | On Loan: No      |
| FEDERAL REALTY OP LP                                            | Federal Realty OP LP                                                                                                             | CUSIP: 313747BD8<br>LEI: 549300LI6XZ51GOCJ427 | Long             | DBT              |  | US        |     4950000 | PA      | $4930200.00   | 0.14%             | 2029-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                      | Verus Securitization Trust 2022-INV2                                                                                             | CUSIP: 924923AF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4000000 | PA      | $3937723.20   | 0.11%             | 2067-10-25      | Variable      | 6.77%                 | No            |                  2 | On Loan: No      |
| EyeCare Partners LLC                                            | EyeCare Partners LLC 2024 Third Out Term Loan C                                                                                  | CUSIP: 30233PAR1<br>LEI: 254900ZAACWK09RJ8W93 | Long             | LON              | CORP              | US        |      134433 | PA      | $33608.35     | 0.00%             | 2028-11-30      | Floating      | 10.98%                | No            |                  2 | On Loan: No      |
| VEDANTA RESOURCES                                               | Vedanta Resources Finance II PLC                                                                                                 | CUSIP: 92243XAK7<br>LEI: 8945002DGA3BBXO3N634 | Long             | DBT              | CORP              | GB        |     5920000 | PA      | $5832412.30   | 0.16%             | 2031-12-03      | Fixed         | 11.25%                | No            |                  2 | On Loan: No      |
| Bank of America NA                                              | PURCHASED USD / SOLD PEN                                                                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |           1 | NC      | $14790.54     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                             | Intesa Sanpaolo SpA                                                                                                              | CUSIP: 46115HBQ9<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |     2750000 | PA      | $2459382.04   | 0.07%             | 2032-06-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| PetSmart Inc                                                    | PetSmart Inc 2021 Term Loan B                                                                                                    | CUSIP: 71677HAL9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     1528652 | PA      | $1503811.59   | 0.04%             | 2028-02-11      | Floating      | 8.17%                 | No            |                  2 | On Loan: No      |
| Bausch & Lomb Corporation                                       | Bausch & Lomb Corporation 2023 Incremental Term Loan                                                                             | CUSIP: 000000000<br>LEI: 549300NY6OZM39SO6475 | Long             | LON              | CORP              | CA        |     1996382 | PA      | $1974761.34   | 0.05%             | 2028-09-29      | Floating      | 8.32%                 | No            |                  2 | On Loan: No      |
| Vericrest Opportunity Loan Transferee                           | VOLT CI LLC                                                                                                                      | CUSIP: 92873EAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2323112 | PA      | $2320134.00   | 0.06%             | 2051-05-25      | Variable      | 8.83%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                          | U.S. Treasury Notes                                                                                                              | CUSIP: 91282CLF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    34305000 | PA      | $33602819.53  | 0.92%             | 2034-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| NEWLY WEDS FOODS INC                                            | Newly Weds Foods Inc Term Loan B                                                                                                 | CUSIP: 75701MAE5<br>LEI: 549300W1NZ5SVUKC3665 | Long             | LON              | CORP              | US        |     2940000 | PA      | $2921625.00   | 0.08%             | 2032-03-15      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| WF-RBS Commercial Mortgage Trust                                | WFRBS Commercial Mortgage Trust 2011-C4                                                                                          | CUSIP: 92936CBA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      215000 | PA      | $163851.50    | 0.00%             | 2044-06-15      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| IRB Holding Corp                                                | IRB Holding Corp 2024 1st Lien Term Loan B                                                                                       | CUSIP: 44988LAL1<br>LEI: 549300HVW4WNWYBXN830 | Long             | LON              | CORP              | US        |     3472432 | PA      | $3443402.96   | 0.09%             | 2027-12-15      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                          | PURCHASED COP / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | CO        |           1 | NC      | $-10071.52    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ALNYLAM PHARMACEUTICALS                                         | Alnylam Pharmaceuticals Inc                                                                                                      | CUSIP: 02043QAB3<br>LEI: 529900S3ZI14OWRJII50 | Long             | DBT              | CORP              | US        |     3400000 | PA      | $3897975.66   | 0.11%             | 2027-09-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| HUDSON PACIFIC PROPERTIE                                        | Hudson Pacific Properties LP                                                                                                     | CUSIP: 44409MAB2<br>LEI: 5493007NTUGLGZ8T3526 | Long             | DBT              |  | US        |     8490000 | PA      | $6079406.62   | 0.17%             | 2029-04-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| MasOrange Finco Plc                                             | MasOrange Finco Plc 2025 EUR Term Loan B                                                                                         | CUSIP: 000000000<br>LEI: 549300PONZMYNJTH6970 | Long             | LON              | CORP              | GB        |     3561915 | PA      | $3986372.90   | 0.11%             | 2031-03-25      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                    | UBS Group AG                                                                                                                     | CUSIP: 225401BB3<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     1775000 | PA      | $2169307.29   | 0.06%             | 2033-11-15      | Fixed         | 9.02%                 | No            |                  2 | On Loan: No      |
| NIELSEN CONSUMER INC                                            | Nielsen Consumer Inc 2025 USD Term Loan                                                                                          | CUSIP: 45674PAR5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     1500000 | PA      | $1494375.00   | 0.04%             | 2028-03-06      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                        | Celanese US Holdings LLC                                                                                                         | CUSIP: 15089QBA1<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |      400000 | PA      | $375473.76    | 0.01%             | 2033-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Century De Buyer LLC                                            | Century De Buyer LLC 2024 Term Loan B                                                                                            | CUSIP: 15651FAD8<br>LEI: 254900PQRPPYRTQIDX74 | Long             | LON              | CORP              | US        |      863486 | PA      | $858633.08    | 0.02%             | 2030-10-30      | Floating      | 7.78%                 | No            |                  2 | On Loan: No      |
| AMWINS GROUP INC                                                | AmWINS Group Inc 2025 Term Loan B                                                                                                | CUSIP: 03234TBA5<br>LEI: 549300SJE7MUB8NMRG61 | Long             | LON              | CORP              | US        |     1281788 | PA      | $1274378.77   | 0.03%             | 2032-01-30      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| OAKNORTH BANK PLC                                               | Oaknorth Bank PLC                                                                                                                | CUSIP: 000000000<br>LEI: 213800A7BOPQRC475O81 | Long             | DBT              | CORP              | GB        |     1725000 | PA      | $2366637.01   | 0.06%             | 2035-01-09      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                     | BNP Paribas SA                                                                                                                   | CUSIP: 05565A5R0<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |     1969000 | PA      | $2052255.23   | 0.06%             | 2028-08-14      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| American Express Credit Account Master Trust                    | American Express Credit Account Master Trust                                                                                     | CUSIP: 02589BAC4<br>LEI: 549300Y4SA5G3GIJTP18 | Long             | ABS-O            | CORP              | US        |    14100000 | PA      | $14545540.26  | 0.40%             | 2030-09-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| COTIVITI CORPORATION                                            | Cotiviti Corporation 2024 Term Loan                                                                                              | CUSIP: 22164MAB3<br>LEI: 254900YAQHVRTG4IFI64 | Long             | LON              | CORP              | US        |     1813736 | PA      | $1772926.70   | 0.05%             | 2031-05-01      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| ROBLOX CORP                                                     | ROBLOX Corp                                                                                                                      | CUSIP: 771049AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      425000 | PA      | $393296.96    | 0.01%             | 2030-05-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| VEDANTA RESOURCES                                               | Vedanta Resources Finance II PLC                                                                                                 | CUSIP: 000000000<br>LEI: 8945002DGA3BBXO3N634 | Long             | DBT              | CORP              | GB        |      275000 | PA      | $249473.42    | 0.01%             | 2033-04-24      | Fixed         | 9.85%                 | No            |                  2 | On Loan: No      |
| SeaWorld Parks & Entertainment Inc                              | SeaWorld Parks & Entertainment Inc 2024 Term Loan B3                                                                             | CUSIP: 78488CAL4<br>LEI: 549300UZV72O3371JJ53 | Long             | LON              | CORP              | US        |     3715114 | PA      | $3659386.83   | 0.10%             | 2031-12-04      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| LUMENTUM HOLDINGS INC                                           | Lumentum Holdings Inc                                                                                                            | CUSIP: 55024UAH2<br>LEI: 549300JLWRRC38DWEF52 | Long             | DBT              | CORP              | US        |     2725000 | PA      | $3099724.89   | 0.08%             | 2029-12-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| HANGER INC                                                      | Hanger Inc 2024 Term Loan B                                                                                                      | CUSIP: 41043BAH1<br>LEI: 254900ZJJJYVLHJXSZ60 | Long             | LON              | CORP              | US        |      660019 | PA      | $657900.35    | 0.02%             | 2031-10-23      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| INTL AIRPORT FINANCE SA                                         | International Airport Finance SA                                                                                                 | CUSIP: 45900TAA0<br>LEI: 959800M9M5LP0KXUP789 | Long             | DBT              | CORP              | ES        |     7098290 | PA      | $7577401.75   | 0.21%             | 2033-03-15      | Fixed         | 12.00%                | No            |                  2 | On Loan: No      |
| Multifamily Structured Credit Risk                              | Freddie Mac Mscr Trust Mn8                                                                                                       | CUSIP: 35563RAB1<br>LEI: 529900XKEN78GROIG538 | Long             | ABS-MBS          | USGSE             | US        |      730000 | PA      | $757059.86    | 0.02%             | 2044-05-25      | Floating      | 8.60%                 | No            |                  2 | On Loan: No      |
| FARM CREDIT BK OF TEXAS                                         | Farm Credit Bank of Texas                                                                                                        | CUSIP: 30767EAE9<br>LEI: V1EBJIOLRNYDHDF63Z33 | Long             | DBT              | USGA              | US        |     1957000 | PA      | $2027808.17   | 0.06%             | 2029-06-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| SANDISK CORP                                                    | Sandisk Corp Term Loan B                                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      700000 | PA      | $666750.00    | 0.02%             | 2032-02-20      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| MAXEON SOLAR TECHNOLOGIES LTD                                   | MAXEON SOLAR TECHNOLOGIES LTD                                                                                                    | CUSIP: 000000000<br>LEI: 5493007JPB074ITT6Y72 | N/A              | DE               |  | SG        |       20550 | NS      | $9699.60      | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| 8th Avenue Food & Provisions Inc                                | 8th Avenue Food & Provisions Inc 2018 2nd Lien Term Loan                                                                         | CUSIP: 28253PAD1<br>LEI: 549300PBCACU45IZ2V05 | Long             | LON              | CORP              | US        |      135000 | PA      | $121837.50    | 0.00%             | 2026-10-01      | Floating      | 12.19%                | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                    | GS Mortgage Securities Corportation Trust 2021-IP                                                                                | CUSIP: 36262MAL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1450000 | PA      | $1408899.90   | 0.04%             | 2036-10-15      | Floating      | 8.99%                 | No            |                  2 | On Loan: No      |
| VEDANTA RESOURCES                                               | Vedanta Resources Finance II PLC                                                                                                 | CUSIP: 92243XAM3<br>LEI: 8945002DGA3BBXO3N634 | Long             | DBT              | CORP              | GB        |      575000 | PA      | $528448.47    | 0.01%             | 2030-07-24      | Fixed         | 9.48%                 | No            |                  2 | On Loan: No      |
| NOTA DO TESOURO NACIONAL                                        | Brazil Notas do Tesouro Nacional Serie F                                                                                         | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    29566000 | PA      | $4928798.67   | 0.13%             | 2027-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Linked Notes                         | Santander Bank Auto Credit-Linked Notes Series 2023-B                                                                            | CUSIP: 80290CCF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      542597 | PA      | $563880.68    | 0.02%             | 2033-12-15      | Fixed         | 12.24%                | No            |                  2 | On Loan: No      |
| Northriver Midstream Finance LP                                 | NorthRiver Midstream Finance LP 2023 USD Term Loan B                                                                             | CUSIP: 66679PAB1<br>LEI: 549300SOLNLY3BL6GF18 | Long             | LON              | CORP              | CA        |     2494655 | PA      | $2484401.99   | 0.07%             | 2030-08-16      | Floating      | 6.55%                 | No            |                  2 | On Loan: No      |
| Greensky Home Improvement Issuer Trust                          | GreenSky Home Improvement Trust 2024-1                                                                                           | CUSIP: 39571MAH1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1300000 | PA      | $1341174.90   | 0.04%             | 2059-06-25      | Fixed         | 7.33%                 | No            |                  2 | On Loan: No      |
| TEAMSYSTEM SPA                                                  | TeamSystem SpA                                                                                                                   | CUSIP: 000000000<br>LEI: 81560062081DF3AB7A90 | Long             | DBT              | CORP              | IT        |     1900000 | PA      | $2145872.63   | 0.06%             | 2031-07-31      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| Specialty Building Products Holdings LLC                        | Specialty Building Products Holdings LLC 2021 Term Loan B                                                                        | CUSIP: 84748EAF7<br>LEI: 549300ICFD46O3KMJC06 | Long             | LON              | CORP              | US        |     1302310 | PA      | $1213505.15   | 0.03%             | 2028-10-15      | Floating      | 8.17%                 | No            |                  2 | On Loan: No      |
| MUTHOOT FINANCE LTD                                             | Muthoot Finance Ltd                                                                                                              | CUSIP: 62828M2D2<br>LEI: 335800HAMJMBFL4RRF02 | Long             | DBT              | CORP              | IN        |     3830000 | PA      | $3704549.27   | 0.10%             | 2029-04-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| DLG ACQUISITIONS LIMITED                                        | DLG Acquisitions Limited 2024 EUR Term Loan B                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |     1075000 | PA      | $1214940.26   | 0.03%             | 2031-05-16      | Floating      | 6.56%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                           | Athene Global Funding                                                                                                            | CUSIP: 04685A3X7<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |     1040000 | PA      | $1058638.24   | 0.03%             | 2027-07-09      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Hotwire Funding LLC                                             | Hotwire Funding LLC                                                                                                              | CUSIP: 44148JAC3<br>LEI: 254900ZCO90MCT7Y9348 | Long             | ABS-O            | CORP              | US        |     1895000 | PA      | $1800412.78   | 0.05%             | 2051-11-20      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| Aveanna Healthcare LLC                                          | Aveanna Healthcare LLC 2021 2nd Lien Term Loan                                                                                   | CUSIP: 05355JAD0<br>LEI: 5493006D6JRLPIY8YV18 | Long             | LON              | CORP              | US        |     1000000 | PA      | $940830.00    | 0.03%             | 2029-12-10      | Floating      | 11.46%                | No            |                  2 | On Loan: No      |
| Emrld Borrower LP                                               | EMRLD Borrower LP Term Loan B                                                                                                    | CUSIP: 26872NAC3<br>LEI: 5493000GJYE7GAQCUC61 | Long             | LON              | CORP              | US        |      993392 | PA      | $980607.49    | 0.03%             | 2030-05-31      | Floating      | 6.93%                 | No            |                  2 | On Loan: No      |
| Transcanada Trust                                               | Transcanada Trust                                                                                                                | CUSIP: 89356BAB4<br>LEI: 549300Y0MFCAXLBWUV51 | Long             | DBT              | CORP              | CA        |     1028000 | PA      | $1013024.51   | 0.03%             | 2076-08-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                    | Enbridge Inc                                                                                                                     | CUSIP: 29250NBC8<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     3400000 | PA      | $3258670.16   | 0.09%             | 2080-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| E2open LLC                                                      | E2open LLC 2020 Term Loan B                                                                                                      | CUSIP: 26826YAB8<br>LEI: 549300WF2BZODU55DR56 | Long             | LON              | CORP              | US        |     1542598 | PA      | $1532956.83   | 0.04%             | 2028-02-04      | Floating      | 7.94%                 | No            |                  2 | On Loan: No      |
| Credit Acceptance Auto Loan Trust                               | Credit Acceptance Auto Loan Trust 2022-3                                                                                         | CUSIP: 22534QAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      752318 | PA      | $753040.22    | 0.02%             | 2032-10-15      | Fixed         | 6.57%                 | No            |                  2 | On Loan: No      |
| CPI HOLDCO B LLC                                                | CPI Holdco B LLC 2024 Term Loan                                                                                                  | CUSIP: 1261MAAB6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     1014900 | PA      | $1006831.55   | 0.03%             | 2031-05-19      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| JANE STREET GRP/JSG FIN                                         | Jane Street Group / JSG Finance Inc                                                                                              | CUSIP: 47077WAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1027000 | PA      | $1009417.45   | 0.03%             | 2032-11-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| CINEMARK USA INC                                                | Cinemark USA Inc 2024 Term Loan B                                                                                                | CUSIP: 172442AU9<br>LEI: 54930008H2137JSCPQ09 | Long             | LON              | CORP              | US        |     1975125 | PA      | $1968547.58   | 0.05%             | 2030-05-24      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| TIC Home Improvement Trust                                      | TIC Home Improvement Trust 2024-A                                                                                                | CUSIP: 87252DAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      515000 | PA      | $531570.95    | 0.01%             | 2046-10-15      | Fixed         | 11.73%                | No            |                  2 | On Loan: No      |
| PG&E CORP                                                       | PG&E Corp                                                                                                                        | CUSIP: 69331C306<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EP               | CORP              | US        |       30000 | NS      | $1304700.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| RAVEN ACQUISITION HOLDINGS LLC                                  | Raven Acquisition Holdings LLC Term Loan B                                                                                       | CUSIP: 75419XAC8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      933333 | PA      | $922665.33    | 0.03%             | 2031-11-19      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                               | HSBC Holdings PLC                                                                                                                | CUSIP: 404280CN7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     2650000 | PA      | $2317089.51   | 0.06%             | 2030-12-17      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| BOXER PARENT COMPANY INC                                        | Boxer Parent Company Inc 2025 USD Term Loan B                                                                                    | CUSIP: 05988HAQ0<br>LEI: 549300TEWK6ENMZQLF18 | Long             | LON              | CORP              | US        |     1925000 | PA      | $1884305.50   | 0.05%             | 2031-07-30      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| Chrysaor Bidco Sarl                                             | Chrysaor Bidco Sarl USD Term Loan B                                                                                              | CUSIP: 000000000<br>LEI: 254900CXX37NCB7A8J31 | Long             | LON              | CORP              | LU        |      287931 | PA      | $288052.00    | 0.01%             | 2031-10-30      | Floating      | 7.74%                 | No            |                  2 | On Loan: No      |
| ON SEMICONDUCTOR CORP                                           | ON Semiconductor Corp                                                                                                            | CUSIP: 682189AU9<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | DBT              | CORP              | US        |     6165000 | PA      | $5320395.00   | 0.15%             | 2029-03-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                | CSC Holdings LLC                                                                                                                 | CUSIP: 126307BM8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |      410000 | PA      | $400781.15    | 0.01%             | 2028-05-15      | Fixed         | 11.25%                | No            |                  2 | On Loan: No      |
| PENN ENTERTAINMENT INC                                          | Penn Entertainment Inc                                                                                                           | CUSIP: 707569AV1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      375000 | PA      | $328918.88    | 0.01%             | 2029-07-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| LEVIATHAN BOND LTD                                              | Leviathan Bond Ltd                                                                                                               | CUSIP: 000000000<br>LEI: 254900D9T8VKYVQNZ220 | Long             | DBT              | CORP              | IL        |     1259000 | PA      | $1237735.49   | 0.03%             | 2027-06-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ALLIANCE LAUNDRY SYSTEMS LLC                                    | Alliance Laundry Systems LLC 2025 Repriced Term Loan B                                                                           | CUSIP: 000000000<br>LEI: 549300YBOGK6MBI5ND34 | Long             | LON              | CORP              | US        |     1110000 | PA      | $1100154.30   | 0.03%             | 2031-08-19      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                                                                  | CUSIP: 3138L4Y31<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       19745 | PA      | $19652.90     | 0.00%             | 2025-10-01      | Fixed         | 3.87%                 | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                                             | PURCHASED USD / SOLD GBP                                                                                                         | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | US        |           1 | NC      | $-401707.02   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Asurion LLC                                                     | Asurion LLC 2023 Term Loan B11                                                                                                   | CUSIP: 04649VBC3<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |      447018 | PA      | $432498.42    | 0.01%             | 2028-08-19      | Floating      | 8.67%                 | No            |                  2 | On Loan: No      |
| IHS HOLDING LTD                                                 | IHS Holding Ltd                                                                                                                  | CUSIP: 44963HAD7<br>LEI: 213800CLGMKL63VKTD94 | Long             | DBT              | CORP              | KY        |     9690000 | PA      | $9335346.00   | 0.26%             | 2031-11-29      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                    | Enbridge Inc                                                                                                                     | CUSIP: 29250NCF0<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |      800000 | PA      | $795150.00    | 0.02%             | 2054-06-27      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| Eagle Re Ltd                                                    | Eagle RE 2021-1 Ltd                                                                                                              | CUSIP: 26983BAH4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     8870000 | PA      | $9197690.62   | 0.25%             | 2033-10-25      | Floating      | 10.10%                | No            |                  2 | On Loan: No      |
| Bank of America NA                                              | 99D10U7F0 WELLINGTON                                                                                                             | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              |  | AD        |   -83525000 | NC      | $-2132477.33  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                       | Uniform Mortgage-Backed Security, TBA                                                                                            | CUSIP: 01F030652<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |   -16650000 | PA      | $-14447241.63 | -0.40%            | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ARDONAGH GROUP FINANCE                                          | Ardonagh Group Finance Ltd                                                                                                       | CUSIP: 039956AA5<br>LEI: 254900SRT1BTAJ76NW62 | Long             | DBT              | CORP              | JE        |     1100000 | PA      | $1122019.14   | 0.03%             | 2032-02-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                                          | VICI Properties LP / VICI Note Co Inc                                                                                            | CUSIP: 92564RAE5<br>LEI: N/A                  | Long             | DBT              |  | US        |     1668000 | PA      | $1573491.12   | 0.04%             | 2030-08-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                        | BX Commercial Mortgage Trust 2021-VOLT                                                                                           | CUSIP: 05609VAS4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1742000 | PA      | $1701073.10   | 0.05%             | 2036-09-15      | Floating      | 7.29%                 | No            |                  2 | On Loan: No      |
| CeramTec AcquiCo GmbH                                           | CeramTec AcquiCo GmbH 2022 EUR Term Loan B                                                                                       | CUSIP: 000000000<br>LEI: 9845001D9F4A861EIB39 | Long             | LON              | CORP              | DE        |     2001017 | PA      | $2228271.01   | 0.06%             | 2029-03-16      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| Garda World Security Corporation                                | Garda World Security Corporation 2025 Term Loan B                                                                                | CUSIP: 000000000<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | LON              | CORP              | CA        |      995000 | PA      | $983806.25    | 0.03%             | 2029-02-01      | Floating      | 7.29%                 | No            |                  2 | On Loan: No      |
| ADANI PORTS AND SPECIAL                                         | Adani Ports & Special Economic Zone Ltd                                                                                          | CUSIP: 000000000<br>LEI: 335800QOAXP5TM7OYP69 | Long             | DBT              | CORP              | IN        |     1125000 | PA      | $1021258.13   | 0.03%             | 2029-07-03      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BRASKEM NETHERLANDS                                             | Braskem Netherlands Finance BV                                                                                                   | CUSIP: 000000000<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |     4070000 | PA      | $3374131.38   | 0.09%             | 2030-01-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust                           | Westlake Automobile Receivables Trust 2021-2                                                                                     | CUSIP: 96042RAH1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     8830000 | PA      | $8774139.65   | 0.24%             | 2027-12-15      | Fixed         | 3.66%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                        | Virginia Electric and Power Co                                                                                                   | CUSIP: 927804GU2<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |      500000 | PA      | $479219.25    | 0.01%             | 2055-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                                        | Neuberger Berman Loan Advisers Clo 56 Ltd                                                                                        | CUSIP: 64135UAC1<br>LEI: 2549001742TZTUKJHB13 | Long             | ABS-CBDO         | CORP              | KY        |     2830000 | PA      | $2014461.92   | 0.06%             | 2037-07-24      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| WW International Inc                                            | WW International Inc 2021 Term Loan B                                                                                            | CUSIP: 92941PAC7<br>LEI: SGT8R1MU6ESIC7UJC518 | Long             | LON              | CORP              | US        |      771850 | PA      | $179455.13    | 0.00%             | 2028-04-13      | Floating      | 8.04%                 | No            |                  2 | On Loan: No      |
| ELECT GLOBAL INV LTD                                            | Elect Global Investments Ltd                                                                                                     | CUSIP: 000000000<br>LEI: 254900MGJD77N8VPNK65 | Long             | DBT              | CORP              | VG        |      845000 | PA      | $840775.00    | 0.02%             | 2025-06-03      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Altice France SA                                                | Altice France SA 2023 USD Term Loan B14                                                                                          | CUSIP: 000000000<br>LEI: 5493001ZMCICV4N02J21 | Long             | LON              | CORP              | FR        |      980000 | PA      | $880039.83    | 0.02%             | 2028-08-15      | Floating      | 9.76%                 | No            |                  2 | On Loan: No      |
| EUTELSAT SA                                                     | Eutelsat SA                                                                                                                      | CUSIP: 000000000<br>LEI: 549300MCOOY1V7P2PG30 | Long             | DBT              | CORP              | FR        |     4100000 | PA      | $4706925.91   | 0.13%             | 2029-04-13      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| TEREX CORPORATION                                               | Terex Corporation 2024 Term Loan B                                                                                               | CUSIP: 88078FBM9<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | LON              | CORP              | US        |      730000 | PA      | $727627.50    | 0.02%             | 2031-10-08      | Floating      | 6.30%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa                                        | Republic of South Africa Government Bond                                                                                         | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |   162657000 | PA      | $6770773.11   | 0.19%             | 2044-01-31      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                            | Edison International                                                                                                             | CUSIP: 281020AX5<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |     9355000 | PA      | $8907300.01   | 0.24%             | 2053-06-15      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| THIRD COAST INFRASTRUCTURE LLC                                  | Third Coast Infrastructure LLC Term Loan B                                                                                       | CUSIP: 88412KAC6<br>LEI: 5493006R4EN78GPJ4M96 | Long             | LON              | CORP              | US        |     1863281 | PA      | $1816699.22   | 0.05%             | 2030-09-25      | Floating      | 8.57%                 | No            |                  2 | On Loan: No      |
| FORVIA SE                                                       | Forvia SE                                                                                                                        | CUSIP: 000000000<br>LEI: 969500F0VMZLK2IULV85 | Long             | DBT              | CORP              | FR        |     2805000 | PA      | $3066046.77   | 0.08%             | 2027-02-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                                            | Verizon Master Trust                                                                                                             | CUSIP: 92348KBP7<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-O            | CORP              | US        |    12014000 | PA      | $12156877.70  | 0.33%             | 2031-04-21      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| COUNTRY GARDEN HLDGS                                            | Country Garden Holdings Co Ltd                                                                                                   | CUSIP: 000000000<br>LEI: 549300MGHLPT1EFHGF84 | Long             | DBT              | CORP              | KY        |     6215000 | PA      | $504160.80    | 0.01%             | 2030-10-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                         | PURCHASED USD / SOLD PEN                                                                                                         | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |           1 | NC      | $-258.71      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AASET 2018-1 Trust                                              | AASET 2018-1 US Ltd                                                                                                              | CUSIP: 000367AA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      897516 | PA      | $812257.25    | 0.02%             | 2038-01-16      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| Johnstone Supply LLC                                            | Johnstone Supply LLC Term Loan B                                                                                                 | CUSIP: 47947BAF9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      781075 | PA      | $773506.38    | 0.02%             | 2031-06-09      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| Dynasty Acquisition Co Inc                                      | Dynasty Acquisition Co Inc 2024 1st Lien Term Loan B2                                                                            | CUSIP: 26812CAP1<br>LEI: 549300L1RCRPOAUCB870 | Long             | LON              | CORP              | US        |      289984 | PA      | $288189.33    | 0.01%             | 2031-10-31      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC                                                    | Acrisure LLC 2024 1st Lien Term Loan B6                                                                                          | CUSIP: 00488PAV7<br>LEI: 549300R0Z1Q47XRTGO22 | Long             | LON              | CORP              | US        |     3233402 | PA      | $3190979.94   | 0.09%             | 2030-11-06      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| WINDSOR HOLDINGS III LLC                                        | Windsor Holdings III LLC 2025 EUR Term Loan B                                                                                    | CUSIP: 97360BAJ4<br>LEI: 254900IXUJZ9H146T437 | Long             | LON              | CORP              | US        |     1295000 | PA      | $1441676.27   | 0.04%             | 2030-08-01      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| CHOBANI LLC/FINANCE CORP                                        | Chobani LLC / Chobani Finance Corp Inc                                                                                           | CUSIP: 17027NAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      425000 | PA      | $445143.30    | 0.01%             | 2029-07-01      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| Bank                                                            | BANK 2020-BNK26                                                                                                                  | CUSIP: 06540JBM3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4054221 | PA      | $177593.53    | 0.00%             | 2063-03-15      | Variable      | 1.31%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                   | TransDigm Inc 2024 Term Loan                                                                                                     | CUSIP: 89364MCD4<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |     2099450 | PA      | $2076041.13   | 0.06%             | 2032-01-19      | Floating      | 6.80%                 | No            |                  2 | On Loan: No      |
| Banc of America Merrill Lynch Large Loan Inc                    | BAMLL Commercial Mortgage Securities Trust 2019-BPR                                                                              | CUSIP: 05492PAN8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2060000 | PA      | $1369411.37   | 0.04%             | 2032-11-05      | Variable      | 3.84%                 | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                               | EURO-SCHATZ FUT JUN25                                                                                                            | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |        -362 | NC      | $-233027.62   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| INEOS US FINANCE LLC                                            | Ineos US Finance LLC 2024 USD 1st Lien Term Loan B                                                                               | CUSIP: 000000000<br>LEI: 5493008MHJ4R367SNK31 | Long             | LON              | CORP              | US        |      992512 | PA      | $915592.78    | 0.03%             | 2031-02-07      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| BPR Trust                                                       | BPR Trust 2022-STAR                                                                                                              | CUSIP: 055980AC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     8245000 | PA      | $8234165.25   | 0.23%             | 2039-08-15      | Floating      | 8.50%                 | No            |                  2 | On Loan: No      |
| Ensemble RCM LLC                                                | Ensemble RCM LLC 2024 Term Loan B                                                                                                | CUSIP: 29359BAE1<br>LEI: 254900PDXJVVI20WAQ37 | Long             | LON              | CORP              | US        |     1384511 | PA      | $1382351.44   | 0.04%             | 2029-08-01      | Floating      | 7.28%                 | No            |                  2 | On Loan: No      |
| METRO BANK HOLDINGS PLC                                         | Metro Bank Holdings PLC                                                                                                          | CUSIP: 000000000<br>LEI: 984500CDDEAD6C2EDQ64 | Long             | DBT              | CORP              | GB        |     2475000 | PA      | $3638153.58   | 0.10%             | 2029-04-30      | Fixed         | 12.00%                | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND                                         | Romania Government Bond                                                                                                          | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    14410000 | PA      | $3397056.32   | 0.09%             | 2032-09-29      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Pretium Mortgage Credit Partners LLC                            | Pret 2025-NPL2 LLC                                                                                                               | CUSIP: 69392JAB5<br>LEI: 254900S0KCA0ULKWBW61 | Long             | ABS-O            | CORP              | US        |     3500000 | PA      | $3461148.60   | 0.09%             | 2055-03-25      | Variable      | 8.23%                 | No            |                  2 | On Loan: No      |
| PENNYMAC FIN SVCS INC                                           | PennyMac Financial Services Inc                                                                                                  | CUSIP: 70932MAE7<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |     1500000 | PA      | $1525389.00   | 0.04%             | 2030-11-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| Caesars Entertainment Inc                                       | Caesars Entertainment Inc 2024 Term Loan B1                                                                                      | CUSIP: 12768EAH9<br>LEI: 549300FA4CTCW903Y781 | Long             | LON              | CORP              | US        |      792000 | PA      | $778306.32    | 0.02%             | 2031-02-06      | Floating      | 6.56%                 | No            |                  2 | On Loan: No      |
| SASOL FINANCING USA LLC                                         | Sasol Financing USA LLC                                                                                                          | CUSIP: 000000000<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | US        |     7600000 | PA      | $6707000.00   | 0.18%             | 2027-11-08      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                                        | Thailand Government Bond                                                                                                         | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |   103820000 | PA      | $3016837.49   | 0.08%             | 2035-06-17      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Cast and Crew Payroll LLC                                       | Cast and Crew Payroll LLC 2021 Incremental Term Loan                                                                             | CUSIP: 14835JAQ3<br>LEI: 549300XE7OZGFGN5F466 | Long             | LON              | CORP              | US        |     1595713 | PA      | $1524623.57   | 0.04%             | 2028-12-29      | Floating      | 8.07%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                             | Freddie Mac STACR REMIC Trust 2022-DNA1                                                                                          | CUSIP: 35564KQZ5<br>LEI: 5493000ISBDRXIMCHZ70 | Long             | ABS-MBS          | USGSE             | US        |     2935000 | PA      | $3109280.30   | 0.09%             | 2042-01-25      | Floating      | 11.45%                | No            |                  2 | On Loan: No      |
| PEACH PROPERTY FINANCE                                          | Peach Property Finance GmbH                                                                                                      | CUSIP: 000000000<br>LEI: 5299006REENAMLK8A121 | Long             | DBT              | CORP              | DE        |     2450000 | PA      | $2690829.03   | 0.07%             | 2025-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                          | Diamondback Energy Inc                                                                                                           | CUSIP: 25278XBB4<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |      365000 | PA      | $323648.01    | 0.01%             | 2064-04-18      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| TricorBraun Holdings Inc                                        | TricorBraun Holdings Inc 2021 Term Loan                                                                                          | CUSIP: 00184NAB3<br>LEI: 2549009AB5YVVW5J1U62 | Long             | LON              | CORP              | US        |     2073469 | PA      | $2041973.23   | 0.06%             | 2028-03-03      | Floating      | 7.69%                 | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                               | EURO-OAT FUTURE JUN25                                                                                                            | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |        -225 | NC      | $-841905.41   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| BREAD FINANCIAL HLDGS                                           | Bread Financial Holdings Inc                                                                                                     | CUSIP: 018581AP3<br>LEI: 549300G8S4PO686J7H97 | Long             | DBT              | CORP              | US        |     2301000 | PA      | $2420706.65   | 0.07%             | 2029-03-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae                                                                                                                       | CUSIP: 21H060655<br>LEI: 549300M8ZYFG0OCMTT87 | Short            | ABS-MBS          | USGA              | US        |   -33910000 | PA      | $-34295461.41 | -0.94%            | 2054-05-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| EFESTO BIDCO SPA/US LLC                                         | EFESTO BIDCO SPA/US LLC                                                                                                          | CUSIP: 28201XAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | IT        |      300000 | PA      | $297633.00    | 0.01%             | 2032-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank Commercial Mortgage Trust                         | DBJPM 20-C9 Mortgage Trust                                                                                                       | CUSIP: 233063AW6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3788499 | PA      | $168931.45    | 0.00%             | 2053-09-15      | Variable      | 1.82%                 | No            |                  2 | On Loan: No      |
| Avantor Funding Inc                                             | Avantor Funding Inc 2024 Term Loan                                                                                               | CUSIP: 05350NAP9<br>LEI: 5493003VM0XB4U8YD238 | Long             | LON              | CORP              | US        |       64649 | PA      | $64668.99     | 0.00%             | 2027-11-08      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| IMA INDUSTRIA MACCHINE                                          | IMA Industria Macchine Automatiche SpA                                                                                           | CUSIP: 000000000<br>LEI: 815600D86992FDA7B908 | Long             | DBT              | CORP              | IT        |     4230000 | PA      | $4720078.30   | 0.13%             | 2028-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| COINBASE GLOBAL INC                                             | Coinbase Global Inc                                                                                                              | CUSIP: 19260QAF4<br>LEI: 5493004G3J2SC154DU06 | Long             | DBT              | CORP              | US        |     1625000 | PA      | $1614437.50   | 0.04%             | 2030-04-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| MI Windows and Doors LLC                                        | MI Windows and Doors LLC 2024 Term Loan B2                                                                                       | CUSIP: 55336CAK8<br>LEI: 254900X3SPV5RVFJEY72 | Long             | LON              | CORP              | US        |      481362 | PA      | $472774.99    | 0.01%             | 2031-03-28      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| JETBLUE AIRWAYS/LOYALTY                                         | JetBlue Airways Corp / JetBlue Loyalty LP                                                                                        | CUSIP: 476920AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     1590000 | PA      | $1464593.79   | 0.04%             | 2031-09-20      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| Advisor Group Inc                                               | Advisor Group Inc 2024 Term Loan B                                                                                               | CUSIP: 00775KAK4<br>LEI: 549300XL60BDV6UW5C86 | Long             | LON              | CORP              | US        |      967700 | PA      | $963045.04    | 0.03%             | 2028-08-17      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                  | Morgan Stanley                                                                                                                   | CUSIP: 61762V838<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EP               | CORP              | US        |       77950 | NS      | $1959663.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| LCH Ltd.                                                        | Long: B9D107ZT0 IRS USD R V 12MSOFR 99D107ZW3 CCPOIS / Short: B9D107ZT0 IRS USD P F  4.16000 99D107ZT0 CCPOIS                    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    64955000 | OU      | $-2447112.38  | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                           | Athene Global Funding                                                                                                            | CUSIP: 04685A3S8<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |      655000 | PA      | $660588.18    | 0.02%             | 2026-02-23      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| NOTA DO TESOURO NACIONAL                                        | Brazil Notas do Tesouro Nacional Serie F                                                                                         | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    90794000 | PA      | $13688404.15  | 0.37%             | 2031-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| WEC US Holdings Ltd                                             | WEC US Holdings Ltd 2024 Term Loan                                                                                               | CUSIP: 92943LAC4<br>LEI: 5493002M6GRSU1IWMG57 | Long             | LON              | CORP              | US        |     1763051 | PA      | $1744979.93   | 0.05%             | 2031-01-27      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| GOLOMT BANK OF MONGOLIA                                         | Golomt Bank                                                                                                                      | CUSIP: 381930AA4<br>LEI: 549300QLH7BRA4EIZO16 | Long             | DBT              | CORP              | MN        |     1875000 | PA      | $1872886.84   | 0.05%             | 2027-05-20      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Linked Notes                         | Santander Bank Auto Credit-Linked Notes Series 2023-A                                                                            | CUSIP: 80290CBY9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      715000 | PA      | $755225.61    | 0.02%             | 2033-06-15      | Fixed         | 13.75%                | No            |                  2 | On Loan: No      |
| Hyundai Auto Lease Securitization Trust                         | Hyundai Auto Lease Securitization Trust 2024-A                                                                                   | CUSIP: 448988AF2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     6630000 | PA      | $6683705.65   | 0.18%             | 2028-05-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| FIRST STUDENT BIDCO INC                                         | First Student Bidco Inc 2024 1st Lien Term Loan B                                                                                | CUSIP: 33718FAK6<br>LEI: 2549006DRO2F06AA1391 | Long             | LON              | CORP              | US        |     1372609 | PA      | $1365101.28   | 0.04%             | 2028-07-21      | Floating      | 6.80%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                        | BX Trust 2021-VIEW                                                                                                               | CUSIP: 05606GAS0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1120000 | PA      | $1086846.88   | 0.03%             | 2036-06-15      | Floating      | 9.37%                 | No            |                  2 | On Loan: No      |
| HUDSON PACIFIC PROPERTIE                                        | Hudson Pacific Properties LP                                                                                                     | CUSIP: 44409MAD8<br>LEI: 5493007NTUGLGZ8T3526 | Long             | DBT              |  | US        |     2145000 | PA      | $1791685.92   | 0.05%             | 2028-02-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| USALCO LLC                                                      | USALCO LLC 2024 Term Loan B                                                                                                      | CUSIP: 91732NAL7<br>LEI: 5493006WBYB0CYPCSG20 | Long             | LON              | CORP              | US        |      804851 | PA      | $801494.73    | 0.02%             | 2031-09-30      | Floating      | 8.30%                 | No            |                  2 | On Loan: No      |
| ZACAPA SARL                                                     | Zacapa SARL 2024 Term Loan                                                                                                       | CUSIP: 000000000<br>LEI: 213800VIVQIJLORBU468 | Long             | LON              | CORP              | LU        |     2824720 | PA      | $2807940.97   | 0.08%             | 2029-03-22      | Floating      | 8.05%                 | No            |                  2 | On Loan: No      |
| Inspired FinCo Holdings Limited                                 | Inspired FinCo Holdings Limited 2025 EUR Term Loan B6                                                                            | CUSIP: 000000000<br>LEI: 21380079CKTODVMD9183 | Long             | LON              | CORP              | GB        |     1433519 | PA      | $1607543.93   | 0.04%             | 2031-02-28      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Bank NA                                             | PURCHASED MXN / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: KB1H1DSPRFMYMCUFXT09 | N/A              | DFE              |  | MX        |           1 | NC      | $39823.84     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddiemac Strip                                                | Freddie Mac Strips                                                                                                               | CUSIP: 3142G42C4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2860648 | PA      | $515602.39    | 0.01%             | 2052-12-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SPEEDWAY MOT/SPEEDWAY FD                                        | Speedway Motorsports LLC / Speedway Funding II Inc                                                                               | CUSIP: 84779MAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      200000 | PA      | $191635.16    | 0.01%             | 2027-11-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                  | Morgan Stanley Capital I Trust 2014-150E                                                                                         | CUSIP: 61764BAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6385000 | PA      | $5663299.62   | 0.16%             | 2032-09-09      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| Tricolor Auto Securitization Trust                              | Tricolor Auto Securitization Trust 2023-1                                                                                        | CUSIP: 89616KAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     7075000 | PA      | $7466696.76   | 0.20%             | 2028-06-15      | Fixed         | 13.45%                | No            |                  2 | On Loan: No      |
| Core & Main LP                                                  | Core & Main LP 2024 Term Loan E                                                                                                  | CUSIP: 40416VAH8<br>LEI: 549300ZSLF8Q660SCD17 | Long             | LON              | CORP              | US        |      564311 | PA      | $562431.54    | 0.02%             | 2031-02-09      | Floating      | 6.27%                 | No            |                  2 | On Loan: No      |
| MARS INC                                                        | Mars Inc                                                                                                                         | CUSIP: 571676BB0<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |      360000 | PA      | $357512.91    | 0.01%             | 2045-05-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae                                                                                                                       | CUSIP: 21H042653<br>LEI: 549300M8ZYFG0OCMTT87 | Short            | ABS-MBS          | USGA              | US        |     -785000 | PA      | $-751330.03   | -0.02%            | 2055-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NEP/NCP Holdco Inc                                              | NEP/NCP Holdco Inc 2018 2nd Lien Term Loan                                                                                       | CUSIP: 62908HAB1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      210000 | PA      | $129150.00    | 0.00%             | 2026-10-19      | Floating      | 11.57%                | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                             | Exeter Automobile Receivables Trust 2025-2                                                                                       | CUSIP: 30168JAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     9200000 | PA      | $9334883.96   | 0.26%             | 2032-10-15      | Fixed         | 7.81%                 | No            |                  2 | On Loan: No      |
| PARSONS CORP                                                    | Parsons Corp                                                                                                                     | CUSIP: 70202LAD4<br>LEI: 549300ZXH0VRBSEPX752 | Long             | DBT              | CORP              | US        |     2150000 | PA      | $2266100.00   | 0.06%             | 2029-03-01      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                | Freddie Mac Multifamily Structured Pass Through Certificates                                                                     | CUSIP: 3137FTZS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2105760 | PA      | $136292.34    | 0.00%             | 2030-04-25      | Variable      | 1.76%                 | No            |                  2 | On Loan: No      |
| Lernen Bidco Limited                                            | Lernen Bidco Limited EUR Term Loan B1                                                                                            | CUSIP: 000000000<br>LEI: 894500YKKF2CXAP6DR25 | Long             | LON              | CORP              | GB        |      795000 | PA      | $899112.13    | 0.02%             | 2029-04-25      | Floating      | 6.78%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                                                                  | CUSIP: 3138L8HG2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       25928 | PA      | $25550.50     | 0.00%             | 2026-12-01      | Fixed         | 3.16%                 | No            |                  2 | On Loan: No      |
| ZORLU ENERJI ELEKTRIK                                           | Zorlu Enerji Elektrik Uretim AS                                                                                                  | CUSIP: 000000000<br>LEI: 7890005B5CSNL39OYO75 | Long             | DBT              | CORP              | TR        |      720000 | PA      | $659671.76    | 0.02%             | 2030-04-23      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| Lamar Funding Ltd                                               | Lamar Funding Ltd                                                                                                                | CUSIP: 000000000<br>LEI: 549300TSXHL7X0727895 | Long             | DBT              | CORP              | KY        |     6990000 | PA      | $6990489.30   | 0.19%             | 2025-05-07      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| FLUOR CORP                                                      | Fluor Corp                                                                                                                       | CUSIP: 343412AJ1<br>LEI: CQ7WZ4NOFWT7FAE6Q943 | Long             | DBT              | CORP              | US        |     6170000 | PA      | $6490840.00   | 0.18%             | 2029-08-15      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                                                                | CUSIP: 3136A6U85<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |          69 | PA      | $0.37         | 0.00%             | 2027-07-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| The Huntington National Bank                                    | Huntington Bank Auto Credit-Linked Notes Series 2025-1                                                                           | CUSIP: 446438TB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1390796 | PA      | $1370819.19   | 0.04%             | 2033-03-21      | Floating      | 11.50%                | No            |                  2 | On Loan: No      |
| LSF12 Crown US Commercial Bidco LLC                             | LSF12 Crown US Commercial Bidco LLC Term Loan B                                                                                  | CUSIP: 50221UAC5<br>LEI: 254900FI2OCFTJ9PAJ18 | Long             | LON              | CORP              | US        |     3500000 | PA      | $3354155.00   | 0.09%             | 2031-12-02      | Floating      | 8.57%                 | No            |                  2 | On Loan: No      |
| MKS INSTRUMENTS INC                                             | MKS Instruments Inc 2025 USD Repriced Term Loan                                                                                  | CUSIP: 55314NAZ7<br>LEI: 549300KEQATBHAGVF505 | Long             | LON              | CORP              | US        |     1061390 | PA      | $1051306.92   | 0.03%             | 2029-08-17      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| Falcon Aerospace Ltd                                            | Falcon 2019-1 Aerospace Ltd                                                                                                      | CUSIP: 30610GAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |      805486 | PA      | $777486.18    | 0.02%             | 2039-09-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                       | Uniform Mortgage-Backed Security, TBA                                                                                            | CUSIP: 01F040644<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    25370000 | PA      | $23643545.37  | 0.65%             | 2055-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ally Bank Auto Credit-Linked Notes                              | Ally Bank Auto Credit-Linked Notes Series 2024-B                                                                                 | CUSIP: 02007G4G5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      966525 | PA      | $968138.41    | 0.03%             | 2032-09-15      | Fixed         | 8.04%                 | No            |                  2 | On Loan: No      |
| Ontario Gaming GTA LP                                           | Ontario Gaming GTA LP Term Loan B                                                                                                | CUSIP: 000000000<br>LEI: 894500EC9KLZLOC3V025 | Long             | LON              | CORP              | CA        |      873938 | PA      | $843786.66    | 0.02%             | 2030-08-01      | Floating      | 8.55%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                    | GS Mortgage Securities Trust 2013-GC13                                                                                           | CUSIP: 36198EAG0<br>LEI: 549300WF5YRKNHB1FX69 | Long             | ABS-MBS          | CORP              | US        |      147575 | PA      | $1.48         | 0.00%             | 2046-07-10      | Variable      | 0.37%                 | No            |                  2 | On Loan: No      |
| HIGHTOWER HOLDING LLC                                           | Hightower Holding LLC                                                                                                            | CUSIP: 43118DAB6<br>LEI: 254900MKOSB7RTMA9K12 | Long             | DBT              | CORP              | US        |      800000 | PA      | $818000.00    | 0.02%             | 2030-01-31      | Fixed         | 9.13%                 | No            |                  2 | On Loan: No      |
| Sedgwick Claims Management Services Inc                         | Sedgwick Claims Management Services Inc 2023 Term Loan B                                                                         | CUSIP: 81527CAP2<br>LEI: 549300BIN4DWJG5VWF64 | Long             | LON              | CORP              | US        |     4908749 | PA      | $4881162.10   | 0.13%             | 2031-07-31      | Floating      | 7.31%                 | No            |                  2 | On Loan: No      |
| VERISURE HOLDING AB                                             | Verisure Holding AB                                                                                                              | CUSIP: 000000000<br>LEI: 549300VQQCWGISM3N408 | Long             | DBT              | CORP              | SE        |      308000 | PA      | $344539.04    | 0.01%             | 2027-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Flatiron CLO Ltd                                                | Flatiron RR CLO 22 LLC                                                                                                           | CUSIP: 33883QAY1<br>LEI: 5493000CIUZPG6SZO932 | Long             | ABS-CBDO         | CORP              | US        |     3050000 | PA      | $2834676.10   | 0.08%             | 2034-10-15      | Floating      | 8.51%                 | No            |                  2 | On Loan: No      |
| BERTRAND FRANCHISE                                              | Bertrand Franchise Finance SAS                                                                                                   | CUSIP: 000000000<br>LEI: 969500HGPPEHSTNJFW57 | Long             | DBT              | CORP              | FR        |      150000 | PA      | $176469.79    | 0.00%             | 2030-07-18      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                       | Uniform Mortgage-Backed Security, TBA                                                                                            | CUSIP: 01F062655<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |   -36250000 | PA      | $-37329146.55 | -1.02%            | 2054-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| EUTELSAT SA                                                     | Eutelsat SA                                                                                                                      | CUSIP: 000000000<br>LEI: 549300MCOOY1V7P2PG30 | Long             | DBT              | CORP              | FR        |     4060000 | PA      | $4661004.68   | 0.13%             | 2029-04-13      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| MELCO RESORTS FINANCE                                           | Melco Resorts Finance Ltd                                                                                                        | CUSIP: 000000000<br>LEI: 5493000FQDBWKDBZEF60 | Long             | DBT              | CORP              | KY        |     4590000 | PA      | $4141899.87   | 0.11%             | 2029-12-04      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                   | Citigroup Inc                                                                                                                    | CUSIP: 172967PE5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     2310000 | PA      | $2371979.61   | 0.06%             | 2028-11-15      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| DATADOG INC                                                     | Datadog Inc                                                                                                                      | CUSIP: 23804LAB9<br>LEI: 549300F6JNO0KRPO1K63 | Long             | DBT              | CORP              | US        |     1980000 | PA      | $2229313.28   | 0.06%             | 2025-06-15      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| VARSITY BRANDS INC                                              | Varsity Brands Inc 2025 Term Loan                                                                                                | CUSIP: 92227QAF3<br>LEI: 254900PLBJA0I5NSTT38 | Long             | LON              | CORP              | US        |     1440000 | PA      | $1413000.00   | 0.04%             | 2031-08-26      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| AZZ Inc                                                         | AZZ Inc Term Loan B                                                                                                              | CUSIP: 00247NAG7<br>LEI: 549300HD1X2NFLWPYC83 | Long             | LON              | CORP              | US        |     1672260 | PA      | $1668497.11   | 0.05%             | 2029-05-13      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                                            | Indonesia Treasury Bond                                                                                                          | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 66479000000 | PA      | $4106960.49   | 0.11%             | 2026-09-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| UNITED GROUP BV                                                 | United Group BV                                                                                                                  | CUSIP: 000000000<br>LEI: 213800PC85O8BJ7DU398 | Long             | DBT              | CORP              | NL        |      275000 | PA      | $310149.13    | 0.01%             | 2028-08-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| VITAL ENERGY INC                                                | Vital Energy Inc                                                                                                                 | CUSIP: 516806AK2<br>LEI: 549300X0PTWU2QSLSL14 | Long             | DBT              | CORP              | US        |    20040000 | PA      | $15568933.72  | 0.43%             | 2032-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| GLOBAL ATLANTIC FIN CO                                          | Global Atlantic Fin Co                                                                                                           | CUSIP: 37959GAG2<br>LEI: 98450051B2E65CAA7E94 | Long             | DBT              | CORP              | US        |     1353000 | PA      | $1373997.21   | 0.04%             | 2054-10-15      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| EyeCare Partners LLC                                            | EyeCare Partners LLC 2024 Second Out Term Loan B                                                                                 | CUSIP: 30233PAT7<br>LEI: 254900ZAACWK09RJ8W93 | Long             | LON              | CORP              | US        |     1276748 | PA      | $983632.25    | 0.03%             | 2028-11-30      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| WestJet Loyalty LP                                              | WestJet Loyalty LP Term Loan B                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |     1306800 | PA      | $1238193.00   | 0.03%             | 2031-02-14      | Floating      | 7.55%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                     | PURCHASED USD / SOLD BRL                                                                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $-355392.36   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Trans Union LLC                                                 | Trans Union LLC 2024 Term Loan B8                                                                                                | CUSIP: 89334GBF0<br>LEI: X8NPN6PWJOM1QCTYFV34 | Long             | LON              | CORP              | US        |     1525155 | PA      | $1514188.85   | 0.04%             | 2031-06-24      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                        | Long: B9D0Z0521 IRS USD R V 12MSOFR 99D0Z0539 CCPOIS / Short: B9D0Z0521 IRS USD P F  3.41000 99D0Z0521 CCPOIS                    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     4760000 | OU      | $377925.83    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HTL Commercial Mortgage Trust                                   | HTL Commercial Mortgage Trust 2024-T53                                                                                           | CUSIP: 404300AL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3085000 | PA      | $3184259.88   | 0.09%             | 2039-05-10      | Variable      | 12.32%                | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                                            | Indonesia Treasury Bond                                                                                                          | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |  4260000000 | PA      | $258412.63    | 0.01%             | 2038-06-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                                          | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC                                                            | CUSIP: 01309QAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      265000 | PA      | $268854.96    | 0.01%             | 2033-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                          | Santander Drive Auto Receivables Trust 2024-1                                                                                    | CUSIP: 80288AAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2335000 | PA      | $2338693.04   | 0.06%             | 2028-04-17      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                       | Uniform Mortgage-Backed Security, TBA                                                                                            | CUSIP: 01F052656<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   236425000 | PA      | $235914610.44 | 6.46%             | 2054-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NIPPON LIFE INSURANCE                                           | Nippon Life Insurance Co                                                                                                         | CUSIP: 654579AP6<br>LEI: 549300Y0HHMFW3EVWY08 | Long             | DBT              | CORP              | JP        |     6260000 | PA      | $6350978.33   | 0.17%             | 2055-04-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| TEAMSYSTEM SPA                                                  | TeamSystem SpA                                                                                                                   | CUSIP: 000000000<br>LEI: 81560062081DF3AB7A90 | Long             | DBT              | CORP              | IT        |     1630000 | PA      | $1840932.83   | 0.05%             | 2031-07-31      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| HANGER INC                                                      | Hanger Inc 2024 Delayed Draw Term Loan                                                                                           | CUSIP: 41043BAJ7<br>LEI: 254900ZJJJYVLHJXSZ60 | Long             | LON              | CORP              | US        |       84981 | PA      | $84708.20     | 0.00%             | 2031-10-23      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| TITULOS DE TESORERIA                                            | Colombian TES                                                                                                                    | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |  5031200000 | PA      | $1163470.21   | 0.03%             | 2026-08-26      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Pretium Mortgage Credit Partners LLC                            | PRET 2024-NPL5 LLC                                                                                                               | CUSIP: 74143QAB1<br>LEI: 254900YWXIBNNDQF0Y67 | Long             | ABS-O            | CORP              | US        |     1000000 | PA      | $992911.00    | 0.03%             | 2054-09-25      | Variable      | 8.84%                 | No            |                  2 | On Loan: No      |
| Dun & Bradstreet Corporation (The)                              | Dun & Bradstreet Corporation (The) 2024 Term Loan                                                                                | CUSIP: 26483NAW0<br>LEI: RI37BMPWE56BCJ747E14 | Long             | LON              | CORP              | US        |     2834139 | PA      | $2822178.60   | 0.08%             | 2029-01-18      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                                    | CSMC 2017-FHA1 Trust                                                                                                             | CUSIP: 12651RAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       49066 | PA      | $44604.44     | 0.00%             | 2047-04-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| TRUST FIBRAUNO                                                  | Trust Fibra Uno                                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              |  | MX        |     1620000 | PA      | $1501998.39   | 0.04%             | 2030-01-15      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| FS LUXEMBOURG SARL                                              | FS Luxembourg Sarl                                                                                                               | CUSIP: 30315XAC8<br>LEI: 222100EKR3JUJPGGOY81 | Long             | DBT              | CORP              | LU        |    11855000 | PA      | $11917677.39  | 0.33%             | 2031-02-12      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Allied Universal Holdco LLC                                     | Allied Universal Holdco LLC 2021 USD Incremental Term Loan B                                                                     | CUSIP: 01957TAH0<br>LEI: 98450038B4549046D794 | Long             | LON              | CORP              | US        |     2295963 | PA      | $2292473.56   | 0.06%             | 2028-05-12      | Floating      | 8.17%                 | No            |                  2 | On Loan: No      |
| Froneri Lux Finco Sarl                                          | Froneri Lux Finco Sarl 2024 EUR Term Loan B3                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |     2000000 | PA      | $2245445.66   | 0.06%             | 2031-09-30      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| TRIMAS CORP                                                     | TriMas Corp                                                                                                                      | CUSIP: 896215AH3<br>LEI: 75G1WUQ8QK4P5MZOYD78 | Long             | DBT              | CORP              | US        |      325000 | PA      | $304049.88    | 0.01%             | 2029-04-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Cobham Ultra SeniorCo Sarl                                      | Cobham Ultra SeniorCo Sarl USD Term Loan B                                                                                       | CUSIP: 000000000<br>LEI: 254900L6IKLPZKIC4F32 | Long             | LON              | CORP              | LU        |     1523482 | PA      | $1494917.02   | 0.04%             | 2029-08-03      | Floating      | 8.18%                 | No            |                  2 | On Loan: No      |
| Deephaven Residential Mortgage Trust                            | Deephaven Residential Mortgage Trust 2021-3                                                                                      | CUSIP: 24381VAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1250000 | PA      | $902286.75    | 0.02%             | 2066-08-25      | Variable      | 3.27%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                | Freddie Mac Multifamily Structured Pass Through Certificates                                                                     | CUSIP: 3137FNX88<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1150193 | PA      | $86174.53     | 0.00%             | 2046-09-25      | Variable      | 2.09%                 | No            |                  2 | On Loan: No      |
| PLANO HOLDCO INC                                                | Plano HoldCo Inc Term Loan B                                                                                                     | CUSIP: 72712EAB3<br>LEI: 254900C53JLEP3CCOQ10 | Long             | LON              | CORP              | US        |      185000 | PA      | $182225.00    | 0.00%             | 2031-10-02      | Floating      | 7.80%                 | No            |                  2 | On Loan: No      |
| BBVA BANCOMER SA TEXAS                                          | BBVA Mexico SA Institucion De Banca Multiple Grupo Financiero BBVA Mexico/TX                                                     | CUSIP: 000000000<br>LEI: 549300WIWQK5Q9MCUN92 | Long             | DBT              | CORP              | MX        |    12725000 | PA      | $13213571.92  | 0.36%             | 2038-06-29      | Fixed         | 8.45%                 | No            |                  2 | On Loan: No      |
| AES PANAMA GENERATION HL                                        | AES Panama Generation Holdings SRL                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | PA        |     7827119 | PA      | $6845206.89   | 0.19%             | 2030-05-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| VILLA DUTCH BIDCO BV                                            | House of HR Group BV                                                                                                             | CUSIP: 000000000<br>LEI: 724500AWBTX8I880X774 | Long             | DBT              | CORP              | NL        |     2700000 | PA      | $2852234.38   | 0.08%             | 2029-11-03      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| UPL CORP LTD                                                    | UPL Corp Ltd                                                                                                                     | CUSIP: 000000000<br>LEI: 213800AQLATW4WEEH674 | Long             | DBT              | CORP              | MU        |    10565000 | PA      | $10081373.92  | 0.28%             | 2025-05-12      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| IMOLA MERGER CORP                                               | Imola Merger Corp                                                                                                                | CUSIP: 45258LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      410000 | PA      | $391498.52    | 0.01%             | 2029-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN INC                                                  | Transocean Inc                                                                                                                   | CUSIP: 893830BX6<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | KY        |      360000 | PA      | $351896.54    | 0.01%             | 2030-02-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| BRAZOS DELAWARE II LLC                                          | Brazos Delaware II LLC 2025 Term Loan B                                                                                          | CUSIP: 10620UAL6<br>LEI: 549300V1BTYXZRGYUU04 | Long             | LON              | CORP              | US        |      395449 | PA      | $394262.87    | 0.01%             | 2030-02-11      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| Dcert Buyer Inc                                                 | DCert Buyer Inc 2021 2nd Lien Term Loan                                                                                          | CUSIP: 24022KAJ8<br>LEI: 549300EF826JEEUCHZ67 | Long             | LON              | CORP              | US        |     1000000 | PA      | $820000.00    | 0.02%             | 2029-02-19      | Floating      | 11.32%                | No            |                  2 | On Loan: No      |
| ENERFLEX LTD                                                    | Enerflex Ltd                                                                                                                     | CUSIP: 29269RAA3<br>LEI: 54930014N7872VUS3F89 | Long             | DBT              | CORP              | CA        |      225000 | PA      | $230124.60    | 0.01%             | 2027-10-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| VEON HOLDINGS BV                                                | VEON Holdings BV                                                                                                                 | CUSIP: 000000000<br>LEI: 5493000XDKGUH5NQGE22 | Long             | DBT              | CORP              | NL        |     7690000 | PA      | $6896622.70   | 0.19%             | 2027-11-25      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Enstar Group Ltd                                                | Enstar Group Ltd                                                                                                                 | CUSIP: 29359U109<br>LEI: 213800AMAL5QFXVUCN04 | Long             | EP               | CORP              | BM        |       70127 | NS      | $1495107.64   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                                          | PURCHASED EUR / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | XX        |           1 | NC      | $-885.80      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOODYEAR TIRE & RUBBER                                          | Goodyear Tire & Rubber Co/The                                                                                                    | CUSIP: 382550BR1<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |      300000 | PA      | $279472.02    | 0.01%             | 2031-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                   | PURCHASED USD / SOLD EUR                                                                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $3429.12      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TITULOS DE TESORERIA                                            | Colombian TES                                                                                                                    | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |  9076600000 | PA      | $1667680.41   | 0.05%             | 2032-06-30      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BONOS TESORERIA PESOS                                           | Bonos de la Tesoreria de la Republica en pesos                                                                                   | CUSIP: 000000000<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |  1910000000 | PA      | $2057269.84   | 0.06%             | 2033-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                | Fannie Mae Connecticut Avenue Securities                                                                                         | CUSIP: 20754KAJ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     9720000 | PA      | $10140208.24  | 0.28%             | 2041-11-25      | Floating      | 10.55%                | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                                             | Malaysia Government Bond                                                                                                         | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |    10690000 | PA      | $2707096.31   | 0.07%             | 2037-04-07      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| Cornerstone Building Brands Inc                                 | Cornerstone Building Brands Inc 2024 Term Loan B                                                                                 | CUSIP: 72431HAE0<br>LEI: 549300IW41QEWQ6T0H29 | Long             | LON              | CORP              | US        |      895500 | PA      | $734587.61    | 0.02%             | 2031-05-15      | Floating      | 8.82%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae                                                                                                                       | CUSIP: 21H040657<br>LEI: 549300M8ZYFG0OCMTT87 | Short            | ABS-MBS          | USGA              | US        |   -27050000 | PA      | $-25173946.98 | -0.69%            | 2055-05-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                       | Uniform Mortgage-Backed Security, TBA                                                                                            | CUSIP: 01F032658<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |   -35920000 | PA      | $-32413765.11 | -0.89%            | 2052-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ONESKY FLIGHT LLC                                               | OneSky Flight LLC                                                                                                                | CUSIP: 000000000<br>LEI: 549300PM6NEPXGG5B882 | Long             | DBT              | CORP              | US        |      980000 | PA      | $989209.64    | 0.03%             | 2029-12-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| TERMOCANDELARIA POWER                                           | Termocandelaria Power SA                                                                                                         | CUSIP: 000000000<br>LEI: 549300YDORW43JL6G659 | Long             | DBT              | CORP              | ES        |      535000 | PA      | $532426.65    | 0.01%             | 2031-09-17      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                          | CCO Holdings LLC / CCO Holdings Capital Corp                                                                                     | CUSIP: 1248EPCK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      550000 | PA      | $496937.82    | 0.01%             | 2031-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                         | BPCE SA                                                                                                                          | CUSIP: 000000000<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |     4000000 | PA      | $4395604.99   | 0.12%             | 2042-01-13      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Corporation Service Company                                     | Corporation Service Company Term Loan B                                                                                          | CUSIP: 22006VAL3<br>LEI: 549300NOPSIMGJNT8J31 | Long             | LON              | CORP              | US        |     1191334 | PA      | $1178432.15   | 0.03%             | 2029-11-02      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| SCOR SE                                                         | SCOR SE                                                                                                                          | CUSIP: 000000000<br>LEI: 96950056ULJ4JI7V3752 | Long             | DBT              | CORP              | FR        |     2100000 | PA      | $2355824.27   | 0.06%             | 2034-06-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BANCA TRANSILVANIA                                              | Banca Transilvania SA                                                                                                            | CUSIP: 000000000<br>LEI: 549300RG3H390KEL8896 | Long             | DBT              | CORP              | RO        |     1554000 | PA      | $1754894.78   | 0.05%             | 2030-09-30      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| MEDCO OAK TREE PTE LTD                                          | Medco Oak Tree Pte Ltd                                                                                                           | CUSIP: 000000000<br>LEI: 254900AU06KP3JTGZL51 | Long             | DBT              | CORP              | SG        |      890000 | PA      | $892454.62    | 0.02%             | 2026-05-14      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                          | U.S. Treasury Inflation-Indexed Bonds                                                                                            | CUSIP: 912810RF7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    17795700 | PA      | $15043955.36  | 0.41%             | 2044-02-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Babson CLO Ltd                                                  | Barings Clo Ltd 2019-IV                                                                                                          | CUSIP: 06761YAE1<br>LEI: 549300QO1I8V07FLPQ13 | Long             | ABS-CBDO         | CORP              | KY        |      500000 | PA      | $492598.50    | 0.01%             | 2037-07-15      | Floating      | 10.66%                | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                                             | Malaysia Government Bond                                                                                                         | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |    22136000 | PA      | $5192495.13   | 0.14%             | 2034-07-05      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| Tempur Sealy International Inc                                  | Tempur Sealy International Inc 2024 Term Loan B                                                                                  | CUSIP: 88025BAN1<br>LEI: 549300HFEKVR3US71V91 | Long             | LON              | CORP              | US        |     2857838 | PA      | $2849263.99   | 0.08%             | 2031-10-24      | Floating      | 6.78%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                                 | Long: B9D10LZQ5 CDS EUR R V 03MEVENT 2 CCPCORPORATE / Short: B9D10LZQ5 CDS EUR P F  1.00000 1 CCPCORPORATE                       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |      935000 | OU      | $-2957.38     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                                          | U.S. Treasury Bonds                                                                                                              | CUSIP: 912810UE6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    10240000 | PA      | $9912000.00   | 0.27%             | 2054-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CREDIT ACCEPTANC                                                | Credit Acceptance Corp                                                                                                           | CUSIP: 225310AQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      705000 | PA      | $745050.35    | 0.02%             | 2028-12-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Tricon Residential                                              | Tricon Residential 2021-SFR1 Trust                                                                                               | CUSIP: 89614YAH9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3535296 | PA      | $3440675.22   | 0.09%             | 2038-07-17      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                                             | NCL Corp Ltd                                                                                                                     | CUSIP: 62886HBK6<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |     5025000 | PA      | $4849125.00   | 0.13%             | 2027-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| INEOS FINANCE PLC                                               | Ineos Finance PLC 2024 EUR Term Loan B1                                                                                          | CUSIP: 000000000<br>LEI: 2138002D68XDR4LZCG32 | Long             | LON              | CORP              | GB        |     1405000 | PA      | $1485284.67   | 0.04%             | 2031-02-07      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Linked Notes                         | Santander Bank NA - SBCLN                                                                                                        | CUSIP: 80290CAL8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1200000 | PA      | $1194239.16   | 0.03%             | 2031-12-15      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| ROCKET SOFTWARE INC                                             | Rocket Software Inc                                                                                                              | CUSIP: 77314EAA6<br>LEI: 549300PVG26ISP5X1556 | Long             | DBT              | CORP              | US        |     1625000 | PA      | $1545649.14   | 0.04%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| RIVIAN AUTO INC                                                 | Rivian Automotive Inc                                                                                                            | CUSIP: 76954AAD5<br>LEI: 25490004LNKJ84MFYY24 | Long             | DBT              | CORP              | US        |     3080000 | PA      | $2790480.00   | 0.08%             | 2030-10-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                | Fannie Mae Connecticut Avenue Securities                                                                                         | CUSIP: 20753YAL6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    12410000 | PA      | $13759587.50  | 0.38%             | 2042-03-25      | Floating      | 13.85%                | No            |                  2 | On Loan: No      |
| Hayward Industries Inc                                          | Hayward Industries Inc 2021 Term Loan                                                                                            | CUSIP: 421300AL8<br>LEI: 549300NV8ZMMEDUHQ091 | Long             | LON              | CORP              | US        |     1460437 | PA      | $1453747.78   | 0.04%             | 2028-05-30      | Floating      | 6.94%                 | No            |                  2 | On Loan: No      |
| XPLR INFRAST OPERATING                                          | XPLR Infrastructure Operating Partners LP                                                                                        | CUSIP: 98380MAB1<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |      275000 | PA      | $274420.85    | 0.01%             | 2033-03-15      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                    | UBS Group AG                                                                                                                     | CUSIP: 225401BH0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     4425000 | PA      | $4275873.69   | 0.12%             | 2030-02-10      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                    | GS Mortgage Securities Trust 2011-GC5                                                                                            | CUSIP: 36191YAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       34149 | PA      | $22.31        | 0.00%             | 2044-08-10      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                                            | Verizon Master Trust                                                                                                             | CUSIP: 92348KDE0<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-O            | CORP              | US        |    26441000 | PA      | $26441835.54  | 0.72%             | 2030-08-20      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| SCF Equipment Trust Llc                                         | SCF Equipment Leasing 2023-1 LLC                                                                                                 | CUSIP: 784024AG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1750000 | PA      | $1739877.13   | 0.05%             | 2036-07-21      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bonds                         | Colombia Government International Bonds                                                                                          | CUSIP: 195325EM3<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     2305000 | PA      | $2203100.72   | 0.06%             | 2053-11-14      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| GLP CHINA HOLDINGS LTD                                          | GLP China Holdings Ltd                                                                                                           | CUSIP: 000000000<br>LEI: 254900C6X2D3TGF2CO98 | Long             | DBT              | CORP              | HK        |     3790000 | PA      | $3498347.33   | 0.10%             | 2026-03-29      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| BLACKHAWK NETWORK HOLDINGS INC                                  | Blackhawk Network Holdings Inc 2025 Term Loan B                                                                                  | CUSIP: 09238FAM3<br>LEI: 549300LFU3K8UIR03132 | Long             | LON              | CORP              | US        |     1487846 | PA      | $1484825.63   | 0.04%             | 2029-03-12      | Floating      | 8.32%                 | No            |                  2 | On Loan: No      |
| FORTRESS INTERMEDIATE 3 INC                                     | Fortress Intermediate 3 Inc Term Loan B                                                                                          | CUSIP: 34966LAB0<br>LEI: 254900NLAZ3JQJW5JP75 | Long             | LON              | CORP              | US        |     3611850 | PA      | $3530583.38   | 0.10%             | 2031-06-27      | Floating      | 8.07%                 | No            |                  2 | On Loan: No      |
| ENERGEAN ISRAEL FINANCE                                         | Energean Israel Finance Ltd                                                                                                      | CUSIP: 000000000<br>LEI: 98450044QACBL3F8EB03 | Long             | DBT              | CORP              | IL        |     6830000 | PA      | $6839562.00   | 0.19%             | 2033-09-30      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                          | US LONG BOND(CBT) JUN25                                                                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |          10 | NC      | $30610.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| The Huntington National Bank                                    | Huntington Bank Auto Credit-Linked Notes Series 2025-1                                                                           | CUSIP: 446438TA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      736304 | PA      | $731909.67    | 0.02%             | 2033-03-21      | Floating      | 7.85%                 | No            |                  2 | On Loan: No      |
| JEFFERSON CAPITAL HOLDIN                                        | Jefferson Capital Holdings LLC                                                                                                   | CUSIP: 472481AC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1390000 | PA      | $1398834.84   | 0.04%             | 2030-05-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| O'REILLY AUTOMOTIVE INC                                         | O'Reilly Automotive Inc                                                                                                          | CUSIP: 67103HAN7<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |     1225000 | PA      | $1197148.72   | 0.03%             | 2034-08-19      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PHILIPPINE GOVERNMENT                                           | Philippine Government Bond                                                                                                       | CUSIP: 000000000<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |   101410000 | PA      | $1873643.77   | 0.05%             | 2029-01-10      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| IIFL FINANCE LTD                                                | IIFL Finance Ltd                                                                                                                 | CUSIP: 44964HAA2<br>LEI: 335800CZ46UJRS34JR78 | Long             | DBT              | CORP              | IN        |     8870000 | PA      | $8426500.00   | 0.23%             | 2028-07-24      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST AIRLINES CO                                           | Southwest Airlines Co                                                                                                            | CUSIP: 844741BG2<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |     3425000 | PA      | $3419862.50   | 0.09%             | 2025-05-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| AGL CLO Ltd.                                                    | AGL CLO 32 Ltd                                                                                                                   | CUSIP: 00121CAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1400000 | PA      | $994000.00    | 0.03%             | 2037-07-21      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                                        | CHS/Community Health Systems Inc                                                                                                 | CUSIP: 12543DBN9<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |      181000 | PA      | $186883.96    | 0.01%             | 2032-01-15      | Fixed         | 10.88%                | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS                                         | Frontier Communications Holdings LLC                                                                                             | CUSIP: 35906ABG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      150000 | PA      | $150629.40    | 0.00%             | 2029-05-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| NEP Group Inc                                                   | NEP Group Inc 2023 Term Loan B                                                                                                   | CUSIP: 62908HAM7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     2462892 | PA      | $2203894.10   | 0.06%             | 2026-08-19      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac REMICS                                                                                                               | CUSIP: 31397CNW5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        1565 | PA      | $1308.42      | 0.00%             | 2036-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SRI LANKA                                           | Sri Lanka Government International Bond                                                                                          | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |    10980000 | PA      | $7686000.00   | 0.21%             | 2038-02-15      | Variable      | 3.60%                 | No            |                  2 | On Loan: No      |
| AmeriCredit Automobile Receivables Trust                        | Americredit Automobile Receivables Trust 2023-1                                                                                  | CUSIP: 03067BAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2425000 | PA      | $2454660.18   | 0.07%             | 2028-03-20      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                     | BNP Paribas SA                                                                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |     7175000 | PA      | $6134783.50   | 0.17%             | 2030-02-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Vericrest Opportunity Loan Transferee                           | VOLT C LLC                                                                                                                       | CUSIP: 91835DAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2512754 | PA      | $2509532.69   | 0.07%             | 2051-05-25      | Variable      | 8.83%                 | No            |                  2 | On Loan: No      |
| CINEMARK USA INC                                                | Cinemark USA Inc                                                                                                                 | CUSIP: 172441BF3<br>LEI: 54930008H2137JSCPQ09 | Long             | DBT              | CORP              | US        |      725000 | PA      | $711888.88    | 0.02%             | 2028-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Buckeye Partners LP                                             | Buckeye Partners LP                                                                                                              | CUSIP: 118230AM3<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |      250000 | PA      | $209904.81    | 0.01%             | 2043-11-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                                     | PURCHASED USD / SOLD CZK                                                                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-72712.76    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Aligned Data Centers Issuer LLC                                 | Aligned Data Centers Issuer LLC                                                                                                  | CUSIP: 01627AAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2235000 | PA      | $2128105.09   | 0.06%             | 2046-08-15      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| TERRAFORM POWER OPERATIN                                        | TerraForm Power Operating LLC                                                                                                    | CUSIP: 88104LAG8<br>LEI: 5493000S2OLR3UT5BE13 | Long             | DBT              | CORP              | US        |      250000 | PA      | $235631.48    | 0.01%             | 2030-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GDZ ELEKTRIK DAGITIM AS                                         | GDZ Elektrik Dagitim AS                                                                                                          | CUSIP: 36270TAA1<br>LEI: 984500B63B5766038A64 | Long             | DBT              | CORP              | TR        |    23893000 | PA      | $22377992.66  | 0.61%             | 2029-10-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP/US FIN                                        | Clarios Global LP / Clarios US Finance Co                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |      200000 | PA      | $226071.65    | 0.01%             | 2026-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| PEAC Solutions Receivables LLC                                  | PEAC Solutions Receivables 2025-1 LLC                                                                                            | CUSIP: 69392HAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    13005000 | PA      | $13060514.44  | 0.36%             | 2032-07-20      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| DELTA 2 LUX SARL                                                | Delta 2 (LUX) Sarl 2024 Term Loan B1                                                                                             | CUSIP: 000000000<br>LEI: 549300BBG8Z3D6QSYP53 | Long             | LON              | CORP              | LU        |      683333 | PA      | $679493.00    | 0.02%             | 2031-09-30      | Floating      | 6.30%                 | No            |                  2 | On Loan: No      |
| ALTAGAS LTD                                                     | AltaGas Ltd                                                                                                                      | CUSIP: 021361AD2<br>LEI: 2549008X5V70MOS4HM10 | Long             | DBT              | CORP              | CA        |     2501000 | PA      | $2442517.62   | 0.07%             | 2054-10-15      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| PINGAN REAL ESTATE CAP                                          | Pingan Real Estate Capital Ltd                                                                                                   | CUSIP: 000000000<br>LEI: 655600MZ4W5VY0OEG119 | Long             | DBT              | CORP              | HK        |    14410000 | PA      | $13762485.79  | 0.38%             | 2026-07-29      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| White Cap Buyer LLC                                             | White Cap Buyer LLC 2024 Term Loan B                                                                                             | CUSIP: 96350TAH3<br>LEI: 254900L2N0T6GULCL366 | Long             | LON              | CORP              | US        |     1972646 | PA      | $1919286.26   | 0.05%             | 2029-10-19      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| USI Inc                                                         | USI Inc 2024 Term Loan D                                                                                                         | CUSIP: 90351NAR6<br>LEI: 2549006D7UF7072T7I27 | Long             | LON              | CORP              | US        |     3233040 | PA      | $3210538.47   | 0.09%             | 2029-11-21      | Floating      | 6.55%                 | No            |                  2 | On Loan: No      |
| Vestis Corporation                                              | Vestis Corporation Term Loan                                                                                                     | CUSIP: 92550HAE3<br>LEI: 254900QDW0TA2TMFAP59 | Long             | LON              | CORP              | US        |      774312 | PA      | $753018.91    | 0.02%             | 2031-02-22      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| NORTHRIVER MIDSTREAM FIN                                        | Northriver Midstream Finance LP                                                                                                  | CUSIP: 66679NAB6<br>LEI: 549300SOLNLY3BL6GF18 | Long             | DBT              | CORP              | CA        |      225000 | PA      | $223585.54    | 0.01%             | 2032-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SPIRIT AEROSYSTEMS INC                                          | Spirit AeroSystems Inc                                                                                                           | CUSIP: 85205TAN0<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | DBT              | CORP              | US        |      485000 | PA      | $516127.79    | 0.01%             | 2029-11-30      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| Verisure Holding AB                                             | Verisure Holding AB 2021 EUR Term Loan                                                                                           | CUSIP: 000000000<br>LEI: 549300VQQCWGISM3N408 | Long             | LON              | CORP              | SE        |     1445000 | PA      | $1629291.61   | 0.04%             | 2028-03-27      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| MUTHOOT FINANCE LTD                                             | Muthoot Finance Ltd                                                                                                              | CUSIP: 62828M2C4<br>LEI: 335800HAMJMBFL4RRF02 | Long             | DBT              | CORP              | IN        |     3305000 | PA      | $3284144.86   | 0.09%             | 2028-02-14      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                                        | Thailand Government Bond                                                                                                         | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |    23926000 | PA      | $809645.99    | 0.02%             | 2032-06-25      | Fixed         | 3.78%                 | No            |                  2 | On Loan: No      |
| Zayo Issuer LLC                                                 | Zayo Issuer LLC                                                                                                                  | CUSIP: 98919WAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     6500000 | PA      | $6483984.65   | 0.18%             | 2055-03-20      | Fixed         | 8.66%                 | No            |                  2 | On Loan: No      |
| Station Casinos LLC                                             | Station Casinos LLC 2024 Term Loan B                                                                                             | CUSIP: 85769EBB6<br>LEI: 5493004E7Q60TX54WL62 | Long             | LON              | CORP              | US        |      495000 | PA      | $490723.20    | 0.01%             | 2031-03-14      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                     | BNP Paribas SA                                                                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |     1800000 | PA      | $2191943.39   | 0.06%             | 2030-06-11      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| AFRICELL HOLDING LTD                                            | Africell Holding Ltd                                                                                                             | CUSIP: 000000000<br>LEI: 984500JFB7AFK4B6C829 | Long             | DBT              | CORP              | JE        |     6846000 | PA      | $6410977.37   | 0.18%             | 2029-10-23      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| TRANE TECH FIN LTD                                              | Trane Technologies Financing Ltd                                                                                                 | CUSIP: 892938AB7<br>LEI: 549300A5OEF3CJI2CO89 | Long             | DBT              | CORP              | IE        |      925000 | PA      | $927788.23    | 0.03%             | 2034-06-13      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC / FIN INC                                          | Acrisure LLC / Acrisure Finance Inc                                                                                              | CUSIP: 00489LAL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2205000 | PA      | $2246257.76   | 0.06%             | 2030-11-06      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                                         | Mexican Bonos                                                                                                                    | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   166878200 | PA      | $8323359.23   | 0.23%             | 2026-03-05      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Willowbrook Mall                                                | NJ 2025-WBRK                                                                                                                     | CUSIP: 65486BAL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     7775000 | PA      | $6993789.77   | 0.19%             | 2035-03-05      | Variable      | 6.28%                 | No            |                  2 | On Loan: No      |
| MH Sub I LLC                                                    | MH Sub I LLC 2021 2nd Lien Term Loan                                                                                             | CUSIP: 55303BAD5<br>LEI: 2549005VFKP807SR8N49 | Long             | LON              | CORP              | US        |      795000 | PA      | $703575.00    | 0.02%             | 2029-02-23      | Floating      | 10.57%                | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                                | Altice France SA                                                                                                                 | CUSIP: 02156LAH4<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |     1100000 | PA      | $900471.11    | 0.02%             | 2029-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CITRIN COOPERMAN ADVISORS LLC                                   | CITRIN COOPERMAN ADVISORS LLC 2025 TERM LOAN B                                                                                   | CUSIP: 17737EAC7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     1385606 | PA      | $1370017.99   | 0.04%             | 2032-04-01      | Floating      | 7.30%                 | No            |                  2 | On Loan: No      |
| TEMPO ACQUISITION LLC                                           | Tempo Acquisition LLC 2025 Repriced Term Loan B                                                                                  | CUSIP: 88023HAJ9<br>LEI: 549300VV0B2RPMHQGA61 | Long             | LON              | CORP              | US        |     1052139 | PA      | $1042606.20   | 0.03%             | 2028-08-31      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| Tronox Finance LLC                                              | Tronox Finance LLC 2024 1st Lien Term Loan B                                                                                     | CUSIP: 89705DAP7<br>LEI: 549300LMZ1DX1PWSP524 | Long             | LON              | CORP              | US        |     1000600 | PA      | $938342.41    | 0.03%             | 2031-09-30      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC                     | BBCMS Mortgage Trust 2020-C7                                                                                                     | CUSIP: 05492VAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4167920 | PA      | $209803.48    | 0.01%             | 2053-04-15      | Variable      | 1.71%                 | No            |                  2 | On Loan: No      |
| NUTANIX INC                                                     | Nutanix Inc                                                                                                                      | CUSIP: 67059NAJ7<br>LEI: 549300X7J6E8TKVIXW09 | Long             | DBT              | CORP              | US        |     2075000 | PA      | $2239671.59   | 0.06%             | 2029-12-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Vericrest Opportunity Loan Transferee                           | VOLT XCV LLC                                                                                                                     | CUSIP: 92873BAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     5509012 | PA      | $5506578.18   | 0.15%             | 2051-03-27      | Variable      | 8.95%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                       | Uniform Mortgage-Backed Security, TBA                                                                                            | CUSIP: 01F050452<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |   -18850000 | PA      | $-18950391.33 | -0.52%            | 2039-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NOURYON FINANCE BV                                              | Nouryon Finance BV 2024 USD Term Loan B1                                                                                         | CUSIP: 000000000<br>LEI: 549300GD4NJGLPVYB245 | Long             | LON              | CORP              | NL        |      987106 | PA      | $979288.27    | 0.03%             | 2028-04-03      | Floating      | 7.55%                 | No            |                  2 | On Loan: No      |
| CASTELLUM AB                                                    | Castellum AB                                                                                                                     | CUSIP: 000000000<br>LEI: 549300GU5OHTR1T5IY68 | Long             | DBT              | CORP              | SE        |     1360000 | PA      | $1491952.80   | 0.04%             | 2026-12-02      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| REPUBLICA ORIENT URUGUAY                                        | Uruguay Government International Bond                                                                                            | CUSIP: 760942BF8<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |    47932000 | PA      | $1143682.73   | 0.03%             | 2033-07-20      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| FIRST ADVANTAGE HOLDINGS LLC                                    | First Advantage Holdings LLC 2024 Term Loan B                                                                                    | CUSIP: 78477MAG6<br>LEI: 549300MRQE5MQEH3BI02 | Long             | LON              | CORP              | US        |     2653350 | PA      | $2630955.73   | 0.07%             | 2031-10-31      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                        | Long: B9D100ZM0 IRS USD R V 12MSOFR 99D100ZN8 CCPOIS / Short: B9D100ZM0 IRS USD P F  3.87700 99D100ZM0 CCPOIS                    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     8975000 | OU      | $-179907.99   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AMENTUM HOLDINGS INC                                            | Amentum Holdings Inc                                                                                                             | CUSIP: 02352BAA3<br>LEI: 2549009FJIBLW40CU216 | Long             | DBT              | CORP              | US        |     1290000 | PA      | $1312237.02   | 0.04%             | 2032-08-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                                           | Quikrete Holdings Inc 2025 Term Loan B                                                                                           | CUSIP: 74839XAL3<br>LEI: 5493007KIN86DIZWZT22 | Long             | LON              | CORP              | US        |     2280000 | PA      | $2232325.20   | 0.06%             | 2032-02-10      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| UNITED STATES CELLULAR C                                        | United States Cellular Corp                                                                                                      | CUSIP: 911684702<br>LEI: 549300B164AZXESI6E03 | Long             | EP               | CORP              | US        |       17239 | NS      | $406840.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays Bank PLC                                               | PURCHASED USD / SOLD ZAR                                                                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $937.06       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE CORP                                           | Freedom Mortgage Corp                                                                                                            | CUSIP: 35640YAK3<br>LEI: 549300LYRWPSYPK6S325 | Long             | DBT              | CORP              | US        |     4565000 | PA      | $4894086.29   | 0.13%             | 2028-10-01      | Fixed         | 12.00%                | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                              | Credit Agricole SA                                                                                                               | CUSIP: 000000000<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |     1300000 | PA      | $1411882.92   | 0.04%             | 2035-03-23      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| US CELLULAR CORP                                                | United States Cellular Corp                                                                                                      | CUSIP: 911684884<br>LEI: 549300B164AZXESI6E03 | Long             | EP               | CORP              | US        |       47432 | NS      | $1052041.76   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BPCE SA                                                         | BPCE SA                                                                                                                          | CUSIP: 05571ABB0<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |     1995000 | PA      | $2027920.23   | 0.06%             | 2046-01-14      | Fixed         | 6.92%                 | No            |                  2 | On Loan: No      |
| TRANS UNION LLC                                                 | Trans Union LLC 2024 Term Loan B9                                                                                                | CUSIP: 89334GBG8<br>LEI: X8NPN6PWJOM1QCTYFV34 | Long             | LON              | CORP              | US        |     1642320 | PA      | $1632055.56   | 0.04%             | 2031-06-24      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| CP Atlas Buyer Inc                                              | CP Atlas Buyer Inc 2021 Term Loan B                                                                                              | CUSIP: 12658HAG7<br>LEI: 2549006ZZ07G0NDDCR36 | Long             | LON              | CORP              | US        |      274043 | PA      | $255751.02    | 0.01%             | 2027-11-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SAN MIGUEL INDUSTRIAS                                           | SAN Miguel Industrias Pet SA / NG PET R&P Latin America SA                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | PE        |     7615000 | PA      | $6986762.50   | 0.19%             | 2028-08-02      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                          | PURCHASED USD / SOLD EUR                                                                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $911669.07    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| TK ELEVATOR MIDCO GMBH                                          | TK Elevator Midco GmbH 2025 EUR Term Loan B1                                                                                     | CUSIP: 000000000<br>LEI: 254900K869UN2ZWVB351 | Long             | LON              | CORP              | DE        |     1920000 | PA      | $2154409.79   | 0.06%             | 2030-04-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Credit Acceptance Auto Loan Trust                               | Credit Acceptance Auto Loan Trust 2023-5                                                                                         | CUSIP: 22535PAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     7500000 | PA      | $7618257.75   | 0.21%             | 2033-12-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| WINDSOR HOLDINGS III LLC                                        | Windsor Holdings III LLC                                                                                                         | CUSIP: 97360AAA5<br>LEI: 254900IXUJZ9H146T437 | Long             | DBT              | CORP              | US        |      175000 | PA      | $184195.38    | 0.01%             | 2030-06-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                                                                  | CUSIP: 3138L6RS9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       30184 | PA      | $29843.95     | 0.00%             | 2030-05-01      | Fixed         | 3.89%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                                | CIFC Funding 2014-II-R Ltd                                                                                                       | CUSIP: 12551FAE4<br>LEI: 549300O8WGQU5B6HEB94 | Long             | ABS-CBDO         | CORP              | KY        |     4750000 | PA      | $4726929.25   | 0.13%             | 2037-10-24      | Floating      | 11.52%                | No            |                  2 | On Loan: No      |
| LIMAK YENILENEBILIR                                             | Limak Yenilenebilir Enerji AS                                                                                                    | CUSIP: 53263MAA0<br>LEI: 789000WFO2FHRONHFN18 | Long             | DBT              | CORP              | TR        |    17980000 | PA      | $17485550.00  | 0.48%             | 2030-08-12      | Fixed         | 9.63%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae II Pool                                                                                                               | CUSIP: 36179XLF1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    27105053 | PA      | $25306572.78  | 0.69%             | 2052-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| X-Caliber Funding LLC                                           | X-Caliber Funding LLC                                                                                                            | CUSIP: 98373XBW9<br>LEI: 549300GGW5CBE4FDT866 | Long             | ABS-MBS          | CORP              | US        |     3030000 | PA      | $3027342.69   | 0.08%             | 2028-01-15      | Floating      | 8.57%                 | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                               | EURO-BOBL FUTURE JUN25                                                                                                           | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |        -959 | NC      | $-1304607.81  | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| QIAGEN NV                                                       | QIAGEN NV                                                                                                                        | CUSIP: 000000000<br>LEI: 54930036WK3GMCN17Z57 | Long             | DBT              | CORP              | NL        |     5200000 | PA      | $5278799.81   | 0.14%             | 2031-09-10      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PINNACLE BIDCO PLC                                              | Pinnacle Bidco PLC                                                                                                               | CUSIP: 000000000<br>LEI: 2138006Z5V8OBL2A2Q06 | Long             | DBT              | CORP              | GB        |      175000 | PA      | $209648.15    | 0.01%             | 2028-10-11      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                                 | Long: S9D10CNY1 CDS EUR R F  1.00000 1 CCPCORPORATE / Short: S9D10CNY1 CDS EUR P V 03MEVENT 2 CCPCORPORATE                       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     7300000 | OU      | $22916.06     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority                           | MET TRANSPRTN AUTH NY REVENUE                                                                                                    | CUSIP: 59261AG43<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |     1145000 | PA      | $1148428.13   | 0.03%             | 2050-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Belron Finance 2019 LLC                                         | Belron Finance 2019 LLC 2024 USD Term Loan B                                                                                     | CUSIP: 08078UAM5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     2079550 | PA      | $2071169.41   | 0.06%             | 2031-10-16      | Floating      | 7.05%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES INC                                           | American Airlines Inc 2025 Term Loan                                                                                             | CUSIP: 02376CBS3<br>LEI: N/A                  | Long             | LON              | CORP              | KY        |      650000 | PA      | $635375.00    | 0.02%             | 2028-04-20      | Floating      | 6.52%                 | No            |                  2 | On Loan: No      |
| ASX Clear (Futures)                                             | AUST 10Y BOND FUT JUN25                                                                                                          | CUSIP: 000000000<br>LEI: 549300ZD7BBOVZFVHK49 | N/A              | DIR              |  | AU        |         855 | NC      | $1590592.62   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Emera Inc                                                       | Emera Inc                                                                                                                        | CUSIP: 290876AD3<br>LEI: NQZVQT2P5IUF2PGA1Q48 | Long             | DBT              | CORP              | CA        |     3492000 | PA      | $3496726.46   | 0.10%             | 2076-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                   | Citigroup Inc                                                                                                                    | CUSIP: 172967MU2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     2107000 | PA      | $2060444.02   | 0.06%             | 2025-12-10      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| First Brands Group LLC                                          | First Brands Group LLC 2022 Incremental Term Loan                                                                                | CUSIP: 31935HAG2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     1978931 | PA      | $1830511.46   | 0.05%             | 2027-03-30      | Floating      | 9.54%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners XVI LTD                             | Octagon Investment Partners XVI Ltd                                                                                              | CUSIP: 67590DAG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     5000000 | PA      | $4660155.00   | 0.13%             | 2030-07-17      | Floating      | 10.29%                | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings Inc                             | CLYDESDALE ACQ HOLDINGS INC 2025 DELAYED DRAW TERM LOAN                                                                          | CUSIP: 18972FAF9<br>LEI: 254900QKSDYFR3K5YD98 | Long             | LON              | CORP              | US        |       32732 | PA      | $32441.63     | 0.00%             | 2032-04-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                | Fannie Mae Connecticut Avenue Securities                                                                                         | CUSIP: 20754MAL1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      980000 | PA      | $1139380.34   | 0.03%             | 2042-06-25      | Floating      | 16.35%                | No            |                  2 | On Loan: No      |
| PRA Health Sciences Inc                                         | PRA Health Sciences Inc 2024 US Term Loan B                                                                                      | CUSIP: 000000000<br>LEI: 549300R1HR1VWWHIAK47 | Long             | LON              | CORP              | US        |       24731 | PA      | $24741.11     | 0.00%             | 2028-07-03      | Floating      | 6.30%                 | No            |                  2 | On Loan: No      |
| Securitized Term Auto Receivables Trust                         | Securitized Term Auto Receivables Trust                                                                                          | CUSIP: 81378RAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | CA        |     3234073 | PA      | $3269787.83   | 0.09%             | 2031-07-25      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                            | Glencore Funding LLC                                                                                                             | CUSIP: 378272AY4<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |     1144000 | PA      | $1013447.14   | 0.03%             | 2030-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Vericrest Opportunity Loan Transferee                           | VOLT CV LLC                                                                                                                      | CUSIP: 91835GAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3840517 | PA      | $3750537.21   | 0.10%             | 2051-11-27      | Variable      | 5.32%                 | No            |                  2 | On Loan: No      |
| Roper Industrial Products Investment Company LLC                | Roper Industrial Products Investment Company LLC 2024 USD 1st Lien Term Loan B                                                   | CUSIP: 77669LAK9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      363567 | PA      | $359989.02    | 0.01%             | 2029-11-22      | Floating      | 7.05%                 | No            |                  2 | On Loan: No      |
| Affirm Inc                                                      | Affirm Asset Securitization Trust 2024-A                                                                                         | CUSIP: 00834BAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2660000 | PA      | $2687166.58   | 0.07%             | 2029-02-15      | Fixed         | 9.17%                 | No            |                  2 | On Loan: No      |
| Commonwealth Bank of Australia                                  | PURCHASED USD / SOLD EUR                                                                                                         | CUSIP: 000000000<br>LEI: MSFSBD3QN1GSN7Q6C537 | N/A              | DFE              |  | US        |           1 | NC      | $-80.12       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Nvent Electric Public Limited Company                           | Nvent Electric Public Limited Company Term Loan B                                                                                | CUSIP: 05614GAC5<br>LEI: 254900LK60A9DK5W5N81 | Long             | LON              | CORP              | US        |     1390000 | PA      | $1383341.90   | 0.04%             | 2032-01-30      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| The Huntington National Bank                                    | Huntington Bank Auto Credit-Linked Notes Series 2024-2                                                                           | CUSIP: 44644NAK5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      984030 | PA      | $981868.48    | 0.03%             | 2032-10-20      | Floating      | 8.35%                 | No            |                  2 | On Loan: No      |
| CCF HOLDING SAS                                                 | CCF Holding SAS                                                                                                                  | CUSIP: 000000000<br>LEI: 969500ULNMJWJWCKM704 | Long             | DBT              | CORP              | FR        |     2600000 | PA      | $3116834.27   | 0.09%             | 2029-06-12      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| CHRYSAOR BIDCO SARL                                             | Chrysaor Bidco Sarl USD Delayed Draw Term Loan                                                                                   | CUSIP: 000000000<br>LEI: 254900CXX37NCB7A8J31 | Long             | LON              | CORP              | LU        |       21347 | PA      | $21356.27     | 0.00%             | 2031-10-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE LTD                                                   | Aircastle Ltd                                                                                                                    | CUSIP: 00928QAW1<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |     1603000 | PA      | $1557495.96   | 0.04%             | 2026-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                          | US 5YR NOTE (CBT) JUN25                                                                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       10107 | NC      | $10144577.26  | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                                                                | CUSIP: 3136A9BW7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        9123 | PA      | $991.17       | 0.00%             | 2042-03-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                          | Santander Drive Auto Receivables Trust 2021-4                                                                                    | CUSIP: 80285VAF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    10590372 | PA      | $10463682.21  | 0.29%             | 2027-10-15      | Fixed         | 1.67%                 | No            |                  2 | On Loan: No      |
| Czech Republic                                                  | Czech Republic Government Bond                                                                                                   | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |    41780000 | PA      | $1847281.93   | 0.05%             | 2028-08-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ROCKET SOFTWARE INC                                             | Rocket Software Inc                                                                                                              | CUSIP: 77314EAB4<br>LEI: 549300PVG26ISP5X1556 | Long             | DBT              | CORP              | US        |      750000 | PA      | $772756.50    | 0.02%             | 2028-11-28      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                          | U.S. Treasury Notes                                                                                                              | CUSIP: 91282CLW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    10195000 | PA      | $10273055.47  | 0.28%             | 2034-11-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE HOLD                                           | Freedom Mortgage Holdings LLC                                                                                                    | CUSIP: 35641AAA6<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |     3603000 | PA      | $3670340.07   | 0.10%             | 2029-02-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| GTLK EUROPE CAPITAL DAC                                         | GTLK Europe Capital DAC                                                                                                          | CUSIP: 000000000<br>LEI: 635400I6H6CSZ39WIN49 | Long             | DBT              | CORP              | IE        |      620000 | PA      | $0.00         | 0.00%             | 2028-02-26      | Fixed         | 4.80%                 | No            |                  3 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust                      | JPMBB Commercial Mortgage Securities Trust 2014-C23                                                                              | CUSIP: 46643AAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6850000 | PA      | $5847455.92   | 0.16%             | 2047-09-15      | Variable      | 4.20%                 | No            |                  2 | On Loan: No      |
| SPEEDSTER BIDCO GMBH                                            | Speedster Bidco GmbH 2024 USD Term Loan B                                                                                        | CUSIP: 000000000<br>LEI: 254900LE837QB2YYV824 | Long             | LON              | CORP              | DE        |     2040000 | PA      | $2022150.00   | 0.06%             | 2031-12-10      | Floating      | 7.55%                 | No            |                  2 | On Loan: No      |
| Maricopa County Industrial Development Authority                | MARICOPA CNTY AZ INDL DEV AUTH EDU REVENUE                                                                                       | CUSIP: 56681NJD0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     5795000 | PA      | $6018760.02   | 0.16%             | 2029-10-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Aramark Services Inc                                            | Aramark Services Inc 2024 Term Loan B8                                                                                           | CUSIP: 03852JAV3<br>LEI: 42YMHYH0XMHJEXDUB065 | Long             | LON              | CORP              | US        |     1157382 | PA      | $1155449.12   | 0.03%             | 2030-06-22      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| HUB INTERNATIONAL LTD                                           | HUB International Ltd                                                                                                            | CUSIP: 44332PAG6<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |      900000 | PA      | $879189.12    | 0.02%             | 2029-12-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Foundation Building Materials Holding Company LLC               | Foundation Building Materials Holding Company LLC 2024 Term Loan B2                                                              | CUSIP: 35039KAD8<br>LEI: 549300ZVE6MONHB01I28 | Long             | LON              | CORP              | US        |     1001761 | PA      | $920548.14    | 0.03%             | 2031-01-29      | Floating      | 8.32%                 | No            |                  2 | On Loan: No      |
| HUNGARY GOVERNMENT BOND                                         | Hungary Government Bond                                                                                                          | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |  1088210000 | PA      | $2917728.72   | 0.08%             | 2026-04-22      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FMG RESOURCES AUG 2006                                          | FMG Resources August 2006 Pty Ltd                                                                                                | CUSIP: 30251GBC0<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |      315000 | PA      | $285084.95    | 0.01%             | 2031-04-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| MATADOR RESOURCES CO                                            | Matador Resources Co                                                                                                             | CUSIP: 576485AH9<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |      230000 | PA      | $217096.61    | 0.01%             | 2033-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| WAGA BONDCO LTD                                                 | Waga Bondco Ltd                                                                                                                  | CUSIP: 000000000<br>LEI: 254900PFB2C9WELUW795 | Long             | DBT              | CORP              | JE        |     1650000 | PA      | $2148490.18   | 0.06%             | 2030-06-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| ASBURY AUTOMOTIVE GROUP                                         | Asbury Automotive Group Inc                                                                                                      | CUSIP: 043436AV6<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |      250000 | PA      | $233798.75    | 0.01%             | 2030-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                | Fannie Mae Connecticut Avenue Securities                                                                                         | CUSIP: 20754LAJ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3085000 | PA      | $3218056.05   | 0.09%             | 2041-12-25      | Floating      | 10.35%                | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                                                                | CUSIP: 31396VGT9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        9093 | PA      | $9525.43      | 0.00%             | 2037-04-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                             | Global Payments Inc                                                                                                              | CUSIP: 37940XAU6<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |     3550000 | PA      | $3145300.00   | 0.09%             | 2031-03-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                    | GS Mortgage Securities Corp II                                                                                                   | CUSIP: 36269JAJ7<br>LEI: 5493005BBCF84ICNQ550 | Long             | ABS-MBS          | CORP              | US        |     7960000 | PA      | $7949945.72   | 0.22%             | 2041-03-10      | Variable      | 7.53%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                        | Long: B9D0WFLF4 IRS USD R V 12MSOFR 99D0WFLG2 CCPOIS / Short: B9D0WFLF4 IRS USD P F  3.59000 99D0WFLF4 CCPOIS                    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    12095000 | OU      | $578471.02    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                                    | Ecopetrol SA                                                                                                                     | CUSIP: 279158AV1<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |     2635000 | PA      | $2466590.67   | 0.07%             | 2036-01-19      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Horizon Aircraft Finance                                        | Horizon Aircraft Finance III Ltd                                                                                                 | CUSIP: 44040JAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |     1078690 | PA      | $834009.73    | 0.02%             | 2039-11-15      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| CF Hippolyta Issuer LLC                                         | CF Hippolyta Issuer LLC                                                                                                          | CUSIP: 12530MAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      899452 | PA      | $802430.18    | 0.02%             | 2060-07-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| IVORY COAST                                                     | Ivory Coast Government International Bond                                                                                        | CUSIP: 000000000<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |      965000 | PA      | $944437.99    | 0.03%             | 2032-01-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                | Freddie Mac Multifamily Structured Pass Through Certificates                                                                     | CUSIP: 3137FNAH3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1890000 | PA      | $146838.64    | 0.00%             | 2047-08-25      | Variable      | 2.17%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                             | Intesa Sanpaolo SpA                                                                                                              | CUSIP: 46115HCF2<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |     1765000 | PA      | $1990112.04   | 0.05%             | 2053-11-28      | Fixed         | 7.80%                 | No            |                  2 | On Loan: No      |
| UNITY SOFTWARE INC                                              | Unity Software Inc                                                                                                               | CUSIP: 91332UAG6<br>LEI: 549300D1ESJMGNQNG432 | Long             | DBT              | CORP              | US        |     9049000 | PA      | $8501535.50   | 0.23%             | 2030-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Government National Mortgage Association                                                                                         | CUSIP: 38375GLU3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        8202 | PA      | $724.30       | 0.00%             | 2042-05-16      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                             | PURCHASED EUR / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | XX        |           1 | NC      | $188756.36    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CANARY WHARF GROUP                                              | Canary Wharf Group Investment Holdings PLC                                                                                       | CUSIP: 000000000<br>LEI: 2138002C1D5FMEDILF18 | Long             | DBT              | CORP              | GB        |     1010000 | PA      | $1104115.36   | 0.03%             | 2026-04-07      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| SS&C Technologies Inc                                           | SS&C Technologies Inc 2024 Term Loan B8                                                                                          | CUSIP: 78466DBJ2<br>LEI: 549300KY09TR3J12JU49 | Long             | LON              | CORP              | US        |     2102795 | PA      | $2099073.48   | 0.06%             | 2031-05-09      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| Intrado Corporation                                             | Intrado Corporation 2023 Term Loan B                                                                                             | CUSIP: 40147EAB5<br>LEI: 254900OSYC6XQ21DY128 | Long             | LON              | CORP              | US        |     1030855 | PA      | $996712.88    | 0.03%             | 2030-01-31      | Floating      | 7.80%                 | No            |                  2 | On Loan: No      |
| ENERGO PRO AS                                                   | Energo-Pro AS                                                                                                                    | CUSIP: 000000000<br>LEI: 315700IQCL9IX158RO36 | Long             | DBT              | CORP              | CZ        |      735000 | PA      | $769837.93    | 0.02%             | 2028-11-02      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| Vericrest Opportunity Loan Transferee                           | VOLT XCIII LLC                                                                                                                   | CUSIP: 92873CAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2223970 | PA      | $2222443.38   | 0.06%             | 2051-02-27      | Variable      | 8.83%                 | No            |                  2 | On Loan: No      |
| Alliant Holdings Intermediate, LLC                              | Alliant Holdings Intermediate LLC 2024 Term Loan B6                                                                              | CUSIP: 01881UAM7<br>LEI: 5493006Q26653NF8SI73 | Long             | LON              | CORP              | US        |     4746150 | PA      | $4709557.18   | 0.13%             | 2031-09-19      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                    | UBS Group AG                                                                                                                     | CUSIP: 000000000<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     1730000 | PA      | $1730000.00   | 0.05%             | 2025-08-07      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                     | PURCHASED USD / SOLD BRL                                                                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $-1392.54     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SHIFT4 PAYMENTS LLC/FIN                                         | Shift4 Payments LLC / Shift4 Payments Finance Sub Inc                                                                            | CUSIP: 82453AAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1550000 | PA      | $1572083.10   | 0.04%             | 2032-08-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC                                     | Hertz Vehicle Financing III LLC                                                                                                  | CUSIP: 42806MBZ1<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |     4770000 | PA      | $4857632.06   | 0.13%             | 2029-09-25      | Fixed         | 9.40%                 | No            |                  2 | On Loan: No      |
| CHG PPC Parent LLC                                              | CHG PPC Parent LLC 2021 Term Loan                                                                                                | CUSIP: 12546FAF9<br>LEI: 54930019XJQNJAGXQ664 | Long             | LON              | CORP              | US        |     1539368 | PA      | $1535519.47   | 0.04%             | 2028-12-08      | Floating      | 7.44%                 | No            |                  2 | On Loan: No      |
| BOELS TOPHOLDING BV                                             | Boels Topholding BV 2025 EUR Term Loan B                                                                                         | CUSIP: 000000000<br>LEI: 724500V913SEHSEW2O75 | Long             | LON              | CORP              | NL        |     2055172 | PA      | $2308366.89   | 0.06%             | 2031-05-23      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA TRUST                                               | Transcanada Trust                                                                                                                | CUSIP: 89356BAG3<br>LEI: 549300Y0MFCAXLBWUV51 | Long             | DBT              | CORP              | CA        |     3903000 | PA      | $3601236.43   | 0.10%             | 2082-03-07      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| ENDO FINANCE HOLDINGS                                           | Endo Finance Holdings Inc                                                                                                        | CUSIP: 29281RAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1035000 | PA      | $1076125.73   | 0.03%             | 2031-04-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Maverick Gaming LLC                                             | Maverick Gaming LLC 2024 PIK Term Loan                                                                                           | CUSIP: 57770JAD8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      251225 | PA      | $226102.33    | 0.01%             | 2028-06-03      | Floating      | 11.78%                | No            |                  2 | On Loan: No      |
| DRAGON BUYER INC                                                | Dragon Buyer Inc Term Loan B                                                                                                     | CUSIP: 26143FAB5<br>LEI: 2549006V6EIUFGF2Y127 | Long             | LON              | CORP              | US        |     1236900 | PA      | $1228550.93   | 0.03%             | 2031-09-30      | Floating      | 7.30%                 | No            |                  2 | On Loan: No      |
| SEAGATE HDD CAYMAN                                              | Seagate HDD Cayman                                                                                                               | CUSIP: 81180WBL4<br>LEI: 529900BD50TRWEG1SF63 | Long             | DBT              | CORP              | KY        |     6975000 | PA      | $8823375.00   | 0.24%             | 2028-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Shutterfly Inc                                                  | Shutterfly Inc 2023 2nd Lien PIK Term Loan                                                                                       | CUSIP: 000000000<br>LEI: 549300I1C8WJQ5FZE154 | Long             | LON              | CORP              | US        |      687278 | PA      | $592777.40    | 0.02%             | 2027-10-01      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                                 | Long: B9D10Q017 CDS USD R V 03MEVENT 2 CCPCDX / Short: B9D10Q017 CDS USD P F  1.00000 1 CCPCDX                                   | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     1850000 | OU      | $79765.90     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LEVIATHAN BOND LTD                                              | Leviathan Bond Ltd                                                                                                               | CUSIP: 000000000<br>LEI: 254900D9T8VKYVQNZ220 | Long             | DBT              | CORP              | IL        |    10290000 | PA      | $9942980.04   | 0.27%             | 2030-06-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| OCP Aegis CLO Ltd                                               | OCP Aegis CLO 2024-39 Ltd                                                                                                        | CUSIP: 67120HAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |     2415000 | PA      | $2346749.69   | 0.06%             | 2037-01-16      | Floating      | 9.76%                 | No            |                  2 | On Loan: No      |
| BUFFALO ENERGY MX HLDGS                                         | Buffalo Energy Mexico Holdings / Buffalo Energy Infrastructure / Buffalo Energy                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |     8110000 | PA      | $8220536.06   | 0.23%             | 2039-02-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| EXACT SCIENCES CORP                                             | Exact Sciences Corp                                                                                                              | CUSIP: 30063PAD7<br>LEI: 549300VM3X1FYD4N9Z14 | Long             | DBT              | CORP              | US        |     5620000 | PA      | $5327760.00   | 0.15%             | 2030-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                         | Romanian Government International Bond                                                                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     4105000 | PA      | $3831245.63   | 0.10%             | 2034-02-07      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| TOWNSQUARE MEDIA INC                                            | Townsquare Media Inc 2025 Term Loan                                                                                              | CUSIP: 89223EAG8<br>LEI: 549300XBA8C68H0DR538 | Long             | LON              | CORP              | US        |     3000000 | PA      | $2722500.00   | 0.07%             | 2030-02-19      | Floating      | 9.32%                 | No            |                  2 | On Loan: No      |
| Pretium Mortgage Credit Partners LLC                            | PRET 2021-RN2 LLC                                                                                                                | CUSIP: 74143FAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     6514570 | PA      | $6372317.71   | 0.17%             | 2051-07-25      | Variable      | 3.84%                 | No            |                  2 | On Loan: No      |
| SILKNET JSC                                                     | Silknet JSC                                                                                                                      | CUSIP: 47972FAA9<br>LEI: 635400QGWS2BG73SGG55 | Long             | DBT              | CORP              | GE        |     1600000 | PA      | $1612706.80   | 0.04%             | 2027-01-31      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Angola Government International Bonds                           | Angola Government International Bonds                                                                                            | CUSIP: 000000000<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |     9890000 | PA      | $7884209.10   | 0.22%             | 2029-11-26      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                                     | Southern Co/The                                                                                                                  | CUSIP: 842587DP9<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |     4350000 | PA      | $4880700.00   | 0.13%             | 2025-12-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CONSTRUCTION PARTNERS INC                                       | Construction Partners Inc Term Loan B                                                                                            | CUSIP: 21043XAH5<br>LEI: 549300MHLFL4E8JLZU44 | Long             | LON              | CORP              | US        |      788025 | PA      | $781460.75    | 0.02%             | 2031-11-03      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| VIRGIN MONEY UK PLC                                             | Virgin Money UK PLC                                                                                                              | CUSIP: 000000000<br>LEI: 213800ZK9VGCYYR6O495 | Long             | DBT              | CORP              | GB        |     4230000 | PA      | $6280632.19   | 0.17%             | 2028-12-08      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                          | Diamondback Energy Inc                                                                                                           | CUSIP: 25278XAT6<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |      627000 | PA      | $459269.09    | 0.01%             | 2052-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                             | Dominion Energy Inc                                                                                                              | CUSIP: 25746UDT3<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |      966000 | PA      | $993364.27    | 0.03%             | 2055-02-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GABON                                               | Gabon Government International Bond                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | GA        |    22185000 | PA      | $15781787.82  | 0.43%             | 2031-02-06      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                         | Romanian Government International Bond                                                                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     5285000 | PA      | $3568679.38   | 0.10%             | 2041-04-14      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                          | U.S. Treasury Bonds                                                                                                              | CUSIP: 912810UC0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    18435000 | PA      | $17089821.09  | 0.47%             | 2054-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                               | Newell Brands Inc                                                                                                                | CUSIP: 651229BF2<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |     1010000 | PA      | $919397.04    | 0.03%             | 2030-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAIN INC                                           | Caesars Entertainment Inc                                                                                                        | CUSIP: 12769GAD2<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |     2085000 | PA      | $1965620.72   | 0.05%             | 2032-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Magnetite CLO Ltd                                               | Magnetite Xlv Ltd                                                                                                                | CUSIP: 55956DAE9<br>LEI: 529900IK6R4NURGLMB37 | Long             | ABS-CBDO         | CORP              | KY        |     3200000 | PA      | $2699548.80   | 0.07%             | 2038-04-15      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| SURGERY CENTER HOLDINGS INC                                     | Surgery Center Holdings Inc 2024 Term Loan B                                                                                     | CUSIP: 86880NBB8<br>LEI: 54930054EVI5HWPPW113 | Long             | LON              | CORP              | US        |     1802470 | PA      | $1795151.54   | 0.05%             | 2030-12-19      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| Star Parent Inc                                                 | Star Parent Inc Term Loan B                                                                                                      | CUSIP: 87169DAB1<br>LEI: 254900GRGCJYRMDRWT73 | Long             | LON              | CORP              | US        |     2688897 | PA      | $2596479.95   | 0.07%             | 2030-09-27      | Floating      | 8.30%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                    | GS Mortgage Securities Corp Trust 2012-BWTR                                                                                      | CUSIP: 36192RAA0<br>LEI: 5493005BBCF84ICNQ550 | Long             | ABS-MBS          | CORP              | US        |     6685430 | PA      | $5753138.98   | 0.16%             | 2034-11-05      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Hanesbrands, Inc.                                               | Hanesbrands Inc 2025 Term Loan B                                                                                                 | CUSIP: 410346AY6<br>LEI: GX5LWVWZLL5S4W1L2F20 | Long             | LON              | CORP              | US        |     1789022 | PA      | $1769646.49   | 0.05%             | 2032-03-07      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| COUNTRY GARDEN HLDGS                                            | Country Garden Holdings Co Ltd                                                                                                   | CUSIP: 000000000<br>LEI: 549300MGHLPT1EFHGF84 | Long             | DBT              | CORP              | KY        |     4900000 | PA      | $416745.00    | 0.01%             | 2030-08-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TTF Holdings LLC                                                | TTF Holdings LLC 2024 Term Loan                                                                                                  | CUSIP: 83421EAB2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      922688 | PA      | $897313.59    | 0.02%             | 2031-07-18      | Floating      | 8.00%                 | No            |                  2 | On Loan: No      |
| MERCER INTL INC                                                 | Mercer International Inc                                                                                                         | CUSIP: 588056BC4<br>LEI: 549300Z5IAG39VRTY874 | Long             | DBT              | CORP              | US        |     8605000 | PA      | $8792575.58   | 0.24%             | 2028-10-01      | Fixed         | 12.88%                | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                | Freddie Mac Multifamily Structured Pass Through Certificates                                                                     | CUSIP: 3137FPJK2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     4759080 | PA      | $342722.29    | 0.01%             | 2047-10-25      | Variable      | 2.02%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                | Freddie Mac Multifamily Structured Pass Through Certificates                                                                     | CUSIP: 3137FTZT7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1955000 | PA      | $268761.87    | 0.01%             | 2048-06-25      | Variable      | 3.49%                 | No            |                  2 | On Loan: No      |
| VERISURE MIDHOLDING AB                                          | Verisure Midholding AB                                                                                                           | CUSIP: 000000000<br>LEI: 549300496LYEZ55X1M49 | Long             | DBT              | CORP              | SE        |     3930000 | PA      | $4472417.46   | 0.12%             | 2029-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Multifamily Structured Credit Risk                              | Freddie Mac Mscr Trust Mn6                                                                                                       | CUSIP: 355920AB5<br>LEI: 5493000F3M25G6705C67 | Long             | ABS-MBS          | USGSE             | US        |     4200000 | PA      | $4481942.22   | 0.12%             | 2043-05-25      | Floating      | 13.60%                | No            |                  2 | On Loan: No      |
| Invesco Senior Loan ETF                                         | Invesco Senior Loan ETF                                                                                                          | CUSIP: 46138G508<br>LEI: 549300SIHU6DQELRNG59 | Long             | EC               | RF                | US        |      493000 | NS      | $10214960.00  | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| HILCORP ENERGY I LP                                             | Hilcorp Energy I LP Term Loan B                                                                                                  | CUSIP: 431319AH5<br>LEI: 549300ITPIHLG0LHEC09 | Long             | LON              | CORP              | US        |      345000 | PA      | $338962.50    | 0.01%             | 2030-02-11      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| LC AHAB US BIDCO LLC                                            | LC AHAB US Bidco LLC Term Loan B                                                                                                 | CUSIP: 50180PAB7<br>LEI: 254900949U9K2Q5C5A85 | Long             | LON              | CORP              | US        |     2242304 | PA      | $2175034.46   | 0.06%             | 2031-05-01      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                                    | CaixaBank SA                                                                                                                     | CUSIP: 12803RAC8<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |     1250000 | PA      | $1358700.01   | 0.04%             | 2034-09-13      | Fixed         | 6.84%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                                    | Ecopetrol SA                                                                                                                     | CUSIP: 279158AW9<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |    14905000 | PA      | $14211213.98  | 0.39%             | 2032-02-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| SCIH Salt Holdings Inc                                          | SCIH Salt Holdings Inc 2021 Incremental Term Loan B                                                                              | CUSIP: 78397GAF8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      988141 | PA      | $978032.80    | 0.03%             | 2029-01-31      | Floating      | 7.28%                 | No            |                  2 | On Loan: No      |
| Ryan LLC                                                        | Ryan LLC Term Loan                                                                                                               | CUSIP: 78350LAZ8<br>LEI: 549300TG86D8HZC6TE67 | Long             | LON              | CORP              | US        |     3738196 | PA      | $3725112.41   | 0.10%             | 2030-11-14      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| MICROCHIP TECHNOLOGY INC                                        | Microchip Technology Inc                                                                                                         | CUSIP: 595017BF0<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |     3780000 | PA      | $3547663.06   | 0.10%             | 2030-06-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority                           | MET TRANSPRTN AUTH NY REVENUE                                                                                                    | CUSIP: 59259YGF0<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |      785000 | PA      | $852437.70    | 0.02%             | 2040-11-15      | Fixed         | 6.81%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                          | Bank of New York Mellon Corp/The                                                                                                 | CUSIP: 06406YAB8<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |      480000 | PA      | $482127.72    | 0.01%             | 2039-07-21      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                               | EURO-BUND FUTURE JUN25                                                                                                           | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |          74 | NC      | $64284.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NCL CORPORATION LTD                                             | NCL Corp Ltd                                                                                                                     | CUSIP: 62886HBR1<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |     1365000 | PA      | $1332839.93   | 0.04%             | 2032-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| TK ELEVATOR MIDCO GMBH                                          | TK Elevator Midco GmbH                                                                                                           | CUSIP: 000000000<br>LEI: 254900K869UN2ZWVB351 | Long             | DBT              | CORP              | DE        |      200000 | PA      | $225957.46    | 0.01%             | 2027-07-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                          | U.S. Treasury Bonds                                                                                                              | CUSIP: 912810UD8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    32290000 | PA      | $29928793.75  | 0.82%             | 2044-08-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| STAPLES INC                                                     | Staples Inc 2024 Term Loan B                                                                                                     | CUSIP: 855031AU4<br>LEI: XQM2JINI1UL7642TU573 | Long             | LON              | CORP              | US        |     1791000 | PA      | $1541746.53   | 0.04%             | 2029-09-04      | Floating      | 10.04%                | No            |                  2 | On Loan: No      |
| RIVIAN AUTO INC                                                 | Rivian Automotive Inc                                                                                                            | CUSIP: 76954AAB9<br>LEI: 25490004LNKJ84MFYY24 | Long             | DBT              | CORP              | US        |     3150000 | PA      | $3214968.75   | 0.09%             | 2029-03-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners Funding                                  | Golub Capital Partners ABS Funding 2024-1                                                                                        | CUSIP: 38179VAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3340000 | PA      | $3408713.82   | 0.09%             | 2034-01-25      | Fixed         | 8.11%                 | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings Inc                             | Clydesdale Acquisition Holdings Inc 2025 Term Loan B                                                                             | CUSIP: 18972FAE2<br>LEI: 254900QKSDYFR3K5YD98 | Long             | LON              | CORP              | US        |     1872268 | PA      | $1855661.02   | 0.05%             | 2032-04-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| IHS HOLDING LTD                                                 | IHS Holding Ltd                                                                                                                  | CUSIP: 000000000<br>LEI: 213800CLGMKL63VKTD94 | Long             | DBT              | CORP              | KY        |     3685000 | PA      | $3498179.90   | 0.10%             | 2028-11-29      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BELLIS ACQUISITION CO PL                                        | Bellis Acquisition Co PLC                                                                                                        | CUSIP: 000000000<br>LEI: 259400CYE2267UB4A481 | Long             | DBT              | CORP              | GB        |     3125000 | PA      | $4047662.04   | 0.11%             | 2026-02-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Kaseya Inc                                                      | Kaseya Inc 2025 2nd Lien Term Loan B                                                                                             | CUSIP: 48578AAE8<br>LEI: 254900MISXMLRZ63NH46 | Long             | LON              | CORP              | US        |      335000 | PA      | $326765.70    | 0.01%             | 2033-03-18      | Floating      | 9.32%                 | No            |                  2 | On Loan: No      |
| MH SUB I LLC                                                    | MH Sub I LLC 2024 Term Loan B4                                                                                                   | CUSIP: 000000000<br>LEI: 2549005VFKP807SR8N49 | Long             | LON              | CORP              | US        |     4251465 | PA      | $3716248.05   | 0.10%             | 2031-12-31      | Floating      | 8.57%                 | No            |                  2 | On Loan: No      |
| ELO SACA                                                        | ELO SACA                                                                                                                         | CUSIP: 000000000<br>LEI: 969500ASEC557H5A4F22 | Long             | DBT              | CORP              | FR        |     3000000 | PA      | $3262881.36   | 0.09%             | 2027-07-23      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| The Montreal Exchange / Bourse De Montreal                      | CAN 10YR BOND FUT JUN25                                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CA        |         383 | NC      | $135494.10    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ADMI Corp                                                       | ADMI Corp 2021 Term Loan B2                                                                                                      | CUSIP: 00709LAH0<br>LEI: 5493008U1LYGMQWO7N12 | Long             | LON              | CORP              | US        |      995424 | PA      | $948141.46    | 0.03%             | 2027-12-23      | Floating      | 7.81%                 | No            |                  2 | On Loan: No      |
| RANGE RESOURCES CORP                                            | Range Resources Corp                                                                                                             | CUSIP: 75281ABK4<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | DBT              | CORP              | US        |      750000 | PA      | $709043.85    | 0.02%             | 2030-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ATHENAHEALTH GROUP INC                                          | AthenaHealth Group Inc                                                                                                           | CUSIP: 60337JAA4<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | DBT              | CORP              | US        |      387000 | PA      | $369914.47    | 0.01%             | 2030-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| QXO INC                                                         | QXO INC TERM LOAN B                                                                                                              | CUSIP: 07368RAJ0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     2765000 | PA      | $2761543.75   | 0.08%             | 2032-04-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Telenet Financing USD LLC                                       | Telenet Financing USD LLC 2020 USD Term Loan AR                                                                                  | CUSIP: 000000000<br>LEI: 213800BMPOX34U6DWN81 | Long             | LON              | CORP              | US        |     1000000 | PA      | $975830.00    | 0.03%             | 2028-04-30      | Floating      | 6.44%                 | No            |                  2 | On Loan: No      |
| KKR APPLE BIDCO LLC                                             | KKR Apple Bidco LLC 2025 Term Loan                                                                                               | CUSIP: 48254EAG6<br>LEI: 2549001SCJD3WEYJFM53 | Long             | LON              | CORP              | US        |     2229412 | PA      | $2199560.67   | 0.06%             | 2031-09-23      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                                                                | CUSIP: 3136ABFW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       15673 | PA      | $287.31       | 0.00%             | 2028-01-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                            | Bank of America Corp                                                                                                             | CUSIP: 06051GMD8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      825000 | PA      | $809187.74    | 0.02%             | 2035-10-25      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| Momentive Performance Materials Inc                             | Momentive Performance Materials Inc 2023 Term Loan                                                                               | CUSIP: 60877JAG7<br>LEI: H2OFQI2FJX0T8IHKL414 | Long             | LON              | CORP              | US        |      688235 | PA      | $674814.70    | 0.02%             | 2028-03-29      | Floating      | 8.32%                 | No            |                  2 | On Loan: No      |
| DISCOVER FINANCIAL SVS                                          | Discover Financial Services                                                                                                      | CUSIP: 254709AQ1<br>LEI: Z1YLO2USPORE63VVUL20 | Long             | DBT              | CORP              | US        |     1798000 | PA      | $1794743.10   | 0.05%             | 2025-06-23      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                                | Altice France SA                                                                                                                 | CUSIP: 02156LAF8<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |     9078000 | PA      | $7406589.51   | 0.20%             | 2029-07-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| GRANT THORNTON ADVISORS LLC                                     | Grant Thornton Advisors LLC 2025 Term Loan B                                                                                     | CUSIP: 38821UAD2<br>LEI: 254900XS1SHU0YY3WF58 | Long             | LON              | CORP              | US        |     1034806 | PA      | $1025586.37   | 0.03%             | 2031-06-02      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| PUNCH FINANCE PL                                                | Punch Finance PLC                                                                                                                | CUSIP: 000000000<br>LEI: 2138006IJRIU1Q5DN388 | Long             | DBT              | CORP              | GB        |     2720000 | PA      | $3590327.79   | 0.10%             | 2026-06-30      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC                     | BBCMS Mortgage Trust 2020-C7                                                                                                     | CUSIP: 05492VAH8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2490000 | PA      | $110213.87    | 0.00%             | 2053-04-15      | Variable      | 1.09%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                             | Citigroup Commercial Mortgage Trust 2016-C3                                                                                      | CUSIP: 17325GAL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3080000 | PA      | $2324291.20   | 0.06%             | 2049-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MEITUAN                                                         | Meituan                                                                                                                          | CUSIP: 000000000<br>LEI: 21380033K525E5JLIA77 | Long             | DBT              | CORP              | KY        |    16500000 | PA      | $15864750.00  | 0.43%             | 2028-04-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC                                     | Hertz Vehicle Financing LLC                                                                                                      | CUSIP: 42806MAR0<br>LEI: 5493004IHDYOZ9K9WF47 | Long             | ABS-O            | CORP              | US        |     5010000 | PA      | $4718807.78   | 0.13%             | 2028-06-26      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| Howden Group Holdings Ltd                                       | Howden Group Holdings Ltd 2024 USD 1st Lien Term Loan B                                                                          | CUSIP: 000000000<br>LEI: 213800R6D9EVRN5D3117 | Long             | LON              | CORP              | LU        |     1871147 | PA      | $1858517.00   | 0.05%             | 2031-02-15      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND                                         | Romania Government Bond                                                                                                          | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     7445000 | PA      | $1644883.59   | 0.05%             | 2034-07-31      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| BANK OF CYPRUS HOLDINGS                                         | Bank of Cyprus Holdings PLC                                                                                                      | CUSIP: 000000000<br>LEI: 635400L14KNHZXPUZM19 | Long             | DBT              | CORP              | IE        |     4050000 | PA      | $5360992.45   | 0.15%             | 2028-12-21      | Fixed         | 11.88%                | No            |                  2 | On Loan: No      |
| AT&T INC                                                        | AT&T Inc                                                                                                                         | CUSIP: 00206RKB7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      675000 | PA      | $459569.82    | 0.01%             | 2060-06-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| SkyMiles IP Ltd                                                 | SkyMiles IP Ltd 2020 Skymiles Term Loan B                                                                                        | CUSIP: 24736CBS2<br>LEI: 2549008L7P4I8VB90936 | Long             | LON              | CORP              | KY        |      285162 | PA      | $287240.39    | 0.01%             | 2027-10-20      | Floating      | 8.02%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC                                     | Hertz Vehicle Financing III LP                                                                                                   | CUSIP: 42806MAH2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     5000000 | PA      | $4751003.00   | 0.13%             | 2027-12-27      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| Evertec Group LLC                                               | Evertec Group LLC 2023 Term Loan B                                                                                               | CUSIP: 000000000<br>LEI: 54930056CPTQSUNQYB82 | Long             | LON              | CORP              | PR        |     1562500 | PA      | $1554687.50   | 0.04%             | 2030-10-30      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| REXFORD INDUSTRIAL REALT                                        | Rexford Industrial Realty LP                                                                                                     | CUSIP: 76169XAE4<br>LEI: 549300028US163ELJN70 | Long             | DBT              |  | US        |     4000000 | PA      | $3900000.00   | 0.11%             | 2029-03-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae                                                                                                                       | CUSIP: 21H022655<br>LEI: 549300M8ZYFG0OCMTT87 | Short            | ABS-MBS          | USGA              | US        |    -6440000 | PA      | $-5487577.26  | -0.15%            | 2055-05-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| DAYFORCE INC                                                    | Dayforce Inc                                                                                                                     | CUSIP: 15677JAD0<br>LEI: 549300T64GVCHFJ8L449 | Long             | DBT              | CORP              | US        |     5900000 | PA      | $5634500.00   | 0.15%             | 2026-03-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank Commercial Mortgage Trust                         | DBJPM 2016-C3 Mortgage Trust                                                                                                     | CUSIP: 23312VAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    16957250 | PA      | $180164.00    | 0.00%             | 2049-08-10      | Variable      | 1.54%                 | No            |                  2 | On Loan: No      |
| TRONOX INC                                                      | Tronox Inc                                                                                                                       | CUSIP: 897051AC2<br>LEI: 549300EPZ4YXC7E5P181 | Long             | DBT              | CORP              | US        |      225000 | PA      | $182131.82    | 0.00%             | 2029-03-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                          | US 2YR NOTE (CBT) JUN25                                                                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        1569 | NC      | $552253.57    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| WEATHERFORD INTERNATIONA                                        | Weatherford International Ltd                                                                                                    | CUSIP: 947075AU1<br>LEI: 549300A2JKMG5PGOGF82 | Long             | DBT              | CORP              | BM        |      200000 | PA      | $198241.24    | 0.01%             | 2030-04-30      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                          | Santander Drive Auto Receivables Trust 2021-2                                                                                    | CUSIP: 80286XAF1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1209261 | PA      | $1203156.24   | 0.03%             | 2027-07-15      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                          | U.S. Treasury Bonds                                                                                                              | CUSIP: 912810UG1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      257400 | PA      | $254705.34    | 0.01%             | 2055-02-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| TEVA PHARM FNC NL II                                            | Teva Pharmaceutical Finance Netherlands II BV                                                                                    | CUSIP: 000000000<br>LEI: 549300HSQCIKJAOYIT23 | Long             | DBT              | CORP              | NL        |     3065000 | PA      | $3510641.30   | 0.10%             | 2030-05-09      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Belron UK Finance PLC                                           | Belron UK Finance PLC 2024 EUR Incremental Term Loan B                                                                           | CUSIP: 08078UAL7<br>LEI: 9845006BC9D1A77B8178 | Long             | LON              | CORP              | GB        |     1540000 | PA      | $1737559.09   | 0.05%             | 2031-10-16      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| Wheels Fleet Lease Funding LLC                                  | Wheels Fleet Lease Funding 1 LLC                                                                                                 | CUSIP: 96328GBZ9<br>LEI: 549300BSFY0E0XXREF43 | Long             | ABS-O            | CORP              | US        |    12550000 | PA      | $12623002.10  | 0.35%             | 2039-09-19      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| REPUBLICA ORIENT URUGUAY                                        | Uruguay Government International Bond                                                                                            | CUSIP: 000000000<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |    23867000 | PA      | $551301.29    | 0.02%             | 2028-03-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| ICE Futures Europe - Financial Products Division                | LONG GILT FUTURE JUN25                                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |          -1 | NC      | $-1587.15     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| RAC BOND CO PLC                                                 | RAC Bond Co PLC                                                                                                                  | CUSIP: 000000000<br>LEI: 2138008FCM2SUNLC7B21 | Long             | DBT              | CORP              | GB        |      150000 | PA      | $191925.21    | 0.01%             | 2027-11-04      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                       | Uniform Mortgage-Backed Security, TBA                                                                                            | CUSIP: 01F050452<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    18350000 | PA      | $18447728.43  | 0.51%             | 2039-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GRIFFON CORPORATION                                             | Griffon Corp                                                                                                                     | CUSIP: 398433AP7<br>LEI: 5493000C2SGNC7ZN3242 | Long             | DBT              | CORP              | US        |      450000 | PA      | $444042.50    | 0.01%             | 2028-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                | Freddie Mac Multifamily Structured Pass Through Certificates                                                                     | CUSIP: 3137FMU91<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     3870000 | PA      | $83118.70     | 0.00%             | 2047-05-25      | Variable      | 2.23%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                   | PURCHASED EUR / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | XX        |           1 | NC      | $83748.27     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac REMICS                                                                                                               | CUSIP: 31398EX82<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       36395 | PA      | $36763.71     | 0.00%             | 2039-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NEXI SPA                                                        | Nexi SpA                                                                                                                         | CUSIP: 000000000<br>LEI: 5493000P70CQRQG8SN85 | Long             | DBT              | CORP              | IT        |     2495000 | PA      | $2787598.18   | 0.08%             | 2026-04-30      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| SEA LTD                                                         | Sea Ltd                                                                                                                          | CUSIP: 81141RAF7<br>LEI: 529900OM6JLLW44YKI15 | Long             | DBT              | CORP              | KY        |     1210000 | PA      | $1831940.00   | 0.05%             | 2025-12-01      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                             | Intesa Sanpaolo SpA                                                                                                              | CUSIP: 46115HBZ9<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |     1255000 | PA      | $1347165.42   | 0.04%             | 2033-06-20      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Vericrest Opportunity Loan Transferee                           | VOLT CVI LLC                                                                                                                     | CUSIP: 92873KAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     5462099 | PA      | $5362630.72   | 0.15%             | 2051-12-26      | Variable      | 5.44%                 | No            |                  2 | On Loan: No      |
| FORVIA SE                                                       | Forvia SE                                                                                                                        | CUSIP: 000000000<br>LEI: 969500F0VMZLK2IULV85 | Long             | DBT              | CORP              | FR        |     1300000 | PA      | $1432206.26   | 0.04%             | 2029-06-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| VICTRA HLDG/VICTRA FIN                                          | Victra Holdings LLC / Victra Finance Corp                                                                                        | CUSIP: 92648DAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      485000 | PA      | $492185.76    | 0.01%             | 2029-09-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| VERISURE HOLDING AB                                             | Verisure Holding AB                                                                                                              | CUSIP: 000000000<br>LEI: 549300VQQCWGISM3N408 | Long             | DBT              | CORP              | SE        |      410000 | PA      | $462805.91    | 0.01%             | 2026-07-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Linked Notes                         | Santander Bank Auto Credit-Linked Notes Series 2024-B                                                                            | CUSIP: 80280BAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3125000 | PA      | $3088438.13   | 0.08%             | 2033-01-18      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                                             | Malaysia Government Bond                                                                                                         | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     6975000 | PA      | $1644095.60   | 0.05%             | 2027-11-16      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Zillow Group Inc                                                | Zillow Group Inc                                                                                                                 | CUSIP: 98954M200<br>LEI: 2549002XEELQDIR6FU05 | Long             | EC               | CORP              | US        |        5583 | NS      | $375903.39    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TOUCHDOWN ACQUIRER INC                                          | Touchdown Acquirer Inc 2025 USD Term Loan B                                                                                      | CUSIP: 89157NAJ2<br>LEI: 2549001J7IO9BK03IC64 | Long             | LON              | CORP              | US        |     1541138 | PA      | $1510962.03   | 0.04%             | 2031-02-21      | Floating      | 7.08%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                          | U.S. Treasury Bonds                                                                                                              | CUSIP: 912810TT5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    43900000 | PA      | $39787804.47  | 1.09%             | 2053-08-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| ODIDO GROUP HOLDING BV                                          | Odido Group Holding BV                                                                                                           | CUSIP: 000000000<br>LEI: 724500FOAL1MNGOJKP07 | Long             | DBT              | CORP              | NL        |      400000 | PA      | $449741.65    | 0.01%             | 2030-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                                             | NCL Corp Ltd                                                                                                                     | CUSIP: 62886HBG5<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |      325000 | PA      | $335413.98    | 0.01%             | 2029-02-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| CLEARWATER ANALYTICS LLC                                        | CLEARWATER ANALYTICS LLC 2025 TERM LOAN B                                                                                        | CUSIP: 18512EAF9<br>LEI: 894500N8DN2JO5ZDRQ11 | Long             | LON              | CORP              | US        |      355000 | PA      | $353225.00    | 0.01%             | 2032-04-21      | Floating      | 6.53%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                                     | PURCHASED USD / SOLD THB                                                                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-41572.62    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Government National Mortgage Association                                                                                         | CUSIP: 38378GRL4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       20747 | PA      | $3580.94      | 0.00%             | 2041-10-16      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VEON HOLDINGS BV                                                | VEON Holdings BV                                                                                                                 | CUSIP: 000000000<br>LEI: 5493000XDKGUH5NQGE22 | Long             | DBT              | CORP              | NL        |      220000 | PA      | $197302.60    | 0.01%             | 2027-11-25      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| UGI ENERGY SERVICES LLC                                         | UGI Energy Services LLC 2024 Term Loan B                                                                                         | CUSIP: 90276DAE9<br>LEI: 5493001O7RUKEUP5XR11 | Long             | LON              | CORP              | US        |      968006 | PA      | $965343.71    | 0.03%             | 2030-02-22      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HO                                        | Clear Channel Outdoor Holdings Inc                                                                                               | CUSIP: 18453HAC0<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |     2261000 | PA      | $1876630.00   | 0.05%             | 2028-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| JANE STREET GROUP LLC                                           | Jane Street Group LLC 2024 Term Loan B1                                                                                          | CUSIP: 47077DAM2<br>LEI: 5493002N1IVX6KHGYO08 | Long             | LON              | CORP              | US        |     2080630 | PA      | $2050419.30   | 0.06%             | 2031-12-15      | Floating      | 6.31%                 | No            |                  2 | On Loan: No      |
| Fixed Income Clearing Corp                                      | FIXED INC CLEARING CORP.REPO                                                                                                     | CUSIP: 000000000<br>LEI: 549300H47WTHXPU08X20 | Long             | RA               | CORP              | US        |      630209 | PA      | $630209.00    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CITRIN COOPERMAN ADVISORS LLC                                   | CITRIN COOPERMAN ADVISORS LLC 2025 DELAYED DRAW TERM LOAN                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       89394 | PA      | $88388.26     | 0.00%             | 2032-04-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                | Fannie Mae Connecticut Avenue Securities                                                                                         | CUSIP: 20754DAJ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    11472172 | PA      | $12332584.90  | 0.34%             | 2042-04-25      | Floating      | 11.35%                | No            |                  2 | On Loan: No      |
| ROMANIA                                                         | Romanian Government International Bond                                                                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     5040000 | PA      | $3398130.03   | 0.09%             | 2040-12-02      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE                                                  | Public Storage                                                                                                                   | CUSIP: 74460W578<br>LEI: 254900GLQZAD4N7N5Q19 | Long             | EP               |  | US        |       52500 | NS      | $1012725.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BRIGHTVIEW LANDSCAPES LLC                                       | BrightView Landscapes LLC 2025 Term Loan B                                                                                       | CUSIP: 10801XAL1<br>LEI: 549300OSAEQC89PVOW06 | Long             | LON              | CORP              | US        |     2525000 | PA      | $2474500.00   | 0.07%             | 2029-04-20      | Floating      | 6.28%                 | No            |                  2 | On Loan: No      |
| BERLIN PACKAGING LLC                                            | Berlin Packaging LLC 2024 Term Loan B7                                                                                           | CUSIP: 08511LBC1<br>LEI: 549300L1HNHO6QOXHH42 | Long             | LON              | CORP              | US        |     3991926 | PA      | $3960868.83   | 0.11%             | 2031-06-07      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| EZCORP INC                                                      | EZCORP Inc                                                                                                                       | CUSIP: 302301AJ5<br>LEI: 5493003K6PG3ZQ7TUQ63 | Long             | DBT              | CORP              | US        |     3550000 | PA      | $3716459.82   | 0.10%             | 2032-04-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| GLOBAL ATLANTIC                                                 | Global Atlantic Fin Co                                                                                                           | CUSIP: 37959GAC1<br>LEI: 98450051B2E65CAA7E94 | Long             | DBT              | CORP              | US        |     3205000 | PA      | $3045898.48   | 0.08%             | 2051-10-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                            | Glencore Funding LLC                                                                                                             | CUSIP: 378272BC1<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |      295000 | PA      | $204914.11    | 0.01%             | 2051-04-27      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Ascend Learning LLC                                             | Ascend Learning, LLC 2021 2nd Lien Term Loan                                                                                     | CUSIP: 04349HAM6<br>LEI: 549300T466HKRLVCD610 | Long             | LON              | CORP              | US        |      524272 | PA      | $513623.58    | 0.01%             | 2029-12-10      | Floating      | 10.17%                | No            |                  2 | On Loan: No      |
| UBS AG                                                          | PURCHASED EUR / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | XX        |           1 | NC      | $245481.36    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| OPEN TEXT INC                                                   | Open Text Holdings Inc                                                                                                           | CUSIP: 683720AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      405000 | PA      | $374250.07    | 0.01%             | 2030-02-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Light and Wonder International, Inc.                            | Light and Wonder International Inc 2024 Term Loan B2                                                                             | CUSIP: 80875AAW1<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | LON              | CORP              | US        |     3096358 | PA      | $3086046.99   | 0.08%             | 2029-04-14      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| US FOODS INC                                                    | US Foods Inc 2024 Term Loan B                                                                                                    | CUSIP: 90351HAF5<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | LON              | CORP              | US        |     1959548 | PA      | $1965426.49   | 0.05%             | 2028-11-22      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                               | PURCHASED USD / SOLD RON                                                                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $2780.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SCF Equipment Trust Llc                                         | SCF Equipment Leasing 2024-1 LLC                                                                                                 | CUSIP: 783896AG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1043000 | PA      | $1115939.60   | 0.03%             | 2034-12-20      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| ADANI PORTS AND SPECIAL                                         | Adani Ports & Special Economic Zone Ltd                                                                                          | CUSIP: 000000000<br>LEI: 335800QOAXP5TM7OYP69 | Long             | DBT              | CORP              | IN        |     3460000 | PA      | $3245375.85   | 0.09%             | 2027-07-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CANARY WHARF GROUP                                              | Canary Wharf Group Investment Holdings PLC                                                                                       | CUSIP: 000000000<br>LEI: 2138002C1D5FMEDILF18 | Long             | DBT              | CORP              | GB        |      500000 | PA      | $589547.20    | 0.02%             | 2028-04-23      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| NYC Commercial Mortgage Trust                                   | NYC Commercial Mortgage Trust 2025-3BP                                                                                           | CUSIP: 67120UAN7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     9225000 | PA      | $8965528.43   | 0.25%             | 2042-02-15      | Floating      | 7.86%                 | No            |                  2 | On Loan: No      |
| Go Daddy Operating Company LLC                                  | Go Daddy Operating Company LLC 2024 Term Loan B8                                                                                 | CUSIP: 38017BAX4<br>LEI: 5493005GJOH8HLL11157 | Long             | LON              | CORP              | US        |      412959 | PA      | $411014.29    | 0.01%             | 2029-11-09      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                 | CVS Health Corp                                                                                                                  | CUSIP: 126650EG1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    18579000 | PA      | $18453896.82  | 0.51%             | 2054-12-10      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| WYNN RESORTS FINANCE LLC                                        | Wynn Resorts Finance LLC / Wynn Resorts Capital Corp                                                                             | CUSIP: 983133AC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      325000 | PA      | $335258.30    | 0.01%             | 2031-02-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                          | US ULTRA BOND CBT JUN25                                                                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        -356 | NC      | $-655269.95   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley BAML Trust                                       | Morgan Stanley Bank of America Merrill Lynch Trust 2013-C9                                                                       | CUSIP: 61762DAG6<br>LEI: 549300PFVBG5704L7K74 | Long             | ABS-MBS          | CORP              | US        |     1145000 | PA      | $1027631.20   | 0.03%             | 2046-05-15      | Variable      | 3.93%                 | No            |                  2 | On Loan: No      |
| BULGARIAN ENERGY HLD                                            | Bulgarian Energy Holding EAD                                                                                                     | CUSIP: 000000000<br>LEI: 635400E1RWKJXPSBCV07 | Long             | DBT              | CORP              | BG        |      340000 | PA      | $361705.05    | 0.01%             | 2028-07-22      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| TEVA PHARM FNC NL II                                            | Teva Pharmaceutical Finance Netherlands II BV                                                                                    | CUSIP: 000000000<br>LEI: 549300HSQCIKJAOYIT23 | Long             | DBT              | CORP              | NL        |     4240000 | PA      | $5681615.08   | 0.16%             | 2031-09-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Crown Subsea Communications Holding,Inc.                        | Crown Subsea Communications HoldingInc 2024 Term Loan B1                                                                         | CUSIP: 22860EAJ1<br>LEI: 5493003AYLUE132FIO27 | Long             | LON              | CORP              | US        |      893250 | PA      | $891463.50    | 0.02%             | 2031-01-30      | Floating      | 8.32%                 | No            |                  2 | On Loan: No      |
| Genesys Cloud Services Holdings II LLC                          | Genesys Cloud Services Holdings II LLC 2025 USD Term Loan B                                                                      | CUSIP: 39479UAY9<br>LEI: 254900CRMBG6WX4HX396 | Long             | LON              | CORP              | US        |      900000 | PA      | $886689.00    | 0.02%             | 2032-01-30      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| CD&R FIREFLY BIDCO LTD                                          | CD&R Firefly Bidco PLC                                                                                                           | CUSIP: 000000000<br>LEI: 213800OAU5VX61DYZ558 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $135936.94    | 0.00%             | 2029-04-30      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| EMRLD BORROWER LP                                               | EMRLD Borrower LP 2024 Term Loan B                                                                                               | CUSIP: 26872NAD1<br>LEI: 5493000GJYE7GAQCUC61 | Long             | LON              | CORP              | US        |     1557175 | PA      | $1536744.86   | 0.04%             | 2031-08-04      | Floating      | 6.80%                 | No            |                  2 | On Loan: No      |
| PICARD GROUPE SAS                                               | Picard Groupe SAS                                                                                                                | CUSIP: 000000000<br>LEI: 969500C0PA29TV19CT55 | Long             | DBT              | CORP              | FR        |     2000000 | PA      | $2361993.32   | 0.06%             | 2029-07-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CAMB Commercial Mortgage Trust                                  | CAMB Commercial Mortgage Trust 2019-LIFE                                                                                         | CUSIP: 12482HAS3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2260000 | PA      | $2234448.89   | 0.06%             | 2037-12-15      | Floating      | 7.87%                 | No            |                  2 | On Loan: No      |
| FORVIA SE                                                       | Forvia SE                                                                                                                        | CUSIP: 000000000<br>LEI: 969500F0VMZLK2IULV85 | Long             | DBT              | CORP              | FR        |     1800000 | PA      | $1937174.38   | 0.05%             | 2031-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| IONIS PHARMACEUTICALS IN                                        | Ionis Pharmaceuticals Inc                                                                                                        | CUSIP: 462222AF7<br>LEI: 549300SI4ZGLG0BLUZ92 | Long             | DBT              | CORP              | US        |     5810000 | PA      | $5658971.20   | 0.15%             | 2028-06-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                | Freddie Mac Multifamily Structured Pass Through Certificates                                                                     | CUSIP: 3137FQ3D3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2658480 | PA      | $181919.52    | 0.00%             | 2047-11-25      | Variable      | 1.94%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                  | Morgan Stanley Capital I Trust 2006-TOP21                                                                                        | CUSIP: 617451CX5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        5245 | PA      | $1577.55      | 0.00%             | 2052-10-12      | Variable      | 5.24%                 | No            |                  2 | On Loan: No      |
| SOUTH BOW CAN INFRA HOLD                                        | South Bow Canadian Infrastructure Holdings Ltd                                                                                   | CUSIP: 836720AF9<br>LEI: 2549004FYUSYLPBT1G26 | Long             | DBT              | CORP              | CA        |     3651000 | PA      | $3647356.59   | 0.10%             | 2055-03-01      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| Castlelake Aircraft Securitization Trust                        | Castlelake Aircraft Structured Trust 2019-1                                                                                      | CUSIP: 14855MAB4<br>LEI: 549300MHTIBONNXM3R82 | Long             | ABS-O            | CORP              | US        |      898037 | PA      | $719942.32    | 0.02%             | 2039-04-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| DRAFTKINGS HOLDINGS INC                                         | DraftKings Holdings Inc                                                                                                          | CUSIP: 26142RAB0<br>LEI: 5493008P45UYYL683Z97 | Long             | DBT              | CORP              | US        |     7417000 | PA      | $6507233.01   | 0.18%             | 2028-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                                           | Uber Technologies Inc                                                                                                            | CUSIP: 90353TAM2<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |     4957000 | PA      | $6496148.50   | 0.18%             | 2028-12-01      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                       | Uniform Mortgage-Backed Security, TBA                                                                                            | CUSIP: 01F022659<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    12480000 | PA      | $10373011.21  | 0.28%             | 2054-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AMBIPAR LUX SARL                                                | Ambipar Lux Sarl                                                                                                                 | CUSIP: 02319WAB7<br>LEI: 9845008C0E14F9BDEK55 | Long             | DBT              | CORP              | LU        |     3445000 | PA      | $3365420.50   | 0.09%             | 2033-02-05      | Fixed         | 10.88%                | No            |                  2 | On Loan: No      |
| TELECOM ITALIA CAPITAL                                          | Telecom Italia Capital SA                                                                                                        | CUSIP: 87927VAM0<br>LEI: 549300777DJZOR5C4L39 | Long             | DBT              | CORP              | LU        |      150000 | PA      | $144777.46    | 0.00%             | 2034-09-30      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MILLICOM INTL CELLULAR                                          | Millicom International Cellular SA                                                                                               | CUSIP: 000000000<br>LEI: 549300CTHC1CP86P2G96 | Long             | DBT              | CORP              | LU        |     2659500 | PA      | $2628733.57   | 0.07%             | 2029-03-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| TRUST FIBRAUNO                                                  | Trust Fibra Uno                                                                                                                  | CUSIP: 89834JAA1<br>LEI: N/A                  | Long             | DBT              |  | MX        |     1905000 | PA      | $1885882.37   | 0.05%             | 2034-02-13      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| PES ENERGY LIQUIDATING TRUST                                    | PES ENERGY LIQUIDATING TRUST                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        3682 | NS      | $0.00         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust                   | JP Morgan Chase Commercial Mortgage Securities Trust 2012-LC9                                                                    | CUSIP: 46639EAQ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      485000 | PA      | $395323.50    | 0.01%             | 2047-12-15      | Variable      | 3.69%                 | No            |                  2 | On Loan: No      |
| STAPLES INC                                                     | Staples Inc                                                                                                                      | CUSIP: 855030AQ5<br>LEI: XQM2JINI1UL7642TU573 | Long             | DBT              | CORP              | US        |     3150000 | PA      | $2729206.65   | 0.07%             | 2029-09-01      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP                                                   | EchoStar Corp                                                                                                                    | CUSIP: 278768AA4<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |     3213000 | PA      | $2994749.91   | 0.08%             | 2030-11-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Vericrest Opportunity Loan Transferee                           | VOLT XCIV LLC                                                                                                                    | CUSIP: 92873AAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     6154185 | PA      | $6151728.04   | 0.17%             | 2051-02-27      | Variable      | 8.95%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                       | Uniform Mortgage-Backed Security, TBA                                                                                            | CUSIP: 01F052458<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    10875000 | PA      | $11047870.52  | 0.30%             | 2039-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                           | Toronto-Dominion Bank/The                                                                                                        | CUSIP: 89117F8Z5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |      687000 | PA      | $710072.90    | 0.02%             | 2082-10-31      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| FUQING INVESTMENT MGMT                                          | Fuqing Investment Management Ltd                                                                                                 | CUSIP: 000000000<br>LEI: 30030006LHSKVYVEXO75 | Long             | DBT              | CORP              | VG        |    13962000 | PA      | $13854782.45  | 0.38%             | 2025-06-23      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| GOLOMT BANK OF MONGOLIA                                         | Golomt Bank                                                                                                                      | CUSIP: 000000000<br>LEI: 549300QLH7BRA4EIZO16 | Long             | DBT              | CORP              | MN        |     2294000 | PA      | $2291414.62   | 0.06%             | 2027-05-20      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| VFI ABS LLC                                                     | VFI ABS 2023-1 LLC                                                                                                               | CUSIP: 92555QAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3585000 | PA      | $3635136.23   | 0.10%             | 2030-12-24      | Fixed         | 12.36%                | No            |                  2 | On Loan: No      |

### Signature

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

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

**Signature:** William Zook

**Name of Signer:** William Zook

**Title:** Assistant Treasurer