# EDGAR Filing Document

**Accession Number:** 0000885709
**File Stem:** 0001752724-23-073324
**Filing Date:** 2023-3
**Character Count:** 185299
**Document Hash:** 37c180372b9c358eb493949b6530a408
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-073324.hdr.sgml**: 20230330

**ACCESSION NUMBER**: 0001752724-23-073324

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20230131

**FILED AS OF DATE**: 20230330

**DATE AS OF CHANGE**: 20230330

**PERIOD START**: 20231031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** PAYDEN & RYGEL INVESTMENT GROUP
- **CENTRAL INDEX KEY:** 0000885709
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 1031

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-06625
- **FILM NUMBER:** 23778202

**BUSINESS ADDRESS:**
- **STREET 1:** 333 S GRAND AVE
- **STREET 2:** 40TH FL
- **CITY:** LOS ANGELES
- **STATE:** CA
- **ZIP:** 90071
- **BUSINESS PHONE:** 2136251900

**MAIL ADDRESS:**
- **STREET 1:** 333 S GRAND AVE
- **STREET 2:** 40TH FL
- **CITY:** LOS ANGELES
- **STATE:** CA
- **ZIP:** 90071

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** PAYDENFUNDS
- **DATE OF NAME CHANGE:** 20010423

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** PAYDEN & RYGEL INVESTMENT GROUP
- **DATE OF NAME CHANGE:** 19940104

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** P&R INVESTMENT TRUST
- **DATE OF NAME CHANGE:** 19920929

## Series and Classes Contracts Data

### Payden Absolute Return Bond Fund (Series ID: S000047032)

| Class ID   | Class Name                                        | Ticker Symbol   |
|:---|:---|:---|
| C000146994 | Payden Absolute Return Bond Fund (Investor Class) | PYARX           |
| C000146996 | Payden Absolute Return Bond Fund (SI Class)       | PYAIX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** PAYDEN & RYGEL INVESTMENT GROUP

- **b. Investment Company Act file number:** 811-06625

- **c. CIK number of Registrant:** 0000885709

- **d. LEI of Registrant:** 549300QJNYRKYZS3P282

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

  - **Street Address 1:** 333 South Grand Avenue

  - **City:** Los Angeles

  - **State:** CA

  - **Foreign country:** US

  - **Zip / Postal Code:** 90071

  - **Telephone number:** 213-625-1900

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

- **a. Name of Series:** Payden Absolute Return Bond Fund

- **b. EDGAR series identifier (if any):** S000047032

- **c. LEI of Series:** 549300Y00UG1BOK6J419

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

- **a. Date of fiscal year-end:** 2023-10-31

- **b. Date as of which information is reported:** 2023-01-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $755433350.03

**Total Liabilities:** $27942299.47

**Net Assets:** $727491050.56

**Delayed Delivery Securities:** $6451912.97

**Cash Not Reported:** $13158485.59

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 0.00000000 | **1-Year:** 792.15081420 | **5-Year:** 40258.00000000 | **10-Year:** 58079.00000000 | **30-Year:** 42396.00000000

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

- **3-Month:** 70.89332988 | **1-Year:** 621.79429480 | **5-Year:** 5302.00000000 | **10-Year:** 70668.00000000 | **30-Year:** 48508.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000146996 | 1.99%                | 0.58%                | 2.35%                |
| Class ID C000146994 | 1.97%                | 0.56%                | 2.34%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-7159014.87             | $22139099.93                               |
| Month 2  | $-1584455.16             | $2367961.11                                |
| Month 3  | $-1651212.92             | $16336470.42                               |

**Designated Index Information**

- **Index Name:** N/A

- **Index Identifier:** N/A

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| LETRA TESOURO NACIONAL                           | Brazil Letras do Tesouro Nacional                                               | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |  18000000 | PA      | $3256433.07   | 0.45%             | 2023-10-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Extended Stay America Trust                      | Extended Stay America Trust 2021-ESH                                            | CUSIP: 30227FAN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2342861 | PA      | $2251278.65   | 0.31%             | 2038-07-15      | Floating      | 8.16%                 | No            |                  2 | On Loan: No      |
| CHC Commercial Mortgage Trust                    | CHC Commercial Mortgage Trust 2019 - CHC                                        | CUSIP: 162665AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2209317 | PA      | $2151682.06   | 0.30%             | 2034-06-15      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT CORP                                   | Open Text Corp                                                                  | CUSIP: 683715AD8<br>LEI: 549300HP7ONDQODZJV16 | Long             | DBT              | CORP              | CA        |   2200000 | PA      | $1832446.22   | 0.25%             | 2029-12-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| WORKDAY INC                                      | Workday Inc                                                                     | CUSIP: 98138HAH4<br>LEI: 549300J0DYC0N31V7G13 | Long             | DBT              | CORP              | US        |    820000 | PA      | $772507.20    | 0.11%             | 2029-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| MONGOLIA INTL BOND                               | Mongolia Government International Bond                                          | CUSIP: 60937LAB1<br>LEI: N/A                  | Long             | DBT              | NUSS              | MN        |    268000 | PA      | $268160.80    | 0.04%             | 2023-05-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.      | CBOT 5 Year US Treasury Note                                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |     -1921 | NC      | $-748972.96   | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| EUREX CLEARING AKTIENGESELLSCHAFT                | Eurex 2 Year Euro SCHATZ                                                        | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              | CORP              | DE        |      -584 | NC      | $499895.85    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| PETROLEOS MEXICANOS                              | Petroleos Mexicanos                                                             | CUSIP: 000000000<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |   1500000 | PA      | $1627925.05   | 0.22%             | 2023-08-24      | Floating      | 4.30%                 | No            |                  2 | On Loan: No      |
| Frost CMBS                                       | Frost CMBS 2021-1 DAC                                                           | CUSIP: 000000000<br>LEI: 635400USRLUMX8CQN243 | Long             | ABS-MBS          | CORP              | IE        |   1300000 | PA      | $1423876.78   | 0.20%             | 2033-11-20      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                             | OneMain Finance Corp                                                            | CUSIP: 85172FAQ2<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    500000 | PA      | $487735.00    | 0.07%             | 2028-01-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                | Post Holdings Inc                                                               | CUSIP: 737446AQ7<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    700000 | PA      | $616784.00    | 0.08%             | 2030-04-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                   | Morgan Stanley                                                                  | CUSIP: 61747YEV3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   3500000 | PA      | $3702514.66   | 0.51%             | 2028-10-18      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                 | Fannie Mae Connecticut Avenue Securities                                        | CUSIP: 30711X5V2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |   1400000 | PA      | $1455168.68   | 0.20%             | 2031-03-25      | Floating      | 8.61%                 | No            |                  2 | On Loan: No      |
| Greystone Commercial Real Esta                   | Greystone CRE Notes 2019-FL2 Ltd                                                | CUSIP: 39809LAG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2300000 | PA      | $2222025.40   | 0.31%             | 2037-09-15      | Floating      | 6.85%                 | No            |                  2 | On Loan: No      |
| Capital Automotive Reit                          | CARS-DB4 LP                                                                     | CUSIP: 12510HAH3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $886468.20    | 0.12%             | 2050-02-15      | Fixed         | 4.52%                 | No            |                  2 | On Loan: No      |
| Halcyon Loan Advisors Funding                    | Halcyon Loan Advisors Funding 2015-2 Ltd                                        | CUSIP: 40538KAN2<br>LEI: 5493006GMMSBMRMTK635 | Long             | ABS-CBDO         | CORP              | KY        |    118896 | PA      | $118297.15    | 0.02%             | 2027-07-25      | Floating      | 6.47%                 | No            |                  2 | On Loan: No      |
| Cedar Funding Ltd                                | Cedar Funding XIV CLO Ltd                                                       | CUSIP: 15034AAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1450000 | PA      | $1389898.95   | 0.19%             | 2033-07-15      | Floating      | 6.64%                 | No            |                  2 | On Loan: No      |
| Arbor Realty Collateralized Lo                   | Arbor Realty Commercial Real Estate Notes 2019-FL2 Ltd                          | CUSIP: 03880VAE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1454550.00   | 0.20%             | 2034-09-15      | Floating      | 6.34%                 | No            |                  2 | On Loan: No      |
| Starwood Commercial Mortgage T                   | STWD 2019-FL1 Ltd                                                               | CUSIP: 78485WAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1119495 | PA      | $1116097.51   | 0.15%             | 2038-07-15      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| Allegro CLO Ltd                                  | Allegro CLO II-S Ltd                                                            | CUSIP: 01751EAC2<br>LEI: 635400R1GOVCHJ4SNX58 | Long             | ABS-CBDO         | CORP              | KY        |    426758 | PA      | $424425.34    | 0.06%             | 2028-10-21      | Floating      | 5.90%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, NA - CACL                   | JPMorgan Chase Bank NA - CACLN                                                  | CUSIP: 48128U2S7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3850000 | PA      | $3238894.51   | 0.45%             | 2028-12-26      | Fixed         | 8.48%                 | No            |                  2 | On Loan: No      |
| TTM TECHNOLOGIES INC                             | TTM Technologies Inc                                                            | CUSIP: 87305RAK5<br>LEI: 549300SC4BDOIS008048 | Long             | DBT              | CORP              | US        |   2800000 | PA      | $2449944.00   | 0.34%             | 2029-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PBF HOLDING CO LLC                               | PBF Holding Co LLC / PBF Finance Corp                                           | CUSIP: 69318FAJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1510744.00   | 0.21%             | 2028-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PRA GROUP INC                                    | PRA Group Inc                                                                   | CUSIP: 69354NAD8<br>LEI: 549300Q5HW3JSSB86K27 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1375837.09   | 0.19%             | 2029-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NCR CORP                                         | NCR Corp                                                                        | CUSIP: 62886EBA5<br>LEI: 549300YKTY8JX1DV2R67 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1483070.21   | 0.20%             | 2029-04-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SERBIA                               | Serbia International Bond                                                       | CUSIP: 817477AG7<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |   1100000 | PA      | $1118771.50   | 0.15%             | 2028-05-26      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                       | CAD/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |         1 | NC      | $84061.19     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                   | EUR/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-3569357.51  | -0.49%            |  |  |  | No            |                  2 | On Loan: No      |
| DBGS Mortgage Trust                              | DBGS 2018-BIOD Mortgage Trust                                                   | CUSIP: 23306GAN7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3106793 | PA      | $2973662.71   | 0.41%             | 2035-05-15      | Floating      | 6.96%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd                                      | OCP CLO 2013-4 Ltd                                                              | CUSIP: 67105HBA2<br>LEI: 254900OVGEI8FTD7PT85 | Long             | ABS-CBDO         | CORP              | KY        |   2350000 | PA      | $2320629.70   | 0.32%             | 2029-04-24      | Floating      | 6.27%                 | No            |                  2 | On Loan: No      |
| Voya CLO Ltd                                     | Voya CLO 2019-1 Ltd                                                             | CUSIP: 92917NAJ7<br>LEI: 549300KSCKXTOBY0IP86 | Long             | ABS-CBDO         | CORP              | KY        |   2800000 | PA      | $2780859.20   | 0.38%             | 2031-04-15      | Floating      | 5.85%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU                         | Venture Global Calcasieu Pass LLC                                               | CUSIP: 92328MAE3<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1019875.00   | 0.14%             | 2030-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS USD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-1421509.88  | -0.20%            |  |  |  | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                          | Dryden 112 CLO Ltd                                                              | CUSIP: 26243DAG8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   1150000 | PA      | $1135339.80   | 0.16%             | 2034-08-15      | Floating      | 7.75%                 | No            |                  2 | On Loan: No      |
| VMWARE INC                                       | VMware Inc                                                                      | CUSIP: 928563AK1<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |   2600000 | PA      | $2194055.66   | 0.30%             | 2028-08-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Lin                   | Santander Bank Auto Credit-Linked Notes Series 2022-A                           | CUSIP: 80290CAT1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1281889 | PA      | $1253462.90   | 0.17%             | 2032-05-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                         | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BX1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3100000 | PA      | $2386280.40   | 0.33%             | 2032-02-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| GENESIS ENERGY LP/FIN                            | Genesis Energy LP / Genesis Energy Finance Corp                                 | CUSIP: 37185LAM4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $988655.00    | 0.14%             | 2027-01-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                       | PEN/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-9311.17     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                             | Royal Bank of Canada                                                            | CUSIP: 78016FZU1<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   2750000 | PA      | $2906513.97   | 0.40%             | 2027-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                 | Bank of Montreal                                                                | CUSIP: 06368LGV2<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   3700000 | PA      | $3774826.77   | 0.52%             | 2028-02-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                         | Republic of South Africa Government Bond                                        | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        | 123600000 | PA      | $6511375.86   | 0.90%             | 2030-01-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Sound Point Euro CLO Funding                     | Sound Point Euro CLO III Funding DAC                                            | CUSIP: 000000000<br>LEI: 635400G1JEJQHA5DT963 | Long             | ABS-CBDO         | CORP              | IE        |   2200000 | PA      | $2327521.62   | 0.32%             | 2033-04-15      | Floating      | 3.24%                 | No            |                  2 | On Loan: No      |
| Capital Automotive Reit                          | CARS-DB4 LP                                                                     | CUSIP: 12510HAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1571239 | PA      | $1485968.23   | 0.20%             | 2050-02-15      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                 | Connecticut Avenue Securities Trust 2019-R06                                    | CUSIP: 20754JAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     38380 | PA      | $38380.70     | 0.01%             | 2039-09-25      | Floating      | 6.61%                 | No            |                  2 | On Loan: No      |
| GENESIS ENERGY LP/FIN                            | Genesis Energy LP / Genesis Energy Finance Corp                                 | CUSIP: 37185LAN2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    700000 | PA      | $712243.00    | 0.10%             | 2030-04-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO Lt                   | Benefit Street Partners CLO XVII Ltd                                            | CUSIP: 08182BAS7<br>LEI: 5493001ND55H5MJDIQ39 | Long             | ABS-CBDO         | CORP              | KY        |   2650000 | PA      | $2516972.65   | 0.35%             | 2032-07-15      | Floating      | 8.14%                 | No            |                  2 | On Loan: No      |
| OWL ROCK CAPITAL CORP                            | Owl Rock Capital Corp                                                           | CUSIP: 69121KAE4<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |    900000 | PA      | $813140.28    | 0.11%             | 2026-07-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                          | Dryden XXVI Senior Loan Fund                                                    | CUSIP: 26250UAS4<br>LEI: 549300ENU7ZZLTPT3E22 | Long             | ABS-CBDO         | CORP              | KY        |   3700000 | PA      | $3621101.20   | 0.50%             | 2029-04-15      | Floating      | 6.24%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS USD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-3025494.44  | -0.42%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                             | Bank of America Corp                                                            | CUSIP: 000000000<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2550000 | PA      | $2380094.56   | 0.33%             | 2028-08-24      | Fixed         | 0.58%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY BANK                                   | Synchrony Bank                                                                  | CUSIP: 87166FAD5<br>LEI: 549300UATVPGSLE43Z27 | Long             | DBT              | CORP              | US        |   3450000 | PA      | $3437781.83   | 0.47%             | 2025-08-22      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                              | Petroleos Mexicanos                                                             | CUSIP: 71654QCK6<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    450000 | PA      | $392923.67    | 0.05%             | 2028-02-12      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivable                   | Westlake Automobile Receivables Trust 2022-3                                    | CUSIP: 96043PAL5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3750000 | PA      | $3819078.75   | 0.52%             | 2027-12-15      | Fixed         | 6.44%                 | No            |                  2 | On Loan: No      |
| Dryden Leveraged Loan CDO                        | Dryden 39 Euro CLO 2015 DAC                                                     | CUSIP: 000000000<br>LEI: 635400A5F6GDIM6HUG89 | Long             | ABS-CBDO         | CORP              | IE        |    650000 | PA      | $682454.72    | 0.09%             | 2035-04-15      | Floating      | 3.24%                 | No            |                  2 | On Loan: No      |
| Multifamily Connecticut Avenue                   | Multifamily Connecticut Avenue Securities Trust 2019-01                         | CUSIP: 62547NAB5<br>LEI: 549300HG8ZEWVWVSN227 | Long             | ABS-MBS          | CORP              | US        |   2168990 | PA      | $2059002.84   | 0.28%             | 2049-10-25      | Floating      | 7.76%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust 2                   | BX Commercial Mortgage Trust 2019-XL                                            | CUSIP: 056054AH2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1020000 | PA      | $1001979.15   | 0.14%             | 2036-10-15      | Floating      | 6.39%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                         | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MCR9<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   2550000 | PA      | $2632390.47   | 0.36%             | 2028-01-13      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| STELLANTIS FIN US INC                            | Stellantis Finance US Inc                                                       | CUSIP: 85855CAA8<br>LEI: 549300QZ0AI8Q7LNON33 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2205657.33   | 0.30%             | 2027-01-29      | Fixed         | 1.71%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                              | Bank of Nova Scotia/The                                                         | CUSIP: 06417XAP6<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   2500000 | PA      | $2506601.90   | 0.34%             | 2030-02-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| BDS Ltd                                          | BDS 2020-FL5 LTD                                                                | CUSIP: 05492QAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    900465 | PA      | $901691.54    | 0.12%             | 2037-02-16      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| FS KKR CAPITAL CORP                              | FS KKR Capital Corp                                                             | CUSIP: 302635AJ6<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1851636.18   | 0.25%             | 2024-10-12      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| BANCO MERCANTIL DE NORTE                         | Banco Mercantil del Norte SA/Grand Cayman                                       | CUSIP: 000000000<br>LEI: 549300QTVYRPFHS0J362 | Long             | DBT              | CORP              | MX        |   1350000 | PA      | $1250048.09   | 0.17%             | N/A             | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Fortress CBO Investments Ltd                     | FORT CRE 2022-FL3 Issuer LLC                                                    | CUSIP: 34706CAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3100000 | PA      | $2988396.90   | 0.41%             | 2039-02-23      | Floating      | 6.56%                 | No            |                  2 | On Loan: No      |
| JABIL INC                                        | Jabil Inc                                                                       | CUSIP: 466313AJ2<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |    641000 | PA      | $579632.41    | 0.08%             | 2030-01-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF NIGERIA                              | Nigeria Government International Bond                                           | CUSIP: 000000000<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |   1575000 | PA      | $1299123.00   | 0.18%             | 2027-11-28      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CHC Commercial Mortgage Trust                    | CHC Commercial Mortgage Trust 2019 - CHC                                        | CUSIP: 162665AN3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1588009 | PA      | $1457508.26   | 0.20%             | 2034-06-15      | Floating      | 6.81%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                   | EUR/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |         1 | NC      | $1265703.75   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| 1MDB GLOBAL INVESTMENTS                          | 1MDB Global Investments Ltd                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | VG        |   7000000 | PA      | $6872454.96   | 0.94%             | 2023-03-09      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Lin                   | Santander Bank Auto Credit-Linked Notes Series 2022-A                           | CUSIP: 80290CAU8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1300000 | PA      | $1267062.42   | 0.17%             | 2032-05-15      | Fixed         | 9.96%                 | No            |                  2 | On Loan: No      |
| Allegro CLO Ltd                                  | Allegro CLO V Ltd                                                               | CUSIP: 01748RAN5<br>LEI: 254900TYK5TGNAFE3053 | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $2905293.00   | 0.40%             | 2030-10-16      | Floating      | 6.24%                 | No            |                  2 | On Loan: No      |
| DOBANK SPA                                       | doValue SpA                                                                     | CUSIP: 000000000<br>LEI: 8156007AF7DB5FE05555 | Long             | DBT              | CORP              | IT        |   1250000 | PA      | $1254876.86   | 0.17%             | 2026-07-31      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| BX Trust                                         | BX Commercial Mortgage Trust 2021-SOAR                                          | CUSIP: 05608WAQ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    893234 | PA      | $858170.22    | 0.12%             | 2038-06-15      | Floating      | 6.81%                 | No            |                  2 | On Loan: No      |
| Cantor Commercial Real Estate                    | Cantor Commercial Real Estate Lending 2019-CF1                                  | CUSIP: 12529MAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  15414105 | PA      | $736122.17    | 0.10%             | 2052-05-15      | Variable      | 1.13%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                            | Mexico Government International Bond                                            | CUSIP: 91087BAV2<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   1300000 | PA      | $1382935.19   | 0.19%             | 2035-02-09      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Cold Storage Trust                               | Cold Storage Trust 2020-ICE5                                                    | CUSIP: 193051AN9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2811353 | PA      | $2752986.68   | 0.38%             | 2037-11-15      | Floating      | 6.56%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS                         | Univision Communications Inc                                                    | CUSIP: 914906AX0<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |    629000 | PA      | $617654.82    | 0.08%             | 2030-06-30      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Symphony CLO Ltd                                 | Symphony CLO XXIX Ltd                                                           | CUSIP: 87168LAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $927402.00    | 0.13%             | 2034-01-15      | Floating      | 11.04%                | No            |                  2 | On Loan: No      |
| COTY INC                                         | Coty Inc                                                                        | CUSIP: 222070AE4<br>LEI: 549300BO9IWPF3S48F93 | Long             | DBT              | CORP              | US        |   1475000 | PA      | $1413839.13   | 0.19%             | 2026-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ENERFLEX LTD                                     | Enerflex Ltd                                                                    | CUSIP: 29269RAA3<br>LEI: 54930014N7872VUS3F89 | Long             | DBT              | CORP              | CA        |    900000 | PA      | $917874.00    | 0.13%             | 2027-10-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                           | CCO Holdings LLC / CCO Holdings Capital Corp                                    | CUSIP: 1248EPCE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    600000 | PA      | $513375.00    | 0.07%             | 2030-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| RENESAS ELECTRONICS CORP                         | Renesas Electronics Corp                                                        | CUSIP: 75972BAB7<br>LEI: 5299000EPC47VJQOFB81 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $174970.77    | 0.02%             | 2026-11-25      | Fixed         | 2.17%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                       | USD/GBP FORWARD                                                                 | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |         1 | NC      | $140252.46    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                         | Rogers Communications Inc                                                       | CUSIP: 775109CB5<br>LEI: 54930030NVF3Y2OL0A78 | Long             | DBT              | CORP              | CA        |   1313000 | PA      | $1235480.02   | 0.17%             | 2027-03-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                 | Connecticut Avenue Securities Trust 2019-R03                                    | CUSIP: 20753MAF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     47461 | PA      | $47467.01     | 0.01%             | 2031-09-25      | Floating      | 6.66%                 | No            |                  2 | On Loan: No      |
| Rialto Real Estate Fund LP                       | RIAL 2022-FL8 Issuer Ltd                                                        | CUSIP: 76243NAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |   3400000 | PA      | $3321725.20   | 0.46%             | 2037-01-19      | Floating      | 7.73%                 | No            |                  2 | On Loan: No      |
| CHC Commercial Mortgage Trust                    | CHC Commercial Mortgage Trust 2019 - CHC                                        | CUSIP: 162665AL7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3314968 | PA      | $3077797.88   | 0.42%             | 2034-06-15      | Floating      | 6.51%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES/SKYMILES                         | Delta Air Lines Inc / SkyMiles IP Ltd                                           | CUSIP: 830867AB3<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |   1500000 | PA      | $1462338.35   | 0.20%             | 2028-10-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| TAMARACK VALLEY ENERGY L                         | Tamarack Valley Energy Ltd                                                      | CUSIP: 87505YAA0<br>LEI: 549300TLKPX8BE14MH06 | Long             | DBT              | CORP              | CA        |   1100000 | PA      | $787456.32    | 0.11%             | 2027-05-10      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                       | USD/MXN FORWARD                                                                 | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |         1 | NC      | $14201.13     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Lin                   | Santander Bank Auto Credit-Linked Notes Series 2022-B                           | CUSIP: 80290CBB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2400000 | PA      | $2313954.72   | 0.32%             | 2032-08-16      | Fixed         | 11.91%                | No            |                  2 | On Loan: No      |
| Citibank, National Association                   | CLP/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |         1 | NC      | $28103.34     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Dominos Pizza Master Issuer LL                   | Domino's Pizza Master Issuer LLC                                                | CUSIP: 25755TAN0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1768500 | PA      | $1546578.89   | 0.21%             | 2051-04-25      | Fixed         | 2.66%                 | No            |                  2 | On Loan: No      |
| CLNC 2019-FL1, Ltd                               | CLNC 2019-FL1 Ltd                                                               | CUSIP: 12565DAJ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2100000 | PA      | $1983166.50   | 0.27%             | 2035-08-20      | Floating      | 7.50%                 | No            |                  2 | On Loan: No      |
| VAR ENERGI ASA                                   | Var Energi ASA                                                                  | CUSIP: 92212WAE0<br>LEI: 549300LIVN3FFOJN2K47 | Long             | DBT              | CORP              | NO        |   1100000 | PA      | $1185457.08   | 0.16%             | 2032-11-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.      | CBOT 10 Year US Treasury Note                                                   | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |        40 | NC      | $-2009.60     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Cold Storage Trust                               | Cold Storage Trust 2020-ICE5                                                    | CUSIP: 193051AS8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1867682 | PA      | $1821118.25   | 0.25%             | 2037-11-15      | Floating      | 7.95%                 | No            |                  2 | On Loan: No      |
| KKR Industrial Portfolio Trust                   | KKR Industrial Portfolio Trust 2021-KDIP                                        | CUSIP: 48254CAS4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2250000 | PA      | $2146184.78   | 0.30%             | 2037-12-15      | Floating      | 6.64%                 | No            |                  2 | On Loan: No      |
| LATITUDE MANAGEMENT REAL ESTAT                   | LMREC 2019-CRE3 Inc                                                             | CUSIP: 50209TAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    376796 | PA      | $373792.90    | 0.05%             | 2035-12-22      | Floating      | 5.91%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                   | ZAR/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |         1 | NC      | $114258.21    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BDS Ltd                                          | BDS 2019-FL4 LTD                                                                | CUSIP: 05492KAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     28106 | PA      | $28068.63     | 0.00%             | 2036-08-15      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                             | OneMain Finance Corp                                                            | CUSIP: 85172FAN9<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1392860.00   | 0.19%             | 2026-03-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| ONE Park Mortgage Trust                          | ONE 2021-PARK Mortgage Trust                                                    | CUSIP: 682413AG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3900000 | PA      | $3630444.48   | 0.50%             | 2036-03-15      | Floating      | 6.09%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BK INDIA                           | Export-Import Bank of India                                                     | CUSIP: 30216JAG0<br>LEI: 335800OFZ8YEIVN1QI11 | Long             | DBT              | NUSS              | IN        |   2000000 | PA      | $2045843.98   | 0.28%             | 2033-01-18      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Palmer Square European CLO                       | Palmer Square European CLO 2022-1 DAC                                           | CUSIP: 000000000<br>LEI: 549300FI1QQLJ0OHT447 | Long             | ABS-CBDO         | CORP              | IE        |   2200000 | PA      | $2155539.49   | 0.30%             | 2035-01-21      | Floating      | 5.69%                 | No            |                  2 | On Loan: No      |
| Regatta II Funding LP                            | Regatta Funding LP 2013-2A                                                      | CUSIP: 75885WBC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3700000 | PA      | $3637521.80   | 0.50%             | 2029-01-15      | Floating      | 6.19%                 | No            |                  2 | On Loan: No      |
| WEATHERFORD INTERNATIONA                         | Weatherford International Ltd                                                   | CUSIP: 947075AU1<br>LEI: 549300A2JKMG5PGOGF82 | Long             | DBT              | CORP              | BM        |    335000 | PA      | $338574.45    | 0.05%             | 2030-04-30      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| MED Trust                                        | Med Trust 2021-MDLN                                                             | CUSIP: 58403YBA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1994076 | PA      | $1865457.80   | 0.26%             | 2038-11-15      | Floating      | 9.71%                 | No            |                  2 | On Loan: No      |
| IVORY COAST                                      | Ivory Coast Government International Bond                                       | CUSIP: 000000000<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |   2600000 | PA      | $2532852.40   | 0.35%             | 2028-03-03      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Stack Infrastructure Issuer LL                   | Stack Infrastructure Issuer LLC                                                 | CUSIP: 85236KAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3500000 | PA      | $3113168.45   | 0.43%             | 2046-03-26      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| SUMMIT MID HLDS LLC / FI                         | Summit Midstream Holdings LLC / Summit Midstream Finance Corp                   | CUSIP: 86614WAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2200000 | PA      | $2145000.00   | 0.29%             | 2026-10-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                            | Tenet Healthcare Corp                                                           | CUSIP: 88033GDH0<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1021570.00   | 0.14%             | 2028-06-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                          | Romanian Government International Bond                                          | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |   1100000 | PA      | $1018063.79   | 0.14%             | 2030-05-26      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| ROLLS-ROYCE PLC                                  | Rolls-Royce PLC                                                                 | CUSIP: 77578JAC2<br>LEI: X57JK1U580XATGR67572 | Long             | DBT              | CORP              | GB        |   1700000 | PA      | $1655477.00   | 0.23%             | 2027-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BANK LEUMI LE-ISRAEL                             | Bank Leumi Le-Israel BM                                                         | CUSIP: 06326BAA7<br>LEI: 7JDSZWRGUQY2DSTWCR57 | Long             | DBT              | CORP              | IL        |   1200000 | PA      | $1095684.00   | 0.15%             | 2031-01-29      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust 2                   | BX Commercial Mortgage Trust 2019-XL                                            | CUSIP: 056054AK5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2550000 | PA      | $2485120.35   | 0.34%             | 2036-10-15      | Floating      | 6.89%                 | No            |                  2 | On Loan: No      |
| HCA INC                                          | HCA Inc                                                                         | CUSIP: 404121AH8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   2300000 | PA      | $2314684.70   | 0.32%             | 2026-09-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAIN INC                            | Caesars Entertainment Inc                                                       | CUSIP: 28470RAH5<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1396007.20   | 0.19%             | 2025-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| SANTANDER CONSUMER AUTO RECEIVABLES TRUST 2021-C | SANTANDER CONSUMER AUTO RECEIVABLES TRUST 2021-C                                | CUSIP: 80281HAD6<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       100 | NS      | $1352656.77   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                 | T-Mobile USA Inc                                                                | CUSIP: 87264ABD6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   3700000 | PA      | $3560888.73   | 0.49%             | 2027-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| LoanCore 2021-CRE5 Issuer, Ltd                   | LoanCore 2021-CRE5 Issuer Ltd                                                   | CUSIP: 53947XAN2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   2300000 | PA      | $1963907.90   | 0.27%             | 2036-07-15      | Floating      | 8.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                              | Freddie Mac Stacr Remic Trust 2020-DNA1                                         | CUSIP: 35565HAH8<br>LEI: 5493003FQV7GR462GO02 | Long             | ABS-MBS          | CORP              | US        |    598320 | PA      | $597041.67    | 0.08%             | 2050-01-25      | Floating      | 6.21%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                              | Medline Borrower LP                                                             | CUSIP: 62482BAA0<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1541232.00   | 0.21%             | 2029-04-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| FREEPORT INDONESIA PT                            | Freeport Indonesia PT                                                           | CUSIP: 000000000<br>LEI: 549300T4HTQHRKLNE619 | Long             | DBT              | CORP              | ID        |    650000 | PA      | $620828.59    | 0.09%             | 2032-04-14      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LP                             | Boston Properties LP                                                            | CUSIP: 10112RBG8<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |   2200000 | PA      | $2330830.90   | 0.32%             | 2027-12-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                           | Bank of New York Mellon Corp/The                                                | CUSIP: 06406RBL0<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   2610000 | PA      | $2745641.28   | 0.38%             | 2028-10-25      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                              | Freddie Mac STACR Trust 2019-FTR2                                               | CUSIP: 35564WAA1<br>LEI: 5493008J93RJW7PJFN93 | Long             | ABS-MBS          | CORP              | US        |    776002 | PA      | $772276.71    | 0.11%             | 2048-11-25      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                 | Connecticut Avenue Securities Trust 2019-R05                                    | CUSIP: 20754HAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7549567 | PA      | $7667861.36   | 1.05%             | 2039-07-25      | Floating      | 8.61%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                         | International Business Machines Corp                                            | CUSIP: 000000000<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    350000 | PA      | $380883.00    | 0.05%             | 2043-02-06      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Cold Storage Trust                               | Cold Storage Trust 2020-ICE5                                                    | CUSIP: 193051AQ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1965981 | PA      | $1921046.39   | 0.26%             | 2037-11-15      | Floating      | 7.22%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                            | Toronto-Dominion Bank/The                                                       | CUSIP: 89115A2H4<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   4350000 | PA      | $4376304.45   | 0.60%             | 2027-09-15      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| ASCENT RESOURCES/ARU FIN                         | Ascent Resources Utica Holdings LLC / ARU Finance Corp                          | CUSIP: 04364VAU7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    400000 | PA      | $352608.00    | 0.05%             | 2029-06-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| MINEJESA CAPITAL BV                              | Minejesa Capital BV                                                             | CUSIP: 000000000<br>LEI: 549300KS7ERCP10BKC35 | Long             | DBT              | CORP              | NL        |   3150000 | PA      | $2926350.00   | 0.40%             | 2030-08-10      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                              | Freddie Mac STACR REMIC Trust 2020-HQA1                                         | CUSIP: 35565JAH4<br>LEI: 549300TCRXCIFPAC3B85 | Long             | ABS-MBS          | CORP              | US        |    573805 | PA      | $572583.94    | 0.08%             | 2050-01-25      | Floating      | 6.41%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GUATEMALA                            | Guatemala Government Bond                                                       | CUSIP: 000000000<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |   1900000 | PA      | $1609744.14   | 0.22%             | 2033-10-07      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Flagship Credit Auto Trust 2021-4 Class R        | Flagship Credit Auto Trust 2021-4 Class R                                       | CUSIP: 33845A107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       110 | NS      | $2039823.99   | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| MPT OPER PARTNERSP/FINL                          | MPT Operating Partnership LP / MPT Finance Corp                                 | CUSIP: 55342UAK0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    460000 | PA      | $536685.49    | 0.07%             | 2023-12-05      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivable                   | Westlake Automobile Receivables Trust 2022-2                                    | CUSIP: 96042VAG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3800000 | PA      | $3677260.76   | 0.51%             | 2027-09-15      | Fixed         | 5.48%                 | No            |                  2 | On Loan: No      |
| FMG RESOURCES AUG 2006                           | FMG Resources August 2006 Pty Ltd                                               | CUSIP: 30251GBE6<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |    600000 | PA      | $585615.00    | 0.08%             | 2032-04-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                     | USD/JPY FORWARD                                                                 | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |         1 | NC      | $279688.66    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                 | Connecticut Avenue Securities Trust 2019-R01                                    | CUSIP: 20754FAL6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5600000 | PA      | $5820282.16   | 0.80%             | 2031-07-25      | Floating      | 8.86%                 | No            |                  2 | On Loan: No      |
| Medline Borrower LP                              | Medline Borrower LP                                                             | CUSIP: 58503UAC7<br>LEI: 254900QT3R363TVK6F09 | Long             | LON              | CORP              | US        |   1091750 | PA      | $1062103.53   | 0.15%             | 2028-10-23      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| MONGOLIA INTL BOND                               | Mongolia Government International Bond                                          | CUSIP: 60937LAC9<br>LEI: N/A                  | Long             | DBT              | NUSS              | MN        |   1000000 | PA      | $942500.00    | 0.13%             | 2026-04-07      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Cologix Data Centers Issuer LL                   | Cologix Canadian Issuer LP                                                      | CUSIP: 19521DAJ0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | CA        |   3200000 | PA      | $2222335.12   | 0.31%             | 2052-01-25      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| DIGITAL REALTY TRUST LP                          | Digital Realty Trust LP                                                         | CUSIP: 25389JAV8<br>LEI: CD4SPTZ3YBTHY0C1AH38 | Long             | DBT              | CORP              | US        |   2100000 | PA      | $2146676.20   | 0.30%             | 2028-01-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                       | USD/GBP FORWARD                                                                 | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-222162.10   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| CHC Commercial Mortgage Trust                    | CHC Commercial Mortgage Trust 2019 - CHC                                        | CUSIP: 162665AG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2580514 | PA      | $2472949.11   | 0.34%             | 2034-06-15      | Floating      | 5.96%                 | No            |                  2 | On Loan: No      |
| MONGOLIA INTL BOND                               | Mongolia Government International Bond                                          | CUSIP: 60937LAF2<br>LEI: N/A                  | Long             | DBT              | NUSS              | MN        |    980000 | PA      | $857500.00    | 0.12%             | 2027-07-07      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NABORS INDUSTRIES LTD                            | Nabors Industries Ltd                                                           | CUSIP: 629571AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    850000 | PA      | $811520.50    | 0.11%             | 2028-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ICAHN ENTERPRISES/FIN                            | Icahn Enterprises LP / Icahn Enterprises Finance Corp                           | CUSIP: 451102BZ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    285000 | PA      | $265738.26    | 0.04%             | 2027-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF UZBEKISTAN                           | Republic of Uzbekistan International Bond                                       | CUSIP: 000000000<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |   2300000 | PA      | $2161657.30   | 0.30%             | 2029-02-20      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| MONGOLIA INTL BOND                               | Mongolia Government International Bond                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | MN        |    700000 | PA      | $659750.00    | 0.09%             | 2026-04-07      | Fixed         | 5.12%                 | No            |                  2 | On Loan: —       |
| CHC Commercial Mortgage Trust                    | CHC Commercial Mortgage Trust 2019 - CHC                                        | CUSIP: 162665AQ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1042131 | PA      | $946494.41    | 0.13%             | 2034-06-15      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                              | Freddie Mac Structured Agency Credit Risk Debt Notes                            | CUSIP: 3137G0TF6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | CORP              | US        |   1950000 | PA      | $2011091.16   | 0.28%             | 2042-12-25      | Floating      | 9.11%                 | No            |                  2 | On Loan: No      |
| Entain PLC                                       | Entain Holdings Gibraltar Ltd                                                   | CUSIP: 36270BAB8<br>LEI: 213800ATWJIEYQ8NF838 | Long             | LON              | CORP              | GI        |   1900000 | PA      | $1905225.00   | 0.26%             | 2029-10-31      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| American Money Management Corp                   | Ammc Clo 20 Ltd                                                                 | CUSIP: 00177TAQ6<br>LEI: 549300LDRXVT7PCHV066 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1966362.00   | 0.27%             | 2029-04-17      | Floating      | 7.94%                 | No            |                  2 | On Loan: No      |
| Providus CLO                                     | Providus CLO IV DAC                                                             | CUSIP: 000000000<br>LEI: 635400JHNUBVSY8RBH70 | Long             | ABS-CBDO         | CORP              | IE        |   1800000 | PA      | $1897747.09   | 0.26%             | 2034-04-20      | Floating      | 3.16%                 | No            |                  2 | On Loan: No      |
| UNITED AUTO CREDIT SECURITIZATION TRUST 2022-2   | UNITED AUTO CREDIT SECURITIZATION TRUST 2022-2                                  | CUSIP: 90944KAG0<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        85 | NS      | $836854.59    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| MPT OPER PARTNERSP/FINL                          | MPT Operating Partnership LP / MPT Finance Corp                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1128905.33   | 0.16%             | 2026-03-24      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ONE Park Mortgage Trust                          | ONE 2021-PARK Mortgage Trust                                                    | CUSIP: 682413AJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1600000 | PA      | $1469482.56   | 0.20%             | 2036-03-15      | Floating      | 6.34%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                              | Freddie Mac STACR 2019-HQA3                                                     | CUSIP: 35564XBD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2900000 | PA      | $2882810.54   | 0.40%             | 2049-09-25      | Floating      | 7.51%                 | No            |                  2 | On Loan: No      |
| VMC Finance LLC                                  | VMC Finance 2022-FL5 LLC                                                        | CUSIP: 91835BAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3600000 | PA      | $3517408.80   | 0.48%             | 2039-02-18      | Floating      | 6.21%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                          | Romanian Government International Bond                                          | CUSIP: 77586RAQ3<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |   3000000 | PA      | $3115050.00   | 0.43%             | 2028-02-17      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                         | International Business Machines Corp                                            | CUSIP: 000000000<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    900000 | PA      | $1104571.96   | 0.15%             | 2038-02-06      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                         | JP Morgan Mortgage Trust 2017-5                                                 | CUSIP: 46590YAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    120640 | PA      | $116361.58    | 0.02%             | 2048-10-26      | Variable      | 3.24%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                     | CAD/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |         1 | NC      | $47991.33     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.      | CBOT 2 Year US Treasury Note                                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       556 | NC      | $132541.09    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CNTL AMR BOTTLING CORP                           | Central American Bottling Corp / CBC Bottling Holdco SL / Beliv Holdco SL       | CUSIP: 15239XAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | VG        |   1500000 | PA      | $1442685.00   | 0.20%             | 2029-04-27      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BX Trust                                         | BX Trust 2021-ARIA                                                              | CUSIP: 05608RAN5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3250000 | PA      | $2982758.68   | 0.41%             | 2036-10-15      | Floating      | 7.05%                 | No            |                  2 | On Loan: No      |
| KKR Industrial Portfolio Trust                   | KKR Industrial Portfolio Trust 2021-KDIP                                        | CUSIP: 48254CAQ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1312500 | PA      | $1259232.32   | 0.17%             | 2037-12-15      | Floating      | 6.14%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                         | Madison Park Funding XXIV Ltd                                                   | CUSIP: 55820NAU5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1550000 | PA      | $1544588.95   | 0.21%             | 2029-10-20      | Floating      | 8.75%                 | No            |                  2 | On Loan: No      |
| NBM US HOLDINGS INC                              | NBM US Holdings Inc                                                             | CUSIP: 000000000<br>LEI: 5493008K1QMSP0J8UC24 | Long             | DBT              | CORP              | US        |    950000 | PA      | $950427.50    | 0.13%             | 2026-05-14      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ladder Capital Commercial Mort                   | LCCM 2017-LC26                                                                  | CUSIP: 50190DAL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4113715 | PA      | $206209.44    | 0.03%             | 2050-07-12      | Variable      | 1.52%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SERBIA                               | Serbia International Bond                                                       | CUSIP: 000000000<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |   2300000 | PA      | $1927885.60   | 0.27%             | 2028-09-23      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Driven Brands Funding, LLC                       | DRIVEN BRANDS FUNDING LLC                                                       | CUSIP: 26209XAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1274000 | PA      | $1096143.87   | 0.15%             | 2051-01-20      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| Capital Automotive Reit                          | CARS-DB4 LP                                                                     | CUSIP: 12510HAJ9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    970000 | PA      | $809218.43    | 0.11%             | 2050-02-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Zaxby's Funding LLC                              | ZAXBY'S FUNDING LLC                                                             | CUSIP: 98920MAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2462500 | PA      | $2092053.32   | 0.29%             | 2051-07-30      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                               | Ally Financial Inc                                                              | CUSIP: 02005NBR0<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1372785.47   | 0.19%             | 2027-11-15      | Fixed         | 7.10%                 | No            |                  2 | On Loan: —       |
| VISTRA OPERATIONS CO LLC                         | Vistra Operations Co LLC                                                        | CUSIP: 92840VAL6<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   2100000 | PA      | $2062129.86   | 0.28%             | 2025-05-13      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| WILLIS NORTH AMERICA INC                         | Willis North America Inc                                                        | CUSIP: 970648AL5<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2475651.40   | 0.34%             | 2027-06-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                             | Colombia Government International Bond                                          | CUSIP: 195325DP7<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |   6750000 | PA      | $5975731.67   | 0.82%             | 2029-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WENDYS FUNDING LLC                               | Wendy's Funding LLC                                                             | CUSIP: 95058XAG3<br>LEI: 5493009DRVSTWJOXUL48 | Long             | ABS-O            | CORP              | US        |   1044680 | PA      | $991766.64    | 0.14%             | 2049-06-15      | Fixed         | 3.78%                 | No            |                  2 | On Loan: No      |
| IVORY COAST                                      | Ivory Coast Government International Bond                                       | CUSIP: 000000000<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |   1950000 | PA      | $1737083.40   | 0.24%             | 2033-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: —       |
| Westlake Automobile Receivable                   | Westlake Automobile Receivables Trust 2021-1                                    | CUSIP: 96043FAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3800000 | PA      | $3517499.64   | 0.48%             | 2026-08-17      | Fixed         | 2.33%                 | No            |                  2 | On Loan: No      |
| ROCC HOLDINGS LLC                                | ROCC Holdings LLC                                                               | CUSIP: 70789PAA2<br>LEI: 6XOCUKRR0UU0LF5P1W14 | Long             | DBT              | CORP              | US        |    135000 | PA      | $137025.00    | 0.02%             | 2026-08-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| KOSMOS ENERGY LTD                                | Kosmos Energy Ltd                                                               | CUSIP: 500688AF3<br>LEI: 213800YDFJ3OT9B5P157 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $980369.50    | 0.13%             | 2027-05-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| BXMT Ltd                                         | BXMT 2020-FL2 LTD                                                               | CUSIP: 12434LAL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |   3600000 | PA      | $3293467.20   | 0.45%             | 2038-02-15      | Floating      | 6.65%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivable                   | Westlake Automobile Receivables Trust 2023-1                                    | CUSIP: 96042XAF2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3700000 | PA      | $3722965.90   | 0.51%             | 2028-08-15      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| CODELCO INC                                      | Corp Nacional del Cobre de Chile                                                | CUSIP: 21987BBF4<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |   1100000 | PA      | $1103190.00   | 0.15%             | 2033-02-02      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                               | Dominican Republic International Bond                                           | CUSIP: 25714PEP9<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |   3500000 | PA      | $3305462.76   | 0.45%             | 2029-02-22      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                 | Connecticut Avenue Securities Trust 2019-HRP1                                   | CUSIP: 20754PAC4<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | CORP              | US        |   4701471 | PA      | $4665420.16   | 0.64%             | 2039-11-25      | Floating      | 6.66%                 | No            |                  2 | On Loan: No      |
| ACRE COMMERCIAL MORTGAGE TRUST                   | ACRE Commercial Mortgage 2021-FL4 Ltd                                           | CUSIP: 00489TAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |    600000 | PA      | $579508.20    | 0.08%             | 2037-12-18      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Lin                   | Santander Bank Auto Credit-Linked Notes Series 2022-C                           | CUSIP: 80290CBK9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2700000 | PA      | $2714887.26   | 0.37%             | 2032-12-15      | Fixed         | 14.59%                | No            |                  2 | On Loan: No      |
| CENTENE CORP                                     | Centene Corp                                                                    | CUSIP: 15135BAV3<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   2800000 | PA      | $2465848.00   | 0.34%             | 2030-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO INC                              | Sirius XM Radio Inc                                                             | CUSIP: 82967NBA5<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1895300.00   | 0.26%             | 2027-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                       | USD/CZK FORWARD                                                                 | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |         1 | NC      | $13060.46     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Vantage Data Centers LLC                         | Vantage Data Centers Issuer LLC                                                 | CUSIP: 92211MAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1629167 | PA      | $1595219.72   | 0.22%             | 2043-11-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                            | Toronto-Dominion Bank/The                                                       | CUSIP: 89115A2M3<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   3400000 | PA      | $3470663.32   | 0.48%             | 2028-01-10      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables                    | Exeter Automobile Receivables Trust 2022-4                                      | CUSIP: 30166BAG7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1900000 | PA      | $1821801.32   | 0.25%             | 2030-03-15      | Fixed         | 8.23%                 | No            |                  2 | On Loan: No      |
| MPT OPER PARTNERSP/FINL                          | MPT Operating Partnership LP / MPT Finance Corp                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    675000 | PA      | $553073.84    | 0.08%             | 2026-10-15      | Fixed         | 0.99%                 | No            |                  2 | On Loan: No      |
| Diamond Infrastructure Funding                   | Diamond Infrastructure Funding LLC                                              | CUSIP: 25265LAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1700000 | PA      | $1360196.01   | 0.19%             | 2049-04-15      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CRE                           | Blackstone Private Credit Fund                                                  | CUSIP: 09261HAB3<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1495143.58   | 0.21%             | 2024-09-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| YARA INTERNATIONAL ASA                           | Yara International ASA                                                          | CUSIP: 984851AH8<br>LEI: 213800WKOUWXWFJ5Z514 | Long             | DBT              | CORP              | NO        |   1400000 | PA      | $1543393.70   | 0.21%             | 2032-11-14      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                           | General Motors Financial Co Inc                                                 | CUSIP: 37045XEB8<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   3075000 | PA      | $3166800.87   | 0.44%             | 2028-01-09      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                 | Crown Castle Inc                                                                | CUSIP: 22822VBA8<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |   1650000 | PA      | $1670215.42   | 0.23%             | 2028-01-11      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GRAY TELEVISION INC                              | Gray Television Inc                                                             | CUSIP: 389375AL0<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |    600000 | PA      | $443373.00    | 0.06%             | 2030-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PDG8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   4200000 | PA      | $4201438.16   | 0.58%             | 2028-07-25      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                              | STACR Trust 2018-HRP2                                                           | CUSIP: 35564ABF7<br>LEI: 549300YG8OJES76WL398 | Long             | ABS-MBS          | CORP              | US        |   5696895 | PA      | $5729376.05   | 0.79%             | 2047-02-25      | Floating      | 6.91%                 | No            |                  2 | On Loan: No      |
| Fortress CBO Investments Ltd                     | FORT CRE 2022-FL3 Issuer LLC                                                    | CUSIP: 34706CAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3600000 | PA      | $3502742.40   | 0.48%             | 2039-02-23      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                             | Bank of America Corp                                                            | CUSIP: 06051GKW8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2050000 | PA      | $2054723.12   | 0.28%             | 2028-07-22      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| MPT OPER PARTNERSP/FINL                          | MPT Operating Partnership LP / MPT Finance Corp                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $81858.77     | 0.01%             | 2030-04-24      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Greystone Commercial Real Esta                   | Greystone CRE Notes 2019-FL2 Ltd                                                | CUSIP: 39809LAJ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1901428.00   | 0.26%             | 2037-09-15      | Floating      | 7.20%                 | No            |                  2 | On Loan: No      |
| TPG Real Estate Finance                          | TRTX 2022-FL5 Issuer Ltd                                                        | CUSIP: 87277JAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1466259.00   | 0.20%             | 2039-02-15      | Floating      | 5.95%                 | No            |                  2 | On Loan: No      |
| Dominos Pizza Master Issuer LL                   | Domino's Pizza Master Issuer LLC                                                | CUSIP: 25755TAP5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2063250 | PA      | $1758841.60   | 0.24%             | 2051-04-25      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| ENERGEAN ISRAEL FINANCE                          | Energean Israel Finance Ltd                                                     | CUSIP: 000000000<br>LEI: 98450044QACBL3F8EB03 | Long             | DBT              | CORP              | IL        |   1400000 | PA      | $1294125.00   | 0.18%             | 2028-03-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Diamond Issuer LLC                               | Diamond Issuer                                                                  | CUSIP: 25267TAS0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $1620544.20   | 0.22%             | 2051-11-20      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                          | Romanian Government International Bond                                          | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |   1100000 | PA      | $876090.70    | 0.12%             | 2031-07-16      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                      | Oracle Corp                                                                     | CUSIP: 68389XBU8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   2800000 | PA      | $2593284.76   | 0.36%             | 2027-04-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| BX Trust                                         | BX Commercial Mortgage Trust 2021-VINO                                          | CUSIP: 05608KAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3300000 | PA      | $3153499.80   | 0.43%             | 2038-05-15      | Floating      | 6.41%                 | No            |                  2 | On Loan: No      |
| CRESCENT ENERGY FINANCE                          | Crescent Energy Finance LLC                                                     | CUSIP: 45344LAC7<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1699609.00   | 0.23%             | 2028-02-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Allegro CLO Ltd                                  | Allegro CLO X Ltd                                                               | CUSIP: 01750FAQ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2100000 | PA      | $2028549.60   | 0.28%             | 2032-07-20      | Floating      | 8.51%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust 2                   | BX Commercial Mortgage Trust 2019-XL                                            | CUSIP: 056054AJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1657500 | PA      | $1622219.62   | 0.22%             | 2036-10-15      | Floating      | 6.59%                 | No            |                  2 | On Loan: No      |
| MERITAGE HOMES CORP                              | Meritage Homes Corp                                                             | CUSIP: 59001ABD3<br>LEI: 52990044W9UMFJO2FB97 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1331227.50   | 0.18%             | 2029-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Henley CLO                                       | Henley CLO I DAC                                                                | CUSIP: 000000000<br>LEI: 6354005DLDMILXS72B21 | Long             | ABS-CBDO         | CORP              | IE        |    250000 | PA      | $263928.22    | 0.04%             | 2034-07-25      | Floating      | 2.49%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ANGOLA                               | Angolan Government International Bond                                           | CUSIP: 000000000<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |   1100000 | PA      | $1024336.50   | 0.14%             | 2029-11-26      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Venture CDO Ltd                                  | Venture XVII CLO Ltd                                                            | CUSIP: 92329YAL0<br>LEI: 549300SNYYGJ2M6QEK53 | Long             | ABS-CBDO         | CORP              | KY        |   1773523 | PA      | $1763720.76   | 0.24%             | 2027-04-15      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| TREASURY BILL                                    | United States Treasury Bill                                                     | CUSIP: 912796YV5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12000000 | PA      | $11872726.68  | 1.63%             | 2023-04-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                     | Credit Suisse Mortgage Capital Certificates 2019-ICE4                           | CUSIP: 12653VAL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2720000 | PA      | $2648472.98   | 0.36%             | 2036-05-15      | Floating      | 7.11%                 | No            |                  2 | On Loan: No      |
| American Credit Acceptance Rec                   | American Credit Acceptance Receivables Trust 2022-4                             | CUSIP: 02529XAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1500000 | PA      | $1520402.70   | 0.21%             | 2026-10-13      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                 | Connecticut Avenue Securities Trust 2020-R01                                    | CUSIP: 20754CAF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3550000 | PA      | $3426419.18   | 0.47%             | 2040-01-25      | Floating      | 7.76%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                 | Connecticut Avenue Securities Trust 2020-SBT1                                   | CUSIP: 20753VBE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1900000 | PA      | $1885016.60   | 0.26%             | 2040-02-25      | Floating      | 8.16%                 | No            |                  2 | On Loan: No      |
| BDS Ltd                                          | BDS 2020-FL5 LTD                                                                | CUSIP: 05492QAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2350000 | PA      | $2278245.10   | 0.31%             | 2037-02-16      | Floating      | 5.95%                 | No            |                  2 | On Loan: No      |
| Extended Stay America Trust                      | Extended Stay America Trust 2021-ESH                                            | CUSIP: 30227FAL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2830957 | PA      | $2753555.10   | 0.38%             | 2038-07-15      | Floating      | 7.31%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                               | VICI Properties LP                                                              | CUSIP: 925650AA1<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |   2600000 | PA      | $2545282.97   | 0.35%             | 2025-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                               | Dominican Republic International Bond                                           | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |   2050000 | PA      | $2017853.42   | 0.28%             | 2028-07-19      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Flagship Credit Auto Trust                       | Flagship Credit Auto Trust 2021-3                                               | CUSIP: 33846QAJ0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2700000 | PA      | $2388449.16   | 0.33%             | 2028-12-15      | Fixed         | 3.32%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                         | Corebridge Financial Inc                                                        | CUSIP: 21871XAA7<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1933663.86   | 0.27%             | 2025-04-04      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Payden Cash Reserves Money Market Fund           | Payden Cash Reserves Money Market Fund                                          | CUSIP: 704329598<br>LEI: 549300SI0EB26HO5RT16 | Long             | STIV             | RF                | US        |   5440841 | NS      | $5440841.00   | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank, National Association                   | USD/BRL FORWARD                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |         1 | NC      | $197066.14    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| NLY Commercial Mortgage Trust                    | NLY Commercial Mortgage Trust                                                   | CUSIP: 629167AC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $973582.00    | 0.13%             | 2036-02-15      | Floating      | 6.06%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                              | Fifth Third Bancorp                                                             | CUSIP: 316773DJ6<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |   2725000 | PA      | $2885201.36   | 0.40%             | 2028-10-27      | Fixed         | 6.36%                 | No            |                  2 | On Loan: No      |
| LoanCore 2019-CRE2 Issuer, Ltd                   | LoanCore 2019-CRE2 Issuer Ltd                                                   | CUSIP: 53946JAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   1037390 | PA      | $1034039.95   | 0.14%             | 2036-05-15      | Floating      | 5.96%                 | No            |                  2 | On Loan: No      |
| JABIL INC                                        | Jabil Inc                                                                       | CUSIP: 466313AM5<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2431964.93   | 0.33%             | 2027-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SERBIA                               | Serbia International Bond                                                       | CUSIP: 817477AH5<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |    800000 | PA      | $802981.60    | 0.11%             | 2033-09-26      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| KREF 2022-Fl3 Ltd                                | KREF 2022-FL3 Ltd                                                               | CUSIP: 48275EAA4<br>LEI: 549300DG0FGL1EU1CT79 | Long             | ABS-CBDO         | CORP              | KY        |   2750000 | PA      | $2677763.00   | 0.37%             | 2039-02-17      | Floating      | 5.94%                 | No            |                  2 | On Loan: No      |
| ASBURY AUTOMOTIVE GROUP                          | Asbury Automotive Group Inc                                                     | CUSIP: 043436AX2<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |    450000 | PA      | $388676.25    | 0.05%             | 2032-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LCM Ltd Partnership                              | LCM XVIII LP                                                                    | CUSIP: 50188QAJ0<br>LEI: 549300PYL1KC7BYM8G75 | Long             | ABS-CBDO         | CORP              | KY        |    206854 | PA      | $206643.20    | 0.03%             | 2027-07-15      | Floating      | 6.03%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                              | Freddie Mac Stacr Remic Trust 2020-HQA2                                         | CUSIP: 35565LAH9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2379503 | PA      | $2433152.41   | 0.33%             | 2050-03-25      | Floating      | 7.61%                 | No            |                  2 | On Loan: No      |
| Voya Euro CLO                                    | Voya Euro CLO V DAC                                                             | CUSIP: 000000000<br>LEI: 549300IGE7MPYA8F0423 | Long             | ABS-CBDO         | CORP              | IE        |   2000000 | PA      | $2033333.61   | 0.28%             | 2035-04-15      | Floating      | 4.44%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                              | STACR Trust 2018-HRP1                                                           | CUSIP: 3137G0VC0<br>LEI: 549300D2VO9JVX6KU482 | Long             | ABS-MBS          | CORP              | US        |    295238 | PA      | $295251.61    | 0.04%             | 2043-04-25      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| JDE PEET'S NV                                    | JDE Peet's NV                                                                   | CUSIP: 47216QAB9<br>LEI: 724500EHG519SE5ZRT89 | Long             | DBT              | CORP              | NL        |   3000000 | PA      | $2604281.28   | 0.36%             | 2027-01-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Life Financial Services Trust                    | Life 2021-BMR Mortgage Trust                                                    | CUSIP: 53218CAL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2752316 | PA      | $2641951.01   | 0.36%             | 2038-03-15      | Floating      | 6.81%                 | No            |                  2 | On Loan: No      |
| iShares JP Morgan USD Emerging Markets Bond ETF  | iShares JP Morgan USD Emerging Markets Bond ETF                                 | CUSIP: 464288281<br>LEI: 54930070R8WH6MNUJG74 | Long             | EC               | RF                | US        |     57000 | NS      | $5010870.00   | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                       | ZAR/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-714.43      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Oak Street Investment Grade Ne                   | Oak Street Investment Grade Net Lease Fund Series 2020-1                        | CUSIP: 67181DAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2600000 | PA      | $2406522.30   | 0.33%             | 2050-11-20      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| PBF HOLDING CO LLC                               | PBF Holding Co LLC / PBF Finance Corp                                           | CUSIP: 69318FAG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    535000 | PA      | $533705.30    | 0.07%             | 2025-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                              | Elevance Health Inc                                                             | CUSIP: 28622HAB7<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   2800000 | PA      | $2812335.60   | 0.39%             | 2033-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| COHERENT CORP                                    | Coherent Corp                                                                   | CUSIP: 902104AC2<br>LEI: 549300O5C25A0MMHHU33 | Long             | DBT              | CORP              | US        |   1075000 | PA      | $977856.28    | 0.13%             | 2029-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EARTHSTONE ENERGY HOL                            | Earthstone Energy Holdings LLC                                                  | CUSIP: 27034RAA1<br>LEI: 549300HGVO86L8G72J25 | Long             | DBT              | CORP              | US        |    840000 | PA      | $820159.20    | 0.11%             | 2027-04-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN MEDICAL SYST EU                         | American Medical Systems Europe BV                                              | CUSIP: 000000000<br>LEI: 549300AA2JE6ZQ5D2493 | Long             | DBT              | CORP              | NL        |   1100000 | PA      | $1079320.78   | 0.15%             | 2028-03-08      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| WENDYS FUNDING LLC                               | Wendy's Funding LLC                                                             | CUSIP: 95058XAK4<br>LEI: 5493009DRVSTWJOXUL48 | Long             | ABS-O            | CORP              | US        |   3053500 | PA      | $2595082.01   | 0.36%             | 2051-06-15      | Fixed         | 2.37%                 | No            |                  2 | On Loan: No      |
| SBA TOWER TRUST                                  | SBA Tower Trust                                                                 | CUSIP: 78403DAZ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2200000 | PA      | $2297015.82   | 0.32%             | 2028-01-15      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SERBIA                               | Serbia International Bond                                                       | CUSIP: 000000000<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |   1250000 | PA      | $1047763.91   | 0.14%             | 2028-09-23      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                              | Petroleos Mexicanos                                                             | CUSIP: 71654QCC4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |   1700000 | PA      | $1181746.98   | 0.16%             | 2047-09-21      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ADVANTAGE SALES & MARKET                         | Advantage Sales & Marketing Inc                                                 | CUSIP: 00775PAA5<br>LEI: 549300T4O24KQDED1182 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $913650.00    | 0.13%             | 2028-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| KAISER ALUMINUM CORP                             | Kaiser Aluminum Corp                                                            | CUSIP: 483007AJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1225000 | PA      | $1119650.00   | 0.15%             | 2028-03-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                              | Freddie Mac Stacr Remic Trust 2020-DNA1                                         | CUSIP: 35565HBD6<br>LEI: 5493003FQV7GR462GO02 | Long             | ABS-MBS          | CORP              | US        |   1400000 | PA      | $1346135.70   | 0.19%             | 2050-01-25      | Floating      | 6.81%                 | No            |                  2 | On Loan: No      |
| BANK LEUMI LE-ISRAEL                             | Bank Leumi Le-Israel BM                                                         | CUSIP: 000000000<br>LEI: 7JDSZWRGUQY2DSTWCR57 | Long             | DBT              | CORP              | IL        |    600000 | PA      | $621000.00    | 0.09%             | 2033-07-18      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| FMG RESOURCES AUG 2006                           | FMG Resources August 2006 Pty Ltd                                               | CUSIP: 30251GBD8<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |   1400000 | PA      | $1368885.00   | 0.19%             | 2030-04-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE SECURED LEND                          | Blackstone Secured Lending Fund                                                 | CUSIP: 09261LAD0<br>LEI: 549300KM7KWQHVBNH962 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1986680.74   | 0.27%             | 2023-07-14      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| BX Trust                                         | BX Commercial Mortgage Trust 2021-XL2                                           | CUSIP: 05609KAQ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2965488 | PA      | $2778601.05   | 0.38%             | 2038-10-15      | Floating      | 8.35%                 | No            |                  2 | On Loan: No      |
| STANDARD INDUSTRIES INC                          | Standard Industries Inc/NJ                                                      | CUSIP: 853496AG2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1455150.50   | 0.20%             | 2030-07-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| EIG PEARL HOLDINGS SARL                          | EIG Pearl Holdings Sarl                                                         | CUSIP: 28249NAA9<br>LEI: 549300KIMRL45BWA5H76 | Long             | DBT              | CORP              | LU        |   1700000 | PA      | $1482612.50   | 0.20%             | 2036-08-31      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| ASCENT RESOURCES/ARU FIN                         | Ascent Resources Utica Holdings LLC / ARU Finance Corp                          | CUSIP: 04364VAR4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    730000 | PA      | $715915.99    | 0.10%             | 2028-12-31      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Symphony CLO Ltd                                 | Symphony CLO XVII Ltd                                                           | CUSIP: 87165UAN1<br>LEI: 549300X84MR2MGY6OR68 | Long             | ABS-CBDO         | CORP              | KY        |    678080 | PA      | $674564.26    | 0.09%             | 2028-04-15      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                            | Tenet Healthcare Corp                                                           | CUSIP: 88033GDP2<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1457812.50   | 0.20%             | 2030-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| HEATHROW FUNDING LTD                             | Heathrow Funding Ltd                                                            | CUSIP: 000000000<br>LEI: 7TI96JO3DYEIQWZ7Z726 | Long             | DBT              | CORP              | JE        |   1725000 | PA      | $1764038.32   | 0.24%             | 2025-10-12      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, NA - CACL                   | JPMorgan Chase Bank NA - CACLN                                                  | CUSIP: 46591HBW9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1895916 | PA      | $2151216.33   | 0.30%             | 2028-09-25      | Fixed         | 28.35%                | No            |                  2 | On Loan: No      |
| Driven Brands Funding, LLC                       | DRIVEN BRANDS FUNDING LLC                                                       | CUSIP: 26208LAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1056000 | PA      | $995139.97    | 0.14%             | 2049-04-20      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| Bosphorus CLO                                    | Bosphorus CLO V DAC                                                             | CUSIP: 000000000<br>LEI: 635400MHW87IZ2JWGW83 | Long             | ABS-CBDO         | CORP              | IE        |    250000 | PA      | $266767.58    | 0.04%             | 2032-12-12      | Floating      | 3.00%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE HOLDINGS FINA                         | Blackstone Holdings Finance Co LLC                                              | CUSIP: 09261BAJ9<br>LEI: 549300D2L6J4NC1QVZ22 | Long             | DBT              | CORP              | US        |   3400000 | PA      | $3541859.42   | 0.49%             | 2027-11-03      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                | Iron Mountain Inc                                                               | CUSIP: 46284VAE1<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |   1440000 | PA      | $1371038.40   | 0.19%             | 2028-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                              | Synchrony Financial                                                             | CUSIP: 87165BAU7<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1804207.68   | 0.25%             | 2033-02-02      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                       | Humana Inc                                                                      | CUSIP: 444859BU5<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3133895.40   | 0.43%             | 2028-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Capital Automotive Reit                          | CARS-DB4 LP                                                                     | CUSIP: 12510HAG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2800000 | PA      | $2594580.24   | 0.36%             | 2050-02-15      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| COTY INC                                         | Coty Inc                                                                        | CUSIP: 222070AB0<br>LEI: 549300BO9IWPF3S48F93 | Long             | DBT              | CORP              | US        |    595000 | PA      | $587267.98    | 0.08%             | 2026-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| BARCLAYS PLC                                     | CAD/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-24982.89    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                           | Verizon Communications Inc                                                      | CUSIP: 92343VGN8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   2650000 | PA      | $2184586.20   | 0.30%             | 2032-03-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                   | BRL/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-579160.93   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                  | CDS CDX.NA.HY.39.V1                                                             | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |         1 | NC      | $-775380.28   | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| ORACLE CORP                                      | Oracle Corp                                                                     | CUSIP: 68389XCH6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   2400000 | PA      | $2566511.69   | 0.35%             | 2029-11-09      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Vantage Data Centers LLC                         | Vantage Data Centers Issuer LLC                                                 | CUSIP: 92212KAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2400000 | PA      | $2156370.48   | 0.30%             | 2045-09-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Symphony CLO Ltd                                 | Symphony CLO XVII Ltd                                                           | CUSIP: 87165UAU5<br>LEI: 549300X84MR2MGY6OR68 | Long             | ABS-CBDO         | CORP              | KY        |   2450000 | PA      | $2429145.60   | 0.33%             | 2028-04-15      | Floating      | 7.44%                 | No            |                  2 | On Loan: No      |
| Cassia S.r.l.                                    | Cassia 2022-1 SRL                                                               | CUSIP: 000000000<br>LEI: 815600A9D6ADF4638276 | Long             | ABS-MBS          | CORP              | IT        |   2779476 | PA      | $2904996.91   | 0.40%             | 2034-05-22      | Floating      | 4.32%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCK FINAN NA                           | Daimler Truck Finance North America LLC                                         | CUSIP: 233853AQ3<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1313213.24   | 0.18%             | 2028-01-19      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| KKR Industrial Portfolio Trust                   | KKR Industrial Portfolio Trust 2021-KDIP                                        | CUSIP: 48254CAN5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    750000 | PA      | $720355.65    | 0.10%             | 2037-12-15      | Floating      | 5.84%                 | No            |                  2 | On Loan: No      |
| JBS USA/FOOD/FINANCE                             | JBS USA LUX SA / JBS USA Food Co / JBS USA Finance Inc                          | CUSIP: 46590XAH9<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |   2100000 | PA      | $2064426.00   | 0.28%             | 2033-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NBM US HOLDINGS INC                              | NBM US Holdings Inc                                                             | CUSIP: 000000000<br>LEI: 5493008K1QMSP0J8UC24 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1168875.22   | 0.16%             | 2029-08-06      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| ICE FUTURES EUROPE                               | Long Gilt                                                                       | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DIR              | CORP              | GB        |       -13 | NC      | $-647.59      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| TPGI Trust                                       | TPGI Trust 2021-DGWD                                                            | CUSIP: 87267HAQ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2650000 | PA      | $2518039.81   | 0.35%             | 2026-06-15      | Floating      | 6.81%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                    | Citigroup Inc                                                                   | CUSIP: 17327CAQ6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2150000 | PA      | $1843326.97   | 0.25%             | 2033-01-25      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| ZI TECH LLC/ZI FIN CORP                          | ZoomInfo Technologies LLC/ZoomInfo Finance Corp                                 | CUSIP: 98981BAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    750000 | PA      | $647876.25    | 0.09%             | 2029-02-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                   | Morgan Stanley                                                                  | CUSIP: 61747YFA8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1517488.92   | 0.21%             | 2029-02-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| SMR 2022-IND Mortgage Trust                      | SMR 2022-IND Mortgage Trust                                                     | CUSIP: 78458MAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1543345 | PA      | $1441452.98   | 0.20%             | 2039-02-15      | Floating      | 9.48%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                         | Ford Motor Credit Co LLC                                                        | CUSIP: 345397C43<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1860000 | PA      | $1904202.90   | 0.26%             | 2026-03-06      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                          | Hyundai Capital America                                                         | CUSIP: 44891ABX4<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    918000 | PA      | $778522.81    | 0.11%             | 2028-06-15      | Fixed         | 2.00%                 | 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        |    799000 | PA      | $751388.55    | 0.10%             | 2037-12-15      | Floating      | 7.71%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                           | Verizon Communications Inc                                                      | CUSIP: 000000000<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   2150000 | PA      | $2420204.31   | 0.33%             | 2030-10-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Diamond Infrastructure Funding                   | Diamond Infrastructure Funding LLC                                              | CUSIP: 25265LAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2395000 | PA      | $2058658.18   | 0.28%             | 2049-04-15      | Fixed         | 1.76%                 | No            |                  2 | On Loan: No      |
| FS Rialto Issuer Ltd                             | FS Rialto 2022-FL6 Issuer LLC                                                   | CUSIP: 30328DAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3100000 | PA      | $3067400.40   | 0.42%             | 2037-08-17      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| Diamond Infrastructure Funding                   | Diamond Infrastructure Funding LLC                                              | CUSIP: 25265LAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1150000 | PA      | $967857.94    | 0.13%             | 2049-04-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| SEALED AIR CORP                                  | Sealed Air Corp                                                                 | CUSIP: 812127AA6<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |   2200000 | PA      | $2221780.00   | 0.31%             | 2028-02-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                      | Equinix Inc                                                                     | CUSIP: 29444UBK1<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |   1020000 | PA      | $921932.96    | 0.13%             | 2025-09-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                               | Dominican Republic International Bond                                           | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |   1200000 | PA      | $1026044.92   | 0.14%             | 2032-09-23      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ANGOLA                               | Angolan Government International Bond                                           | CUSIP: 000000000<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |   1500000 | PA      | $1424610.00   | 0.20%             | 2028-05-09      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| BX Trust                                         | BX Commercial Mortgage Trust 2021-VOLT                                          | CUSIP: 05609VAS4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $2854523.40   | 0.39%             | 2036-09-15      | Floating      | 7.31%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                            | Wells Fargo & Co                                                                | CUSIP: 95000U3A9<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   2217000 | PA      | $2213425.11   | 0.30%             | 2028-07-25      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| UNITED NATURAL FOODS INC                         | United Natural Foods Inc                                                        | CUSIP: 911163AA1<br>LEI: 549300GKGW6WPZ282D40 | Long             | DBT              | CORP              | US        |   1905000 | PA      | $1840801.50   | 0.25%             | 2028-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Magnetite CLO Ltd                                | Magnetite VII Ltd                                                               | CUSIP: 55951PBA4<br>LEI: 549300B54XJTQC6DWJ15 | Long             | ABS-CBDO         | CORP              | KY        |   2490154 | PA      | $2463439.23   | 0.34%             | 2028-01-15      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivable                   | Westlake Automobile Receivables Trust 2021-2                                    | CUSIP: 96042RAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5475000 | PA      | $5075749.31   | 0.70%             | 2027-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| ADANI ELECTRICITY MUMBAI                         | Adani Electricity Mumbai Ltd                                                    | CUSIP: 000000000<br>LEI: 335800AIC1B5EBFVUC38 | Long             | DBT              | CORP              | IN        |   1300000 | PA      | $972138.53    | 0.13%             | 2030-02-12      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Carlyle C17 CLO                                  | Carlyle C17 CLO Ltd                                                             | CUSIP: 14307PAL9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1925000 | PA      | $1776699.93   | 0.24%             | 2031-04-30      | Floating      | 7.60%                 | No            |                  2 | On Loan: No      |
| SBA TOWER TRUST                                  | SBA Tower Trust                                                                 | CUSIP: 78403DAT7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3497995.20   | 0.48%             | 2026-11-15      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| NAVIENT CORP                                     | Navient Corp                                                                    | CUSIP: 63938CAM0<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |    220000 | PA      | $194947.50    | 0.03%             | 2029-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BX Trust                                         | BX Trust 2021-LGCY                                                              | CUSIP: 12434DAY8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2050000 | PA      | $1854283.22   | 0.25%             | 2036-10-15      | Floating      | 7.65%                 | No            |                  2 | On Loan: No      |
| MAUSER PACKAGING SOLUT                           | Mauser Packaging Solutions Holding Co                                           | CUSIP: 57763RAB3<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |    630000 | PA      | $636300.00    | 0.09%             | 2026-08-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                          | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GZU1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   4650000 | PA      | $4572536.30   | 0.63%             | 2028-08-23      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| Bridgepoint CLO                                  | Bridgepoint CLO 2 DAC                                                           | CUSIP: 000000000<br>LEI: 549300718PL321JS4E33 | Long             | ABS-CBDO         | CORP              | IE        |   3300000 | PA      | $3484035.48   | 0.48%             | 2035-04-15      | Floating      | 3.19%                 | No            |                  2 | On Loan: No      |
| HUNGARY                                          | Hungary Government International Bond                                           | CUSIP: 445545AR7<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |   2475000 | PA      | $2564924.18   | 0.35%             | 2028-05-22      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                         | Ford Motor Credit Co LLC                                                        | CUSIP: 345397A45<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    450000 | PA      | $421124.49    | 0.06%             | 2027-01-09      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| Asurion LLC                                      | Asurion LLC                                                                     | CUSIP: 04649VBB5<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |   2094750 | PA      | $1989195.55   | 0.27%             | 2028-08-18      | Floating      | 8.68%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                        | ONEOK Inc                                                                       | CUSIP: 682680BG7<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   1362000 | PA      | $1433550.72   | 0.20%             | 2032-11-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| GOLUB CAPITAL BDC                                | Golub Capital BDC Inc                                                           | CUSIP: 38173MAA0<br>LEI: 2549005WE0QLGK9APF78 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1455681.02   | 0.20%             | 2024-04-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                 | S&P500 EMINI                                                                    | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               | CORP              | US        |        20 | NC      | $21500.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NAVIENT CORP                                     | Navient Corp                                                                    | CUSIP: 63938CAJ7<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |    480000 | PA      | $473421.60    | 0.07%             | 2026-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| St Pauls CLO                                     | St Paul's CLO XII DAC                                                           | CUSIP: 000000000<br>LEI: 635400TG25DYCKV8CW74 | Long             | ABS-CBDO         | CORP              | IE        |   3450000 | PA      | $3671243.37   | 0.50%             | 2033-04-15      | Floating      | 3.21%                 | No            |                  2 | On Loan: No      |
| ICAHN ENTERPRISES/FIN                            | Icahn Enterprises LP / Icahn Enterprises Finance Corp                           | CUSIP: 451102CC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    120000 | PA      | $104662.50    | 0.01%             | 2029-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| FS KKR CAPITAL CORP                              | FS KKR Capital Corp                                                             | CUSIP: 30313RAA7<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1512062.69   | 0.21%             | 2025-02-14      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| KEY BANK NA                                      | KeyBank NA/Cleveland OH                                                         | CUSIP: 49327M3F9<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |   3200000 | PA      | $3355443.90   | 0.46%             | 2027-11-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| ENTEGRIS ESCROW CORP                             | Entegris Escrow Corp                                                            | CUSIP: 29365BAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1175000 | PA      | $1129797.75   | 0.16%             | 2030-06-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ASHTEAD CAPITAL INC                              | Ashtead Capital Inc                                                             | CUSIP: 045054AQ6<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |    900000 | PA      | $904005.80    | 0.12%             | 2033-05-30      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                         | Madison Park Funding XIII Ltd                                                   | CUSIP: 55818MBA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    639224 | PA      | $635857.39    | 0.09%             | 2030-04-19      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                              | Freddie Mac Structured Agency Credit Risk Debt Notes                            | CUSIP: 3137G0PS2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | CORP              | US        |   1242795 | PA      | $1277433.64   | 0.18%             | 2029-10-25      | Floating      | 15.76%                | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA                           | Santander Holdings USA Inc                                                      | CUSIP: 80282KBC9<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |   3207000 | PA      | $2830524.82   | 0.39%             | 2028-01-06      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                              | Freddie Mac STACR Trust 2019-DNA2                                               | CUSIP: 35564LBD8<br>LEI: 549300Y6KOVOWQ8OJC33 | Long             | ABS-MBS          | CORP              | US        |   1350000 | PA      | $1412192.61   | 0.19%             | 2049-03-25      | Floating      | 8.86%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                         | Warnermedia Holdings Inc                                                        | CUSIP: 55903VAG8<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   2300000 | PA      | $2156801.66   | 0.30%             | 2027-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                         | Ford Motor Credit Co LLC                                                        | CUSIP: 345397C35<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    800000 | PA      | $841000.00    | 0.12%             | 2027-11-04      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| MARB BONDCO PLC                                  | MARB BondCo PLC                                                                 | CUSIP: 000000000<br>LEI: 254900PVA1EU6QM1JN57 | Long             | DBT              | CORP              | GB        |   2400000 | PA      | $1893540.00   | 0.26%             | 2031-01-29      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| EUREX CLEARING AKTIENGESELLSCHAFT                | Eurex 10 Year Euro BUND                                                         | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              | CORP              | DE        |       -37 | NC      | $158003.24    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ICAHN ENTERPRISES/FIN                            | Icahn Enterprises LP / Icahn Enterprises Finance Corp                           | CUSIP: 451102BQ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    640000 | PA      | $635193.60    | 0.09%             | 2025-12-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| BX Trust                                         | BX Trust 2018-GW                                                                | CUSIP: 12433UAQ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2900000 | PA      | $2811265.22   | 0.39%             | 2035-05-15      | Floating      | 6.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                              | Freddie Mac STACR REMIC Trust 2020-DNA5                                         | CUSIP: 35566AAH2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    767043 | PA      | $774410.60    | 0.11%             | 2050-10-25      | Floating      | 7.11%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd                                      | OCP CLO 2017-13 Ltd                                                             | CUSIP: 67097LAH9<br>LEI: 254900M77QLN2EBJHE11 | Long             | ABS-CBDO         | CORP              | KY        |   1400000 | PA      | $1388244.20   | 0.19%             | 2030-07-15      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                     | USD/PEN FORWARD                                                                 | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |         1 | NC      | $2635.77      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INTERNATIONAL PETROLEUM                          | International Petroleum Corp                                                    | CUSIP: 000000000<br>LEI: 54930025D80LU0SMR645 | Long             | DBT              | CORP              | CA        |   2600000 | PA      | $2467400.00   | 0.34%             | 2027-02-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| FERTITTA ENTERTAINMENT                           | Fertitta Entertainment LLC / Fertitta Entertainment Finance Co Inc              | CUSIP: 31556TAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2225000 | PA      | $1966621.88   | 0.27%             | 2029-01-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| BDS Ltd                                          | BDS 2020-FL5 LTD                                                                | CUSIP: 05492QAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2100000 | PA      | $2057661.90   | 0.28%             | 2037-02-16      | Floating      | 6.40%                 | No            |                  2 | On Loan: No      |
| Grippen Park CLO LTD                             | Grippen Park CLO Ltd                                                            | CUSIP: 39862EAB0<br>LEI: 549300P7KR0IARP7PG22 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $987291.00    | 0.14%             | 2030-01-20      | Floating      | 6.46%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, NA - CACL                   | JPMorgan Chase Bank NA - CACLN                                                  | CUSIP: 48128U2Q1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    654440 | PA      | $626016.99    | 0.09%             | 2028-12-26      | Fixed         | 2.28%                 | No            |                  2 | On Loan: No      |
| Wind River CLO Ltd                               | THL Credit Wind River 2019-3 Clo Ltd                                            | CUSIP: 97314JAG0<br>LEI: 549300QKM4OHZM4I5C40 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1911458.00   | 0.26%             | 2031-04-15      | Floating      | 8.29%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                 | Connecticut Avenue Securities Trust 2020-R01                                    | CUSIP: 20754CAB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2588146 | PA      | $2589714.50   | 0.36%             | 2040-01-25      | Floating      | 6.56%                 | No            |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Lin                   | Santander Bank Auto Credit-Linked Notes Series 2022-A                           | CUSIP: 80290CAS3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2158971 | PA      | $2109884.45   | 0.29%             | 2032-05-15      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                         | JP Morgan Mortgage Trust 2014-IVR3                                              | CUSIP: 46643BAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       727 | PA      | $721.42       | 0.00%             | 2044-09-25      | Variable      | 2.97%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                     | USD/JPY FORWARD                                                                 | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-84322.55    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| 280 Park Avenue Mortgage Trust                   | 280 Park Avenue 2017-280P Mortgage Trust                                        | CUSIP: 90205FAL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3300000 | PA      | $3042606.60   | 0.42%             | 2034-09-15      | Floating      | 5.93%                 | No            |                  2 | On Loan: No      |
| Vibrant CLO Ltd                                  | Vibrant Clo VII Ltd                                                             | CUSIP: 92558BAJ7<br>LEI: 5493007DQ2IM8HOLV582 | Long             | ABS-CBDO         | CORP              | KY        |   2315869 | PA      | $2294808.02   | 0.32%             | 2030-09-15      | Floating      | 5.85%                 | No            |                  2 | On Loan: No      |
| CALLON PETROLEUM CO                              | Callon Petroleum Co                                                             | CUSIP: 13123XBF8<br>LEI: 549300EFOWPEB0WLZW21 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $968805.00    | 0.13%             | 2030-06-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Symphony CLO Ltd                                 | Symphony CLO XVII Ltd                                                           | CUSIP: 000000000<br>LEI: 549300X84MR2MGY6OR68 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $495744.00    | 0.07%             | 2028-04-15      | Floating      | 7.44%                 | No            |                  2 | On Loan: No      |
| DBGS Mortgage Trust                              | DBGS 2018-BIOD Mortgage Trust                                                   | CUSIP: 23306GAL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1736149 | PA      | $1674795.68   | 0.23%             | 2035-05-15      | Floating      | 6.46%                 | No            |                  2 | On Loan: No      |
| LCM Ltd Partnership                              | LCM XVIII LP                                                                    | CUSIP: 50188QAL5<br>LEI: 549300PYL1KC7BYM8G75 | Long             | ABS-CBDO         | CORP              | KY        |    950000 | PA      | $945843.75    | 0.13%             | 2027-07-15      | Floating      | 6.54%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING/PTL                         | Penske Truck Leasing Co Lp / PTL Finance Corp                                   | CUSIP: 709599BR4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1759157.48   | 0.24%             | 2027-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, NA - CACL                   | JPMorgan Chase Bank NA - CACLN                                                  | CUSIP: 46591HAN0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    686001 | PA      | $676739.32    | 0.09%             | 2028-01-25      | Fixed         | 0.99%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                             | Bank of America Corp                                                            | CUSIP: 06051GLE7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1950000 | PA      | $1957932.29   | 0.27%             | 2027-01-20      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF UZBEKISTAN                           | Republic of Uzbekistan International Bond                                       | CUSIP: 000000000<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |   1900000 | PA      | $1577212.80   | 0.22%             | 2030-11-25      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.      | Ultra 10-Year US Treasury Note                                                  | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |      -149 | NC      | $-66060.01    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| ROMANIA                                          | Romanian Government International Bond                                          | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |   1300000 | PA      | $1039019.15   | 0.14%             | 2030-07-13      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Bridgepoint CLO                                  | Bridgepoint CLO 3 DAC                                                           | CUSIP: 000000000<br>LEI: 635400VOTGDBPOTECF34 | Long             | ABS-CBDO         | CORP              | IE        |   1400000 | PA      | $1396253.92   | 0.19%             | 2036-01-15      | Floating      | 5.69%                 | No            |                  2 | On Loan: No      |
| Stack Infrastructure Issuer LL                   | Stack Infrastructure Issuer LLC                                                 | CUSIP: 85236KAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2400000 | PA      | $2186397.60   | 0.30%             | 2045-08-25      | Fixed         | 1.89%                 | No            |                  2 | On Loan: No      |
| BX Trust                                         | BX Commercial Mortgage Trust 2020-VKNG                                          | CUSIP: 12433YAQ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1260000 | PA      | $1207205.37   | 0.17%             | 2037-10-15      | Floating      | 7.34%                 | No            |                  2 | On Loan: No      |
| Capital Automotive Reit                          | CARS-DB4 LP                                                                     | CUSIP: 12510HAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1190250 | PA      | $1125466.95   | 0.15%             | 2050-02-15      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                            | Indonesia Government International Bond                                         | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |   1000000 | PA      | $898820.83    | 0.12%             | 2029-07-28      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| CDW LLC/CDW FINANCE                              | CDW LLC / CDW Finance Corp                                                      | CUSIP: 12513GBG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1350517.50   | 0.19%             | 2026-12-01      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                              | Freddie Mac Stacr Remic Trust 2020-HQA2                                         | CUSIP: 35565LBD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1013066.80   | 0.14%             | 2050-03-25      | Floating      | 8.61%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                           | General Motors Financial Co Inc                                                 | CUSIP: 37045XDZ6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   2875000 | PA      | $2930395.53   | 0.40%             | 2025-10-10      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Lin                   | Santander Bank Auto Credit-Linked Notes Series 2022-C                           | CUSIP: 80290CBJ2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1341228 | PA      | $1342519.74   | 0.18%             | 2032-12-15      | Fixed         | 11.37%                | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                   | Wells Fargo Commercial Mortgage Trust 2018-C46                                  | CUSIP: 95001QAV3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6226206 | PA      | $165374.88    | 0.02%             | 2051-08-15      | Variable      | 0.93%                 | No            |                  2 | On Loan: No      |
| Planet Fitness Master Issuer L                   | Planet Fitness Master Issuer LLC                                                | CUSIP: 72703PAB9<br>LEI: 549300NX9W3U2DO53T22 | Long             | ABS-O            | CORP              | US        |   1915000 | PA      | $1829232.13   | 0.25%             | 2048-09-05      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd                                      | OCP CLO 2017-13 Ltd                                                             | CUSIP: 67097LAR7<br>LEI: 254900M77QLN2EBJHE11 | Long             | ABS-CBDO         | CORP              | KY        |   2200000 | PA      | $2133166.20   | 0.29%             | 2030-07-15      | Floating      | 7.89%                 | No            |                  2 | On Loan: No      |
| Chase Auto Credit Linked Notes                   | JPMorgan Chase Bank NA - CACLN                                                  | CUSIP: 46591HCJ7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1500000 | PA      | $1321661.25   | 0.18%             | 2029-02-26      | Fixed         | 9.81%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                           | CCO Holdings LLC / CCO Holdings Capital Corp                                    | CUSIP: 1248EPCL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    950000 | PA      | $773252.50    | 0.11%             | 2033-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                   | USD/AUD FORWARD                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-111798.91   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                     | MYR/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-3348.26     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ACRE COMMERCIAL MORTGAGE TRUST                   | ACRE Commercial Mortgage 2021-FL4 Ltd                                           | CUSIP: 00489TAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |    614676 | PA      | $603073.23    | 0.08%             | 2037-12-18      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                     | USD/IDR FORWARD                                                                 | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |         1 | NC      | $19280.94     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EUREX CLEARING AKTIENGESELLSCHAFT                | Eurex 5 Year Euro BOBL                                                          | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              | CORP              | DE        |       107 | NC      | $-228226.26   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| CITIGROUP INC                                    | Citigroup Inc                                                                   | CUSIP: 172967NS6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   4600000 | PA      | $4554475.73   | 0.63%             | 2028-05-24      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN INC                                   | Transocean Inc                                                                  | CUSIP: 893830BL2<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | KY        |    295000 | PA      | $271076.98    | 0.04%             | 2027-02-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF NIGERIA                              | Nigeria Government International Bond                                           | CUSIP: 000000000<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |   1650000 | PA      | $1286818.50   | 0.18%             | 2028-09-28      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                         | Rogers Communications Inc                                                       | CUSIP: 775109CA7<br>LEI: 54930030NVF3Y2OL0A78 | Long             | DBT              | CORP              | CA        |   1297000 | PA      | $1245943.56   | 0.17%             | 2025-03-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                   | Wells Fargo Commercial Mortgage Trust 2017-SMP                                  | CUSIP: 95001CAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    450000 | PA      | $413284.55    | 0.06%             | 2034-12-15      | Floating      | 6.23%                 | No            |                  2 | On Loan: No      |
| Radnor Re LTD                                    | Radnor RE 2021-1 Ltd                                                            | CUSIP: 75279YAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |    204276 | PA      | $204191.14    | 0.03%             | 2033-12-27      | Floating      | 5.96%                 | No            |                  2 | On Loan: No      |
| TTAN                                             | TTAN 2021-MHC                                                                   | CUSIP: 87303TAN7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1084617 | PA      | $1041197.71   | 0.14%             | 2038-03-15      | Floating      | 6.86%                 | No            |                  2 | On Loan: No      |
| OMAN GOV INTERNTL BOND                           | Oman Government International Bond                                              | CUSIP: 000000000<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |   1800000 | PA      | $1728000.00   | 0.24%             | 2047-03-08      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                              | Petroleos Mexicanos                                                             | CUSIP: 000000000<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    150000 | PA      | $143670.46    | 0.02%             | 2028-02-21      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| IVORY COAST                                      | Ivory Coast Government International Bond                                       | CUSIP: 000000000<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |    900000 | PA      | $830074.90    | 0.11%             | 2030-03-22      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FREEPORT INDONESIA PT                            | Freeport Indonesia PT                                                           | CUSIP: 69377FAB2<br>LEI: 549300T4HTQHRKLNE619 | Long             | DBT              | CORP              | ID        |   1100000 | PA      | $1050632.99   | 0.14%             | 2032-04-14      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| SUN COMMUNITIES OPER LP                          | Sun Communities Operating LP                                                    | CUSIP: 866677AF4<br>LEI: 549300PUNBPJCGT6X741 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1725035.88   | 0.24%             | 2028-11-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| VB-S1 Issuer LLC                                 | VB-S1 Issuer LLC - VBTEL                                                        | CUSIP: 91823ABA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2300000 | PA      | $1972804.30   | 0.27%             | 2052-02-15      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| BX Trust                                         | BX Commercial Mortgage Trust 2020-VKNG                                          | CUSIP: 12433YAN7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2310000 | PA      | $2239317.70   | 0.31%             | 2037-10-15      | Floating      | 6.69%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.      | CME Ultra Long Term US Treasury Bond                                            | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |        34 | NC      | $189369.74    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Allegro CLO Ltd                                  | Allegro CLO XII Ltd                                                             | CUSIP: 01750TAL0<br>LEI: 254900E0ZQX4DLP7HF87 | Long             | ABS-CBDO         | CORP              | KY        |    800000 | PA      | $771268.00    | 0.11%             | 2032-01-21      | Floating      | 8.42%                 | No            |                  2 | On Loan: No      |
| PDC ENERGY INC                                   | PDC Energy Inc                                                                  | CUSIP: 69327RAJ0<br>LEI: 5493008W8H2T511J5Y59 | Long             | DBT              | CORP              | US        |   2800000 | PA      | $2711548.00   | 0.37%             | 2026-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC                             | Freeport-McMoRan Inc                                                            | CUSIP: 35671DCD5<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1290354.00   | 0.18%             | 2029-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                   | Wells Fargo Commercial Mortgage Trust 2017-SMP                                  | CUSIP: 95001CAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1200000 | PA      | $1120175.52   | 0.15%             | 2034-12-15      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| Arbys Funding LLC                                | Arbys Funding LLC                                                               | CUSIP: 038779AB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2145000 | PA      | $1903125.30   | 0.26%             | 2050-07-30      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| GEOPARK LTD                                      | Geopark Ltd                                                                     | CUSIP: 000000000<br>LEI: 529900ZR5QI19AH4KZ07 | Long             | DBT              | CORP              | BM        |   1600000 | PA      | $1422149.89   | 0.20%             | 2027-01-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                             | Royal Bank of Canada                                                            | CUSIP: 78016FZW7<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   3150000 | PA      | $3178355.67   | 0.44%             | 2028-01-12      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                   | USD/JPY FORWARD                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |         1 | NC      | $126519.23    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ALCON FINANCE CORP                               | Alcon Finance Corp                                                              | CUSIP: 01400EAE3<br>LEI: 549300CUZUI9VU7XNK42 | Long             | DBT              | CORP              | US        |    900000 | PA      | $942871.64    | 0.13%             | 2032-12-06      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                              | Petroleos Mexicanos                                                             | CUSIP: 000000000<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |   1400000 | PA      | $1431482.37   | 0.20%             | 2025-11-24      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                   | Morgan Stanley                                                                  | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2300000 | PA      | $2196225.86   | 0.30%             | 2027-10-29      | Fixed         | 0.41%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PARAGUAY                             | Paraguay Government International Bond                                          | CUSIP: 000000000<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |   2100000 | PA      | $1879259.93   | 0.26%             | 2050-03-30      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| MIZRAHI TEFAHOT BANK LTD                         | Mizrahi Tefahot Bank Ltd                                                        | CUSIP: 000000000<br>LEI: YZO9YEGEO4VYDZMDWF93 | Long             | DBT              | CORP              | IL        |   2070000 | PA      | $1868692.50   | 0.26%             | 2031-04-07      | Fixed         | 3.08%                 | No            |                  2 | On Loan: No      |
| OneMain Financial Issuance Tru                   | OneMain Financial Issuance Trust 2022-2                                         | CUSIP: 68268VAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3300000 | PA      | $3258892.56   | 0.45%             | 2034-10-14      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                         | Ford Motor Credit Co LLC                                                        | CUSIP: 345397XL2<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   2305000 | PA      | $2204121.68   | 0.30%             | 2025-08-04      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| EIG PEARL HOLDINGS SARL                          | EIG Pearl Holdings Sarl                                                         | CUSIP: 000000000<br>LEI: 549300KIMRL45BWA5H76 | Long             | DBT              | CORP              | LU        |   1050000 | PA      | $915731.25    | 0.13%             | 2036-08-31      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| BX Trust                                         | BX Commercial Mortgage Trust 2021-VINO                                          | CUSIP: 05608KAN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    900000 | PA      | $844494.84    | 0.12%             | 2038-05-15      | Floating      | 8.41%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                          | Mexican Bonos                                                                   | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |  89600000 | PA      | $4502006.85   | 0.62%             | 2031-05-29      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2023-03-29

**Name of Applicant:** PAYDEN & RYGEL INVESTMENT GROUP

**Signature:** Sandi Brents

**Name of Signer:** Sandi Brents

**Title:** Compliance Officer