# EDGAR Filing Document

**Accession Number:** 0000890453
**File Stem:** 0001145549-23-012333
**Filing Date:** 2023-2
**Character Count:** 573170
**Document Hash:** 8c06cee93f04525329bc749c58065b69
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-23-012333.hdr.sgml**: 20230228

**ACCESSION NUMBER**: 0001145549-23-012333

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230228

**DATE AS OF CHANGE**: 20230228

**PERIOD START**: 20221231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** WILSHIRE MUTUAL FUNDS INC
- **CENTRAL INDEX KEY:** 0000890453
- **IRS NUMBER:** 000000000
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-07076
- **FILM NUMBER:** 23678902

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

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

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

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

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

## Series and Classes Contracts Data

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Santa Monica

  - **State:** CA

  - **Foreign country:** US

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

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

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

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

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

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

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $243346233.83

**Total Liabilities:** $10159218.44

**Net Assets:** $233187015.39

**Delayed Delivery Securities:** $2979897.34

**Cash Not Reported:** $16518695.10

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 1316.160000000000 | **1-Year:** 6179.790000000000 | **5-Year:** 14098.970000000000 | **10-Year:** 21501.000000000000 | **30-Year:** 26034.140000000000

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

- **3-Month:** 9743.780000000000 | **1-Year:** 7059.210000000000 | **5-Year:** 7816.930000000000 | **10-Year:** 6180.750000000000 | **30-Year:** 4098.970000000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000167854 | -0.23%               | 2.68%                | -0.29%               |
| Class ID C000167855 | -0.23%               | 2.71%                | -0.32%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-2123572.94             | $916537.00                                 |
| Month 2  | $-2118440.90             | $8755185.34                                |
| Month 3  | $-420434.89              | $-946326.48                                |

**Designated Index Information**

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

- **Index Identifier:** WBLEND01

### Schedule of Portfolio Investments

| Name                             | Title                                                                            | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |    Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| CIM Trust                        | CIM Trust 2019-INV2                                                              | CUSIP: 12554TAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      17688 | PA      | $16194.34     | 0.01%             | 2049-05-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| CIM Trust                        | CIM Trust 2019-J1                                                                | CUSIP: 12556MCQ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     177222 | PA      | $157933.33    | 0.07%             | 2049-08-25      | Variable      | 3.94%                 | No            |                  2 | On Loan: No      |
| CLNC 2019-FL1, Ltd               | CLNC 2019-FL1 Ltd                                                                | CUSIP: 12565DAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     100000 | PA      | $99501.52     | 0.04%             | 2035-08-20      | Floating      | 6.34%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust              | COMM 2013-CCRE12 Mortgage Trust                                                  | CUSIP: 12591KAF2<br>LEI: 549300MGZ5FI5VFL1177 | Long             | ABS-MBS          | CORP              | US        |    2887307 | PA      | $15403.78     | 0.01%             | 2046-10-10      | Variable      | 1.06%                 | No            |                  2 | On Loan: No      |
| CPPIB CAPITAL INC                | CPPIB Capital Inc                                                                | CUSIP: 12593CAR2<br>LEI: 549300KW9NB55HTDK075 | Long             | DBT              | CORP              | CA        |     145000 | PA      | $92568.69     | 0.04%             | 2031-12-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust              | COMM 2015-LC21 Mortgage Trust                                                    | CUSIP: 12593FBE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1348688 | PA      | $17217.21     | 0.01%             | 2048-07-10      | Variable      | 0.65%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trus   | CSAIL 2017-CX10 Commercial Mortgage Trust                                        | CUSIP: 12595JAN4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4744135 | PA      | $120582.15    | 0.05%             | 2050-11-15      | Variable      | 0.75%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trus   | CSAIL 2018-CX12 Commercial Mortgage Trust                                        | CUSIP: 12595XAV5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4452164 | PA      | $107152.02    | 0.05%             | 2051-08-15      | Variable      | 0.57%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trus   | CSAIL 2020-C19 Commercial Mortgage Trust                                         | CUSIP: 12597NAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     400000 | PA      | $241670.68    | 0.10%             | 2053-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CPI CG INC                       | CPI CG Inc                                                                       | CUSIP: 12598FAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      15000 | PA      | $14643.75     | 0.01%             | 2026-03-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                 | CSC Holdings LLC                                                                 | CUSIP: 126307AH0<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |      25000 | PA      | $23250.00     | 0.01%             | 2024-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trus   | CSAIL 2016-C6 Commercial Mortgage Trust                                          | CUSIP: 12636MAG3<br>LEI: 549300C2HE5FJAWYZL57 | Long             | ABS-MBS          | CORP              | US        |     605624 | PA      | $28351.75     | 0.01%             | 2049-01-15      | Variable      | 1.86%                 | No            |                  2 | On Loan: No      |
| CSX CORP                         | CSX Corp                                                                         | CUSIP: 126408HF3<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |     145000 | PA      | $114089.05    | 0.05%             | 2046-11-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| CSN ISLANDS XI CORP              | CSN Inova Ventures                                                               | CUSIP: 12642KAB0<br>LEI: 222100R8R68DM7VM3661 | Long             | DBT              | CORP              | KY        |     200000 | PA      | $190500.00    | 0.08%             | 2028-01-28      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| Credit Suisse Mortgage Trust     | CSMC 2020-NET                                                                    | CUSIP: 126438AJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     118000 | PA      | $102502.48    | 0.04%             | 2037-08-15      | Variable      | 3.70%                 | No            |                  2 | On Loan: No      |
| CNX RESOURCES CORP               | CNX Resources Corp                                                               | CUSIP: 12653CAJ7<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |      35000 | PA      | $32287.50     | 0.01%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CNX RESOURCES CORP               | CNX Resources Corp                                                               | CUSIP: 12653CAK4<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |      20000 | PA      | $19150.00     | 0.01%             | 2031-01-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust     | Credit Suisse Mortgage Capital Certificates 2019-ICE4                            | CUSIP: 12653VAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     240000 | PA      | $237155.26    | 0.10%             | 2036-05-15      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| CNX MIDSTREAM PART LP            | CNX Midstream Partners LP                                                        | CUSIP: 12654AAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      25000 | PA      | $20625.00     | 0.01%             | 2030-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust     | CSMC Series 2019-NQM1                                                            | CUSIP: 12655VAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      17060 | PA      | $16015.10     | 0.01%             | 2059-10-25      | Variable      | 2.66%                 | No            |                  2 | On Loan: No      |
| CVR PARTNERS/CVR NITROGE         | CVR Partners LP / CVR Nitrogen Finance Corp                                      | CUSIP: 12663QAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      30000 | PA      | $26929.64     | 0.01%             | 2028-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Countrywide Asset-Backed Certi   | CWABS Asset-Backed Certificates Trust 2006-5                                     | CUSIP: 126670ZH4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      45449 | PA      | $45493.71     | 0.02%             | 2036-09-25      | Floating      | 4.73%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T   | Alternative Loan Trust 2006-OA6                                                  | CUSIP: 12668BD91<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1153922 | PA      | $937499.71    | 0.40%             | 2046-07-25      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAIN INC            | Caesars Entertainment Inc                                                        | CUSIP: 12769GAA8<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |      30000 | PA      | $24412.50     | 0.01%             | 2029-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CALLON PETROLEUM CO              | Callon Petroleum Co                                                              | CUSIP: 13123XBF8<br>LEI: 549300EFOWPEB0WLZW21 | Long             | DBT              | CORP              | US        |      30000 | PA      | $27450.00     | 0.01%             | 2030-06-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: —       |
| CALPINE CORP                     | Calpine Corp                                                                     | CUSIP: 131347CN4<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |      40000 | PA      | $35750.00     | 0.02%             | 2028-03-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CALPINE CORP                     | Calpine Corp                                                                     | CUSIP: 131347CP9<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |      15000 | PA      | $12862.50     | 0.01%             | 2029-02-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CANADIAN GOVERNMENT              | Canadian Government Bond                                                         | CUSIP: 135087J96<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     240000 | PA      | $170112.85    | 0.07%             | 2024-09-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| CANADA HOUSING TRUST             | Canada Housing Trust No 1                                                        | CUSIP: 13509PFA6<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | CORP              | CA        |     295000 | PA      | $206203.69    | 0.09%             | 2025-12-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| CANADA HOUSING TRUST             | Canada Housing Trust No 1                                                        | CUSIP: 13509PHT3<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | CORP              | CA        |     390000 | PA      | $264243.72    | 0.11%             | 2026-06-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                     | Centene Corp                                                                     | CUSIP: 15135BAZ4<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |      15000 | PA      | $11737.50     | 0.01%             | 2031-08-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| CENOVUS ENERGY INC               | Cenovus Energy Inc                                                               | CUSIP: 15135UAF6<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |     434000 | PA      | $450834.43    | 0.19%             | 2039-11-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CENOVUS ENERGY INC               | Cenovus Energy Inc                                                               | CUSIP: 15135UAP4<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |      44000 | PA      | $40007.00     | 0.02%             | 2037-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CENOVUS ENERGY INC               | Cenovus Energy Inc                                                               | CUSIP: 15135UAR0<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |     154000 | PA      | $138807.75    | 0.06%             | 2047-06-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CENOVUS ENERGY INC               | Cenovus Energy Inc                                                               | CUSIP: 15135UAT6<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |     100000 | PA      | $69924.67     | 0.03%             | 2028-02-07      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CENGAGE LEARNING INC             | Cengage Learning Inc                                                             | CUSIP: 15137NAA1<br>LEI: 549300BYGM0FWUSVXJ88 | Long             | DBT              | CORP              | US        |      40000 | PA      | $38000.00     | 0.02%             | 2024-06-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: —       |
| CENTURY COMMUNITIES              | Century Communities Inc                                                          | CUSIP: 156504AM4<br>LEI: 5299002QMB2O7ZL1CA26 | Long             | DBT              | CORP              | US        |      25000 | PA      | $19656.25     | 0.01%             | 2029-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| LUMEN TECHNOLOGIES INC           | Lumen Technologies Inc                                                           | CUSIP: 156700BB1<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |      15000 | PA      | $12975.00     | 0.01%             | 2026-12-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CHART INDUSTRIES INC             | Chart Industries Inc                                                             | CUSIP: 16115QAF7<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | DBT              | CORP              | US        |      25000 | PA      | $25062.50     | 0.01%             | 2030-01-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP         | Charter Communications Operating LLC / Charter Communications Operating Capital  | CUSIP: 161175AY0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     215000 | PA      | $210941.66    | 0.09%             | 2025-07-23      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP         | Charter Communications Operating LLC / Charter Communications Operating Capital  | CUSIP: 161175BN3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     180000 | PA      | $147924.00    | 0.06%             | 2048-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP         | Charter Communications Operating LLC / Charter Communications Operating Capital  | CUSIP: 161175BS2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     405000 | PA      | $306071.06    | 0.13%             | 2049-07-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP         | Charter Communications Operating LLC / Charter Communications Operating Capital  | CUSIP: 161175BU7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     130000 | PA      | $101337.08    | 0.04%             | 2031-04-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS         | Cheniere Energy Partners LP                                                      | CUSIP: 16411QAG6<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |      75000 | PA      | $68250.00     | 0.03%             | 2029-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS         | Cheniere Energy Partners LP                                                      | CUSIP: 16411QAK7<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |     295000 | PA      | $250750.00    | 0.11%             | 2031-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CHESAPEAKE ENERGY CORP           | Chesapeake Energy Corp                                                           | CUSIP: 165167DG9<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |      50000 | PA      | $47125.00     | 0.02%             | 2029-02-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CHILE ELEC PEC SPA               | Chile Electricity PEC SpA                                                        | CUSIP: 168831AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | CL        |     200000 | PA      | $143037.50    | 0.06%             | 2028-01-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CHILE                | Chile Government International Bond                                              | CUSIP: 168863DS4<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |     600000 | PA      | $430228.80    | 0.18%             | 2041-05-07      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage    | Citigroup Commercial Mortgage Trust 2016-C1                                      | CUSIP: 17290YAW8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     739680 | PA      | $35458.93     | 0.02%             | 2049-05-10      | Variable      | 1.82%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage    | Citigroup Commercial Mortgage Trust 2013-GC17                                    | CUSIP: 17321RAM8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     100000 | PA      | $91170.29     | 0.04%             | 2046-11-10      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage    | Citigroup Commercial Mortgage Trust 2015-GC27                                    | CUSIP: 17323CAM9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     164000 | PA      | $150723.95    | 0.06%             | 2048-02-10      | Variable      | 4.42%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust    | Citigroup Mortgage Loan Trust 2015-RP2                                           | CUSIP: 17323TAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     536493 | PA      | $508613.34    | 0.22%             | 2053-01-25      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage    | Citigroup Commercial Mortgage Trust 2017-P8                                      | CUSIP: 17326DAJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     972097 | PA      | $30366.55     | 0.01%             | 2050-09-15      | Variable      | 0.88%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                    | Citigroup Inc                                                                    | CUSIP: 17327CAQ6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     200000 | PA      | $161076.80    | 0.07%             | 2033-01-25      | Variable      | 3.06%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage    | Citigroup COmmercial Mortgage Trust 2018-C6                                      | CUSIP: 17327GAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     380000 | PA      | $287745.61    | 0.12%             | 2051-11-10      | Variable      | 5.06%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage    | Citigroup Commercial Mortgage Trust 2019-C7                                      | CUSIP: 17328CAJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6219371 | PA      | $270731.71    | 0.12%             | 2072-12-15      | Variable      | 0.87%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust    | Citigroup Mortgage Loan Trust 2019-E                                             | CUSIP: 17328DAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     456879 | PA      | $444949.72    | 0.19%             | 2070-11-25      | Variable      | 6.23%                 | No            |                  2 | On Loan: No      |
| CLARIV SCI HLD CORP              | Clarivate Science Holdings Corp                                                  | CUSIP: 18064PAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      25000 | PA      | $21187.50     | 0.01%             | 2029-07-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: —       |
| CLEAR CHANNEL OUTDOOR HO         | Clear Channel Outdoor Holdings Inc                                               | CUSIP: 18453HAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      50000 | PA      | $35812.50     | 0.02%             | 2029-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CLEARWAY ENERGY OP LLC           | Clearway Energy Operating LLC                                                    | CUSIP: 18539UAC9<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |      25000 | PA      | $23093.75     | 0.01%             | 2028-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC             | Cleveland-Cliffs Inc                                                             | CUSIP: 185899AK7<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |     295000 | PA      | $261075.00    | 0.11%             | 2029-03-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: —       |
| CLEVELAND-CLIFFS INC             | Cleveland-Cliffs Inc                                                             | CUSIP: 185899AL5<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |     180000 | PA      | $158400.00    | 0.07%             | 2031-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: —       |
| CLYDESDALE ACQUISITION           | Clydesdale Acquisition Holdings Inc                                              | CUSIP: 18972EAA3<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |      40000 | PA      | $38100.00     | 0.02%             | 2029-04-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| COEUR MINING INC                 | Coeur Mining Inc                                                                 | CUSIP: 192108BC1<br>LEI: 5493003AVK173D48DR70 | Long             | DBT              | CORP              | US        |      25000 | PA      | $19531.25     | 0.01%             | 2029-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: —       |
| COLGATE ENERGY P                 | Colgate Energy Partners III LLC                                                  | CUSIP: 19416MAB5<br>LEI: 549300QRLZK0B17DH791 | Long             | DBT              | CORP              | US        |      25000 | PA      | $21437.50     | 0.01%             | 2029-07-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA             | Colombia Government International Bond                                           | CUSIP: 195325CU7<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     200000 | PA      | $136733.20    | 0.06%             | 2045-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA             | Colombia Government International Bond                                           | CUSIP: 195325DS1<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     200000 | PA      | $148487.60    | 0.06%             | 2031-04-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA             | Colombia Government International Bond                                           | CUSIP: 195325DT9<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     200000 | PA      | $119549.80    | 0.05%             | 2051-05-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| DPL INC                          | DPL Inc                                                                          | CUSIP: 233293AR0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     270000 | PA      | $253800.00    | 0.11%             | 2025-07-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR         | Occidental Petroleum Corp                                                        | CUSIP: 674599ED3<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     355000 | PA      | $366981.25    | 0.16%             | 2030-09-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR         | Occidental Petroleum Corp                                                        | CUSIP: 674599EF8<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     180000 | PA      | $181350.00    | 0.08%             | 2031-01-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners 31   | Octagon Investment Partners 31 Ltd                                               | CUSIP: 67575XAS0<br>LEI: 5493003JSU68UU09PZ63 | Long             | ABS-CBDO         | CORP              | KY        |     280000 | PA      | $266055.72    | 0.11%             | 2030-07-20      | Floating      | 6.29%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners XI   | Octagon Investment Partners XIV Ltd                                              | CUSIP: 67590ABX9<br>LEI: 549300QEN35HTPJ3BX33 | Long             | ABS-CBDO         | CORP              | KY        |     500000 | PA      | $448083.26    | 0.19%             | 2029-07-15      | Floating      | 7.98%                 | No            |                  2 | On Loan: No      |
| OHA Loan Funding Ltd             | OHA Loan Funding 2013-1 Ltd                                                      | CUSIP: 67706HBC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     500000 | PA      | $472508.28    | 0.20%             | 2031-07-23      | Floating      | 6.39%                 | No            |                  2 | On Loan: No      |
| Oak Hill Credit Partners         | OHA Credit Funding 8 Ltd                                                         | CUSIP: 67707GAJ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     250000 | PA      | $234680.25    | 0.10%             | 2034-01-18      | Floating      | 6.09%                 | No            |                  2 | On Loan: No      |
| OLIN CORP                        | Olin Corp                                                                        | CUSIP: 680665AJ5<br>LEI: 549300GKK294V7W57P06 | Long             | DBT              | CORP              | US        |      25000 | PA      | $23656.25     | 0.01%             | 2027-09-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| 1011778 BC / NEW RED FIN         | 1011778 BC ULC / New Red Finance Inc                                             | CUSIP: 68245XAH2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     327000 | PA      | $292665.00    | 0.13%             | 2028-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| 1011778 BC / NEW RED FIN         | 1011778 BC ULC / New Red Finance Inc                                             | CUSIP: 68245XAM1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     551000 | PA      | $449065.00    | 0.19%             | 2030-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| 1011778 BC / NEW RED FIN         | 1011778 BC ULC / New Red Finance Inc                                             | CUSIP: 68245XAP4<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     336000 | PA      | $288120.00    | 0.12%             | 2029-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| One New York Plaza Trust 2020-   | One New York Plaza Trust 2020-1NYP                                               | CUSIP: 68249DAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     160000 | PA      | $149324.66    | 0.06%             | 2036-01-15      | Floating      | 6.52%                 | No            |                  2 | On Loan: No      |
| 1375209 BC LTD                   | 1375209 BC Ltd                                                                   | CUSIP: 68251PAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |       3000 | PA      | $2913.75      | 0.00%             | 2028-01-30      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)            | Province of Ontario Canada                                                       | CUSIP: 68323ACC6<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     195000 | PA      | $126237.30    | 0.05%             | 2045-06-02      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)            | Province of Ontario Canada                                                       | CUSIP: 68333ZAC1<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     275000 | PA      | $193862.81    | 0.08%             | 2028-06-02      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)            | Province of Ontario Canada                                                       | CUSIP: 68333ZAN7<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |    1175000 | PA      | $714163.96    | 0.31%             | 2030-12-02      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT CORP                   | Open Text Corp                                                                   | CUSIP: 683715AC0<br>LEI: 549300HP7ONDQODZJV16 | Long             | DBT              | CORP              | CA        |      25000 | PA      | $21406.25     | 0.01%             | 2028-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                      | Oracle Corp                                                                      | CUSIP: 68389XBX2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     140000 | PA      | $96318.46     | 0.04%             | 2050-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                      | Oracle Corp                                                                      | CUSIP: 68389XCA1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      44000 | PA      | $31586.98     | 0.01%             | 2051-03-25      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                      | Oracle Corp                                                                      | CUSIP: 68389XCJ2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      45000 | PA      | $47366.51     | 0.02%             | 2032-11-09      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| OWENS & MINOR INC                | Owens & Minor Inc                                                                | CUSIP: 690732AG7<br>LEI: 549300LMT5KQQXCEZ733 | Long             | DBT              | CORP              | US        |      40000 | PA      | $34200.00     | 0.01%             | 2030-04-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| OWENS CORNING                    | Owens Corning                                                                    | CUSIP: 690742AH4<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |     145000 | PA      | $112723.58    | 0.05%             | 2048-01-30      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| PECF USS INTERMEDIATE HO         | PECF USS Intermediate Holding III Corp                                           | CUSIP: 69291HAA3<br>LEI: 254900DIL842DEXPYJ91 | Long             | DBT              | CORP              | US        |      25000 | PA      | $16187.50     | 0.01%             | 2029-11-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| PGT INNOVATIONS INC              | PGT Innovations Inc                                                              | CUSIP: 69336VAB7<br>LEI: 549300LRW9WM59C1S579 | Long             | DBT              | CORP              | US        |      25000 | PA      | $20875.00     | 0.01%             | 2029-10-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| L Street Securities              | PMTT4                                                                            | CUSIP: 693458AG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  161040455 | PA      | $399718.51    | 0.17%             | 2048-10-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| PRA GROUP INC                    | PRA Group Inc                                                                    | CUSIP: 69354NAD8<br>LEI: 549300Q5HW3JSSB86K27 | Long             | DBT              | CORP              | US        |      25000 | PA      | $20500.00     | 0.01%             | 2029-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PR Mortgage Loan Trust           | PR Mortgage Loan Trust 2014-1                                                    | CUSIP: 69358KAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1162933 | PA      | $1039996.88   | 0.45%             | 2049-10-25      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| FREEPORT INDONESIA PT            | Freeport Indonesia PT                                                            | CUSIP: 69377FAB2<br>LEI: 549300T4HTQHRKLNE619 | Long             | DBT              | CORP              | ID        |     200000 | PA      | $183250.00    | 0.08%             | 2032-04-14      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC           | Pacific Gas and Electric Co                                                      | CUSIP: 694308JG3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     145000 | PA      | $112857.56    | 0.05%             | 2031-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PACKAGING CORP OF AMERIC         | Packaging Corp of America                                                        | CUSIP: 695156AU3<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | DBT              | CORP              | US        |     135000 | PA      | $115617.51    | 0.05%             | 2029-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Palmer Square Loan Funding Ltd   | Palmer Square Loan Funding 2022-2 Ltd                                            | CUSIP: 69701NAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     800000 | PA      | $754874.40    | 0.32%             | 2030-10-15      | Floating      | 6.06%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PANAMA               | Panama Government International Bond                                             | CUSIP: 698299BB9<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |     300000 | PA      | $220125.00    | 0.09%             | 2053-04-29      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PANAMA               | Panama Government International Bond                                             | CUSIP: 698299BN3<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |     200000 | PA      | $148250.00    | 0.06%             | 2032-09-29      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| PARK INTERMED HOLDINGS           | Park Intermediate Holdings LLC / PK Domestic Property LLC / PK Finance Co-Issuer | CUSIP: 70052LAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      25000 | PA      | $22593.75     | 0.01%             | 2028-10-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| PARK INTERMED HOLDINGS           | Park Intermediate Holdings LLC / PK Domestic Property LLC / PK Finance Co-Issuer | CUSIP: 70052LAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      35000 | PA      | $29575.00     | 0.01%             | 2029-05-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PARKER-HANNIFIN CORP             | Parker-Hannifin Corp                                                             | CUSIP: 701094AR5<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |      60000 | PA      | $58217.10     | 0.02%             | 2027-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PARKLAND CORP                    | Parkland Corp/Alberta                                                            | CUSIP: 70137WAG3<br>LEI: 549300XHQS1JYWBNK868 | Long             | DBT              | CORP              | CA        |      40000 | PA      | $33400.00     | 0.01%             | 2029-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PENN ENTERTAINMENT INC           | Penn Entertainment Inc                                                           | CUSIP: 707569AV1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      25000 | PA      | $19750.00     | 0.01%             | 2029-07-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| PENNYMAC FIN SVCS INC            | PennyMac Financial Services Inc                                                  | CUSIP: 70932MAB3<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |      55000 | PA      | $42625.00     | 0.02%             | 2029-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING/PTL         | Penske Truck Leasing Co Lp / PTL Finance Corp                                    | CUSIP: 709599AX2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     120000 | PA      | $112503.72    | 0.05%             | 2027-04-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| PERFORMANCE FOOD GROUP I         | Performance Food Group Inc                                                       | CUSIP: 71376LAE0<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |      30000 | PA      | $25912.50     | 0.01%             | 2029-08-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PERUSAHAAN PENERBIT SBSN         | Perusahaan Penerbit SBSN Indonesia III                                           | CUSIP: 71567PAH3<br>LEI: 254900G208H6Q0L5B953 | Long             | DBT              | NUSS              | ID        |     200000 | PA      | $196000.00    | 0.08%             | 2027-03-29      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| PERUSAHAAN LISTRIK NEGAR         | Perusahaan Perseroan Persero PT Perusahaan Listrik Negara                        | CUSIP: 71568PAC3<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | CORP              | ID        |     250000 | PA      | $236562.50    | 0.10%             | 2027-05-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| PETROBRAS GLOBAL FINANCE         | Petrobras Global Finance BV                                                      | CUSIP: 71647NBG3<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | NL        |     200000 | PA      | $174250.00    | 0.07%             | 2050-06-03      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS              | Petroleos Mexicanos                                                              | CUSIP: 71654QCC4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     200000 | PA      | $127858.20    | 0.05%             | 2047-09-21      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| REAL HERO MERGER SUB 2           | Real Hero Merger Sub 2 Inc                                                       | CUSIP: 75602BAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      25000 | PA      | $17375.00     | 0.01%             | 2029-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| REALOGY GROUP/CO-ISSUER          | Realogy Group LLC / Realogy Co-Issuer Corp                                       | CUSIP: 75606DAL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      25000 | PA      | $18875.00     | 0.01%             | 2029-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| REALOGY GROUP/CO-ISSUER          | Realogy Group LLC / Realogy Co-Issuer Corp                                       | CUSIP: 75606DAQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      30000 | PA      | $21862.50     | 0.01%             | 2030-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| REDE D'OR FINANCE SARL           | Rede D'or Finance Sarl                                                           | CUSIP: 75735KAA7<br>LEI: 549300FDE772OLJUCP79 | Long             | DBT              | CORP              | LU        |     200000 | PA      | $184250.00    | 0.08%             | 2028-01-17      | Fixed         | 4.95%                 | No            |                  2 | On Loan: —       |
| Renaissance Home Equity Loan T   | Renaissance Home Equity Loan Trust 2004-4                                        | CUSIP: 759950EQ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     315762 | PA      | $259327.58    | 0.11%             | 2035-02-25      | Variable      | 5.82%                 | No            |                  2 | On Loan: No      |
| ROLLER BEARING CO OF AME         | Roller Bearing Co of America Inc                                                 | CUSIP: 775631AD6<br>LEI: 254900U9XW6S76H2P167 | Long             | DBT              | CORP              | US        |      25000 | PA      | $22000.00     | 0.01%             | 2029-10-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA             | Royal Bank of Canada                                                             | CUSIP: 780086UF9<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | EP               | CORP              | CA        |     200000 | PA      | $113864.11    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES          | Royal Caribbean Cruises Ltd                                                      | CUSIP: 780153BG6<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |     295000 | PA      | $235262.50    | 0.10%             | 2028-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES          | Royal Caribbean Cruises Ltd                                                      | CUSIP: 780153BL5<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |      60000 | PA      | $59850.00     | 0.03%             | 2027-08-15      | Fixed         | 11.62%                | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC               | Royalty Pharma PLC                                                               | CUSIP: 78081BAL7<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |     160000 | PA      | $111567.04    | 0.05%             | 2040-09-02      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| SBA TOWER TRUST                  | SBA Tower Trust                                                                  | CUSIP: 78403DAZ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     210000 | PA      | $209486.91    | 0.09%             | 2028-01-15      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| SBA COMMUNICATIONS CORP          | SBA Communications Corp                                                          | CUSIP: 78410GAD6<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | DBT              | CORP              | US        |     430000 | PA      | $390225.00    | 0.17%             | 2027-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SBA COMMUNICATIONS CORP          | SBA Communications Corp                                                          | CUSIP: 78410GAG9<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | DBT              | CORP              | US        |     220000 | PA      | $182927.80    | 0.08%             | 2029-02-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| SG Commercial Mortgage Securit   | SG Commercial Mortgage Securities Trust 2016-C5                                  | CUSIP: 78419CAG9<br>LEI: 549300SZQW4U3UN4A157 | Long             | ABS-MBS          | CORP              | US        |     965773 | PA      | $42088.68     | 0.02%             | 2048-10-10      | Variable      | 1.88%                 | No            |                  2 | On Loan: No      |
| SRS DISTRIBUTION INC             | SRS Distribution Inc                                                             | CUSIP: 78471RAB2<br>LEI: 549300ZQ3XP75BCYM468 | Long             | DBT              | CORP              | US        |      50000 | PA      | $44312.50     | 0.02%             | 2028-07-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                     | Centene Corp                                                                     | CUSIP: 15135BAW1<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |     300000 | PA      | $246000.00    | 0.11%             | 2030-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                     | Centene Corp                                                                     | CUSIP: 15135BAX9<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |     325000 | PA      | $254632.63    | 0.11%             | 2031-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA             | Colombia Government International Bond                                           | CUSIP: 195325DZ5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     405000 | PA      | $294594.57    | 0.13%             | 2032-04-22      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                 | COLT 2022-5 Mortgage Loan Trust                                                  | CUSIP: 19688LAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      92207 | PA      | $89544.64     | 0.04%             | 2067-04-25      | Variable      | 4.55%                 | No            |                  2 | On Loan: No      |
| Cent CLO LP                      | Columbia Cent CLO 27 Ltd                                                         | CUSIP: 19736RAY7<br>LEI: 549300066YASG4MIU864 | Long             | ABS-CBDO         | CORP              | KY        |     500000 | PA      | $452319.00    | 0.19%             | 2035-01-25      | Floating      | 8.19%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                     | Comcast Corp                                                                     | CUSIP: 20030NDG3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     125000 | PA      | $113534.75    | 0.05%             | 2030-04-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                     | Comcast Corp                                                                     | CUSIP: 20030NDU2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     106000 | PA      | $66759.22     | 0.03%             | 2056-11-01      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| COMMONBOND STUDENT LOAN TRUST    | Commonbond Student Loan Trust 2018-BGS                                           | CUSIP: 20268MAD8<br>LEI: 549300EJIXF1G1X7PN20 | Long             | ABS-O            | CORP              | US        |       8115 | PA      | $7266.22      | 0.00%             | 2045-09-25      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| COMMSCOPE INC                    | CommScope Inc                                                                    | CUSIP: 203372AX5<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |      40000 | PA      | $32250.00     | 0.01%             | 2029-09-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| COMMSCOPE TECH LLC               | CommScope Technologies LLC                                                       | CUSIP: 20338HAB9<br>LEI: M4TWC4QDOKW45N7T6Y12 | Long             | DBT              | CORP              | US        |      25000 | PA      | $17375.00     | 0.01%             | 2027-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| COMSTOCK RESOURCES INC           | Comstock Resources Inc                                                           | CUSIP: 205768AT1<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |      25000 | PA      | $21562.50     | 0.01%             | 2030-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                 | Connecticut Avenue Securities Trust 2022-R09                                     | CUSIP: 20753DAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     166485 | PA      | $166115.91    | 0.07%             | 2042-09-25      | Floating      | 6.44%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                 | Connecticut Avenue Securities Trust 2019-R02                                     | CUSIP: 20753KAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       6696 | PA      | $6698.21      | 0.00%             | 2031-08-25      | Floating      | 6.69%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT         | Western Midstream Operating LP                                                   | CUSIP: 958254AD6<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |      25000 | PA      | $20750.00     | 0.01%             | 2044-04-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT         | Western Midstream Operating LP                                                   | CUSIP: 958667AC1<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |     210000 | PA      | $183487.50    | 0.08%             | 2030-02-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| WESTERN UNION CO/THE             | Western Union Co/The                                                             | CUSIP: 959802BA6<br>LEI: 28ID94QU1140NC23S047 | Long             | DBT              | CORP              | US        |     190000 | PA      | $144749.41    | 0.06%             | 2031-03-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| WESTLAKE CORP                    | Westlake Corp                                                                    | CUSIP: 960413AX0<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |     105000 | PA      | $97578.50     | 0.04%             | 2024-08-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP             | Westpac Banking Corp                                                             | CUSIP: 961214EX7<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |     150000 | PA      | $110141.10    | 0.05%             | 2036-11-18      | Variable      | 3.02%                 | No            |                  2 | On Loan: No      |
| WRKCO INC                        | WRKCo Inc                                                                        | CUSIP: 96145DAF2<br>LEI: 549300JEB576INN13W07 | Long             | DBT              | CORP              | US        |     110000 | PA      | $105847.50    | 0.05%             | 2025-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| WILLIAM CARTER                   | William Carter Co/The                                                            | CUSIP: 96926JAC1<br>LEI: TGI2A0HXEYNQPU7TYV27 | Long             | DBT              | CORP              | US        |      25000 | PA      | $24312.50     | 0.01%             | 2027-03-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC           | Williams Cos Inc/The                                                             | CUSIP: 969457BX7<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |      30000 | PA      | $26212.08     | 0.01%             | 2030-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WILLIAMS SCOTSMAN INTL           | Williams Scotsman International Inc                                              | CUSIP: 96950GAE2<br>LEI: 549300V3TCHCBOBTGH07 | Long             | DBT              | CORP              | US        |      25000 | PA      | $22562.50     | 0.01%             | 2028-08-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| WILLIS NORTH AMERICA INC         | Willis North America Inc                                                         | CUSIP: 970648AG6<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |     115000 | PA      | $107889.55    | 0.05%             | 2028-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Wingstop Funding LLC             | Wingstop Funding LLC                                                             | CUSIP: 974153AB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     247500 | PA      | $209315.40    | 0.09%             | 2050-12-05      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| WOLVERINE WORLD WIDE             | Wolverine World Wide Inc                                                         | CUSIP: 978097AG8<br>LEI: 549300OVC7PK14LQ8D87 | Long             | DBT              | CORP              | US        |      25000 | PA      | $18593.75     | 0.01%             | 2029-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TRAVEL + LEISURE CO              | Travel + Leisure Co                                                              | CUSIP: 98310WAS7<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | DBT              | CORP              | US        |      69000 | PA      | $67533.75     | 0.03%             | 2026-07-31      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| WYNDHAM HOTELS & RESORTS         | Wyndham Hotels & Resorts Inc                                                     | CUSIP: 98311AAB1<br>LEI: 549300FE3MQ4RVXXC673 | Long             | DBT              | CORP              | US        |     130000 | PA      | $116675.00    | 0.05%             | 2028-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| WYNN LAS VEGAS LLC/CORP          | Wynn Las Vegas LLC / Wynn Las Vegas Capital Corp                                 | CUSIP: 983130AX3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      25000 | PA      | $22500.00     | 0.01%             | 2027-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| XHR LP                           | XHR LP                                                                           | CUSIP: 98372MAC9<br>LEI: 549300M88BPT83ZL2164 | Long             | DBT              | CORP              | US        |      25000 | PA      | $20687.50     | 0.01%             | 2029-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| YUM! BRANDS INC                  | Yum! Brands Inc                                                                  | CUSIP: 988498AL5<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |     352000 | PA      | $322960.00    | 0.14%             | 2030-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| YUM! BRANDS INC                  | Yum! Brands Inc                                                                  | CUSIP: 988498AN1<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |     420000 | PA      | $350700.00    | 0.15%             | 2031-03-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                 | Connecticut Avenue Securities Trust 2022-R03                                     | CUSIP: 20753XAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      24045 | PA      | $23894.65     | 0.01%             | 2042-03-25      | Floating      | 6.03%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                 | Connecticut Avenue Securities Trust 2022-R04                                     | CUSIP: 20753YCH3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      52076 | PA      | $51840.49     | 0.02%             | 2042-03-25      | Floating      | 5.93%                 | No            |                  2 | On Loan: No      |
| YUM! BRANDS INC                  | Yum! Brands Inc                                                                  | CUSIP: 988498AP6<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |     175000 | PA      | $154875.00    | 0.07%             | 2032-01-31      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ZAYO GROUP HOLDINGS INC          | Zayo Group Holdings Inc                                                          | CUSIP: 98919VAB1<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | DBT              | CORP              | US        |      25000 | PA      | $14218.75     | 0.01%             | 2028-03-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Zaxby's Funding LLC              | ZAXBY'S FUNDING LLC                                                              | CUSIP: 98920MAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     148125 | PA      | $119139.11    | 0.05%             | 2051-07-30      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| ZIMMER BIOMET HOLDINGS           | Zimmer Biomet Holdings Inc                                                       | CUSIP: 98956PAU6<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |     145000 | PA      | $134916.41    | 0.06%             | 2024-11-22      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK          | Inter-American Development Bank                                                  | CUSIP: BV4039590<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | CORP              | AU        |     135000 | PA      | $87811.81     | 0.04%             | 2026-01-29      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| INTL FINANCE CORP                | International Finance Corp                                                       | CUSIP: BY4490649<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | CORP              | AU        |     310000 | PA      | $207347.00    | 0.09%             | 2026-02-24      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| N/A                              | AUD/NZD FWD 20230118                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $-329.24      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                              | AUD/NZD FWD 20230118                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $22982.94     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                              | AUD/USD FWD 20230118                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $-47324.76    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                              | AUD/USD FWD 20230118                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $28423.19     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                 | Connecticut Avenue Securities Trust 2022-R05                                     | CUSIP: 20754DAB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     240000 | PA      | $232215.38    | 0.10%             | 2042-04-25      | Floating      | 6.93%                 | 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        |        927 | PA      | $925.45       | 0.00%             | 2039-09-25      | Floating      | 6.49%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                 | Connecticut Avenue Securities Trust 2022-R01                                     | CUSIP: 20754LAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      61758 | PA      | $60930.74     | 0.03%             | 2041-12-25      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                 | Connecticut Avenue Securities Trust 2022-R06                                     | CUSIP: 20754NAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      86191 | PA      | $87251.25     | 0.04%             | 2042-05-25      | Floating      | 6.68%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                 | Connecticut Avenue Securities Trust 2020-R02                                     | CUSIP: 20754WAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     201313 | PA      | $198130.03    | 0.08%             | 2040-01-25      | Floating      | 6.39%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                 | Connecticut Avenue Securities Trust 2022-R08                                     | CUSIP: 20755DAB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     300000 | PA      | $301149.93    | 0.13%             | 2042-07-25      | Floating      | 7.53%                 | No            |                  2 | On Loan: No      |
| CONSENSUS CLOUD SOLUTION         | Consensus Cloud Solutions Inc                                                    | CUSIP: 20848VAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      25000 | PA      | $22781.25     | 0.01%             | 2028-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC         | Constellation Brands Inc                                                         | CUSIP: 21036PBE7<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |     125000 | PA      | $109802.38    | 0.05%             | 2029-08-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC         | Constellation Brands Inc                                                         | CUSIP: 21036PBF4<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |       5000 | PA      | $4256.95      | 0.00%             | 2030-05-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL RESOURCES            | Continental Resources Inc/OK                                                     | CUSIP: 212015AT8<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |     307000 | PA      | $284742.50    | 0.12%             | 2031-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL RESOURCES            | Continental Resources Inc/OK                                                     | CUSIP: 212015AV3<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |     246000 | PA      | $182347.50    | 0.08%             | 2032-04-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| CORELOGIC INC                    | CoreLogic Inc                                                                    | CUSIP: 21871DAD5<br>LEI: 54930086CD8K2UIL0516 | Long             | DBT              | CORP              | US        |      25000 | PA      | $19125.00     | 0.01%             | 2028-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC         | Corebridge Financial Inc                                                         | CUSIP: 21871XAN9<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |     251000 | PA      | $232599.69    | 0.10%             | 2052-12-15      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| COTY INC                         | Coty Inc                                                                         | CUSIP: 222070AE4<br>LEI: 549300BO9IWPF3S48F93 | Long             | DBT              | CORP              | US        |      30000 | PA      | $28500.00     | 0.01%             | 2026-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CRESTWOOD MID PARTNER LP         | Crestwood Midstream Partners LP / Crestwood Midstream Finance Corp               | CUSIP: 226373AP3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      25000 | PA      | $24312.50     | 0.01%             | 2025-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CROCS INC                        | Crocs Inc                                                                        | CUSIP: 227046AB5<br>LEI: 549300B0J6YCXD63OG72 | Long             | DBT              | CORP              | US        |      25000 | PA      | $20343.75     | 0.01%             | 2031-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                 | Crown Castle Inc                                                                 | CUSIP: 22822VAH4<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |     120000 | PA      | $111551.76    | 0.05%             | 2027-09-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                 | Crown Castle Inc                                                                 | CUSIP: 22822VAS0<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |      36000 | PA      | $32715.76     | 0.01%             | 2025-07-15      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                 | Crown Castle Inc                                                                 | CUSIP: 22822VAT8<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |      40000 | PA      | $31909.44     | 0.01%             | 2031-01-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| CUSHMAN & WAKEFIELD US           | Cushman & Wakefield US Borrower LLC                                              | CUSIP: 23166MAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      25000 | PA      | $23843.75     | 0.01%             | 2028-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| DB Master Finance LLC            | DB Master Finance LLC                                                            | CUSIP: 233046AK7<br>LEI: 549300F17UZJL70BPB08 | Long             | ABS-O            | CORP              | US        |      87075 | PA      | $80498.05     | 0.03%             | 2049-05-20      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| DBUBS Mortgage Trust             | DBUBS 2011-LC2 Mortgage Trust                                                    | CUSIP: 23305XAL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       6896 | PA      | $6621.60      | 0.00%             | 2044-07-10      | Floating      | 4.00%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                    | DTE Energy Co                                                                    | CUSIP: 233331BD8<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |      60000 | PA      | $58667.46     | 0.03%             | 2024-11-01      | Variable      | 4.22%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                    | DTE Energy Co                                                                    | CUSIP: 233331BG1<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |      75000 | PA      | $67837.88     | 0.03%             | 2025-06-01      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| DT MIDSTREAM INC                 | DT Midstream Inc                                                                 | CUSIP: 23345MAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      25000 | PA      | $21250.00     | 0.01%             | 2029-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| DANAHER CORP                     | Danaher Corp                                                                     | CUSIP: 235851409<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EP               | CORP              | US        |        225 | NS      | $305223.75    | 0.13%             |  |  |  | No            |                  1 | On Loan: —       |
| N/A                              | AUD/USD FWD 20230203                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $-23104.26    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                              | AUD/USD FWD 20230203                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $23959.18     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT          | Mexican Bonos                                                                    | CUSIP: EG1116375<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     110200 | PA      | $536442.59    | 0.23%             | 2027-06-03      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES          | Philippine Government International Bond                                         | CUSIP: 718286BM8<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    5000000 | PA      | $82314.84     | 0.04%             | 2036-01-14      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT             | Indonesia Treasury Bond                                                          | CUSIP: EI4133860<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 1606000000 | PA      | $109951.81    | 0.05%             | 2026-09-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT             | Indonesia Treasury Bond                                                          | CUSIP: EJ3146325<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 1631000000 | PA      | $102558.91    | 0.04%             | 2028-05-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT          | Mexican Bonos                                                                    | CUSIP: EI8047355<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     220500 | PA      | $1065011.91   | 0.46%             | 2031-05-29      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT             | Indonesia Treasury Bond                                                          | CUSIP: EJ3390386<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 1779000000 | PA      | $110916.81    | 0.05%             | 2033-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| NORWEGIAN GOVERNMENT             | Norway Government Bond                                                           | CUSIP: EJ2026312<br>LEI: 549300L0BT3FJTN9MX24 | Long             | DBT              | NUSS              | NO        |    2650000 | PA      | $269333.35    | 0.12%             | 2023-05-24      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT              | Malaysia Government Bond                                                         | CUSIP: EJ6316693<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     980000 | PA      | $216525.49    | 0.09%             | 2033-04-15      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| NORDEA EIENDOMSKREDITT           | Nordea Eiendomskreditt AS                                                        | CUSIP: AX3200455<br>LEI: 549300TTWFTM3HRP0618 | Long             | DBT              | CORP              | NO        |    1000000 | PA      | $102278.29    | 0.04%             | 2024-06-19      | Floating      | 3.56%                 | No            |                  2 | On Loan: No      |
| N/A                              | FVA 5Y5Y30Y FWD PREMIUM 1800                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    2436500 | NC      | $-11650.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                              | FVA 5Y5Y30Y FWD PREMIUM 1752.5                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     775000 | NC      | $-699.41      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                              | FVA 5Y5Y30Y FWD PREM 1750                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     775000 | NC      | $-712.70      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DARLING INGREDIENTS INC          | Darling Ingredients Inc                                                          | CUSIP: 237266AJ0<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | DBT              | CORP              | US        |     290000 | PA      | $284925.00    | 0.12%             | 2030-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DAVITA INC                       | DaVita Inc                                                                       | CUSIP: 23918KAS7<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |      25000 | PA      | $20125.00     | 0.01%             | 2030-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| N/A                              | FWDP 1Y RTR 2.75 30-JUN-2027                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   -9919300 | NC      | $-4384.33     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                              | FWDP 1Y RTP 2.75 30-JUN-2027                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   -9919300 | NC      | $-42613.31    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                              | IRS REC FIXED 3.39295% 08/25/2024                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |          1 | NC      | $-150900.93   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                              | 10Y RTR 3.88 09-MAY-2023                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   -3498000 | NC      | $-50087.86    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                              | 10Y RTP 3.88 09-MAY-2023                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   -3498000 | NC      | $-151347.97   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                              | 10Y RTR 3.79 10-MAY-2023                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   -3498000 | NC      | $-134232.25   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                              | 10Y RTP 3.79 10-MAY-2023                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   -3498000 | NC      | $-58563.52    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                              | 10Y RTP 3.82 09-MAY-2023                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   -1749000 | NC      | $-27721.65    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                              | 10Y RTP 3.815 09-MAY-2023                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   -3498000 | NC      | $-55908.53    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                              | 10Y RTR 3.815 09-MAY-2023                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   -3498000 | NC      | $-138583.76   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                              | 10Y RTR 3.82 09-MAY-2023                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   -1749000 | NC      | $-69772.86    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                              | IRS REC FIXED 3.4825% 05/10/2033                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |          1 | NC      | $-2446.18     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DEALER TIRE LLC/DT ISSR          | Dealer Tire LLC / DT Issuer LLC                                                  | CUSIP: 24229JAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       5000 | PA      | $4375.00      | 0.00%             | 2028-02-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Deephaven Residential Mortgage   | Deephaven Residential Mortgage Trust 2022-2                                      | CUSIP: 24380XAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     546470 | PA      | $519719.90    | 0.22%             | 2067-03-25      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| N/A                              | IRS REC FIXED 3.47549% 05/10/2033                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |          1 | NC      | $-2135.14     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                              | IRS REC FIXED 3.47272% 05/10/2033                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |          1 | NC      | $-2334.46     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DELEK LOG PART/FINANCE           | Delek Logistics Partners LP / Delek Logistics Finance Corp                       | CUSIP: 24665FAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      25000 | PA      | $24375.00     | 0.01%             | 2025-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| EQT CORP                         | EQT Corp                                                                         | CUSIP: 26884LAF6<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |      67000 | PA      | $61807.50     | 0.03%             | 2027-10-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| N/A                              | 2Y RTP 4.25 15-NOV-2027                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   -4211000 | NC      | $-47066.35    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                              | IRS REC FIXED 3.28878% 05/10/2033                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |          1 | NC      | $-17122.13    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                              | IRS REC FIXED 3.345% 05/10/2033                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |          1 | NC      | $-7431.48     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                              | IRS REC FIXED 3.212% 05/11/2033                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |          1 | NC      | $-12640.54    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                              | IRS REC FIXED 3.172% 5/11/2033                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |          1 | NC      | $-11968.70    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                              | IRS REC FIXED 3.12945% 5/11/2033                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |          1 | NC      | $-13499.48    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| EQT CORP                         | EQT Corp                                                                         | CUSIP: 26884LAN9<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |     550000 | PA      | $468875.00    | 0.20%             | 2031-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: —       |
| EQM MIDSTREAM PARTNERS L         | EQM Midstream Partners LP                                                        | CUSIP: 26885BAF7<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |       4000 | PA      | $3870.00      | 0.00%             | 2025-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                              | IRS REC FIXED 3.1047% 5/11/2033                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |          1 | NC      | $-28757.96    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                              | IRS REC FIXED 3.15366% 05/10/2033                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |          1 | NC      | $-15181.61    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| EQM MIDSTREAM PARTNERS L         | EQM Midstream Partners LP                                                        | CUSIP: 26885BAL4<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |      65000 | PA      | $52893.75     | 0.02%             | 2031-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| EARTHSTONE ENERGY HOL            | Earthstone Energy Holdings LLC                                                   | CUSIP: 27034RAA1<br>LEI: 549300HGVO86L8G72J25 | Long             | DBT              | CORP              | US        |      25000 | PA      | $23812.50     | 0.01%             | 2027-04-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| N/A                              | 10Y RTP 2.995000 07-JUN-2023                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   -1749000 | NC      | $-20262.17    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| ECOPETROL SA                     | Ecopetrol SA                                                                     | CUSIP: 279158AJ8<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |      95000 | PA      | $66500.00     | 0.03%             | 2045-05-28      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                     | Ecopetrol SA                                                                     | CUSIP: 279158AL3<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |      45000 | PA      | $42300.00     | 0.02%             | 2026-06-26      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                     | Ecopetrol SA                                                                     | CUSIP: 279158AN9<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |     145000 | PA      | $131406.25    | 0.06%             | 2030-04-29      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                     | Ecopetrol SA                                                                     | CUSIP: 279158AP4<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |     140000 | PA      | $107100.00    | 0.05%             | 2031-11-02      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                     | Ecopetrol SA                                                                     | CUSIP: 279158AQ2<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |     300000 | PA      | $201750.00    | 0.09%             | 2051-11-02      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAIN INC            | Caesars Entertainment Inc                                                        | CUSIP: 28470RAH5<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |      25000 | PA      | $24312.50     | 0.01%             | 2025-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| EMBARQ CORP                      | Embarq Corp                                                                      | CUSIP: 29078EAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      25000 | PA      | $11500.00     | 0.00%             | 2036-06-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| ABU DHABI GOVT INT'L             | Abu Dhabi Government International Bond                                          | CUSIP: 29135LAH3<br>LEI: 213800FER4348CINTA77 | Long             | DBT              | NUSS              | AE        |     200000 | PA      | $185209.40    | 0.08%             | 2030-04-16      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| ABU DHABI GOVT INT'L             | Abu Dhabi Government International Bond                                          | CUSIP: 29135LAJ9<br>LEI: 213800FER4348CINTA77 | Long             | DBT              | NUSS              | AE        |     200000 | PA      | $169462.60    | 0.07%             | 2050-04-16      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ABU DHABI GOVT INT'L             | Abu Dhabi Government International Bond                                          | CUSIP: 29135LAM2<br>LEI: 213800FER4348CINTA77 | Long             | DBT              | NUSS              | AE        |     185000 | PA      | $152311.98    | 0.07%             | 2031-03-02      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| OVINTIV INC                      | Ovintiv Inc                                                                      | CUSIP: 292505AD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     190000 | PA      | $190462.08    | 0.08%             | 2034-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| OVINTIV INC                      | Ovintiv Inc                                                                      | CUSIP: 292505AG9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     115000 | PA      | $114445.24    | 0.05%             | 2038-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                     | Enbridge Inc                                                                     | CUSIP: 29250NAZ8<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     175000 | PA      | $152492.38    | 0.07%             | 2029-11-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| ENCINO ACQUISITION PARTN         | Encino Acquisition Partners Holdings LLC                                         | CUSIP: 29254BAA5<br>LEI: 549300BUKUEKT2UE4T49 | Long             | DBT              | CORP              | US        |      25000 | PA      | $22750.00     | 0.01%             | 2028-05-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| ENCOMPASS HEALTH CORP            | Encompass Health Corp                                                            | CUSIP: 29261AAB6<br>LEI: 549300FVRPM9DRQZRG64 | Long             | DBT              | CORP              | US        |      25000 | PA      | $22000.00     | 0.01%             | 2030-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ENERFLEX LTD                     | Enerflex Ltd                                                                     | CUSIP: 29269RAA3<br>LEI: 54930014N7872VUS3F89 | Long             | DBT              | CORP              | CA        |      15000 | PA      | $14934.08     | 0.01%             | 2027-10-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| 1011778 BC ULC                   | 1011778 BC ULC                                                                   | CUSIP: C6901LAH0<br>LEI: 549300RHSHNRWI5LLA86 | Long             | LON              | CORP              | CA        |     101936 | PA      | $100379.26    | 0.04%             | 2026-11-19      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| 1011778 BC ULC                   | 1011778 BC ULC                                                                   | CUSIP: C6901LAH0<br>LEI: 549300RHSHNRWI5LLA86 | Long             | LON              | CORP              | CA        |     342785 | PA      | $337551.08    | 0.14%             | 2026-11-19      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC            | Level 3 Financing Inc                                                            | CUSIP: 52729KAP1<br>LEI: 254900AE5FEFIJOXWL19 | Long             | LON              | CORP              | US        |     261414 | PA      | $251168.03    | 0.11%             | 2027-03-01      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| EW SCRIPPS CO                    | EW Scripps Co/The                                                                | CUSIP: 26928BAL3<br>LEI: 549300U1OW41QPKYW028 | Long             | LON              | CORP              | US        |      32838 | PA      | $32357.95     | 0.01%             | 2026-05-01      | Floating      | 6.95%                 | No            |                  2 | On Loan: No      |
| CASTLE US HOLDING CORP           | Castle US Holding Corp                                                           | CUSIP: 14852DAC5<br>LEI: 254900VXLMLPIE9ID612 | Long             | LON              | CORP              | US        |     105986 | PA      | $66042.61     | 0.03%             | 2027-01-29      | Floating      | 8.13%                 | No            |                  2 | On Loan: No      |
| LUMEN TECHNOLOGIES INC           | Lumen Technologies Inc                                                           | CUSIP: 15669GAH7<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | LON              | CORP              | US        |     486250 | PA      | $462674.17    | 0.20%             | 2027-03-15      | Floating      | 6.63%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC                     | Acrisure LLC                                                                     | CUSIP: 00488PAL9<br>LEI: 549300R0Z1Q47XRTGO22 | Long             | LON              | CORP              | US        |     133315 | PA      | $125423.59    | 0.05%             | 2027-02-15      | Floating      | 7.88%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                    | TransDigm Inc                                                                    | CUSIP: 89364MBR4<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |     180364 | PA      | $178515.67    | 0.08%             | 2025-12-09      | Floating      | 6.98%                 | No            |                  2 | On Loan: No      |
| PG&E CORP                        | PG&E Corp                                                                        | CUSIP: 69338CAH4<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | LON              | CORP              | US        |      73312 | PA      | $72854.30     | 0.03%             | 2025-06-23      | Floating      | 7.44%                 | No            |                  2 | On Loan: No      |
| MILEAGE PLUS HOLDINGS IN         | Mileage Plus Holdings LLC                                                        | CUSIP: 59921PAB2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     288000 | PA      | $296748.00    | 0.13%             | 2027-06-20      | Floating      | 10.00%                | No            |                  2 | On Loan: No      |
| GAINWELL ACQUISITION COR         | Gainwell Acquisition Corp                                                        | CUSIP: 59909TAC8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     183344 | PA      | $172572.53    | 0.07%             | 2027-10-01      | Floating      | 8.73%                 | No            |                  2 | On Loan: No      |
| CAMELOT US ACQUISITION LLC       | Camelot US Acquisition LLC                                                       | CUSIP: L2000AAD2<br>LEI: 549300U6VBJHQP2SFL81 | Long             | LON              | CORP              | US        |      96484 | PA      | $95157.10     | 0.04%             | 2026-10-31      | Floating      | 7.38%                 | No            |                  2 | On Loan: No      |
| GENESYS CLOUD SERVICES           | Genesys Cloud Services Holdings II LLC                                           | CUSIP: 39479UAQ6<br>LEI: 549300CVRD4OUCPHWQ42 | Long             | LON              | CORP              | US        |     105058 | PA      | $101096.37    | 0.04%             | 2027-12-01      | Floating      | 8.38%                 | No            |                  2 | On Loan: No      |
| GENESYS CLOUD SERVICES           | Genesys Cloud Services Holdings II LLC                                           | CUSIP: 39479UAQ6<br>LEI: 549300CVRD4OUCPHWQ42 | Long             | LON              | CORP              | US        |      49204 | PA      | $47348.90     | 0.02%             | 2027-12-01      | Floating      | 8.38%                 | No            |                  2 | On Loan: No      |
| KRONOS ACQUISITION HOLDI         | Kronos Acquisition Holdings Inc                                                  | CUSIP: 49387TAW6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      54494 | PA      | $51985.78     | 0.02%             | 2026-12-22      | Floating      | 8.48%                 | No            |                  2 | On Loan: No      |
| KRONOS ACQUISITION HOLDI         | Kronos Acquisition Holdings Inc                                                  | CUSIP: 49387TAW6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      23231 | PA      | $22161.93     | 0.01%             | 2026-12-22      | Floating      | 8.48%                 | No            |                  2 | On Loan: No      |
| TRICORBRAUN HOLDINGS INC         | TricorBraun Holdings Inc                                                         | CUSIP: 00184NAB3<br>LEI: 2549009AB5YVVW5J1U62 | Long             | LON              | CORP              | US        |      74085 | PA      | $70862.98     | 0.03%             | 2028-03-03      | Floating      | 7.63%                 | No            |                  2 | On Loan: No      |
| ZELIS PAYMENTS BUYER INC         | Zelis Payments Buyer Inc                                                         | CUSIP: 98932TAD5<br>LEI: 549300U8NGLZN5R1Y309 | Long             | LON              | CORP              | US        |     150924 | PA      | $149557.06    | 0.06%             | 2026-09-30      | Floating      | 7.88%                 | No            |                  2 | On Loan: No      |
| PETSMART INC                     | PetSmart LLC                                                                     | CUSIP: 71677HAL9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      74062 | PA      | $72696.79     | 0.03%             | 2028-02-12      | Floating      | 8.13%                 | No            |                  2 | On Loan: No      |
| PERATON CORP                     | Peraton Corp                                                                     | CUSIP: 71360HAB3<br>LEI: 549300EQPCK07ZW63836 | Long             | LON              | CORP              | US        |     125725 | PA      | $123000.80    | 0.05%             | 2028-02-01      | Floating      | 8.13%                 | No            |                  2 | On Loan: No      |
| LUMMUS TECHNOLOGY HOLDINGS       | Lummus Technology Holdings V LLC                                                 | CUSIP: 45232UAE8<br>LEI: 549300K1Y0YC1YC1H809 | Long             | LON              | CORP              | US        |      79468 | PA      | $76289.34     | 0.03%             | 2027-06-30      | Floating      | 7.88%                 | No            |                  2 | On Loan: No      |
| VERSCEND HOLDING CORP            | Verscend Holding Corp                                                            | CUSIP: 92531HAD9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      74056 | PA      | $73732.16     | 0.03%             | 2025-08-27      | Floating      | 8.38%                 | No            |                  2 | On Loan: No      |
| HILLMAN GROUP INC                | Hillman Group Inc/The                                                            | CUSIP: 43162TAT7<br>LEI: BDPO7HREUXNPHVMSIT54 | Long             | LON              | CORP              | US        |          0 | PA      | $0.01         | 0.00%             | 2028-07-14      | Floating      | 6.79%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP                | Clarios Global LP                                                                | CUSIP: C8000CAG8<br>LEI: 549300474L1ZLXZY2P98 | Long             | LON              | CORP              | CA        |     126041 | PA      | $123940.09    | 0.05%             | 2026-04-30      | Floating      | 7.63%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP                | Clarios Global LP                                                                | CUSIP: C8000CAG8<br>LEI: 549300474L1ZLXZY2P98 | Long             | LON              | CORP              | CA        |     422604 | PA      | $415561.26    | 0.18%             | 2026-04-30      | Floating      | 7.63%                 | No            |                  2 | On Loan: No      |
| SPIN HOLDCO INC                  | Spin Holdco Inc                                                                  | CUSIP: 84850XAK8<br>LEI: 549300QAS44U2GUXGK45 | Long             | LON              | CORP              | US        |      33338 | PA      | $28286.87     | 0.01%             | 2028-03-04      | Floating      | 8.77%                 | No            |                  2 | On Loan: No      |
| BERRY GLOBAL INC                 | Berry Global Inc                                                                 | CUSIP: 08579JBG6<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | LON              | CORP              | US        |     433704 | PA      | $431043.05    | 0.18%             | 2026-07-01      | Floating      | 6.02%                 | No            |                  2 | On Loan: No      |
| PACKERS HOLDINGS LLC             | Packers Holdings LLC                                                             | CUSIP: 69519UAF9<br>LEI: 549300X0L6OJNRPME518 | Long             | LON              | CORP              | US        |      47521 | PA      | $41818.95     | 0.02%             | 2028-03-09      | Floating      | 7.54%                 | No            |                  2 | On Loan: No      |
| AADVANTAGE LOYALTY IP            | AAdvantage Loyalty IP Ltd                                                        | CUSIP: 02376CBJ3<br>LEI: N/A                  | Long             | LON              | CORP              | KY        |     130000 | PA      | $129654.85    | 0.06%             | 2028-04-20      | Floating      | 8.99%                 | No            |                  2 | On Loan: No      |
| AADVANTAGE LOYALTY IP            | AAdvantage Loyalty IP Ltd                                                        | CUSIP: 02376CBJ3<br>LEI: N/A                  | Long             | LON              | CORP              | KY        |     135000 | PA      | $134641.58    | 0.06%             | 2028-04-20      | Floating      | 8.99%                 | No            |                  2 | On Loan: No      |
| ION TRADING FINANCE LTD          | ION Trading Finance Ltd                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | IE        |     117000 | PA      | $111275.19    | 0.05%             | 2028-04-01      | Floating      | 8.42%                 | No            |                  2 | On Loan: No      |
| ALLIED UNIVERSAL HOLDCO          | Allied Universal Holdco LLC                                                      | CUSIP: 01957TAH0<br>LEI: 98450038B4549046D794 | Long             | LON              | CORP              | US        |      95530 | PA      | $90945.26     | 0.04%             | 2028-05-14      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| GOGO INTERMEDIATE HOLDIN         | Gogo Intermediate Holdings LLC                                                   | CUSIP: 38046JAB0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      64188 | PA      | $63719.57     | 0.03%             | 2028-04-30      | Floating      | 8.16%                 | No            |                  2 | On Loan: No      |
| ALLSPRING BUYER LLC              | Allspring Buyer LLC                                                              | CUSIP: 98922AAC0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     101506 | PA      | $100313.35    | 0.04%             | 2028-11-01      | Floating      | 7.75%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES INC              | United Airlines Inc                                                              | CUSIP: 90932RAJ3<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | LON              | CORP              | US        |      88650 | PA      | $87782.12     | 0.04%             | 2028-04-21      | Floating      | 8.11%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES INC              | United Airlines Inc                                                              | CUSIP: 90932RAJ3<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | LON              | CORP              | US        |     375015 | PA      | $371344.07    | 0.16%             | 2028-04-21      | Floating      | 8.11%                 | No            |                  2 | On Loan: No      |
| JAZZ FINANCING LUX SARL          | Jazz Financing Lux Sarl                                                          | CUSIP: N/A<br>LEI: 635400WUEO2NSG5OIU34       | Long             | LON              | CORP              | LU        |     218228 | PA      | $216642.39    | 0.09%             | 2028-05-05      | Floating      | 7.88%                 | No            |                  2 | On Loan: No      |
| RENTPATH STUB T/L (CURRENT FACE) | RENTPATH STUB T/L (CURRENT FACE)                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3634 | PA      | $54.51        | 0.00%             | 2022-12-31      | Floating      | 7.00%                 | No            |                  2 | On Loan: No      |
| EAB GLOBAL INC                   | EAB Global Inc                                                                   | CUSIP: 26835CAC3<br>LEI: 254900WJRUVZKYEF1M36 | Long             | LON              | CORP              | US        |      78725 | PA      | $75927.51     | 0.03%             | 2028-08-16      | Floating      | 7.88%                 | No            |                  2 | On Loan: No      |
| SRS DISTRIBUTION INC             | SRS Distribution Inc                                                             | CUSIP: 78466YAN8<br>LEI: 549300ZQ3XP75BCYM468 | Long             | LON              | CORP              | US        |     108625 | PA      | $104115.43    | 0.04%             | 2028-06-04      | Floating      | 7.88%                 | No            |                  2 | On Loan: No      |
| CQP HOLDCO LP                    | CQP Holdco LP                                                                    | CUSIP: 12657QAB9<br>LEI: 549300LPL012JY5D4B69 | Long             | LON              | CORP              | US        |     180032 | PA      | $179468.90    | 0.08%             | 2028-06-04      | Floating      | 8.48%                 | No            |                  2 | On Loan: No      |
| PROOFPOINT INC                   | Proofpoint Inc                                                                   | CUSIP: 74345HAB7<br>LEI: 529900C5FODDK0WSR085 | Long             | LON              | CORP              | US        |     138950 | PA      | $133951.27    | 0.06%             | 2028-08-31      | Floating      | 7.98%                 | No            |                  2 | On Loan: No      |
| ICON LUXEMBOURG SARL             | ICON Luxembourg Sarl                                                             | CUSIP: N/A<br>LEI: 635400PUWMHSPI2DDA35       | Long             | LON              | CORP              | LU        |      63887 | PA      | $63775.44     | 0.03%             | 2028-07-01      | Floating      | 7.00%                 | No            |                  2 | On Loan: No      |
| CENGAGE LEARNING INC             | Cengage Learning Inc                                                             | CUSIP: 15134NAF3<br>LEI: 549300BYGM0FWUSVXJ88 | Long             | LON              | CORP              | US        |      98664 | PA      | $88967.63     | 0.04%             | 2026-07-14      | Floating      | 7.81%                 | No            |                  2 | On Loan: No      |
| PRA HEALTH SCIENCES INC          | PRA Health Sciences Inc                                                          | CUSIP: N/A<br>LEI: 549300R1HR1VWWHIAK47       | Long             | LON              | CORP              | US        |      15917 | PA      | $15889.70     | 0.01%             | 2028-07-01      | Floating      | 7.00%                 | No            |                  2 | On Loan: No      |
| GREAT OUTDOORS GROUP LLC         | Great Outdoors Group LLC                                                         | CUSIP: 07014QAN1<br>LEI: 549300IYLDI2E8I2AU46 | Long             | LON              | CORP              | US        |     121602 | PA      | $117118.03    | 0.05%             | 2028-03-05      | Floating      | 8.13%                 | No            |                  2 | On Loan: No      |
| ONEDIGITAL BORROWER LLC          | OneDigital Borrower LLC                                                          | CUSIP: 68277FAE9<br>LEI: 2549009GTKWWAO1E9X77 | Long             | LON              | CORP              | US        |     156082 | PA      | $147888.06    | 0.06%             | 2027-11-16      | Floating      | 8.49%                 | No            |                  2 | On Loan: No      |
| INTELSAT JACKSON HLDG            | Intelsat Jackson Holdings SA                                                     | CUSIP: N/A<br>LEI: 8XJ8KF85PBKK1TLMFN29       | Long             | LON              | CORP              | LU        |      96968 | PA      | $93816.96     | 0.04%             | 2029-02-01      | Floating      | 7.44%                 | No            |                  2 | On Loan: No      |
| FERTITTA ENTERTAINMENT L         | Fertitta Entertainment LLC/NV                                                    | CUSIP: 31556PAB3<br>LEI: 984500A0805D8V551D35 | Long             | LON              | CORP              | US        |      99500 | PA      | $94799.12     | 0.04%             | 2029-01-27      | Floating      | 8.32%                 | No            |                  2 | On Loan: No      |
| TEMPO ACQUISITION LLC            | Tempo Acquisition LLC                                                            | CUSIP: 88023HAF7<br>LEI: 549300VV0B2RPMHQGA61 | Long             | LON              | CORP              | US        |      64512 | PA      | $64415.73     | 0.03%             | 2028-08-31      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| MCAFEE CORP                      | McAfee Corp                                                                      | CUSIP: 57906HAD9<br>LEI: 2549009UKR8UEZYVCR93 | Long             | LON              | CORP              | US        |      84788 | PA      | $79155.07     | 0.03%             | 2029-03-01      | Floating      | 7.97%                 | No            |                  2 | On Loan: No      |
| HUNTER DOUGLAS INC               | Hunter Douglas Inc                                                               | CUSIP: N/A<br>LEI: 529900811T142NS3H544       | Long             | LON              | CORP              | US        |     138496 | PA      | $122556.58    | 0.05%             | 2029-02-25      | Floating      | 7.86%                 | 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        |      30000 | PA      | $27487.50     | 0.01%             | 2027-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ILLUMINATE BUYER/HLDG            | Illuminate Buyer LLC / Illuminate Holdings IV Inc                                | CUSIP: 45232TAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      25000 | PA      | $20781.25     | 0.01%             | 2028-07-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| IMOLA MERGER CORP                | Imola Merger Corp                                                                | CUSIP: 45258LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      25000 | PA      | $21687.50     | 0.01%             | 2029-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CRESCENT ENERGY FINANCE          | Crescent Energy Finance LLC                                                      | CUSIP: 45344LAA1<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |      25000 | PA      | $23750.00     | 0.01%             | 2026-05-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| INDIAN RAILWAY FINANCE           | Indian Railway Finance Corp Ltd                                                  | CUSIP: 45434L2A1<br>LEI: 335800F2JHSOGXQEBY56 | Long             | DBT              | CORP              | IN        |     200000 | PA      | $172957.60    | 0.07%             | 2030-02-13      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA            | Indonesia Government International Bond                                          | CUSIP: 455780CN4<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |     200000 | PA      | $154241.40    | 0.07%             | 2049-10-30      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA            | Indonesia Government International Bond                                          | CUSIP: 455780CS3<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |     200000 | PA      | $187748.00    | 0.08%             | 2030-10-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: —       |
| HUNTER DOUGLAS INC               | Hunter Douglas Inc                                                               | CUSIP: N/A<br>LEI: 529900811T142NS3H544       | Long             | LON              | CORP              | US        |      51029 | PA      | $45155.99     | 0.02%             | 2029-02-25      | Floating      | 7.86%                 | No            |                  2 | On Loan: No      |
| SCIENTIFIC GAMES INTERNATIO      | Scientific Games International Inc                                               | CUSIP: N/A<br>LEI: RLTHESQ0RNFQJWPBJN60       | Long             | LON              | CORP              | US        |      74812 | PA      | $73984.33     | 0.03%             | 2029-04-14      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA            | Indonesia Government International Bond                                          | CUSIP: 455780CW4<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |     200000 | PA      | $144746.00    | 0.06%             | 2051-03-12      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| INSTALLED BUILDING PRODU         | Installed Building Products Inc                                                  | CUSIP: 45780RAA9<br>LEI: 549300I95Y9P9YM5FI86 | Long             | DBT              | CORP              | US        |      25000 | PA      | $22468.75     | 0.01%             | 2028-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BAUSCH + LOMB CORP               | Bausch + Lomb Corp                                                               | CUSIP: N/A<br>LEI: 549300NY6OZM39SO6475       | Long             | LON              | CORP              | CA        |     159788 | PA      | $152422.89    | 0.07%             | 2027-05-10      | Floating      | 7.84%                 | No            |                  2 | On Loan: No      |
| ENVISION HEALTHCARE CORP         | Envision Healthcare Corp                                                         | CUSIP: 29373UAF8<br>LEI: 549300OL60X0LPKY8N60 | Long             | LON              | CORP              | US        |      13371 | PA      | $4679.76      | 0.00%             | 2027-03-31      | Floating      | 8.37%                 | No            |                  2 | On Loan: No      |
| ENERGIZER HOLDINGS INC           | Energizer Holdings Inc                                                           | CUSIP: 29272WAC3<br>LEI: 5493000D6NN0V57UME20 | Long             | DBT              | CORP              | US        |      50000 | PA      | $43125.00     | 0.02%             | 2028-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP               | Energy Transfer LP                                                               | CUSIP: 29273RBG3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     110000 | PA      | $107058.71    | 0.05%             | 2026-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| INTELLIGENT PACKAGING            | Intelligent Packaging Ltd Finco Inc / Intelligent Packaging Ltd Co-Issuer LLC    | CUSIP: 45827MAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      25000 | PA      | $20250.00     | 0.01%             | 2028-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| INTERFACE INC                    | Interface Inc                                                                    | CUSIP: 458665AS5<br>LEI: 549300VXZWQOIDFPU355 | Long             | DBT              | CORP              | US        |      25000 | PA      | $20500.00     | 0.01%             | 2028-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ENVISION HEALTHCARE CORP         | Envision Healthcare Corp                                                         | CUSIP: 29373UAG6<br>LEI: 549300OL60X0LPKY8N60 | Long             | LON              | CORP              | US        |      32739 | PA      | $8730.43      | 0.00%             | 2027-03-31      | Floating      | 8.33%                 | No            |                  2 | On Loan: No      |
| DELTA 2 LUX SARL                 | Delta 2 Lux Sarl                                                                 | CUSIP: N/A<br>LEI: 549300BBG8Z3D6QSYP53       | Long             | LON              | CORP              | LU        |     120000 | PA      | $120090.00    | 0.05%             | 2030-01-15      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| AXALTA COATING SYSTEMS US H      | Axalta Coating Systems US Holdings Inc                                           | CUSIP: 90347BAJ7<br>LEI: 549300NZ43V4QV4UGN28 | Long             | LON              | CORP              | US        |      65000 | PA      | $65146.25     | 0.03%             | 2029-12-20      | Floating      | 7.12%                 | No            |                  2 | On Loan: No      |
| N/A                              | MXN/USD FWD 20230113                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $-1671.81     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP          | International Bank for Reconstruction & Development                              | CUSIP: 459058HS5<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | CORP              | CA        |     260000 | PA      | $183315.36    | 0.08%             | 2025-01-16      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP          | International Bank for Reconstruction & Development                              | CUSIP: 459058KF9<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | CORP              | CA        |     145000 | PA      | $98934.12     | 0.04%             | 2027-01-19      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| N/A                              | MXN/USD FWD 20230113                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $-160.03      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                              | MXN/USD FWD 20230118                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $-46229.42    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA              | Intesa Sanpaolo SpA                                                              | CUSIP: 46115HBQ9<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |     200000 | PA      | $146106.60    | 0.06%             | 2032-06-01      | Variable      | 4.20%                 | No            |                  2 | On Loan: No      |
| INTOWN 2022-STAY                 | INTOWN 2022-STAY Mortgage Trust                                                  | CUSIP: 46117NAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     140000 | PA      | $139100.61    | 0.06%             | 2039-08-15      | Floating      | 7.62%                 | No            |                  2 | On Loan: No      |
| INVITATION HOMES OP              | Invitation Homes Operating Partnership LP                                        | CUSIP: 46188BAC6<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |     150000 | PA      | $109293.30    | 0.05%             | 2034-01-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| IRIS HOLDINGS INC                | Iris Holdings Inc                                                                | CUSIP: 46272EAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      25000 | PA      | $21450.00     | 0.01%             | 2026-02-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| N/A                              | MXN/USD FWD 20230118                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $6990.43      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MV24 CAPITAL BV                  | MV24 Capital BV                                                                  | CUSIP: AZ9204969<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     171300 | PA      | $156739.50    | 0.07%             | 2034-06-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                | Iron Mountain Inc                                                                | CUSIP: 46284VAN1<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |      25000 | PA      | $20625.00     | 0.01%             | 2031-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ISRAEL ELECTRIC CORP LTD         | Israel Electric Corp Ltd                                                         | CUSIP: 46507MAE2<br>LEI: 254900JW7GE35YNJGJ55 | Long             | DBT              | CORP              | IL        |     200000 | PA      | $200665.60    | 0.09%             | 2023-06-21      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ITALY GOV'T INT BOND             | Republic of Italy Government International Bond                                  | CUSIP: 465410CA4<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     200000 | PA      | $173330.00    | 0.07%             | 2026-02-17      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| JPMDB Commercial Mortgage Secu   | JPMDB Commercial Mortgage Securities Trust 2016-C2                               | CUSIP: 46590LAV4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     906079 | PA      | $32912.69     | 0.01%             | 2049-06-15      | Variable      | 1.49%                 | 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              | US        |     170000 | PA      | $161500.00    | 0.07%             | 2033-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| JBS USA/FOOD/FINANCE             | JBS USA LUX SA / JBS USA Food Co / JBS USA Finance Inc                           | CUSIP: 46590XAT3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     200000 | PA      | $163000.00    | 0.07%             | 2032-01-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust         | JP Morgan Mortgage Trust 2019-8                                                  | CUSIP: 46591KBE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       9335 | PA      | $8263.75      | 0.00%             | 2050-03-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust         | JP Morgan Mortgage Trust 2019-8                                                  | CUSIP: 46591KBR3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     187536 | PA      | $146653.82    | 0.06%             | 2050-03-25      | Variable      | 3.17%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust         | J.P. Morgan Mortgage Trust 2022-5                                                | CUSIP: 465977AY2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     479978 | PA      | $387957.02    | 0.17%             | 2052-09-25      | Variable      | 2.80%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Secu   | JPMBB Commercial Mortgage Securities Trust 2014-C19                              | CUSIP: 46641WAX5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   13328643 | PA      | $75321.49     | 0.03%             | 2047-04-15      | Variable      | 0.62%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Secu   | JPMBB Commercial Mortgage Securities Trust 2015-C27                              | CUSIP: 46644AAN2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     124000 | PA      | $103291.23    | 0.04%             | 2048-02-15      | Variable      | 3.81%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor   | JP Morgan Chase Commercial Mortgage Securities Trust 2018-WPT                    | CUSIP: 46645WBJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1400000 | PA      | $1215437.02   | 0.52%             | 2033-07-05      | Variable      | 5.36%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO              | JPMorgan Chase & Co                                                              | CUSIP: 46647PBK1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     791000 | PA      | $733558.37    | 0.31%             | 2026-04-22      | Variable      | 2.08%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO              | JPMorgan Chase & Co                                                              | CUSIP: 46647PBS4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     215000 | PA      | $206589.42    | 0.09%             | 2024-09-16      | Variable      | 0.65%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO              | JPMorgan Chase & Co                                                              | CUSIP: 46647PBY1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     230000 | PA      | $216802.37    | 0.09%             | 2025-02-16      | Variable      | 0.56%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO              | JPMorgan Chase & Co                                                              | CUSIP: 46647PCU8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     270000 | PA      | $219929.58    | 0.09%             | 2033-01-25      | Variable      | 2.96%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO              | JPMorgan Chase & Co                                                              | CUSIP: 46647PDG8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      50000 | PA      | $48804.56     | 0.02%             | 2028-07-25      | Variable      | 4.85%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO              | JPMorgan Chase & Co                                                              | CUSIP: 46647PDK9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     133000 | PA      | $130743.79    | 0.06%             | 2033-09-14      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor   | J.P. Morgan Chase Commercial Mortgage Securities Trust 2018-AON                  | CUSIP: 46649XAL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     382000 | PA      | $322803.22    | 0.14%             | 2031-07-05      | Variable      | 4.61%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust         | JP Morgan Mortgage Trust 2018-8                                                  | CUSIP: 46650MBF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     455067 | PA      | $386926.77    | 0.17%             | 2049-01-25      | Variable      | 4.04%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor   | J.P. Morgan Chase Commercial Mortgage Securities Trust 2019-MFP                  | CUSIP: 46651MAN6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     125000 | PA      | $117009.61    | 0.05%             | 2036-07-15      | Floating      | 6.48%                 | No            |                  2 | On Loan: No      |
| Life Financial Services Trust    | Life 2022-BMR Mortgage Trust                                                     | CUSIP: 53218DAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     270000 | PA      | $263257.97    | 0.11%             | 2039-05-15      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| Life Financial Services Trust    | Life 2022-BMR Mortgage Trust                                                     | CUSIP: 53218DAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     250000 | PA      | $242196.73    | 0.10%             | 2039-05-15      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| Life Financial Services Trust    | Life 2022-BMR Mortgage Trust                                                     | CUSIP: 53218DAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     205000 | PA      | $196352.44    | 0.08%             | 2039-05-15      | Floating      | 6.88%                 | No            |                  2 | On Loan: No      |
| LIONS GATE CAPITAL HOLD          | Lions Gate Capital Holdings LLC                                                  | CUSIP: 53627NAE1<br>LEI: 549300MWJHNLR35C0837 | Long             | DBT              | CORP              | US        |      60000 | PA      | $34500.00     | 0.01%             | 2029-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                   | Lowe's Cos Inc                                                                   | CUSIP: 548661EF0<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |      88000 | PA      | $68632.87     | 0.03%             | 2062-04-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                   | Lowe's Cos Inc                                                                   | CUSIP: 548661EM5<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |      35000 | PA      | $33477.89     | 0.01%             | 2053-04-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| LSTAR Commercial Mortgage Trus   | LSTAR Commercial Mortgage Trust 2017-5                                           | CUSIP: 54910TBA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1917020 | PA      | $39410.86     | 0.02%             | 2050-03-10      | Variable      | 0.79%                 | No            |                  2 | On Loan: No      |
| MFRA Trust                       | MFA 2020-NQM3 Trust                                                              | CUSIP: 552757AC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     129079 | PA      | $112855.25    | 0.05%             | 2065-01-26      | Variable      | 1.63%                 | No            |                  2 | On Loan: No      |
| MC BRAZIL DWNSTRM                | MC Brazil Downstream Trading SARL                                                | CUSIP: 55292WAA8<br>LEI: 213800T2A7R9TYNXZI63 | Long             | DBT              | CORP              | LU        |     200000 | PA      | $166000.00    | 0.07%             | 2031-06-30      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| MGM RESORTS INTL                 | MGM Resorts International                                                        | CUSIP: 552953CH2<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |      20000 | PA      | $17450.00     | 0.01%             | 2028-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| M/I HOMES INC                    | M/I Homes Inc                                                                    | CUSIP: 55305BAV3<br>LEI: 5299005M71FH9CCSFB69 | Long             | DBT              | CORP              | US        |      25000 | PA      | $20156.25     | 0.01%             | 2030-02-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| MHC Commercial Mortgage Trust    | MHC Commercial Mortgage Trust 2021-MHC                                           | CUSIP: 55316VAL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     300000 | PA      | $281256.27    | 0.12%             | 2038-04-15      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| MPH ACQUISITION HOLDINGS         | MPH Acquisition Holdings LLC                                                     | CUSIP: 553283AC6<br>LEI: 5493002WXOPRPTXWTU06 | Long             | DBT              | CORP              | US        |      25000 | PA      | $16781.25     | 0.01%             | 2028-11-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| MPT OPER PARTNERSP/FINL          | MPT Operating Partnership LP / MPT Finance Corp                                  | CUSIP: 55342UAM6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      25000 | PA      | $17031.25     | 0.01%             | 2031-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MSCI INC                         | MSCI Inc                                                                         | CUSIP: 55354GAK6<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |     340000 | PA      | $282200.00    | 0.12%             | 2030-09-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| MSCI INC                         | MSCI Inc                                                                         | CUSIP: 55354GAL4<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |     155000 | PA      | $128456.25    | 0.06%             | 2031-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MSCI INC                         | MSCI Inc                                                                         | CUSIP: 55354GAM2<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |     166000 | PA      | $137780.00    | 0.06%             | 2031-11-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| MSCI INC                         | MSCI Inc                                                                         | CUSIP: 55354GAQ3<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |      80000 | PA      | $61800.00     | 0.03%             | 2033-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| MSCG Trust                       | MSCG Trust 2018-SELF                                                             | CUSIP: 55358PAQ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     137081 | PA      | $127724.84    | 0.05%             | 2037-10-15      | Floating      | 7.37%                 | No            |                  2 | On Loan: No      |
| MACQUARIE GROUP LTD              | Macquarie Group Ltd                                                              | CUSIP: 55608JBF4<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | AU        |     130000 | PA      | $129072.20    | 0.06%             | 2026-08-09      | Variable      | 5.11%                 | No            |                  2 | On Loan: No      |
| MACY'S RETAIL HLDGS LLC          | Macy's Retail Holdings LLC                                                       | CUSIP: 55617LAR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      25000 | PA      | $21000.00     | 0.01%             | 2032-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| MADISON IAQ LLC                  | Madison IAQ LLC                                                                  | CUSIP: 55760LAA5<br>LEI: 549300IXDNBXNHUPBU73 | Long             | DBT              | CORP              | US        |      40000 | PA      | $33400.00     | 0.01%             | 2028-06-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd         | Madison Park Funding XXI Ltd                                                     | CUSIP: 55820JBJ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     250000 | PA      | $236199.25    | 0.10%             | 2032-10-15      | Floating      | 6.28%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC         | Warnermedia Holdings Inc                                                         | CUSIP: 55903VAG8<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |     120000 | PA      | $108221.16    | 0.05%             | 2027-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| MICHAELS COS INC/THE             | Michaels Cos Inc/The                                                             | CUSIP: 55916AAA2<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |       5000 | PA      | $4000.00      | 0.00%             | 2028-05-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MARB BONDCO PLC                  | MARB BondCo PLC                                                                  | CUSIP: 566007AC4<br>LEI: 254900PVA1EU6QM1JN57 | Long             | DBT              | CORP              | GB        |     400000 | PA      | $306637.60    | 0.13%             | 2031-01-29      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Marlette Funding Trust           | Marlette Funding Trust 2022-3                                                    | CUSIP: 57109NAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     125246 | PA      | $124265.18    | 0.05%             | 2032-11-15      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| Mosaic Solar Loans LLC           | Mosaic Solar Loan Trust 2018-1                                                   | CUSIP: 61946FAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     179066 | PA      | $164306.94    | 0.07%             | 2043-06-22      | Fixed         | 4.01%                 | No            |                  2 | On Loan: No      |
| Mosaic Solar Loans LLC           | Mosaic Solar Loan Trust 2018-2-GS                                                | CUSIP: 61946LAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     188775 | PA      | $173822.72    | 0.07%             | 2044-02-22      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Mosaic Solar Loans LLC           | Mosaic Solar Loan Trust 2018-2-GS                                                | CUSIP: 61946LAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     235368 | PA      | $222791.03    | 0.10%             | 2044-02-22      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP              | Medline Borrower LP                                                              | CUSIP: 62482BAA0<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |      25000 | PA      | $20000.00     | 0.01%             | 2029-04-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MINEJESA CAPITAL BV              | Minejesa Capital BV                                                              | CUSIP: AO6253790<br>LEI: 549300KS7ERCP10BKC35 | Long             | DBT              | CORP              | NL        |     200000 | PA      | $175500.00    | 0.08%             | 2030-08-10      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| MINEJESA CAPITAL BV              | Minejesa Capital BV                                                              | CUSIP: AO6253857<br>LEI: 549300KS7ERCP10BKC35 | Long             | DBT              | CORP              | NL        |     400000 | PA      | $312500.00    | 0.13%             | 2037-08-10      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP              | Medline Borrower LP                                                              | CUSIP: 62482BAB8<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |      55000 | PA      | $43587.50     | 0.02%             | 2029-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MURPHY OIL CORP                  | Murphy Oil Corp                                                                  | CUSIP: 626717AN2<br>LEI: QBKYQD0ODE7DC7PDIN91 | Long             | DBT              | CORP              | US        |      25000 | PA      | $24093.75     | 0.01%             | 2028-07-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| N/A                              | NOK/USD FWD 20230118                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $-22335.29    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                              | NOK/USD FWD 20230118                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $2834.59      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MURPHY OIL USA INC               | Murphy Oil USA Inc                                                               | CUSIP: 626738AD0<br>LEI: N32S6DTR2ZZ5222WHV58 | Long             | DBT              | CORP              | US        |      25000 | PA      | $24156.25     | 0.01%             | 2027-05-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| MVW Owner Trust                  | MVW Owner Trust 2018-1                                                           | CUSIP: 62848BAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      23031 | PA      | $22081.55     | 0.01%             | 2036-01-21      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| NCR CORP                         | NCR Corp                                                                         | CUSIP: 62886EBA5<br>LEI: 549300YKTY8JX1DV2R67 | Long             | DBT              | CORP              | US        |      25000 | PA      | $20750.00     | 0.01%             | 2029-04-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD              | NCL Corp Ltd                                                                     | CUSIP: 62886HBE0<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |      30000 | PA      | $25875.00     | 0.01%             | 2027-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD              | NCL Corp Ltd                                                                     | CUSIP: 62886HBG5<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |      25000 | PA      | $19000.00     | 0.01%             | 2029-02-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| NGL ENRGY OP/FIN CORP            | NGL Energy Operating LLC / NGL Energy Finance Corp                               | CUSIP: 62922LAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      35000 | PA      | $31062.50     | 0.01%             | 2026-02-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                   | NRG Energy Inc                                                                   | CUSIP: 629377CR1<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |      60000 | PA      | $45525.00     | 0.02%             | 2031-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA           | NXP BV / NXP Funding LLC / NXP USA Inc                                           | CUSIP: 62954HAZ1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     235000 | PA      | $223837.50    | 0.10%             | 2026-06-18      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| N/A                              | NOK/USD FWD 20230203                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $22.76        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NYT Mortgage Trust               | BF 2019-NYT Mortgage Trust                                                       | CUSIP: 62954PAN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     325000 | PA      | $267727.95    | 0.11%             | 2035-12-15      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP         | National Rural Utilities Cooperative Finance Corp                                | CUSIP: 637432MT9<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |     167000 | PA      | $156145.00    | 0.07%             | 2043-04-30      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| NATIONSTAR MTG HLD INC           | Nationstar Mortgage Holdings Inc                                                 | CUSIP: 63861CAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      25000 | PA      | $19125.00     | 0.01%             | 2030-12-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| NATIONSTAR MTG HLD INC           | Nationstar Mortgage Holdings Inc                                                 | CUSIP: 63861CAE9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      65000 | PA      | $50050.00     | 0.02%             | 2031-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NATURA COSMETICOS SA             | Natura Cosmeticos SA                                                             | CUSIP: 63883KAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | BR        |     200000 | PA      | $163750.00    | 0.07%             | 2028-05-03      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust       | Navient Private Education Refi Loan Trust 2020-H                                 | CUSIP: 63935BAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      95531 | PA      | $84767.75     | 0.04%             | 2069-01-15      | Fixed         | 1.31%                 | No            |                  2 | On Loan: No      |
| NAVIENT CORP                     | Navient Corp                                                                     | CUSIP: 63938CAK4<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |      20000 | PA      | $17475.00     | 0.01%             | 2027-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NAVIENT CORP                     | Navient Corp                                                                     | CUSIP: 63938CAL2<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |      25000 | PA      | $20437.50     | 0.01%             | 2028-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust       | Navient Private Education Refi Loan Trust 2021-F                                 | CUSIP: 63942GAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     497622 | PA      | $419643.84    | 0.18%             | 2070-02-18      | Fixed         | 1.11%                 | No            |                  2 | On Loan: No      |
| Neighborly Issuer LLC            | Neighborly Issuer LLC                                                            | CUSIP: 64016NAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     492500 | PA      | $393738.48    | 0.17%             | 2051-04-30      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| NESCO HOLDINGS II INC            | NESCO Holdings II Inc                                                            | CUSIP: 64083YAA9<br>LEI: 254900FAHT0HW9T6L409 | Long             | DBT              | CORP              | US        |      15000 | PA      | $13200.00     | 0.01%             | 2029-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NETAPP INC                       | NetApp Inc                                                                       | CUSIP: 64110DAL8<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | DBT              | CORP              | US        |     115000 | PA      | $105535.39    | 0.05%             | 2025-06-22      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| NETFLIX INC                      | Netflix Inc                                                                      | CUSIP: 64110LAT3<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |      15000 | PA      | $15075.00     | 0.01%             | 2028-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd         | Neuberger Berman Loan Advisers Clo 40 Ltd                                        | CUSIP: 64134JAE3<br>LEI: 549300Y2YE54ON4DJE28 | Long             | ABS-CBDO         | CORP              | KY        |     250000 | PA      | $234394.00    | 0.10%             | 2033-04-16      | Floating      | 5.83%                 | No            |                  2 | On Loan: No      |
| NEW ENTERPRISE STONE & L         | New Enterprise Stone & Lime Co Inc                                               | CUSIP: 644274AG7<br>LEI: 549300O5DQ5Y61B8VF38 | Long             | DBT              | CORP              | US        |      25000 | PA      | $23093.75     | 0.01%             | 2028-07-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| NewRez Warehouse Securitizatio   | NewRez Warehouse Securitization Trust 2021-1                                     | CUSIP: 65246PAF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1000000 | PA      | $958766.40    | 0.41%             | 2055-05-25      | Floating      | 9.64%                 | No            |                  2 | On Loan: No      |
| NEWS CORP                        | News Corp                                                                        | CUSIP: 65249BAA7<br>LEI: 549300ITS31QK8VRBQ14 | Long             | DBT              | CORP              | US        |     395000 | PA      | $337725.00    | 0.14%             | 2029-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| NEWS CORP                        | News Corp                                                                        | CUSIP: 65249BAB5<br>LEI: 549300ITS31QK8VRBQ14 | Long             | DBT              | CORP              | US        |      20000 | PA      | $18200.00     | 0.01%             | 2032-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY INC               | NextEra Energy Inc                                                               | CUSIP: 65339F713<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      11700 | NS      | $587223.00    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXTERA ENERGY INC               | NextEra Energy Inc                                                               | CUSIP: 65339F739<br>LEI: N/A                  | Long             | EP               | CORP              | US        |       3500 | NS      | $176715.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXTERA ENERGY CAPITAL           | NextEra Energy Capital Holdings Inc                                              | CUSIP: 65339KBK5<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     110000 | PA      | $99550.00     | 0.04%             | 2079-05-01      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| BRUNDAGE-BONE CONCRETE           | Brundage-Bone Concrete Pumping Holdings Inc                                      | CUSIP: 66981QAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      25000 | PA      | $22718.75     | 0.01%             | 2026-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NOVELIS CORP                     | Novelis Corp                                                                     | CUSIP: 670001AH9<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |      25000 | PA      | $20250.00     | 0.01%             | 2031-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| NUFARM AUSTRALIA/AMERICA         | Nufarm Australia Ltd / Nufarm Americas Inc                                       | CUSIP: 67052NAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |      20000 | PA      | $17500.00     | 0.01%             | 2030-01-27      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Oak Hill Credit Partners         | OHA Credit Partners XIII Ltd                                                     | CUSIP: 67110NAX3<br>LEI: 549300EX32IF3NZCVL73 | Long             | ABS-CBDO         | CORP              | KY        |     500000 | PA      | $473973.50    | 0.20%             | 2034-10-25      | Floating      | 7.48%                 | No            |                  2 | On Loan: No      |
| Oak Hill Credit Partners         | OHA Credit Funding 5 Ltd                                                         | CUSIP: 67113NAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     500000 | PA      | $454758.50    | 0.20%             | 2033-04-18      | Floating      | 10.44%                | No            |                  2 | On Loan: No      |
| OCCU Auto Receivables Trust      | OCCU Auto Receivables Trust 2022-1                                               | CUSIP: 67115YAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     135000 | PA      | $135430.65    | 0.06%             | 2027-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CHORD ENERGY CORP                | Chord Energy Corp                                                                | CUSIP: 674215AL2<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | DBT              | CORP              | US        |      25000 | PA      | $24187.50     | 0.01%             | 2026-06-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR         | Occidental Petroleum Corp                                                        | CUSIP: 674599CH6<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |      47000 | PA      | $43945.00     | 0.02%             | 2026-04-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR         | Occidental Petroleum Corp                                                        | CUSIP: 674599CR4<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |      31000 | PA      | $28520.00     | 0.01%             | 2026-08-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR         | Occidental Petroleum Corp                                                        | CUSIP: 674599DD4<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |      70000 | PA      | $74900.00     | 0.03%             | 2031-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR         | Occidental Petroleum Corp                                                        | CUSIP: 674599DF9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |      25000 | PA      | $25500.00     | 0.01%             | 2036-09-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                      | Oracle Corp                                                                      | CUSIP: 68389XBP9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     116000 | PA      | $91802.75     | 0.04%             | 2037-11-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| PETRORIO LUX TRAD SARL           | Petrorio Luxembourg Trading Sarl                                                 | CUSIP: 71677WAA0<br>LEI: 222100466T5WZDU1B498 | Long             | DBT              | CORP              | LU        |     200000 | PA      | $189250.00    | 0.08%             | 2026-06-09      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| SRS DISTRIBUTION INC             | SRS Distribution Inc                                                             | CUSIP: 78471RAC0<br>LEI: 549300ZQ3XP75BCYM468 | Long             | DBT              | CORP              | US        |      25000 | PA      | $20187.50     | 0.01%             | 2029-07-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| SREIT Trust                      | SREIT Trust 2021-IND                                                             | CUSIP: 78473JAQ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     164000 | PA      | $145944.65    | 0.06%             | 2038-10-15      | Floating      | 6.85%                 | No            |                  2 | On Loan: No      |
| ST MARYS CEMENT INC              | St Marys Cement Inc Canada                                                       | CUSIP: 78478EAA6<br>LEI: 5493009981WBHS86CJ89 | Long             | DBT              | CORP              | CA        |     200000 | PA      | $200000.00    | 0.09%             | 2027-01-28      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| Social Professional Loan Progr   | Sofi Professional Loan Program 2018-C Trust                                      | CUSIP: 78490D104<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      10000 | PA      | $136770.79    | 0.06%             | 2048-01-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SWF ESCROW ISSUER CORP           | SWF Escrow Issuer Corp                                                           | CUSIP: 78500AAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      20000 | PA      | $11600.00     | 0.00%             | 2029-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SABINE PASS LIQUEFACTION         | Sabine Pass Liquefaction LLC                                                     | CUSIP: 785592AS5<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |     105000 | PA      | $103031.25    | 0.04%             | 2027-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SPRINT LLC                       | Sprint LLC                                                                       | CUSIP: 85207UAK1<br>LEI: 549300ZTTY7CXOLJ6539 | Long             | DBT              | CORP              | US        |      25000 | PA      | $26250.00     | 0.01%             | 2026-03-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| STANDARD INDUSTRIES INC          | Standard Industries Inc/NJ                                                       | CUSIP: 853496AH0<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |      25000 | PA      | $18843.75     | 0.01%             | 2031-01-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| STAPLES INC                      | Staples Inc                                                                      | CUSIP: 855030AN2<br>LEI: XQM2JINI1UL7642TU573 | Long             | DBT              | CORP              | US        |      40000 | PA      | $34400.00     | 0.01%             | 2026-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| STAPLES INC                      | Staples Inc                                                                      | CUSIP: 855030AP7<br>LEI: XQM2JINI1UL7642TU573 | Long             | DBT              | CORP              | US        |      25000 | PA      | $18125.00     | 0.01%             | 2027-04-15      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST          | Starwood Property Trust Inc                                                      | CUSIP: 85571BAY1<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |      75000 | PA      | $65812.50     | 0.03%             | 2027-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| STATION CASINOS LLC              | Station Casinos LLC                                                              | CUSIP: 857691AG4<br>LEI: 5493004E7Q60TX54WL62 | Long             | DBT              | CORP              | US        |      25000 | PA      | $21750.00     | 0.01%             | 2028-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| STEVENS HOLDING CO INC           | Stevens Holding Co Inc                                                           | CUSIP: 86024TAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      25000 | PA      | $25187.50     | 0.01%             | 2026-10-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| STIFEL FINANCIAL CORP            | Stifel Financial Corp                                                            | CUSIP: 860630862<br>LEI: 549300E5F07FE5GHJX84 | Long             | EP               | CORP              | US        |       6550 | NS      | $105782.50    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| STL HOLDING CO LLC               | STL Holding Co LLC                                                               | CUSIP: 861036AA9<br>LEI: 984500BC2I63E7F48656 | Long             | DBT              | CORP              | US        |      25000 | PA      | $21625.00     | 0.01%             | 2026-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Structured Asset Securities Co   | Structured Asset Securities Corp Mortgage Loan Trust 2006-BC3                    | CUSIP: 86359PAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     497103 | PA      | $477116.95    | 0.20%             | 2036-10-25      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| STRYKER CORP                     | Stryker Corp                                                                     | CUSIP: 863667BA8<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |     145000 | PA      | $132495.93    | 0.06%             | 2025-06-15      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| STRYKER CORP                     | Stryker Corp                                                                     | CUSIP: 863667BB6<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |     225000 | PA      | $216085.95    | 0.09%             | 2023-12-01      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| SUBURBAN PROPANE PARTNRS         | Suburban Propane Partners LP/Suburban Energy Finance Corp                        | CUSIP: 864486AL9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      45000 | PA      | $38587.50     | 0.02%             | 2031-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SUNCOKE ENERGY INC               | SunCoke Energy Inc                                                               | CUSIP: 86722AAD5<br>LEI: 1KF1J2NXQE2PI0QOB943 | Long             | DBT              | CORP              | US        |      65000 | PA      | $55331.25     | 0.02%             | 2029-06-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Sunnova Sol Issuer,LLC           | Sunnova Sol II Issuer LLC                                                        | CUSIP: 86745PAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     474554 | PA      | $374560.18    | 0.16%             | 2055-11-01      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP/FINANCE CORP           | Sunoco LP / Sunoco Finance Corp                                                  | CUSIP: 86765LAQ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      35000 | PA      | $34387.50     | 0.01%             | 2027-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP/FINANCE CORP           | Sunoco LP / Sunoco Finance Corp                                                  | CUSIP: 86765LAT4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      40000 | PA      | $34900.00     | 0.01%             | 2029-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SUNRUN CALLISTO ISSUER LLC       | Sunrun Xanadu Issuer 2019-1 LLC                                                  | CUSIP: 86773PAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     109125 | PA      | $100550.63    | 0.04%             | 2054-06-30      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| SUPERIOR PLUS/GEN PRTNR          | Superior Plus LP / Superior General Partner Inc                                  | CUSIP: 86828LAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      40000 | PA      | $34150.00     | 0.01%             | 2029-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL              | Synchrony Financial                                                              | CUSIP: 87165BAR4<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |     235000 | PA      | $177158.98    | 0.08%             | 2031-10-28      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                | Sysco Corp                                                                       | CUSIP: 871829BL0<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |     100000 | PA      | $103674.40    | 0.04%             | 2030-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| TCW CLO 2021-1, Ltd.             | TCW CLO 2021-1 Ltd                                                               | CUSIP: 87190KAG7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     250000 | PA      | $231984.00    | 0.10%             | 2034-03-18      | Floating      | 6.14%                 | No            |                  2 | On Loan: No      |
| TCI-Flatiron CLO Ltd             | TCI-Flatiron Clo 2018-1 Ltd                                                      | CUSIP: 87232AAQ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     250000 | PA      | $235107.50    | 0.10%             | 2032-01-29      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                 | T-Mobile USA Inc                                                                 | CUSIP: 87264AAV7<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      35000 | PA      | $33950.00     | 0.01%             | 2028-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                 | T-Mobile USA Inc                                                                 | CUSIP: 87264ABR5<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     120000 | PA      | $109325.76    | 0.05%             | 2026-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                 | T-Mobile USA Inc                                                                 | CUSIP: 87264ABS3<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      90000 | PA      | $76244.67     | 0.03%             | 2029-02-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                 | T-Mobile USA Inc                                                                 | CUSIP: 87264ABT1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      85000 | PA      | $70231.25     | 0.03%             | 2031-02-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                 | T-Mobile USA Inc                                                                 | CUSIP: 87264ABU8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      45000 | PA      | $41174.78     | 0.02%             | 2026-04-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                 | T-Mobile USA Inc                                                                 | CUSIP: 87264ABV6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      95000 | PA      | $83702.89     | 0.04%             | 2029-04-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                 | T-Mobile USA Inc                                                                 | CUSIP: 87264ABW4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     155000 | PA      | $134656.25    | 0.06%             | 2031-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| T-Mobile US Trust 2022-1         | T-Mobile US Trust 2022-1                                                         | CUSIP: 87267WAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     160000 | PA      | $159406.92    | 0.07%             | 2028-05-22      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| TTAN                             | TTAN 2021-MHC                                                                    | CUSIP: 87303TAQ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     197366 | PA      | $182617.47    | 0.08%             | 2038-03-15      | Floating      | 7.22%                 | No            |                  2 | On Loan: No      |
| Taco Bell Funding, LLC           | Taco Bell Funding LLC                                                            | CUSIP: 87342RAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     409185 | PA      | $393083.13    | 0.17%             | 2046-05-25      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| Taco Bell Funding, LLC           | Taco Bell Funding LLC                                                            | CUSIP: 87342RAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      99000 | PA      | $82901.49     | 0.04%             | 2051-08-25      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| TALLGRASS NRG PRTNR/FIN          | Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp                     | CUSIP: 87470LAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      25000 | PA      | $22156.25     | 0.01%             | 2028-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TASEKO MINES LTD                 | Taseko Mines Ltd                                                                 | CUSIP: 876511AF3<br>LEI: 549300XKUO1JSLU7KX54 | Long             | DBT              | CORP              | CA        |      25000 | PA      | $22000.00     | 0.01%             | 2026-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR              | Freddie Mac STACR REMIC Trust 2021-HQA4                                          | CUSIP: 35564KNS4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     400000 | PA      | $345280.68    | 0.15%             | 2041-12-25      | Floating      | 6.28%                 | No            |                  2 | On Loan: No      |
| TAYLOR MORRISON COMM             | Taylor Morrison Communities Inc                                                  | CUSIP: 87724RAJ1<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |      25000 | PA      | $21687.50     | 0.01%             | 2030-08-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| TELECOM ITALIA CAPITAL           | Telecom Italia Capital SA                                                        | CUSIP: 87927VAF5<br>LEI: 549300777DJZOR5C4L39 | Long             | DBT              | CORP              | LU        |      25000 | PA      | $20593.75     | 0.01%             | 2033-11-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR              | Freddie Mac STACR REMIC Trust 2021-HQA4                                          | CUSIP: 35564KPN3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     700000 | PA      | $599019.47    | 0.26%             | 2041-12-25      | Floating      | 7.68%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR              | Freddie Mac STACR REMIC Trust 2022-DNA2                                          | CUSIP: 35564KRF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     200000 | PA      | $194433.12    | 0.08%             | 2042-02-25      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| TELEFLEX INC                     | Teleflex Inc                                                                     | CUSIP: 879369AG1<br>LEI: UUL85LWXB4NGSWWXIQ25 | Long             | DBT              | CORP              | US        |      20000 | PA      | $18400.00     | 0.01%             | 2028-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| TEMASEK FINANCIAL I LTD          | Temasek Financial I Ltd                                                          | CUSIP: 87973PAU8<br>LEI: 549300XMGMDF3VRJMF12 | Long             | DBT              | CORP              | SG        |     400000 | PA      | $308356.80    | 0.13%             | 2030-10-06      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| TEMPUR SEALY INTL INC            | Tempur Sealy International Inc                                                   | CUSIP: 88023UAJ0<br>LEI: 549300HFEKVR3US71V91 | Long             | DBT              | CORP              | US        |      25000 | PA      | $19625.00     | 0.01%             | 2031-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP            | Tenet Healthcare Corp                                                            | CUSIP: 88033GCX6<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |      20000 | PA      | $19250.00     | 0.01%             | 2027-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR              | Freddie Mac STACR REMIC Trust 2022-HQA1                                          | CUSIP: 35564KTB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      85000 | PA      | $84284.87     | 0.04%             | 2042-03-25      | Floating      | 7.43%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR              | Freddie Mac STACR REMIC Trust 2022-DNA3                                          | CUSIP: 35564KUW7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     158808 | PA      | $158456.72    | 0.07%             | 2042-04-25      | Floating      | 5.93%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP            | Tenet Healthcare Corp                                                            | CUSIP: 88033GDJ6<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |      25000 | PA      | $22375.00     | 0.01%             | 2028-10-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP            | Tenet Healthcare Corp                                                            | CUSIP: 88033GDP2<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |      45000 | PA      | $42525.00     | 0.02%             | 2030-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR              | Freddie Mac STACR REMIC Trust 2022-DNA4                                          | CUSIP: 35564KWS4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     180994 | PA      | $180950.09    | 0.08%             | 2042-05-25      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR              | Freddie Mac STACR REMIC Trust 2022-DNA4                                          | CUSIP: 35564KWT2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     265000 | PA      | $267559.95    | 0.11%             | 2042-05-25      | Floating      | 7.28%                 | No            |                  2 | On Loan: No      |
| Wind River CLO Ltd               | Wind River 2014-3 CLO Ltd                                                        | CUSIP: 88432DBL7<br>LEI: 254900ZK5ODN8CA7YX85 | Long             | ABS-CBDO         | CORP              | KY        |     500000 | PA      | $406480.90    | 0.17%             | 2031-10-22      | Floating      | 7.72%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP HOLDG         | Cloud Software Group Holdings Inc                                                | CUSIP: 88632QAE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      95000 | PA      | $80156.25     | 0.03%             | 2029-03-31      | Fixed         | 6.50%                 | 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        |      81654 | PA      | $80392.84     | 0.03%             | 2050-01-25      | Floating      | 6.29%                 | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE CORP            | Freedom Mortgage Corp                                                            | CUSIP: 35640YAB3<br>LEI: 549300LYRWPSYPK6S325 | Long             | DBT              | CORP              | US        |      15000 | PA      | $13500.00     | 0.01%             | 2025-04-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK            | Toronto-Dominion Bank/The                                                        | CUSIP: 89115A2H4<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     360000 | PA      | $355986.00    | 0.15%             | 2027-09-15      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK            | Toronto-Dominion Bank/The                                                        | CUSIP: 89117F8Z5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     205000 | PA      | $211681.16    | 0.09%             | 2082-10-31      | Variable      | 8.12%                 | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE CORP            | Freedom Mortgage Corp                                                            | CUSIP: 35640YAG2<br>LEI: 549300LYRWPSYPK6S325 | Long             | DBT              | CORP              | US        |      10000 | PA      | $7900.00      | 0.00%             | 2027-01-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC             | Freeport-McMoRan Inc                                                             | CUSIP: 35671DBC8<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |     480000 | PA      | $433200.00    | 0.19%             | 2043-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC             | Freeport-McMoRan Inc                                                             | CUSIP: 35671DCE3<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |      25000 | PA      | $23187.50     | 0.01%             | 2028-03-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC             | Freeport-McMoRan Inc                                                             | CUSIP: 35671DCG8<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |      50000 | PA      | $46687.50     | 0.02%             | 2028-08-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES            | Mexico Government International Bond                                             | CUSIP: 91087BAM2<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     200000 | PA      | $161464.40    | 0.07%             | 2031-05-24      | Fixed         | 2.66%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES            | Mexico Government International Bond                                             | CUSIP: 91087BAQ3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     650000 | PA      | $503402.25    | 0.22%             | 2041-08-14      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC             | Freeport-McMoRan Inc                                                             | CUSIP: 35671DCH6<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |     400000 | PA      | $373500.00    | 0.16%             | 2030-08-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS          | Frontier Communications Holdings LLC                                             | CUSIP: 35906ABE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      10000 | PA      | $9287.50      | 0.00%             | 2027-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS          | Frontier Communications Holdings LLC                                             | CUSIP: 35906ABF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      25000 | PA      | $21718.75     | 0.01%             | 2028-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS          | Frontier Communications Holdings LLC                                             | CUSIP: 35908MAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      35000 | PA      | $27606.25     | 0.01%             | 2030-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES            | Mexico Government International Bond                                             | CUSIP: 91087BAR1<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     350000 | PA      | $281211.70    | 0.12%             | 2034-02-12      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNITED NATURAL FOODS INC         | United Natural Foods Inc                                                         | CUSIP: 911163AA1<br>LEI: 549300GKGW6WPZ282D40 | Long             | DBT              | CORP              | US        |      50000 | PA      | $47812.50     | 0.02%             | 2028-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GCI LLC                          | GCI LLC                                                                          | CUSIP: 36166TAB6<br>LEI: 549300N3IE9H88Q20221 | Long             | DBT              | CORP              | US        |      25000 | PA      | $21000.00     | 0.01%             | 2028-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GCAT                             | GCAT 2020-3 LLC                                                                  | CUSIP: 36168CAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     746878 | PA      | $711754.21    | 0.31%             | 2025-09-25      | Variable      | 2.98%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AM          | United Rentals North America Inc                                                 | CUSIP: 911363AM1<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |     230000 | PA      | $192912.50    | 0.08%             | 2031-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AM          | United Rentals North America Inc                                                 | CUSIP: 911365BG8<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |     185000 | PA      | $175287.50    | 0.08%             | 2028-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC            | GFL Environmental Inc                                                            | CUSIP: 36168QAL8<br>LEI: 549300FYK4MBXWIVZU26 | Long             | DBT              | CORP              | CA        |      25000 | PA      | $21500.00     | 0.01%             | 2028-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GCAT                             | GCAT 2022-NQM4 Trust                                                             | CUSIP: 36170HAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      97360 | PA      | $97897.47     | 0.04%             | 2067-08-25      | Variable      | 5.27%                 | No            |                  2 | On Loan: No      |
| GSAA Home Equity Trust           | GSAA Home Equity Trust 2006-4                                                    | CUSIP: 362334FK5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     404131 | PA      | $254144.09    | 0.11%             | 2036-03-25      | Variable      | 3.22%                 | No            |                  2 | On Loan: No      |
| GSAA Home Equity Trust           | GSAA Home Equity Trust 2005-6                                                    | CUSIP: 36242D3X9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     448186 | PA      | $432063.83    | 0.19%             | 2035-06-25      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AM          | United Rentals North America Inc                                                 | CUSIP: 911365BN3<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |     110000 | PA      | $94050.00     | 0.04%             | 2030-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AM          | United Rentals North America Inc                                                 | CUSIP: 911365BP8<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |      25000 | PA      | $20375.00     | 0.01%             | 2032-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| GLOBO COMMUNICACOES PART         | Globo Comunicacao e Participacoes SA                                             | CUSIP: 37959DAC8<br>LEI: 52990054HEKS017PVR75 | Long             | DBT              | CORP              | BR        |     200000 | PA      | $170500.00    | 0.07%             | 2032-01-14      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GLOBAL AIR LEASE CO LTD          | Global Aircraft Leasing Co Ltd                                                   | CUSIP: 37960JAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |      50072 | PA      | $42310.84     | 0.02%             | 2024-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AM          | United Rentals North America Inc                                                 | CUSIP: 911365BQ6<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |     150000 | PA      | $149250.00    | 0.06%             | 2029-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TREASURY BILL                    | United States Treasury Bill                                                      | CUSIP: 912796Y60<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     400000 | PA      | $397737.83    | 0.17%             | 2023-02-21      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| GLOBAL INFRASTRUCTURE SO         | Global Infrastructure Solutions Inc                                              | CUSIP: 37960XAA5<br>LEI: 2549003BGLQITAJ6ZT28 | Long             | DBT              | CORP              | US        |      25000 | PA      | $19437.50     | 0.01%             | 2029-06-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| GM Financial Automobile Leasin   | GM Financial Automobile Leasing Trust 2022-3                                     | CUSIP: 380130AG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     250000 | PA      | $245425.69    | 0.11%             | 2026-08-20      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                  | United States Treasury Note/Bond                                                 | CUSIP: 912810SF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1230000 | PA      | $1013981.25   | 0.43%             | 2049-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                  | United States Treasury Note/Bond                                                 | CUSIP: 912810SL3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     495000 | PA      | $327550.78    | 0.14%             | 2050-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GOLDEN ENTERTAINMENT INC         | Golden Entertainment Inc                                                         | CUSIP: 381013AA9<br>LEI: 549300P8YYCKQVJ0Y638 | Long             | DBT              | CORP              | US        |      25000 | PA      | $24562.50     | 0.01%             | 2026-04-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| GoldenTree Loan Management US    | Goldentree Loan Management US Clo 2 Ltd                                          | CUSIP: 38136MAQ1<br>LEI: 549300UYD6YMBA6XSE43 | Long             | ABS-CBDO         | CORP              | KY        |     500000 | PA      | $468000.79    | 0.20%             | 2030-11-28      | Floating      | 6.89%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                  | United States Treasury Note/Bond                                                 | CUSIP: 912810SN9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    8840000 | PA      | $4766693.75   | 2.04%             | 2050-05-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                  | United States Treasury Note/Bond                                                 | CUSIP: 912810SY5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      90000 | PA      | $67654.69     | 0.03%             | 2041-05-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC          | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GYH1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     225000 | PA      | $212490.68    | 0.09%             | 2027-09-10      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| GOODYEAR TIRE & RUBBER           | Goodyear Tire & Rubber Co/The                                                    | CUSIP: 382550BR1<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |      60000 | PA      | $48600.00     | 0.02%             | 2031-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                  | United States Treasury Note/Bond                                                 | CUSIP: 912810TF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     920000 | PA      | $702218.75    | 0.30%             | 2042-02-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A   | Government National Mortgage Association                                         | CUSIP: 38377MHW9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2179829 | PA      | $112579.21    | 0.05%             | 2040-10-16      | Floating      | 1.74%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A   | Government National Mortgage Association                                         | CUSIP: 38379CT63<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1725806 | PA      | $98776.82     | 0.04%             | 2044-02-20      | Floating      | 1.30%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A   | Government National Mortgage Association                                         | CUSIP: 38380XBQ9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     836333 | PA      | $122811.57    | 0.05%             | 2048-01-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GRAFTECH FINANCE INC             | GrafTech Finance Inc                                                             | CUSIP: 384311AA4<br>LEI: 1Z010BU876CF2HDBIN43 | Long             | DBT              | CORP              | US        |      25000 | PA      | $20000.00     | 0.01%             | 2028-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| GRAHAM HOLDINGS CO               | Graham Holdings Co                                                               | CUSIP: 384637AA2<br>LEI: 529900BOSCEEEMAFQJ29 | Long             | DBT              | CORP              | US        |      25000 | PA      | $24375.00     | 0.01%             | 2026-06-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| GRAHAM PACKAGING/GPC CAP         | Graham Packaging Co Inc                                                          | CUSIP: 384701AA6<br>LEI: 549300YS0ZFT826HIK72 | Long             | DBT              | CORP              | US        |      25000 | PA      | $20812.50     | 0.01%             | 2028-08-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| GRANITE US HOLDINGS CORP         | Granite US Holdings Corp                                                         | CUSIP: 38748YAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      25000 | PA      | $26312.50     | 0.01%             | 2027-10-01      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| GRAY ESCROW II INC               | Gray Escrow II Inc                                                               | CUSIP: 389286AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      25000 | PA      | $18062.50     | 0.01%             | 2031-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| GREENKO DUTCH BV                 | Greenko Dutch BV                                                                 | CUSIP: 39530LAD2<br>LEI: 724500PT585P4JPVRP08 | Long             | DBT              | CORP              | NL        |     191000 | PA      | $165215.00    | 0.07%             | 2026-03-29      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| GREENKO WIND PROJECTS MU         | Greenko Wind Projects Mauritius Ltd                                              | CUSIP: 39531JAA2<br>LEI: 254900MSUXE1FF83DP82 | Long             | DBT              | CORP              | MU        |     205000 | PA      | $191418.75    | 0.08%             | 2025-04-06      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Greystone Commercial Real Esta   | Greystone CRE Notes 2019-FL2 Ltd                                                 | CUSIP: 39809LAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     200000 | PA      | $194842.10    | 0.08%             | 2037-09-15      | Floating      | 6.32%                 | 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        |     183000 | PA      | $175147.42    | 0.08%             | 2037-09-15      | Floating      | 6.72%                 | No            |                  2 | On Loan: No      |
| GRIFFON CORPORATION              | Griffon Corp                                                                     | CUSIP: 398433AP7<br>LEI: 5493000C2SGNC7ZN3242 | Long             | DBT              | CORP              | US        |      30000 | PA      | $27450.00     | 0.01%             | 2028-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| GTCR AP FINANCE INC              | GTCR AP Finance Inc                                                              | CUSIP: 40060QAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      50000 | PA      | $47875.00     | 0.02%             | 2027-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| HCA INC                          | HCA Inc                                                                          | CUSIP: 404119BR9<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     230000 | PA      | $230000.00    | 0.10%             | 2025-02-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| HCA INC                          | HCA Inc                                                                          | CUSIP: 404119BX6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     490000 | PA      | $450800.00    | 0.19%             | 2029-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| HCA INC                          | HCA Inc                                                                          | CUSIP: 404119CA5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     786000 | PA      | $676942.50    | 0.29%             | 2030-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Hayfin Kingsland VIII Ltd        | Hayfin US XII Ltd                                                                | CUSIP: 42086PAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     500000 | PA      | $479812.41    | 0.21%             | 2031-04-20      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO             | Kraft Heinz Foods Co                                                             | CUSIP: 42307TAH1<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |      35000 | PA      | $38495.56     | 0.02%             | 2039-08-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| HESS MIDSTREAM OPERATION         | Hess Midstream Operations LP                                                     | CUSIP: 428102AE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      85000 | PA      | $72568.75     | 0.03%             | 2030-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| HESS MIDSTREAM OPERATION         | Hess Midstream Operations LP                                                     | CUSIP: 428104AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      45000 | PA      | $41625.00     | 0.02%             | 2028-06-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP         | Hilcorp Energy I LP / Hilcorp Finance Co                                         | CUSIP: 431318AS3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      35000 | PA      | $31500.00     | 0.01%             | 2028-11-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP          | Dell International LLC / EMC Corp                                                | CUSIP: 24703TAK2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     110000 | PA      | $125545.42    | 0.05%             | 2046-07-15      | Fixed         | 8.35%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP         | Hilcorp Energy I LP / Hilcorp Finance Co                                         | CUSIP: 431318AU8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      50000 | PA      | $44750.00     | 0.02%             | 2029-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN         | Hilton Domestic Operating Co Inc                                                 | CUSIP: 432833AF8<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |     160000 | PA      | $144600.00    | 0.06%             | 2030-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Delta Air Lines Inc              | Delta Air Lines Inc                                                              | CUSIP: 247361702<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | EC               | CORP              | US        |       2661 | NS      | $87440.46     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| DELTA AIR LINES INC              | Delta Air Lines Inc                                                              | CUSIP: 247361ZN1<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |      25000 | PA      | $22125.00     | 0.01%             | 2028-04-19      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN         | Hilton Domestic Operating Co Inc                                                 | CUSIP: 432833AL5<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |      25000 | PA      | $21000.00     | 0.01%             | 2031-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN         | Hilton Domestic Operating Co Inc                                                 | CUSIP: 432833AN1<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |     100000 | PA      | $80125.00     | 0.03%             | 2032-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES INC              | Delta Air Lines Inc                                                              | CUSIP: 247361ZU5<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |     200000 | PA      | $188750.00    | 0.08%             | 2024-10-28      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES 2020-A           | Delta Air Lines 2020-1 Class A Pass Through Trust                                | CUSIP: 247361ZW1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      77410 | PA      | $65473.12     | 0.03%             | 2028-06-10      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                   | Home Depot Inc/The                                                               | CUSIP: 437076CQ3<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     115000 | PA      | $89757.50     | 0.04%             | 2052-04-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Home Re Ltd                      | Home RE 2021-1 Ltd                                                               | CUSIP: 437307AC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |     500000 | PA      | $475250.55    | 0.20%             | 2033-07-25      | Floating      | 6.69%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES INC              | Delta Air Lines Inc                                                              | CUSIP: 247361ZZ4<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |      35000 | PA      | $35787.50     | 0.02%             | 2026-01-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: —       |
| DEVON ENERGY CORPORATION         | Devon Energy Corp                                                                | CUSIP: 25179MBD4<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |      17000 | PA      | $16749.28     | 0.01%             | 2027-10-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Home Partners of America Trust   | Home Partners of America 2019-1 Trust                                            | CUSIP: 43731QAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      80947 | PA      | $70835.19     | 0.03%             | 2039-09-17      | Fixed         | 3.16%                 | No            |                  2 | On Loan: No      |
| Homeward Opportunities Fund I    | Homeward Opportunities Fund Trust 2020-BPL1                                      | CUSIP: 43789YAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     236895 | PA      | $236295.49    | 0.10%             | 2025-08-25      | Variable      | 5.44%                 | No            |                  2 | On Loan: No      |
| DICK'S SPORTING GOODS            | Dick's Sporting Goods Inc                                                        | CUSIP: 253393AF9<br>LEI: 529900SSBV5I4LWSK313 | Long             | DBT              | CORP              | US        |     140000 | PA      | $109906.44    | 0.05%             | 2032-01-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| DIGICEL GROUP HOLDINGS           | Digicel Group Holdings Ltd                                                       | CUSIP: 25381YAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |      68299 | PA      | $17339.34     | 0.01%             | 2025-04-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| HOST HOTELS & RESORTS LP         | Host Hotels & Resorts LP                                                         | CUSIP: 44107TAY2<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              | CORP              | US        |      65000 | PA      | $54425.02     | 0.02%             | 2029-12-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| HOST HOTELS & RESORTS LP         | Host Hotels & Resorts LP                                                         | CUSIP: 44107TAZ9<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              | CORP              | US        |      65000 | PA      | $53588.47     | 0.02%             | 2030-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DIGICEL GROUP HOLDINGS           | Digicel Group Holdings Ltd                                                       | CUSIP: 25381YAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |      98893 | PA      | $9889.26      | 0.00%             | 2023-01-13      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| DIRECTV FIN LLC/COINC            | Directv Financing LLC / Directv Financing Co-Obligor Inc                         | CUSIP: 25461LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      55000 | PA      | $49018.75     | 0.02%             | 2027-08-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| HOWARD MIDSTREAM ENERGY          | Howard Midstream Energy Partners LLC                                             | CUSIP: 442722AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      25000 | PA      | $23937.50     | 0.01%             | 2027-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| HUDBAY MINERALS INC              | Hudbay Minerals Inc                                                              | CUSIP: 443628AJ1<br>LEI: 549300WI524AL577IX21 | Long             | DBT              | CORP              | CA        |      25000 | PA      | $22687.50     | 0.01%             | 2026-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DISCOVER FINANCIAL SVS           | Discover Financial Services                                                      | CUSIP: 254709AM0<br>LEI: Z1YLO2USPORE63VVUL20 | Long             | DBT              | CORP              | US        |     165000 | PA      | $155698.79    | 0.07%             | 2027-02-09      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                    | DISH DBS Corp                                                                    | CUSIP: 25470XBD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      25000 | PA      | $16000.00     | 0.01%             | 2029-06-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                    | DISH DBS Corp                                                                    | CUSIP: 25470XBF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      30000 | PA      | $23850.00     | 0.01%             | 2028-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| DOLLAR TREE INC                  | Dollar Tree Inc                                                                  | CUSIP: 256746AG3<br>LEI: 549300PMSTQITB1WHR43 | Long             | DBT              | CORP              | US        |     220000 | PA      | $214939.34    | 0.09%             | 2025-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC               | Dominican Republic International Bond                                            | CUSIP: 25714PEN4<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     150000 | PA      | $135187.50    | 0.06%             | 2033-02-22      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC              | Dominion Energy Inc                                                              | CUSIP: 25746UDD8<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | EP               | CORP              | US        |     128000 | PA      | $112480.00    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Hundred Acre Wood Trust          | Hundred Acre Wood Trust 2021-INV1                                                | CUSIP: 44590HBD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     337134 | PA      | $260304.56    | 0.11%             | 2051-07-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| HYATT HOTELS CORP                | Hyatt Hotels Corp                                                                | CUSIP: 448579AJ1<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |     148000 | PA      | $143015.80    | 0.06%             | 2030-04-23      | Fixed         | 6.00%                 | 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        |      98500 | PA      | $79115.50     | 0.03%             | 2051-04-25      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund          | Dryden 40 Senior Loan Fund                                                       | CUSIP: 26244GAJ4<br>LEI: 549300BH0PFEW6WVTN52 | Long             | ABS-CBDO         | CORP              | KY        |     500000 | PA      | $468139.81    | 0.20%             | 2031-08-15      | Floating      | 6.71%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor   | JP Morgan Chase Commercial Mortgage Securities Trust 2020-NNN                    | CUSIP: 46652BBL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     100000 | PA      | $85346.81     | 0.04%             | 2037-01-16      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust         | JP Morgan Mortgage Trust 2020-4                                                  | CUSIP: 46652FAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     205470 | PA      | $172022.41    | 0.07%             | 2050-11-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                 | Duke Energy Corp                                                                 | CUSIP: 26441CBG9<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EP               | CORP              | US        |      51000 | PA      | $46410.00     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                 | Duke Energy Corp                                                                 | CUSIP: 26441CBS3<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |      70000 | PA      | $67493.86     | 0.03%             | 2028-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| KEHE DISTRIBUTORS LLC/FI         | KeHE Distributors LLC / KeHE Finance Corp                                        | CUSIP: 487526AB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      15000 | PA      | $14962.50     | 0.01%             | 2026-10-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS            | Duke Energy Carolinas LLC                                                        | CUSIP: 26442CBH6<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |      40000 | PA      | $30216.04     | 0.01%             | 2052-03-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY INDIANA LLC          | Duke Energy Indiana LLC                                                          | CUSIP: 26443TAB2<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |      53000 | PA      | $35784.59     | 0.02%             | 2049-10-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC          | Duke Energy Florida LLC                                                          | CUSIP: 26444HAF8<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |      38000 | PA      | $32046.27     | 0.01%             | 2048-07-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| EQT CORP                         | EQT Corp                                                                         | CUSIP: 26884LAM1<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |      40000 | PA      | $36700.00     | 0.02%             | 2026-05-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| ENVIVA PARTNERS LP/FIN C         | Enviva Partners LP / Enviva Partners Finance Corp                                | CUSIP: 29413XAD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      25000 | PA      | $23437.50     | 0.01%             | 2026-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage    | Citigroup Commercial Mortgage Trust 2016-P4                                      | CUSIP: 29429EAL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     500000 | PA      | $397453.00    | 0.17%             | 2049-07-10      | Variable      | 3.94%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage    | Citigroup COmmercial Mortgage Trust 2019-SMRT                                    | CUSIP: 29429MAL7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     116000 | PA      | $109648.66    | 0.05%             | 2036-01-10      | Variable      | 4.74%                 | No            |                  2 | On Loan: No      |
| ESSENTIAL UTILITIES INC          | Essential Utilities Inc                                                          | CUSIP: 29670GAD4<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |     135000 | PA      | $112607.96    | 0.05%             | 2030-04-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| SK INVICTUS INTERMEDIATE         | SK Invictus Intermediate II Sarl                                                 | CUSIP: 29977LAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |      50000 | PA      | $40062.50     | 0.02%             | 2029-10-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                      | Exelon Corp                                                                      | CUSIP: 30161NBF7<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |      35000 | PA      | $27598.52     | 0.01%             | 2052-03-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| EXPEDIA GROUP INC                | Expedia Group Inc                                                                | CUSIP: 30212PAM7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     110000 | PA      | $108506.86    | 0.05%             | 2026-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EXPEDIA GROUP INC                | Expedia Group Inc                                                                | CUSIP: 30212PAR6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     135000 | PA      | $114487.83    | 0.05%             | 2030-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BK INDIA           | Export-Import Bank of India                                                      | CUSIP: 30216JAC9<br>LEI: 335800OFZ8YEIVN1QI11 | Long             | DBT              | CORP              | IN        |     200000 | PA      | $185276.00    | 0.08%             | 2028-02-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| FMG RESOURCES AUG 2006           | FMG Resources August 2006 Pty Ltd                                                | CUSIP: 30251GBC0<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |      90000 | PA      | $74587.50     | 0.03%             | 2031-04-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust             | FREMF 2019-KG01 Mortgage Trust                                                   | CUSIP: 30298CAN1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5093657 | PA      | $17879.25     | 0.01%             | 2029-04-25      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust             | FREMF 2019-KG01 Mortgage Trust                                                   | CUSIP: 30298CAQ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     570000 | PA      | $2516.49      | 0.00%             | 2029-05-25      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust             | FREMF 2019-KG01 Mortgage Trust                                                   | CUSIP: 30298CAU5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     400000 | PA      | $201831.88    | 0.09%             | 2029-05-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust             | FREMF 2018-KF49 Mortgage Trust                                                   | CUSIP: 30307PAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      34804 | PA      | $32976.33     | 0.01%             | 2025-06-25      | Floating      | 6.04%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust             | FREMF 2019-KF71 Mortgage Trust                                                   | CUSIP: 30314GAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     162911 | PA      | $149517.67    | 0.06%             | 2029-10-25      | Floating      | 10.14%                | No            |                  2 | On Loan: No      |
| FS LUXEMBOURG SARL               | FS Luxembourg Sarl                                                               | CUSIP: 30315XAB0<br>LEI: 222100EKR3JUJPGGOY81 | Long             | DBT              | CORP              | LU        |     200000 | PA      | $200500.00    | 0.09%             | 2025-12-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                 | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 30711XAX2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |     119560 | PA      | $122936.22    | 0.05%             | 2025-05-25      | Floating      | 8.39%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                      | Freddie Mac Pool                                                                 | CUSIP: 3132DN5A7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     180230 | PA      | $179561.27    | 0.08%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                      | Freddie Mac Pool                                                                 | CUSIP: 3132DNW82<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     123117 | PA      | $123083.42    | 0.05%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                      | Freddie Mac Pool                                                                 | CUSIP: 3132DPAE8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     191617 | PA      | $190202.40    | 0.08%             | 2052-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                      | Freddie Mac Pool                                                                 | CUSIP: 3132DPAX6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     247675 | PA      | $247608.09    | 0.11%             | 2052-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                      | Freddie Mac Pool                                                                 | CUSIP: 3132DPD70<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     164358 | PA      | $166263.67    | 0.07%             | 2052-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                      | Freddie Mac Pool                                                                 | CUSIP: 3133KPUH9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     304870 | PA      | $294152.61    | 0.13%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                       | Fannie Mae REMICS                                                                | CUSIP: 3136A2F99<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     378812 | PA      | $45103.11     | 0.02%             | 2041-12-25      | Floating      | 2.11%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                       | Fannie Mae REMICS                                                                | CUSIP: 3136A4GY9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     386839 | PA      | $40471.11     | 0.02%             | 2042-03-25      | Floating      | 2.06%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                       | Fannie Mae REMICS                                                                | CUSIP: 3136A6M68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     183477 | PA      | $19027.00     | 0.01%             | 2042-07-25      | Floating      | 1.61%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                       | Fannie Mae REMICS                                                                | CUSIP: 3136AET98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1826218 | PA      | $40057.55     | 0.02%             | 2031-06-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                       | Fannie Mae REMICS                                                                | CUSIP: 3136AJN51<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     858401 | PA      | $76355.16     | 0.03%             | 2044-05-25      | Floating      | 1.66%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                       | Fannie Mae REMICS                                                                | CUSIP: 3136AK7G2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     766644 | PA      | $19191.10     | 0.01%             | 2033-06-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                       | Fannie Mae REMICS                                                                | CUSIP: 3136AW4E4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     152860 | PA      | $24244.00     | 0.01%             | 2047-07-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                       | Fannie Mae REMICS                                                                | CUSIP: 3136B45F1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4724428 | PA      | $502986.27    | 0.22%             | 2049-07-25      | Floating      | 1.66%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                       | Fannie Mae REMICS                                                                | CUSIP: 3136B8BC2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4768252 | PA      | $586615.15    | 0.25%             | 2050-01-25      | Floating      | 1.56%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                      | Freddie Mac REMICS                                                               | CUSIP: 3137AJXH2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     551504 | PA      | $45799.44     | 0.02%             | 2041-12-15      | Floating      | 1.58%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                      | Freddie Mac REMICS                                                               | CUSIP: 3137ASD43<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     321160 | PA      | $26819.07     | 0.01%             | 2041-05-15      | Floating      | 1.68%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                      | Freddie Mac REMICS                                                               | CUSIP: 3137ASXM1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     470650 | PA      | $40511.78     | 0.02%             | 2042-08-15      | Floating      | 1.68%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                      | Freddie Mac REMICS                                                               | CUSIP: 3137B4QW9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     531152 | PA      | $381785.05    | 0.16%             | 2043-09-15      | Floating      | 1.56%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                      | Freddie Mac REMICS                                                               | CUSIP: 3137BBM80<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    4483800 | PA      | $4277466.17   | 1.83%             | 2044-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P   | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137F82T9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1853807 | PA      | $96061.34     | 0.04%             | 2030-11-25      | Variable      | 0.88%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P   | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137F84J9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     956000 | PA      | $67465.02     | 0.03%             | 2029-12-25      | Variable      | 1.36%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P   | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137F84T7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1896813 | PA      | $95398.14     | 0.04%             | 2030-11-25      | Variable      | 0.85%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P   | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FTG27<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     666515 | PA      | $57109.44     | 0.02%             | 2030-04-25      | Variable      | 1.58%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P   | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FTZM2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     796296 | PA      | $89104.00     | 0.04%             | 2035-02-25      | Variable      | 1.51%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                      | Freddie Mac REMICS                                                               | CUSIP: 3137FUF90<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    5343468 | PA      | $349914.36    | 0.15%             | 2049-02-25      | Floating      | 1.21%                 | No            |                  2 | On Loan: No      |
| KOPPERS INC                      | Koppers Inc                                                                      | CUSIP: 500605AH3<br>LEI: LTO4ZL5EBDR1NE6FGJ36 | Long             | DBT              | CORP              | US        |      25000 | PA      | $23937.50     | 0.01%             | 2025-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MIRION TECHNOLOGIES INC          | Mirion Technologies US Inc                                                       | CUSIP: 60470HAB3<br>LEI: 549300EBD5JHM14L3R48 | Long             | LON              | CORP              | US        |      74438 | PA      | $73241.29     | 0.03%             | 2028-10-20      | Floating      | 7.48%                 | No            |                  2 | On Loan: No      |
| AVEANNA HEALTHCARE LLC           | Aveanna Healthcare LLC                                                           | CUSIP: 05549DAJ7<br>LEI: 5493006D6JRLPIY8YV18 | Long             | LON              | CORP              | US        |     112449 | PA      | $87091.80     | 0.04%             | 2028-07-15      | Floating      | 8.14%                 | No            |                  2 | On Loan: No      |
| AVEANNA HEALTHCARE LLC           | Aveanna Healthcare LLC                                                           | CUSIP: 05549DAK4<br>LEI: 5493006D6JRLPIY8YV18 | Long             | LON              | CORP              | US        |       7905 | PA      | $6122.21      | 0.00%             | 2028-07-15      | Floating      | 7.77%                 | No            |                  2 | On Loan: No      |
| TK ELEVATOR MIDCO GMBH           | TK Elevator US Newco Inc                                                         | CUSIP: N/A<br>LEI: 549300C2AFWPAYWS5574       | Long             | LON              | CORP              | US        |      42027 | PA      | $40546.26     | 0.02%             | 2027-07-31      | Floating      | 6.87%                 | No            |                  2 | On Loan: No      |
| TK ELEVATOR MIDCO GMBH           | TK Elevator US Newco Inc                                                         | CUSIP: N/A<br>LEI: 549300C2AFWPAYWS5574       | Long             | LON              | CORP              | US        |     149107 | PA      | $143854.05    | 0.06%             | 2027-07-31      | Floating      | 6.87%                 | No            |                  2 | On Loan: No      |
| DIRECTV FINANCING LLC            | Directv Financing LLC                                                            | CUSIP: 25460HAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      46251 | PA      | $45128.15     | 0.02%             | 2027-08-02      | Floating      | 9.38%                 | No            |                  2 | On Loan: No      |
| WHATABRANDS LLC                  | Whatabrands LLC                                                                  | CUSIP: 96244UAF4<br>LEI: 254900HMMX4HTWIP0085 | Long             | LON              | CORP              | US        |     119100 | PA      | $115378.13    | 0.05%             | 2028-08-03      | Floating      | 7.63%                 | No            |                  2 | On Loan: No      |
| PMHC II INC                      | Vibrantz Technologies Inc                                                        | CUSIP: 69346EAG2<br>LEI: 549300GYZ1T3S8OPH343 | Long             | LON              | CORP              | US        |      45000 | PA      | $38261.70     | 0.02%             | 2029-04-21      | Floating      | 8.49%                 | No            |                  2 | On Loan: No      |
| AIR CANADA                       | Air Canada                                                                       | CUSIP: N/A<br>LEI: 4B4HI3CGXMBDC0G6BM51       | Long             | LON              | CORP              | CA        |      79800 | PA      | $79114.12     | 0.03%             | 2028-08-11      | Floating      | 8.13%                 | No            |                  2 | On Loan: No      |
| PRETIUM PKG HOLDINGS INC         | Pretium PKG Holdings Inc                                                         | CUSIP: 74142KAF6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      22215 | PA      | $17819.69     | 0.01%             | 2028-10-01      | Floating      | 8.73%                 | No            |                  2 | On Loan: No      |
| PRETIUM PKG HOLDINGS INC         | Pretium PKG Holdings Inc                                                         | CUSIP: 74142KAF6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      44324 | PA      | $35554.39     | 0.02%             | 2028-10-01      | Floating      | 7.74%                 | No            |                  2 | On Loan: No      |
| PRETIUM PKG HOLDINGS INC         | Pretium PKG Holdings Inc                                                         | CUSIP: 74142KAF6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      22786 | PA      | $18277.52     | 0.01%             | 2028-10-01      | Floating      | 7.74%                 | No            |                  2 | On Loan: No      |
| OLYMPUS WTR US HLDG CORP         | Olympus Water US Holding Corp                                                    | CUSIP: 68163YAB1<br>LEI: 549300YU2GGVCBN3MY89 | Long             | LON              | CORP              | US        |      84362 | PA      | $81210.72     | 0.03%             | 2028-11-09      | Floating      | 8.50%                 | No            |                  2 | On Loan: No      |
| CORNERSTONE ONDEMAND INC         | Cornerstone OnDemand Inc                                                         | CUSIP: 86803YAB9<br>LEI: 549300Z402F16H5EGH48 | Long             | LON              | CORP              | US        |     109450 | PA      | $98231.38     | 0.04%             | 2028-10-15      | Floating      | 8.13%                 | No            |                  2 | On Loan: No      |
| SUNSET DEBT MERGER SUB INC       | Sunset Debt Merger Sub Inc                                                       | CUSIP: 78489HAB4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      55178 | PA      | $45342.79     | 0.02%             | 2028-10-06      | Floating      | 8.75%                 | No            |                  2 | On Loan: No      |
| CHG HEALTHCARE SERVICES INC      | CHG Healthcare Services Inc                                                      | CUSIP: N/A<br>LEI: 54930016Y1HPAVB9PZ54       | Long             | LON              | CORP              | US        |     108900 | PA      | $106775.36    | 0.05%             | 2028-09-30      | Floating      | 7.63%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                    | Carnival Corp                                                                    | CUSIP: N/A<br>LEI: F1OF2ZSX47CR0BCWA982       | Long             | LON              | CORP              | PA        |     178650 | PA      | $167752.35    | 0.07%             | 2028-10-18      | Floating      | 7.63%                 | No            |                  2 | On Loan: No      |
| ASTRA ACQUISTION CORP            | Astra Acquisition Corp                                                           | CUSIP: 04629UAH9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      91939 | PA      | $81596.22     | 0.03%             | 2028-10-25      | Floating      | 9.63%                 | No            |                  2 | On Loan: No      |
| SOPHIA LP                        | Sophia LP                                                                        | CUSIP: 83578BAN3<br>LEI: 549300RP8NIJ7FY7OS79 | Long             | LON              | CORP              | US        |     137560 | PA      | $133090.47    | 0.06%             | 2027-10-07      | Floating      | 8.23%                 | No            |                  2 | On Loan: No      |
| RADIATE HOLDCO LLC               | Radiate Holdco LLC                                                               | CUSIP: 75025KAH1<br>LEI: 5493000GQJ5RDX9DNJ71 | Long             | LON              | CORP              | US        |     119100 | PA      | $97296.36     | 0.04%             | 2026-09-25      | Floating      | 7.63%                 | No            |                  2 | On Loan: No      |
| TRANS UNION LLC                  | Trans Union LLC                                                                  | CUSIP: 89334GAZ7<br>LEI: X8NPN6PWJOM1QCTYFV34 | Long             | LON              | CORP              | US        |      49712 | PA      | $49308.23     | 0.02%             | 2028-12-01      | Floating      | 6.63%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC                     | Acrisure LLC                                                                     | CUSIP: 00488PAP0<br>LEI: 549300R0Z1Q47XRTGO22 | Long             | LON              | CORP              | US        |      99250 | PA      | $96313.69     | 0.04%             | 2027-02-15      | Floating      | 8.63%                 | No            |                  2 | On Loan: No      |
| ASCEND LEARNING LLC              | Ascend Learning LLC                                                              | CUSIP: 04349HAK0<br>LEI: 549300T466HKRLVCD610 | Long             | LON              | CORP              | US        |      95607 | PA      | $90634.07     | 0.04%             | 2028-12-10      | Floating      | 7.88%                 | No            |                  2 | On Loan: No      |
| ASCEND LEARNING LLC              | Ascend Learning LLC                                                              | CUSIP: 04349HAK0<br>LEI: 549300T466HKRLVCD610 | Long             | LON              | CORP              | US        |      92603 | PA      | $87786.45     | 0.04%             | 2028-12-10      | Floating      | 7.88%                 | No            |                  2 | On Loan: No      |
| N/A                              | NZD/USD FWD 20230118                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $-110633.29   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                              | NZD/USD FWD 20230118                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $14490.47     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                              | NZD/USD FWD 20230203                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $-7281.74     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                              | NZD/USD FWD 20230203                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $9555.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANCO INTERNAC DEL PERU          | Banco Internacional del Peru SAA Interbank                                       | CUSIP: BK3122268<br>LEI: 5493001TRCGXJLRLHN14 | Long             | DBT              | CORP              | PE        |     200000 | PA      | $181500.00    | 0.08%             | 2030-07-08      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| BANCO MERCANTIL DE NORTE         | Banco Mercantil del Norte SA/Grand Cayman                                        | CUSIP: BS5321853<br>LEI: 549300QTVYRPFHS0J362 | Long             | DBT              | CORP              | MX        |     300000 | PA      | $248250.00    | 0.11%             | 2032-01-24      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| BBVA BANCOMER SA TEXAS           | BBVA Bancomer SA/Texas                                                           | CUSIP: AQ7459029<br>LEI: 549300WIWQK5Q9MCUN92 | Long             | DBT              | CORP              | MX        |     200000 | PA      | $179240.00    | 0.08%             | 2033-01-18      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| BRASKEM IDESA SAPI               | Braskem Idesa SAPI                                                               | CUSIP: BR9695791<br>LEI: YH0V7ZHY352ITDGEYB83 | Long             | DBT              | CORP              | MX        |     200000 | PA      | $142316.40    | 0.06%             | 2032-02-20      | Fixed         | 6.99%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC               | Dominican Republic International Bond                                            | CUSIP: ZP6620022<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     150000 | PA      | $109875.00    | 0.05%             | 2060-01-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| EMPRESA ELECTRICA COCHRA         | Empresa Electrica Cochrane SpA                                                   | CUSIP: ZQ3807125<br>LEI: 5493000S11JF8TJHYT07 | Long             | DBT              | CORP              | CL        |     132720 | PA      | $121646.77    | 0.05%             | 2027-05-14      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| EMPRESA ELECTRICA ANGAMO         | Empresa Electrica Angamos SA                                                     | CUSIP: EK6194873<br>LEI: 529900PQ7VWZL30RZ733 | Long             | DBT              | CORP              | CL        |     113000 | PA      | $100570.00    | 0.04%             | 2029-05-25      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| HUNT OIL CO OF PERU              | Hunt Oil Co of Peru LLC Sucursal Del Peru                                        | CUSIP: AS7998121<br>LEI: 549300SVO0550J3IKN50 | Long             | DBT              | CORP              | PE        |     174800 | PA      | $166497.00    | 0.07%             | 2028-06-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| LA CONSTRUCCION SA               | Inversiones La Construccion SA                                                   | CUSIP: BU0137564<br>LEI: 254900IMQ8BOPW9UKX13 | Long             | DBT              | CORP              | CL        |     200000 | PA      | $164000.00    | 0.07%             | 2032-02-07      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| OLEODUCTO CENTRAL SA             | Oleoducto Central SA                                                             | CUSIP: BK4596429<br>LEI: 254900W4CPYCQFVH5E92 | Long             | DBT              | CORP              | CO        |     200000 | PA      | $175827.00    | 0.08%             | 2027-07-14      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PETROLEOS DEL PERU SA            | Petroleos del Peru SA                                                            | CUSIP: AN9551200<br>LEI: 549300ZMGDLC9JT2OR80 | Long             | DBT              | CORP              | PE        |     200000 | PA      | $154500.00    | 0.07%             | 2032-06-19      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SCOTIABANK PERU SA               | Scotiabank Peru SAA                                                              | CUSIP: EJ4751123<br>LEI: 5493001E54CPRG5J5Q41 | Long             | SN               | CORP              | PE        |     200000 | PA      | $197156.00    | 0.08%             | 2027-12-13      | Variable      | 8.62%                 | No            |                  2 | On Loan: No      |
| TRANSPORT DE GAS PERU            | Transportadora de Gas del Peru SA                                                | CUSIP: EJ6504421<br>LEI: 529900SKHHNI5HVI0Y66 | Long             | DBT              | CORP              | PE        |     200000 | PA      | $187680.00    | 0.08%             | 2028-04-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| EMPRESAS PUBLIC MEDELLIN         | Empresas Publicas de Medellin ESP                                                | CUSIP: BK4385310<br>LEI: 549300SU25TO8EMXB434 | Long             | DBT              | CORP              | CO        |     400000 | PA      | $310789.60    | 0.13%             | 2031-02-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| UEP PENNONOME II SA              | UEP Penonome II SA                                                               | CUSIP: BN0155281<br>LEI: 549300DS6G5XB230S845 | Long             | DBT              | CORP              | PA        |     184656 | PA      | $135491.11    | 0.06%             | 2038-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UNIFIN FINANCIERA SA DE          | Unifin Financiera SAB de CV                                                      | CUSIP: AQ9083439<br>LEI: 5493007GRMPGDJG93Z17 | Long             | DBT              | CORP              | MX        |     200000 | PA      | $500.00       | 0.00%             | 2025-01-29      | None          | 8.88%                 | No            |                  2 | On Loan: No      |
| VTR FINANCE BV                   | VTR Finance NV                                                                   | CUSIP: BK1883424<br>LEI: 213800F4XI4RJB82XM19 | Long             | DBT              | CORP              | NL        |     200000 | PA      | $78000.00     | 0.03%             | 2028-07-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| N/A                              | EURO-BUND FUTURE  Mar23                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |         -2 | NC      | $17296.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                              | SEK/USD FWD 20230203                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $4.90         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                              | SGD/USD FWD 20230118                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $-389827.04   | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                              | SGD/USD FWD 20230118                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $236323.79    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                              | US 2YR NOTE (CBT) Mar23                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        136 | NC      | $554.77       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                              | US 10YR NOTE (CBT)Mar23                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       -141 | NC      | $62427.72     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SIMPAR FINANCE SARL              | Simpar Finance S.a.r.l                                                           | CUSIP: 82883AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | BR        |     590000 | PA      | $80522.05     | 0.03%             | 2028-02-12      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| N/A                              | AUDUSD .6000 AND USDJPY 125                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      85000 | NC      | $691.82       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                              | AUDUSD .6375 AND USDJPY 131.5                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      37000 | NC      | $2643.02      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                              | USDCNH 7.2 AND USDJPY 131.5                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      32000 | NC      | $1283.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                              | USD C JPY P 140.0000 EO                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |   -1058600 | NC      | $-12078.63    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                              | USD C JPY P 140.0000 EO                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |    1058600 | NC      | $8658.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                              | USD/JPY 112.75P 20230405                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |   -2100000 | NC      | $-4277.70     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                              | USD/JPY 120.50P 20230405                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |    2100000 | NC      | $14217.00     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                              | USD P MXN C 20.00000 EO                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |   -1474000 | NC      | $-41432.67    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                              | USD C MXN P 20.60000 EO                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |   -1474000 | NC      | $-21989.13    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                              | USD C CNH P 7.5 EO                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |    1692000 | NC      | $379.01       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                              | UDS C CNH P 7.470000 EO                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |    3196000 | NC      | $920.45       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                              | USD C GBP P 1.065000 EO                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |    -736925 | NC      | $-13.26       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                              | USD C GBP P 1.095000 EO                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |     736925 | NC      | $48.64        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                              | USD P EUR P 1.080000 EO                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |     830800 | NC      | $11437.62     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                              | USD P JPY C 107.5 EO                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |     437000 | NC      | $8937.52      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                              | US LONG BOND(CBT) Mar23                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        -22 | NC      | $24704.46     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                              | US 10yr Ultra Fut Mar23                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         14 | NC      | $-23450.16    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| KINDER MORGAN ENER PART          | Kinder Morgan Energy Partners LP                                                 | CUSIP: 494550AW6<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |     105000 | PA      | $110645.01    | 0.05%             | 2038-01-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                | Kinder Morgan Inc                                                                | CUSIP: 49456BAG6<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |      55000 | PA      | $51404.87     | 0.02%             | 2034-12-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| KOREA DEVELOPMENT BANK           | Korea Development Bank/The                                                       | CUSIP: 500630DH8<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | CORP              | KR        |     200000 | PA      | $156451.60    | 0.07%             | 2031-01-19      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO             | Kraft Heinz Foods Co                                                             | CUSIP: 50076QAR7<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |     260000 | PA      | $283097.88    | 0.12%             | 2039-01-26      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO             | Kraft Heinz Foods Co                                                             | CUSIP: 50077LAB2<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |      55000 | PA      | $44563.92     | 0.02%             | 2046-06-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO             | Kraft Heinz Foods Co                                                             | CUSIP: 50077LAD8<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |     125000 | PA      | $116518.88    | 0.05%             | 2026-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO             | Kraft Heinz Foods Co                                                             | CUSIP: 50077LAX4<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |     220000 | PA      | $194613.10    | 0.08%             | 2039-10-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO             | Kraft Heinz Foods Co                                                             | CUSIP: 50077LBC9<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |     200000 | PA      | $191135.20    | 0.08%             | 2027-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO             | Kraft Heinz Foods Co                                                             | CUSIP: 50077LBF2<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |     265000 | PA      | $248679.98    | 0.11%             | 2031-03-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| KRONOS ACQ  / KIK CUSTOM         | Kronos Acquisition Holdings Inc / KIK Custom Products Inc                        | CUSIP: 50106GAE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      15000 | PA      | $13012.50     | 0.01%             | 2026-12-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KRONOS ACQ  / KIK CUSTOM         | Kronos Acquisition Holdings Inc / KIK Custom Products Inc                        | CUSIP: 50106GAF9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      15000 | PA      | $12300.00     | 0.01%             | 2027-12-31      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BATH & BODY WORKS INC            | Bath & Body Works Inc                                                            | CUSIP: 501797AM6<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |      25000 | PA      | $22000.00     | 0.01%             | 2036-07-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| LCM Ltd Partnership              | LCM XXIV Ltd                                                                     | CUSIP: 50188YAJ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     250000 | PA      | $231873.00    | 0.10%             | 2030-03-20      | Floating      | 6.14%                 | No            |                  2 | On Loan: No      |
| LCM INVESTMENTS HOLDINGS         | LCM Investments Holdings II LLC                                                  | CUSIP: 50190EAA2<br>LEI: 549300P5V78NNQTG4428 | Long             | DBT              | CORP              | US        |      25000 | PA      | $20500.00     | 0.01%             | 2029-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| LG CHEM LTD                      | LG Chem Ltd                                                                      | CUSIP: 501955AD0<br>LEI: 988400IES4EIG7O06940 | Long             | DBT              | CORP              | KR        |     200000 | PA      | $156830.20    | 0.07%             | 2031-07-07      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| LCPR SR SECURED FIN DAC          | LCPR Senior Secured Financing DAC                                                | CUSIP: 50201DAD5<br>LEI: 549300LE5FM8IKMXSP90 | Long             | DBT              | CORP              | IE        |     200000 | PA      | $166000.00    | 0.07%             | 2029-07-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| LLPL CAPITAL PTE LTD             | LLPL Capital Pte Ltd                                                             | CUSIP: 50201PAA4<br>LEI: 254900VXZ8FXTUQNON22 | Long             | DBT              | CORP              | SG        |     255960 | PA      | $222685.20    | 0.10%             | 2039-02-04      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                 | LPL Holdings Inc                                                                 | CUSIP: 50212YAD6<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |      25000 | PA      | $21750.00     | 0.01%             | 2029-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LSTAR Commercial Mortgage Trus   | LSTAR Commercial Mortgage Trust 2016-4                                           | CUSIP: 50219QAL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     274000 | PA      | $248812.06    | 0.11%             | 2049-03-10      | Variable      | 4.60%                 | No            |                  2 | On Loan: No      |
| LSTAR Commercial Mortgage Trus   | LSTAR Commercial Mortgage Trust 2016-4                                           | CUSIP: 50219QAY0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     883012 | PA      | $24092.28     | 0.01%             | 2049-03-10      | Variable      | 1.70%                 | No            |                  2 | On Loan: No      |
| LSF11 A5 HOLDCO LLC              | LSF11 A5 HoldCo LLC                                                              | CUSIP: 50221DAA7<br>LEI: 254900FPK7P5WNA66Y10 | Long             | DBT              | CORP              | US        |      15000 | PA      | $12206.25     | 0.01%             | 2029-10-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| LADDER CAP FIN LLLP/CORP         | Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp               | CUSIP: 505742AP1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      25000 | PA      | $20156.25     | 0.01%             | 2029-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Legacy Mortgage Asset Trust      | Legacy Mortgage Asset Trust 2020-GS3                                             | CUSIP: 52474NAB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     900000 | PA      | $871278.21    | 0.37%             | 2060-05-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| LIBERTY BROADBAND CORP           | Liberty Broadband Corp                                                           | CUSIP: 530307AA5<br>LEI: 549300MIX43II8JLN536 | Long             | DBT              | CORP              | US        |     165000 | PA      | $162452.40    | 0.07%             | 2050-09-30      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| LIBERTY BROADBAND CORP           | Liberty Broadband Corp                                                           | CUSIP: 530307AC1<br>LEI: 549300MIX43II8JLN536 | Long             | DBT              | CORP              | US        |     245000 | PA      | $237861.19    | 0.10%             | 2050-09-30      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| LIBERTY MEDIA CORP               | Liberty Media Corp                                                               | CUSIP: 531229AK8<br>LEI: 549300ZKUTPIBZLWLL89 | Long             | DBT              | CORP              | US        |     100000 | PA      | $99164.80     | 0.04%             | 2050-12-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| MARRIOTT VACATION WORLDW         | Marriott Vacations Worldwide Corp                                                | CUSIP: 57164YAE7<br>LEI: 549300WA6BT5H4F7IO94 | Long             | DBT              | CORP              | US        |     165000 | PA      | $162207.54    | 0.07%             | 2027-12-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL           | Marriott International Inc/MD                                                    | CUSIP: 571903AS2<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |     115000 | PA      | $107263.61    | 0.05%             | 2026-06-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| MATCH GROUP HLD II LLC           | Match Group Holdings II LLC                                                      | CUSIP: 57665RAL0<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |     200000 | PA      | $162500.00    | 0.07%             | 2030-08-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: —       |
| MATTAMY GROUP CORP               | Mattamy Group Corp                                                               | CUSIP: 57701RAM4<br>LEI: 5493008TNY7A82WCXU31 | Long             | DBT              | CORP              | CA        |      45000 | PA      | $36562.50     | 0.02%             | 2030-03-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| MCGRAW-HILL EDUCATION            | McGraw-Hill Education Inc                                                        | CUSIP: 57767XAA8<br>LEI: 254900U6YJ9QZ4IQOR26 | Long             | DBT              | CORP              | US        |      30000 | PA      | $25425.00     | 0.01%             | 2028-08-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MCGRAW-HILL EDUCATION            | McGraw-Hill Education Inc                                                        | CUSIP: 57767XAB6<br>LEI: 254900U6YJ9QZ4IQOR26 | Long             | DBT              | CORP              | US        |      25000 | PA      | $20625.00     | 0.01%             | 2029-08-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| CONDOR MERGER SUB INC            | Condor Merger Sub Inc                                                            | CUSIP: 579063AB4<br>LEI: 254900SAGUYT3MBUU161 | Long             | DBT              | CORP              | US        |      25000 | PA      | $20187.50     | 0.01%             | 2030-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                  | McDonald's Corp                                                                  | CUSIP: 58013MFQ2<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |     125000 | PA      | $114894.63    | 0.05%             | 2030-07-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| MED Trust                        | Med Trust 2021-MDLN                                                              | CUSIP: 58403YBA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     161000 | PA      | $147125.47    | 0.06%             | 2038-11-15      | Floating      | 9.57%                 | No            |                  2 | On Loan: No      |
| MEDCO OAK TREE PTE LTD           | Medco Oak Tree Pte Ltd                                                           | CUSIP: 58405FAA3<br>LEI: 254900AU06KP3JTGZL51 | Long             | DBT              | CORP              | SG        |     420000 | PA      | $399000.00    | 0.17%             | 2026-05-14      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| MERCADOLIBRE INC                 | MercadoLibre Inc                                                                 | CUSIP: 58733RAE2<br>LEI: 549300DKPDN9M5S8GB14 | Long             | DBT              | CORP              | US        |     200000 | PA      | $178250.00    | 0.08%             | 2026-01-14      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| MERCURY CHILE HOLDCO LLC         | Mercury Chile Holdco LLC                                                         | CUSIP: 58937CAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     200000 | PA      | $190000.00    | 0.08%             | 2027-01-24      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| METIS MERGER SUB LLC             | Metis Merger Sub LLC                                                             | CUSIP: 59155LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      45000 | PA      | $38475.00     | 0.02%             | 2029-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MetroNet Infrastructure Issuer   | MetroNet Infrastructure Issuer LLC                                               | CUSIP: 59170JAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     150000 | PA      | $149590.32    | 0.06%             | 2052-10-20      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| MIDAS OPCO HOLDINGS LLC          | Stagwell Global LLC                                                              | CUSIP: 59565JAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      25000 | PA      | $20375.00     | 0.01%             | 2029-08-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| MIDCAP FINANCIAL ISSR TR         | Midcap Financial Issuer Trust                                                    | CUSIP: 59567LAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      15000 | PA      | $12862.50     | 0.01%             | 2028-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MIDWEST GMNG BOR/MWG FIN         | Midwest Gaming Borrower LLC / Midwest Gaming Finance Corp                        | CUSIP: 59833DAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      45000 | PA      | $37687.50     | 0.02%             | 2029-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Mill City Solar Loan 2019-2 Lt   | Mill City Solar Loan 2019-2 Ltd                                                  | CUSIP: 59982VAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |      77708 | PA      | $70832.26     | 0.03%             | 2043-07-20      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| MILLENNIUM ESCROW CORP           | Millennium Escrow Corp                                                           | CUSIP: 60041CAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      25000 | PA      | $16000.00     | 0.01%             | 2026-08-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| MILLICOM INTL CELLULAR           | Millicom International Cellular SA                                               | CUSIP: 600814AR8<br>LEI: 549300CTHC1CP86P2G96 | Long             | DBT              | CORP              | LU        |     200000 | PA      | $168750.00    | 0.07%             | 2031-04-27      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ATHENAHEALTH GROUP INC           | AthenaHealth Group Inc                                                           | CUSIP: 60337JAA4<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | DBT              | CORP              | US        |      45000 | PA      | $33300.00     | 0.01%             | 2030-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MODIVCARE ESCROW ISSUER          | ModivCare Escrow Issuer Inc                                                      | CUSIP: 60783XAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      15000 | PA      | $12525.00     | 0.01%             | 2029-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MONONGAHELA POWER CO             | Monongahela Power Co                                                             | CUSIP: 610202BP7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      85000 | PA      | $82523.53     | 0.04%             | 2043-12-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust   | Morgan Stanley Capital I Trust 2016-UBS12                                        | CUSIP: 61691EBB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2674435 | PA      | $54221.77     | 0.02%             | 2049-12-15      | Variable      | 0.65%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust   | Morgan Stanley Capital I Trust 2018-SUN                                          | CUSIP: 61691MAQ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      60000 | PA      | $57303.80     | 0.02%             | 2035-07-15      | Floating      | 6.87%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust   | Morgan Stanley Capital I Trust 2019-PLND                                         | CUSIP: 61691XAN3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     189000 | PA      | $160546.03    | 0.07%             | 2036-05-15      | Floating      | 6.47%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust   | Morgan Stanley Capital I Trust 2019-NUGS                                         | CUSIP: 61692AAN2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     147000 | PA      | $108576.54    | 0.05%             | 2036-12-15      | Floating      | 6.56%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust   | Morgan Stanley Capital I Trust 2019-NUGS                                         | CUSIP: 61692AAQ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     125000 | PA      | $96067.66     | 0.04%             | 2036-12-15      | Floating      | 7.16%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                   | Morgan Stanley                                                                   | CUSIP: 6174468Q5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     611000 | PA      | $567507.80    | 0.24%             | 2026-04-28      | Variable      | 2.19%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Inc       | Morgan Stanley ABS Capital I Inc Trust 2006-NC1                                  | CUSIP: 61744CYB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     306255 | PA      | $312198.83    | 0.13%             | 2035-12-25      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                   | Morgan Stanley                                                                   | CUSIP: 61747YEF8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     275000 | PA      | $199940.40    | 0.09%             | 2036-09-16      | Variable      | 2.48%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                   | Morgan Stanley                                                                   | CUSIP: 61747YET8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     883000 | PA      | $868797.56    | 0.37%             | 2026-07-17      | Variable      | 4.68%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust        | Morgan Stanley Bank of America Merrill Lynch Trust 2013-C13                      | CUSIP: 61763BAV6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4644055 | PA      | $19182.74     | 0.01%             | 2046-11-15      | Variable      | 0.93%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust        | Morgan Stanley Bank of America Merrill Lynch Trust 2014 C19                      | CUSIP: 61764PBV3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2088692 | PA      | $26587.79     | 0.01%             | 2047-12-15      | Variable      | 0.95%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust        | Morgan Stanley Bank of America Merrill Lynch Trust 2017-C34                      | CUSIP: 61767EAK0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     170000 | PA      | $137935.81    | 0.06%             | 2052-11-15      | Variable      | 4.18%                 | No            |                  2 | On Loan: No      |
| BDS Ltd                          | BDS 2020-FL5 LTD                                                                 | CUSIP: 05492QAG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     340000 | PA      | $330050.04    | 0.14%             | 2037-02-16      | Floating      | 6.49%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S   | BBCMS Mortgage Trust 2021-C11                                                    | CUSIP: 05493MAM6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1255000 | PA      | $128370.69    | 0.06%             | 2054-09-15      | Variable      | 1.52%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S   | Barclays Commercial Mortgage Trust 2019-C3                                       | CUSIP: 05550MAV6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1417226 | PA      | $86079.07     | 0.04%             | 2052-05-15      | Variable      | 1.31%                 | No            |                  2 | On Loan: No      |
| LBM ACQUISITION LLC              | LBM Acquisition LLC                                                              | CUSIP: 05552BAA4<br>LEI: 549300FAEB3VWZL4NI86 | Long             | DBT              | CORP              | US        |      25000 | PA      | $15500.00     | 0.01%             | 2029-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BCPE EMPIRE HOLDINGS INC         | BCPE Empire Holdings Inc                                                         | CUSIP: 05552VAA0<br>LEI: 549300O2G0VI2955B626 | Long             | DBT              | CORP              | US        |      35000 | PA      | $31325.00     | 0.01%             | 2027-05-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| BPR Trust                        | BPR Trust 2021-TY                                                                | CUSIP: 05592AAL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     167000 | PA      | $149523.20    | 0.06%             | 2038-09-15      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| Boca Commercial Mortgage Trust   | BOCA Commercial Mortgage Trust 2022-BOCA                                         | CUSIP: 05592LAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     100000 | PA      | $96503.51     | 0.04%             | 2039-05-15      | Floating      | 6.65%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust         | Benchmark 2020-B17 Mortgage Trust                                                | CUSIP: 08162MAZ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2531735 | PA      | $150161.49    | 0.06%             | 2053-03-15      | Variable      | 1.42%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust         | Benchmark 2020-IG3 Mortgage Trust                                                | CUSIP: 08162QAN9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1000000 | PA      | $785170.80    | 0.34%             | 2048-09-15      | Variable      | 3.29%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust         | Benchmark 2019-B10 Mortgage Trust                                                | CUSIP: 08162VAK4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2820000 | PA      | $133217.93    | 0.06%             | 2062-03-15      | Variable      | 0.90%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust         | Benchmark 2020-B18 Mortgage Trust                                                | CUSIP: 08163AAF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1553551 | PA      | $120170.29    | 0.05%             | 2053-07-15      | Variable      | 1.79%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust         | Benchmark 2021-B25 Mortgage Trust                                                | CUSIP: 08163DAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2225603 | PA      | $137418.09    | 0.06%             | 2054-04-15      | Variable      | 1.10%                 | No            |                  2 | On Loan: No      |
| BERRY GLOBAL INC                 | Berry Global Inc                                                                 | CUSIP: 085770AB1<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |     180000 | PA      | $174375.00    | 0.07%             | 2027-07-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Bluemountain CLO Ltd             | BlueMountain CLO XXVIII Ltd                                                      | CUSIP: 09630PAG8<br>LEI: 5493001GLQHON6UV2U40 | Long             | ABS-CBDO         | CORP              | KY        |     250000 | PA      | $230942.75    | 0.10%             | 2034-04-15      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                      | BNP Paribas SA                                                                   | CUSIP: 09659W2L7<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |     220000 | PA      | $202152.94    | 0.09%             | 2026-06-09      | Variable      | 2.22%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                    | Boeing Co/The                                                                    | CUSIP: 097023105<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EC               | CORP              | US        |        908 | NS      | $172964.92    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| BOEING CO                        | Boeing Co/The                                                                    | CUSIP: 097023CN3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     130000 | PA      | $110280.82    | 0.05%             | 2030-02-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| BOEING CO                        | Boeing Co/The                                                                    | CUSIP: 097023CU7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     265000 | PA      | $262109.65    | 0.11%             | 2027-05-01      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| BOEING CO                        | Boeing Co/The                                                                    | CUSIP: 097023CY9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     570000 | PA      | $556098.84    | 0.24%             | 2030-05-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Bojangles Issuer, LLC            | Bojangles Issuer LLC                                                             | CUSIP: 09748RAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      99250 | PA      | $88652.48     | 0.04%             | 2050-10-20      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                   | Bombardier Inc                                                                   | CUSIP: 097751BT7<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |      10000 | PA      | $9675.00      | 0.00%             | 2027-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA           | BP Capital Markets America Inc                                                   | CUSIP: 10373QBP4<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |     170000 | PA      | $112066.55    | 0.05%             | 2051-06-04      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| BRASKEM IDESA SAPI               | Braskem Idesa SAPI                                                               | CUSIP: 10554NAB4<br>LEI: YH0V7ZHY352ITDGEYB83 | Long             | DBT              | CORP              | MX        |     200000 | PA      | $142414.80    | 0.06%             | 2032-02-20      | Fixed         | 6.99%                 | No            |                  2 | On Loan: No      |
| BRASKEM NETHERLANDS              | Braskem Netherlands Finance BV                                                   | CUSIP: 10554TAE5<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |     200000 | PA      | $154750.00    | 0.07%             | 2050-01-31      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FED REPUBLIC OF BRAZIL           | Brazilian Government International Bond                                          | CUSIP: 105756BY5<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     500000 | PA      | $396250.00    | 0.17%             | 2047-02-21      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| BRAZOS SECURITIZATN LLC          | Brazos Securitization LLC                                                        | CUSIP: 106230AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     200000 | PA      | $196676.44    | 0.08%             | 2031-09-01      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                     | Broadcom Inc                                                                     | CUSIP: 11135FBJ9<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     300000 | PA      | $215568.30    | 0.09%             | 2041-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BROADSTREET PARTNERS INC         | BroadStreet Partners Inc                                                         | CUSIP: 11135RAA3<br>LEI: 549300BS9N54G8DD0R75 | Long             | DBT              | CORP              | US        |      25000 | PA      | $21375.00     | 0.01%             | 2029-04-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BROOKLYN UNION GAS CO            | Brooklyn Union Gas Co/The                                                        | CUSIP: 114259AU8<br>LEI: 83BQ1DXS6VA5GZFK8S35 | Long             | DBT              | CORP              | US        |     145000 | PA      | $111119.01    | 0.05%             | 2049-03-04      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC         | Builders FirstSource Inc                                                         | CUSIP: 12008RAN7<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |      25000 | PA      | $22062.50     | 0.01%             | 2030-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC         | Builders FirstSource Inc                                                         | CUSIP: 12008RAR8<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |      25000 | PA      | $23375.00     | 0.01%             | 2032-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| BURFORD CAPITAL GLBL FIN         | Burford Capital Global Finance LLC                                               | CUSIP: 12116LAC3<br>LEI: 549300JVAOO67CSCH406 | Long             | DBT              | CORP              | US        |      25000 | PA      | $22250.00     | 0.01%             | 2030-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| BURLINGTON STORES INC            | Burlington Stores Inc                                                            | CUSIP: 122017AB2<br>LEI: 5299003Z37DVGKKC1W09 | Long             | DBT              | CORP              | US        |     225000 | PA      | $258034.50    | 0.11%             | 2025-04-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: —       |
| BX Trust                         | BX Commercial Mortgage Trust 2021-CIP                                            | CUSIP: 12434FAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     110000 | PA      | $106154.60    | 0.05%             | 2038-12-15      | Floating      | 5.24%                 | No            |                  2 | On Loan: No      |
| CAMB Commercial Mortgage Trust   | CAMB Commercial Mortgage Trust 2019-LIFE                                         | CUSIP: 12482HAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     100000 | PA      | $98501.78     | 0.04%             | 2037-12-15      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP           | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     230000 | PA      | $193775.00    | 0.08%             | 2030-03-01      | Fixed         | 4.75%                 | 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        |     125000 | PA      | $103125.00    | 0.04%             | 2030-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP           | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     460000 | PA      | $368000.00    | 0.16%             | 2031-02-01      | Fixed         | 4.25%                 | 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        |     100000 | PA      | $76750.00     | 0.03%             | 2033-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP           | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      55000 | PA      | $40768.75     | 0.02%             | 2034-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP           | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      30000 | PA      | $24300.00     | 0.01%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CDW LLC/CDW FINANCE              | CDW LLC / CDW Finance Corp                                                       | CUSIP: 12513GBD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     165000 | PA      | $151800.00    | 0.07%             | 2028-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CDW LLC/CDW FINANCE              | CDW LLC / CDW Finance Corp                                                       | CUSIP: 12513GBF5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      25000 | PA      | $21218.75     | 0.01%             | 2029-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CD Commercial Mortgage Trust     | CD 2017-CD4 Mortgage Trust                                                       | CUSIP: 12515DAS3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1391976 | PA      | $55496.70     | 0.02%             | 2050-05-10      | Variable      | 1.23%                 | No            |                  2 | On Loan: No      |
| CFCRE Commercial Mortgage Trus   | CFCRE Commercial Mortgage Trust 2016-C4                                          | CUSIP: 12531YAQ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     652484 | PA      | $25699.79     | 0.01%             | 2058-05-10      | Variable      | 1.61%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS         | CHS/Community Health Systems Inc                                                 | CUSIP: 12543DBH2<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |      35000 | PA      | $29137.50     | 0.01%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS         | CHS/Community Health Systems Inc                                                 | CUSIP: 12543DBJ8<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |      20000 | PA      | $10000.00     | 0.00%             | 2029-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS         | CHS/Community Health Systems Inc                                                 | CUSIP: 12543DBM1<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |      25000 | PA      | $18875.00     | 0.01%             | 2030-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans           | CHL Mortgage Pass-Through Trust 2007-HY5                                         | CUSIP: 12544BAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     732482 | PA      | $614326.77    | 0.26%             | 2037-09-25      | Variable      | 4.03%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                 | CIFC Funding 2021-IV Ltd                                                         | CUSIP: 12547DAG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     500000 | PA      | $465896.00    | 0.20%             | 2033-07-15      | Floating      | 6.98%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                 | CIFC Funding 2015-IV Ltd                                                         | CUSIP: 12550TBE4<br>LEI: 549300ZXX0SJBZWIWI81 | Long             | ABS-CBDO         | CORP              | KY        |     250000 | PA      | $232179.50    | 0.10%             | 2034-04-20      | Floating      | 6.14%                 | No            |                  2 | On Loan: No      |
| CIM Trust                        | CIM Trust 2018-INV1                                                              | CUSIP: 12553XAK9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     233495 | PA      | $212252.10    | 0.09%             | 2048-08-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY         | Canadian Pacific Railway Co                                                      | CUSIP: 13645RBD5<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |      70000 | PA      | $65282.07     | 0.03%             | 2024-12-02      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| Canyon Capital CLO Ltd           | Canyon Capital CLO 2014-1 Ltd                                                    | CUSIP: 13875LAU2<br>LEI: 549300W778MFSPI8C872 | Long             | ABS-CBDO         | CORP              | KY        |     250000 | PA      | $218458.85    | 0.09%             | 2031-01-30      | Floating      | 7.16%                 | No            |                  2 | On Loan: No      |
| Canyon Capital CLO Ltd           | Canyon Capital CLO 2021-2 Ltd                                                    | CUSIP: 13876XAN1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     500000 | PA      | $460044.00    | 0.20%             | 2034-04-15      | Floating      | 7.43%                 | No            |                  2 | On Loan: No      |
| CAP SA                           | CAP SA                                                                           | CUSIP: 13911YAA4<br>LEI: 54930079GPG23NTBB003 | Long             | DBT              | CORP              | CL        |     200000 | PA      | $157500.00    | 0.07%             | 2031-04-27      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO         | Capital One Financial Corp                                                       | CUSIP: 14040HCQ6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     203000 | PA      | $197522.45    | 0.08%             | 2025-05-09      | Variable      | 4.17%                 | No            |                  2 | On Loan: No      |
| CARDS II Trust                   | CARDS II Trust                                                                   | CUSIP: 14161GBZ2<br>LEI: 549300GWPYLNK6X47W76 | Long             | ABS-O            | CORP              | CA        |     150000 | PA      | $141462.69    | 0.06%             | 2027-04-15      | Fixed         | 0.93%                 | No            |                  2 | On Loan: No      |
| CARGO AIRCRAFT MANAGEMEN         | Cargo Aircraft Management Inc                                                    | CUSIP: 14180LAA4<br>LEI: 549300GH5J7LOMV44F11 | Long             | DBT              | CORP              | US        |      25000 | PA      | $22500.00     | 0.01%             | 2028-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust          | Carmax Auto Owner Trust 2019-3                                                   | CUSIP: 14315PAH8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     100000 | PA      | $97488.88     | 0.04%             | 2026-01-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                    | Carnival Corp                                                                    | CUSIP: 143658BN1<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     325000 | PA      | $230750.00    | 0.10%             | 2027-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                    | Carnival Corp                                                                    | CUSIP: 143658BU5<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     290000 | PA      | $259651.79    | 0.11%             | 2027-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CASCADES INC/USA INC             | Cascades Inc/Cascades USA Inc                                                    | CUSIP: 14739LAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      25000 | PA      | $21906.25     | 0.01%             | 2028-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Castlelake Aircraft Securitiza   | Castlelake Aircraft Structured Trust 2019-1                                      | CUSIP: 14855MAC2<br>LEI: 549300MHTIBONNXM3R82 | Long             | ABS-O            | CORP              | US        |     988734 | PA      | $494479.14    | 0.21%             | 2039-04-15      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| CCM MERGER INC                   | CCM Merger Inc                                                                   | CUSIP: 14985VAE1<br>LEI: 549300P77RSBKKFME089 | Long             | DBT              | CORP              | US        |      25000 | PA      | $23500.00     | 0.01%             | 2026-05-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CEMEX SAB DE CV                  | Cemex SAB de CV                                                                  | CUSIP: 151290BZ5<br>LEI: 549300RIG2CXWN6IV731 | Long             | DBT              | CORP              | MX        |     200000 | PA      | $168750.00    | 0.07%             | 2031-07-11      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                     | Centene Corp                                                                     | CUSIP: 15135BAT8<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |      65000 | PA      | $59150.00     | 0.03%             | 2029-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                     | Centene Corp                                                                     | CUSIP: 15135BAV3<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |     385000 | PA      | $324362.50    | 0.14%             | 2030-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAP INTL           | TotalEnergies Capital International SA                                           | CUSIP: 89153VAW9<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |     135000 | PA      | $94040.87     | 0.04%             | 2060-06-29      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| TOTAL PLAY TELECOM               | Total Play Telecomunicaciones SA de CV                                           | CUSIP: 89157FAA8<br>LEI: 4469000001BSAPAMOQ06 | Long             | DBT              | CORP              | MX        |     205000 | PA      | $178350.00    | 0.08%             | 2025-11-12      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| TOWNSQUARE MEDIA INC             | Townsquare Media Inc                                                             | CUSIP: 892231AB7<br>LEI: 549300XBA8C68H0DR538 | Long             | DBT              | CORP              | US        |      30000 | PA      | $26700.00     | 0.01%             | 2026-02-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| TRANSALTA CORP                   | TransAlta Corp                                                                   | CUSIP: 89346DAH0<br>LEI: GJZNVO2UY6DNFNIYH321 | Long             | DBT              | CORP              | CA        |      15000 | PA      | $15337.50     | 0.01%             | 2029-11-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES            | TransCanada PipeLines Ltd                                                        | CUSIP: 89352HBA6<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |     310000 | PA      | $285303.85    | 0.12%             | 2030-04-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES            | TransCanada PipeLines Ltd                                                        | CUSIP: 89352HBB4<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |     143000 | PA      | $132652.81    | 0.06%             | 2024-10-12      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| TRANSCONT GAS PIPE LINE          | Transcontinental Gas Pipe Line Co LLC                                            | CUSIP: 893574AP8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      30000 | PA      | $26074.62     | 0.01%             | 2030-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                    | TransDigm Inc                                                                    | CUSIP: 893647BL0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |      50000 | PA      | $46500.00     | 0.02%             | 2027-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN POSEIDON LTD          | Transocean Poseidon Ltd                                                          | CUSIP: 89383JAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |      39375 | PA      | $38390.63     | 0.02%             | 2027-02-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| TRAVEL + LEISURE CO              | Travel + Leisure Co                                                              | CUSIP: 894164AA0<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | DBT              | CORP              | US        |     170000 | PA      | $138550.00    | 0.06%             | 2029-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TRINSEO OP / TRINSEO FIN         | Trinseo Materials Operating SCA / Trinseo Materials Finance Inc                  | CUSIP: 89668QAF5<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |      20000 | PA      | $12950.00     | 0.01%             | 2029-04-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| TRITON WATER HOLDINGS IN         | Triton Water Holdings Inc                                                        | CUSIP: 89680EAA7<br>LEI: 5493005IYCEL7QJFZZ63 | Long             | DBT              | CORP              | US        |      25000 | PA      | $20062.50     | 0.01%             | 2029-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| TRITON CONTAINER/TAL INT         | Triton Container International Ltd / TAL International Container Corp            | CUSIP: 89681LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |     130000 | PA      | $100379.50    | 0.04%             | 2032-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| TRONOX INC                       | Tronox Inc                                                                       | CUSIP: 897051AC2<br>LEI: 549300EPZ4YXC7E5P181 | Long             | DBT              | CORP              | US        |      20000 | PA      | $16625.00     | 0.01%             | 2029-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| 2020 CASH EXCH TRUST             | 2020 Cash Mandatory Exchangeable Trust                                           | CUSIP: 901375105<br>LEI: N/A                  | Long             | EP               | CORP              | US        |        240 | NS      | $275164.80    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| 280 Park Avenue Mortgage Trust   | 280 Park Avenue 2017-280P Mortgage Trust                                         | CUSIP: 90205FAQ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     168000 | PA      | $148330.90    | 0.06%             | 2034-09-15      | Floating      | 7.06%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust    | UBS Commercial Mortgage Trust 2017-C4                                            | CUSIP: 90276RBK3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     250000 | PA      | $209469.48    | 0.09%             | 2050-10-15      | Variable      | 4.54%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust    | UBS Commercial Mortgage Trust 2018-C9                                            | CUSIP: 90291JAX5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2325845 | PA      | $89238.71     | 0.04%             | 2051-03-15      | Variable      | 0.93%                 | No            |                  2 | On Loan: No      |
| US BANCORP                       | US Bancorp                                                                       | CUSIP: 902973866<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EP               | CORP              | US        |        175 | NS      | $142745.75    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| US BANCORP                       | US Bancorp                                                                       | CUSIP: 902973BC9<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EP               | CORP              | US        |     195000 | PA      | $159412.50    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC            | Uber Technologies Inc                                                            | CUSIP: 90353TAC4<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |     170000 | PA      | $170637.50    | 0.07%             | 2026-11-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC            | Uber Technologies Inc                                                            | CUSIP: 90353TAJ9<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |     195000 | PA      | $163392.06    | 0.07%             | 2025-12-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC            | Uber Technologies Inc                                                            | CUSIP: 90353TAK6<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |      30000 | PA      | $26062.50     | 0.01%             | 2029-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNIFRAX ESCROW ISS CORP          | ASP Unifrax Holdings Inc                                                         | CUSIP: 90473LAA0<br>LEI: 549300RRU6BWJLD0YT71 | Long             | DBT              | CORP              | US        |      50000 | PA      | $40062.50     | 0.02%             | 2028-09-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2020-1 A PTT          | United Airlines 2020-1 Class A Pass Through Trust                                | CUSIP: 90931GAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     110654 | PA      | $108578.90    | 0.05%             | 2027-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES HOLDINGS         | United Airlines Holdings Inc                                                     | CUSIP: 910047AK5<br>LEI: 98450079DA0B78DD6764 | Long             | DBT              | CORP              | US        |      25000 | PA      | $24000.00     | 0.01%             | 2025-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                  | United States Treasury Note/Bond                                                 | CUSIP: 912810TK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      63000 | PA      | $56325.94     | 0.02%             | 2042-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                  | United States Treasury Note/Bond                                                 | CUSIP: 912810TM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     511000 | PA      | $500780.00    | 0.21%             | 2042-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                  | United States Treasury Note/Bond                                                 | CUSIP: 912828U24<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     180000 | PA      | $166359.38    | 0.07%             | 2026-11-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                  | United States Treasury Note/Bond                                                 | CUSIP: 912828Z78<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1078300 | PA      | $973165.75    | 0.42%             | 2027-01-31      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                  | United States Treasury Note/Bond                                                 | CUSIP: 91282CAL5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      69000 | PA      | $58143.28     | 0.02%             | 2027-09-30      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                  | United States Treasury Note/Bond                                                 | CUSIP: 91282CBL4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      47000 | PA      | $38282.97     | 0.02%             | 2031-02-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: —       |
| US TREASURY N/B                  | United States Treasury Note/Bond                                                 | CUSIP: 91282CCW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     240000 | PA      | $212437.50    | 0.09%             | 2026-08-31      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                  | United States Treasury Note/Bond                                                 | CUSIP: 91282CDK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      33400 | PA      | $29955.63     | 0.01%             | 2026-11-30      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                  | United States Treasury Note/Bond                                                 | CUSIP: 91282CDL2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     287700 | PA      | $249759.56    | 0.11%             | 2028-11-30      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                  | United States Treasury Note/Bond                                                 | CUSIP: 91282CDY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     515000 | PA      | $436462.50    | 0.19%             | 2032-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                  | United States Treasury Note/Bond                                                 | CUSIP: 91282CEE7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     485000 | PA      | $441274.22    | 0.19%             | 2029-03-31      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                  | United States Treasury Note/Bond                                                 | CUSIP: 91282CEP2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    5030000 | PA      | $4633887.50   | 1.99%             | 2032-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                  | United States Treasury Note/Bond                                                 | CUSIP: 91282CEU1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     426800 | PA      | $412328.81    | 0.18%             | 2025-06-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                  | United States Treasury Note/Bond                                                 | CUSIP: 91282CEY3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     193500 | PA      | $187392.66    | 0.08%             | 2025-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                  | United States Treasury Note/Bond                                                 | CUSIP: 91282CFF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1267700 | PA      | $1153012.77   | 0.49%             | 2032-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                  | United States Treasury Note/Bond                                                 | CUSIP: 91282CFV8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     656000 | PA      | $669120.00    | 0.29%             | 2032-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                  | United States Treasury Note/Bond                                                 | CUSIP: 91282CFZ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      40000 | PA      | $39775.00     | 0.02%             | 2027-11-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                  | United States Treasury Note/Bond                                                 | CUSIP: 91282CGA3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     421000 | PA      | $418368.75    | 0.18%             | 2025-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                  | United States Treasury Note/Bond                                                 | CUSIP: 91282CGC9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     150000 | PA      | $149156.25    | 0.06%             | 2027-12-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                  | United States Treasury Note/Bond                                                 | CUSIP: 91282CGD7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     104000 | PA      | $103642.50    | 0.04%             | 2024-12-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UNITED WHOLESALE MTGE LL         | United Wholesale Mortgage LLC                                                    | CUSIP: 913229AC4<br>LEI: 549300HW662MN1WU8550 | Long             | DBT              | CORP              | US        |      25000 | PA      | $21500.00     | 0.01%             | 2027-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC           | UnitedHealth Group Inc                                                           | CUSIP: 91324PEB4<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |      90000 | PA      | $84835.17     | 0.04%             | 2024-05-15      | Fixed         | 0.55%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC           | UnitedHealth Group Inc                                                           | CUSIP: 91324PEL2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |      45000 | PA      | $42241.77     | 0.02%             | 2062-05-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| UNITI GRP/UNITI HLD/CSL          | Uniti Group LP / Uniti Fiber Holdings Inc / CSL Capital LLC                      | CUSIP: 91327AAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      25000 | PA      | $15812.50     | 0.01%             | 2030-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| UNIVISION COMMUNICATIONS         | Univision Communications Inc                                                     | CUSIP: 914906AU6<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |      25000 | PA      | $24125.00     | 0.01%             | 2027-06-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| URBAN ONE INC                    | Urban One Inc                                                                    | CUSIP: 91705JAC9<br>LEI: 549300PLGIGPBRQUP240 | Long             | DBT              | CORP              | US        |      25000 | PA      | $21562.50     | 0.01%             | 2028-02-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| USB CAPITAL IX                   | USB Capital IX                                                                   | CUSIP: 91731KAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      18000 | PA      | $14130.00     | 0.01%             | 2023-01-30      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| USA COM PART/USA COM FIN         | USA Compression Partners LP / USA Compression Finance Corp                       | CUSIP: 91740PAF5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      25000 | PA      | $23375.00     | 0.01%             | 2027-09-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Vericrest Opportunity Loan Tra   | VOLT XCII LLC                                                                    | CUSIP: 91835MAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     700000 | PA      | $528794.00    | 0.23%             | 2051-02-27      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| VTR FINANCE BV                   | VTR Finance NV                                                                   | CUSIP: 918374AA7<br>LEI: 213800F4XI4RJB82XM19 | Long             | DBT              | CORP              | NL        |     200000 | PA      | $78000.00     | 0.03%             | 2028-07-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| VALLEY NATIONAL BANCORP          | Valley National Bancorp                                                          | CUSIP: 919794305<br>LEI: 549300ET52S1UBIB9762 | Long             | EP               | CORP              | US        |       5475 | NS      | $137422.50    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| VAR ENERGI ASA                   | Var Energi ASA                                                                   | CUSIP: 92212WAD2<br>LEI: 549300LIVN3FFOJN2K47 | Long             | DBT              | CORP              | NO        |     200000 | PA      | $203426.00    | 0.09%             | 2028-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| VAREX IMAGING CORPORATIO         | Varex Imaging Corp                                                               | CUSIP: 92214XAC0<br>LEI: 549300CWYWPVCT8E9W67 | Long             | DBT              | CORP              | US        |      25000 | PA      | $24718.75     | 0.01%             | 2027-10-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| VEDANTA RESOURCES                | Vedanta Resources Finance II PLC                                                 | CUSIP: 92243XAA9<br>LEI: 8945002DGA3BBXO3N634 | Long             | DBT              | CORP              | GB        |     200000 | PA      | $130000.00    | 0.06%             | 2026-04-23      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Lo   | Velocity Commercial Capital Loan Trust 2020-2                                    | CUSIP: 92259DAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     500000 | PA      | $456197.65    | 0.20%             | 2050-05-25      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS           | Verizon Communications Inc                                                       | CUSIP: 92343VEP5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     105000 | PA      | $105643.97    | 0.05%             | 2025-05-15      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS           | Verizon Communications Inc                                                       | CUSIP: 92343VGF5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      54000 | PA      | $51017.15     | 0.02%             | 2024-03-22      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS           | Verizon Communications Inc                                                       | CUSIP: 92343VGP3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      45000 | PA      | $34197.12     | 0.01%             | 2052-03-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ACCO BRANDS CORP                 | ACCO Brands Corp                                                                 | CUSIP: 00081TAK4<br>LEI: JCT8P4Y190IH4I1NX328 | Long             | DBT              | CORP              | US        |      25000 | PA      | $20562.50     | 0.01%             | 2029-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Ace Securities Corp.             | ACE Securities Corp Mortgage Loan Trust Series 2007-D1                           | CUSIP: 00083BAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     339683 | PA      | $281946.99    | 0.12%             | 2038-02-25      | Variable      | 6.93%                 | No            |                  2 | On Loan: No      |
| ADT SEC CORP                     | ADT Security Corp/The                                                            | CUSIP: 00109LAA1<br>LEI: 5493009JEEDYLVRA0J13 | Long             | DBT              | CORP              | US        |      25000 | PA      | $21187.50     | 0.01%             | 2029-08-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| AES CORP/THE                     | AES Corp/The                                                                     | CUSIP: 00130H204<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | EP               | CORP              | US        |       2800 | NS      | $285628.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| AES CORP/THE                     | AES Corp/The                                                                     | CUSIP: 00130HCC7<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |      30000 | PA      | $26414.82     | 0.01%             | 2030-07-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| AMC NETWORKS INC                 | AMC Networks Inc                                                                 | CUSIP: 00164VAF0<br>LEI: 549300VGG9K75226LR46 | Long             | DBT              | CORP              | US        |       5000 | PA      | $3100.00      | 0.00%             | 2029-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| ALM Loan Funding                 | ALM 2020 Ltd                                                                     | CUSIP: 00166FAG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     500000 | PA      | $486480.72    | 0.21%             | 2029-10-15      | Floating      | 5.93%                 | No            |                  2 | On Loan: No      |
| AMN HEALTHCARE INC               | AMN Healthcare Inc                                                               | CUSIP: 00175PAB9<br>LEI: 549300H27NUKBFFQEE84 | Long             | DBT              | CORP              | US        |      25000 | PA      | $23016.93     | 0.01%             | 2027-10-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| AMSR Trust                       | AMSR 2021-SFR1 Trust                                                             | CUSIP: 00179DAF3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1200000 | PA      | $890553.72    | 0.38%             | 2038-06-17      | Variable      | 2.90%                 | No            |                  2 | On Loan: No      |
| AMSR Trust                       | AMSR 2021-SFR3 Trust                                                             | CUSIP: 00180UAJ4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     550000 | PA      | $458560.19    | 0.20%             | 2038-10-17      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| API GROUP DE INC                 | APi Group DE Inc                                                                 | CUSIP: 00185PAA9<br>LEI: 549300XP4G7B4QYA0G83 | Long             | DBT              | CORP              | US        |      25000 | PA      | $21625.00     | 0.01%             | 2029-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AT&T INC                         | AT&T Inc                                                                         | CUSIP: 00206RKJ0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     270000 | PA      | $183642.39    | 0.08%             | 2053-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AT&T INC                         | AT&T Inc                                                                         | CUSIP: 00206RMJ8<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      73000 | PA      | $69252.11     | 0.03%             | 2024-03-25      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES/AADVAN         | American Airlines Inc/AAdvantage Loyalty IP Ltd                                  | CUSIP: 00253XAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     220000 | PA      | $211200.00    | 0.09%             | 2026-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES/AADVAN         | American Airlines Inc/AAdvantage Loyalty IP Ltd                                  | CUSIP: 00253XAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     260000 | PA      | $237575.00    | 0.10%             | 2029-04-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                       | AbbVie Inc                                                                       | CUSIP: 00287YAS8<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     240000 | PA      | $215876.16    | 0.09%             | 2045-05-14      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ACADEMY LTD                      | Academy Ltd                                                                      | CUSIP: 00401YAA8<br>LEI: 549300BN53IR80C35Z14 | Long             | DBT              | CORP              | US        |      25000 | PA      | $24000.00     | 0.01%             | 2027-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ACADIA HEALTHCARE CO INC         | Acadia Healthcare Co Inc                                                         | CUSIP: 00404AAN9<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |      25000 | PA      | $23812.50     | 0.01%             | 2028-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ANGLOGOLD HOLDINGS PLC           | AngloGold Ashanti Holdings PLC                                                   | CUSIP: 03512TAE1<br>LEI: 213800745ZIXC4L6A131 | Long             | DBT              | CORP              | IM        |     200000 | PA      | $173698.40    | 0.07%             | 2030-10-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH CO/INBEV          | Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc                      | CUSIP: 03522AAJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     125000 | PA      | $113546.75    | 0.05%             | 2046-02-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC              | Elevance Health Inc                                                              | CUSIP: 036752AJ2<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     100000 | PA      | $95075.40     | 0.04%             | 2025-01-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC              | Elevance Health Inc                                                              | CUSIP: 036752AU7<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |      40000 | PA      | $34940.72     | 0.01%             | 2052-05-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| ANTERO MIDSTREAM PART/FI         | Antero Midstream Partners LP / Antero Midstream Finance Corp                     | CUSIP: 03690AAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      45000 | PA      | $42525.00     | 0.02%             | 2027-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Applebees/IHOP Funding LLC       | Applebee's Funding LLC / IHOP Funding LLC                                        | CUSIP: 03789XAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     148500 | PA      | $146249.01    | 0.06%             | 2049-06-05      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| Applebees/IHOP Funding LLC       | Applebee's Funding LLC / IHOP Funding LLC                                        | CUSIP: 03789XAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      99000 | PA      | $90149.98     | 0.04%             | 2049-06-05      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| Aqua Finance Trust               | Aqua Finance Trust 2021-A                                                        | CUSIP: 03842VAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      96150 | PA      | $87516.50     | 0.04%             | 2046-07-17      | Fixed         | 1.54%                 | No            |                  2 | On Loan: No      |
| Arbor Realty Collateralized Lo   | Arbor Realty Commercial Real Estate Notes 2021-FL4 Ltd                           | CUSIP: 03880RAJ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     275000 | PA      | $254176.36    | 0.11%             | 2036-11-15      | Floating      | 7.22%                 | No            |                  2 | On Loan: No      |
| Arbor Realty Collateralized Lo   | Arbor Realty Collateralized Loan Obligation 2020-FL1 Ltd                         | CUSIP: 03880WAJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     170000 | PA      | $160837.69    | 0.07%             | 2035-02-15      | Floating      | 6.90%                 | No            |                  2 | On Loan: No      |
| ARCHROCK PARTNERS LP/FIN         | Archrock Partners LP / Archrock Partners Finance Corp                            | CUSIP: 03959KAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      25000 | PA      | $22875.00     | 0.01%             | 2028-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ARCONIC CORP                     | Arconic Corp                                                                     | CUSIP: 03966VAA5<br>LEI: 549300B4YFWH3U74B152 | Long             | DBT              | CORP              | US        |      55000 | PA      | $51150.00     | 0.02%             | 2028-02-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| ARDAGH METAL PACKAGING           | Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance PLC      | CUSIP: 03969YAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     200000 | PA      | $169000.00    | 0.07%             | 2028-09-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ARETEC ESCROW ISSUER INC         | Aretec Escrow Issuer Inc                                                         | CUSIP: 040133AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      25000 | PA      | $20593.75     | 0.01%             | 2029-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ARES CLO Ltd                     | Ares XLIX CLO Ltd                                                                | CUSIP: 04017JAG6<br>LEI: 549300FI9E5EZIMPA581 | Long             | ABS-CBDO         | CORP              | KY        |    1000000 | PA      | $934318.45    | 0.40%             | 2030-07-22      | Floating      | 6.27%                 | No            |                  2 | On Loan: No      |
| ARKO CORP                        | Arko Corp                                                                        | CUSIP: 041242AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      15000 | PA      | $12112.50     | 0.01%             | 2029-11-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Arroyo Mortgage Trust            | Arroyo Mortgage Trust 2019-2                                                     | CUSIP: 042858AC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     107159 | PA      | $95432.44     | 0.04%             | 2049-04-25      | Variable      | 3.80%                 | No            |                  2 | On Loan: No      |
| Arroyo Mortgage Trust            | Arroyo Mortgage Trust 2019-1                                                     | CUSIP: 042859AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      54085 | PA      | $50417.34     | 0.02%             | 2049-01-25      | Variable      | 3.81%                 | No            |                  2 | On Loan: No      |
| ASBURY AUTOMOTIVE GROUP          | Asbury Automotive Group Inc                                                      | CUSIP: 043436AV6<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |      25000 | PA      | $21312.50     | 0.01%             | 2030-03-01      | Fixed         | 4.75%                 | 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        |      25000 | PA      | $22250.00     | 0.01%             | 2029-06-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING            | Athene Global Funding                                                            | CUSIP: 04685A3B5<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |     245000 | PA      | $239174.15    | 0.10%             | 2024-08-19      | Floating      | 4.73%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD         | Avolon Holdings Funding Ltd                                                      | CUSIP: 05401AAJ0<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |     225000 | PA      | $192937.50    | 0.08%             | 2027-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S   | BBCMS 2019-BWAY Mortgage Trust                                                   | CUSIP: 05492NAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     100000 | PA      | $76183.91     | 0.03%             | 2034-11-15      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                  | United States Treasury Note/Bond                                                 | CUSIP: 912810TG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      70000 | PA      | $56218.75     | 0.02%             | 2052-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                  | United States Treasury Note/Bond                                                 | CUSIP: 912810TH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1809000 | PA      | $1586549.53   | 0.68%             | 2042-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                  | United States Treasury Note/Bond                                                 | CUSIP: 912810TJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    2524000 | PA      | $2089398.75   | 0.90%             | 2052-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| VERITAS US INC/BERMUDA L         | Veritas US Inc / Veritas Bermuda Ltd                                             | CUSIP: 92346LAE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      10000 | PA      | $6900.00      | 0.00%             | 2025-09-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust       | Verus Securitization Trust 2022-8                                                | CUSIP: 924922AC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      98676 | PA      | $94279.71     | 0.04%             | 2067-09-25      | Variable      | 6.13%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust       | Verus Securitization Trust 2022-4                                                | CUSIP: 92538NAB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     175702 | PA      | $164938.01    | 0.07%             | 2067-04-25      | Variable      | 4.74%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust       | Verus Securitization Trust 2022-INV1                                             | CUSIP: 92539JAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      97011 | PA      | $95943.07     | 0.04%             | 2067-08-25      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| VIASAT INC                       | Viasat Inc                                                                       | CUSIP: 92552VAK6<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | DBT              | CORP              | US        |      25000 | PA      | $23187.50     | 0.01%             | 2025-09-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                 | Paramount Global                                                                 | CUSIP: 92553PBC5<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |      25000 | PA      | $20625.00     | 0.01%             | 2057-02-28      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| VIAVI SOLUTIONS INC              | Viavi Solutions Inc                                                              | CUSIP: 925550AF2<br>LEI: 5493006K3E3N1QOBF092 | Long             | DBT              | CORP              | US        |      25000 | PA      | $20750.00     | 0.01%             | 2029-10-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                 | Paramount Global                                                                 | CUSIP: 92556H305<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | EP               | CORP              | US        |       2200 | NS      | $54494.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| PARAMOUNT GLOBAL                 | Paramount Global                                                                 | CUSIP: 92556HAE7<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     145000 | PA      | $118175.00    | 0.05%             | 2062-03-30      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE           | VICI Properties LP / VICI Note Co Inc                                            | CUSIP: 92564RAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      70000 | PA      | $63612.50     | 0.03%             | 2029-12-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE           | VICI Properties LP / VICI Note Co Inc                                            | CUSIP: 92564RAE5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     165000 | PA      | $143550.00    | 0.06%             | 2030-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP               | VICI Properties LP                                                               | CUSIP: 925650AD5<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |     175000 | PA      | $161875.00    | 0.07%             | 2032-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| VICTORIA'S SECRET & CO           | Victoria's Secret & Co                                                           | CUSIP: 926400AA0<br>LEI: 5493006T3O70U3UWVF17 | Long             | DBT              | CORP              | US        |      55000 | PA      | $43175.00     | 0.02%             | 2029-07-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| VIKING CRUISES LTD               | Viking Cruises Ltd                                                               | CUSIP: 92676XAD9<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |      90000 | PA      | $73800.00     | 0.03%             | 2027-09-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| VIKING CRUISES LTD               | Viking Cruises Ltd                                                               | CUSIP: 92676XAE7<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |      10000 | PA      | $10600.00     | 0.00%             | 2025-05-15      | Fixed         | 13.00%                | No            |                  2 | On Loan: No      |
| CHESAPEAKE ENERGY CORP           | Chesapeake Energy Corp                                                           | CUSIP: 92735LAA0<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |      25000 | PA      | $24250.00     | 0.01%             | 2029-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA FINANCE PLC         | Virgin Media Finance PLC                                                         | CUSIP: 92769VAJ8<br>LEI: 2138001LVYC87DDHT482 | Long             | DBT              | CORP              | GB        |     200000 | PA      | $160250.00    | 0.07%             | 2030-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA SECURED FIN         | Virgin Media Secured Finance PLC                                                 | CUSIP: 92769XAP0<br>LEI: 213800X3RLP4NOTPY579 | Long             | DBT              | CORP              | GB        |     276000 | PA      | $248400.00    | 0.11%             | 2029-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA SECURED FIN         | Virgin Media Secured Finance PLC                                                 | CUSIP: 92769XAR6<br>LEI: 213800X3RLP4NOTPY579 | Long             | DBT              | CORP              | GB        |     200000 | PA      | $164854.20    | 0.07%             | 2030-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO         | Virginia Electric and Power Co                                                   | CUSIP: 927804GH1<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |      45000 | PA      | $42953.81     | 0.02%             | 2027-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| VIRTUSA CORP                     | Virtusa Corp                                                                     | CUSIP: 92837TAA0<br>LEI: C77OMXDER63WLJCSKT03 | Long             | DBT              | CORP              | US        |      25000 | PA      | $19000.00     | 0.01%             | 2028-12-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| VISTAJET MALTA/XO MGMT           | VistaJet Malta Finance PLC / XO Management Holding Inc                           | CUSIP: 92840JAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      25000 | PA      | $20000.00     | 0.01%             | 2030-02-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC         | Vistra Operations Co LLC                                                         | CUSIP: 92840VAB8<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |      25000 | PA      | $23812.50     | 0.01%             | 2027-02-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| VMED O2 UK FINAN                 | Vmed O2 UK Financing I PLC                                                       | CUSIP: 92858RAA8<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |     415000 | PA      | $332000.00    | 0.14%             | 2031-01-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Voya High Yield Bond Fund        | Voya High Yield Bond Fund                                                        | CUSIP: 92913L593<br>LEI: OTPD0VW0B2EUAT57PE57 | Long             | EC               | RF                | US        |     410690 | NS      | $2698230.59   | 1.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Voya Floating Rate Fund          | Voya Floating Rate Fund                                                          | CUSIP: 92913L619<br>LEI: 54930033N6GOK9FB2919 | Long             | EC               | RF                | US        |     316727 | NS      | $2578160.08   | 1.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Voya VACS Series EMCD Fund       | Voya VACS Series EMCD Fund                                                       | CUSIP: 92913M302<br>LEI: 5493007WQXO53JSF1B65 | Long             | EC               | RF                | US        |      97072 | NS      | $796957.53    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Voya Emerging Markets Hard Cur   | Voya Emerging Markets Hard Currency Debt Fund                                    | CUSIP: 92913M401<br>LEI: 549300SMBQ3OC2DD8W64 | Long             | EC               | RF                | US        |     196918 | NS      | $1449315.58   | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| WMG ACQUISITION CORP             | WMG Acquisition Corp                                                             | CUSIP: 92933BAR5<br>LEI: 549300NAS11NXI33CP80 | Long             | DBT              | CORP              | US        |     340000 | PA      | $272000.00    | 0.12%             | 2031-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| WF-RBS COMMERCIAL MORTGAGE TRU   | WFRBS Commercial Mortgage Trust 2014-C21                                         | CUSIP: 92939FAE9<br>LEI: 5493000F7E2NMQ4HIO61 | Long             | ABS-MBS          | CORP              | US        |     300000 | PA      | $258504.30    | 0.11%             | 2047-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WEC ENERGY GROUP INC             | WEC Energy Group Inc                                                             | CUSIP: 92939UAF3<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |      71000 | PA      | $67322.34     | 0.03%             | 2024-03-15      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| WR GRACE HOLDING LLC             | WR Grace Holdings LLC                                                            | CUSIP: 92943GAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      60000 | PA      | $48375.00     | 0.02%             | 2029-08-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Cer   | WaMu Mortgage Pass-Through Certificates Series 2007-HY3 Trust                    | CUSIP: 933634AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     372833 | PA      | $286204.86    | 0.12%             | 2037-03-25      | Variable      | 2.94%                 | No            |                  2 | On Loan: No      |
| WASH MULTIFAM ACQ INC            | WASH Multifamily Acquisition Inc                                                 | CUSIP: 93710WAA3<br>LEI: 549300AS7PRY5PHG6L12 | Long             | DBT              | CORP              | US        |      45000 | PA      | $42187.50     | 0.02%             | 2026-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| WEATHERFORD INTERNATIONA         | Weatherford International Ltd                                                    | CUSIP: 947075AT4<br>LEI: 549300A2JKMG5PGOGF82 | Long             | DBT              | CORP              | BM        |      30000 | PA      | $29400.00     | 0.01%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| WEATHERFORD INTERNATIONA         | Weatherford International Ltd                                                    | CUSIP: 947075AU1<br>LEI: 549300A2JKMG5PGOGF82 | Long             | DBT              | CORP              | BM        |      25000 | PA      | $24125.00     | 0.01%             | 2030-04-30      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| WEEKLEY HOMES LLC/ FINAN         | Weekley Homes LLC / Weekley Finance Corp                                         | CUSIP: 948565AD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      25000 | PA      | $21000.00     | 0.01%             | 2028-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY            | Wells Fargo & Co                                                                 | CUSIP: 949746556<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EP               | CORP              | US        |       4300 | NS      | $98943.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLS FARGO & COMPANY            | Wells Fargo & Co                                                                 | CUSIP: 94974BGE4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     125000 | PA      | $105767.38    | 0.05%             | 2044-11-04      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY            | Wells Fargo & Co                                                                 | CUSIP: 95000U3A9<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      45000 | PA      | $43963.51     | 0.02%             | 2028-07-25      | Variable      | 4.81%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY            | Wells Fargo & Co                                                                 | CUSIP: 95000U3C5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     519000 | PA      | $508096.85    | 0.22%             | 2026-08-15      | Variable      | 4.54%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag   | Wells Fargo Commercial Mortgage Trust 2018-C45                                   | CUSIP: 95001NAZ1<br>LEI: 5493006021R83VCLAO08 | Long             | ABS-MBS          | CORP              | US        |    5064508 | PA      | $174766.53    | 0.07%             | 2051-06-15      | Variable      | 0.79%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag   | Wells Fargo Commercial Mortgage Trust 2021-C59                                   | CUSIP: 95003CBG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     400000 | PA      | $207799.84    | 0.09%             | 2054-04-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| WELLTOWER INC                    | Welltower Inc                                                                    | CUSIP: 95040QAN4<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |     130000 | PA      | $105205.10    | 0.05%             | 2029-01-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| WENDYS FUNDING LLC               | Wendy's Funding LLC                                                              | CUSIP: 95058XAG3<br>LEI: 5493009DRVSTWJOXUL48 | Long             | ABS-O            | CORP              | US        |      91000 | PA      | $83140.39     | 0.04%             | 2049-06-15      | Fixed         | 3.78%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT              | Malaysia Government Bond                                                         | CUSIP: EJ7152766<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     400000 | PA      | $89701.70     | 0.04%             | 2028-06-15      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP              | American Tower Corp                                                              | CUSIP: 03027XAS9<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     100000 | PA      | $98887.81     | 0.04%             | 2026-05-22      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| NEW S WALES TREASURY CRP         | New South Wales Treasury Corp                                                    | CUSIP: AM9619967<br>LEI: TC7LRO17HPNPLTAV0H77 | Long             | DBT              | NUSS              | AU        |     380000 | PA      | $247259.37    | 0.11%             | 2027-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HELLENIC REPUBLIC                | Hellenic Republic Government Bond                                                | CUSIP: AQ1829367<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              | NUSS              | GR        |     190000 | PA      | $201340.73    | 0.09%             | 2042-01-30      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND              | Korea Treasury Bond                                                              | CUSIP: AM6598552<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  293300000 | PA      | $215838.16    | 0.09%             | 2027-06-10      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT              | Malaysia Government Bond                                                         | CUSIP: LW1697165<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     360000 | PA      | $81904.29     | 0.04%             | 2026-11-30      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E         | Alexandria Real Estate Equities Inc                                              | CUSIP: 015271AX7<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |     170000 | PA      | $107350.58    | 0.05%             | 2051-05-18      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER         | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                   | CUSIP: 01883LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      30000 | PA      | $26962.50     | 0.01%             | 2027-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ALLIED UNIVERSAL                 | Allied Universal Holdco LLC / Allied Universal Finance Corp                      | CUSIP: 019576AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      40000 | PA      | $36600.00     | 0.02%             | 2026-07-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| ALLIED UNIVERSAL                 | Allied Universal Holdco LLC / Allied Universal Finance Corp                      | CUSIP: 019576AB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       5000 | PA      | $4381.25      | 0.00%             | 2027-07-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| ALLISON TRANSMISSION INC         | Allison Transmission Inc                                                         | CUSIP: 019736AF4<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | DBT              | CORP              | US        |      25000 | PA      | $23375.00     | 0.01%             | 2029-06-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac        | Fannie Mae or Freddie Mac                                                        | CUSIP: 01F020612<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      99000 | PA      | $80805.66     | 0.03%             | 2051-01-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac        | Fannie Mae or Freddie Mac                                                        | CUSIP: 01F042616<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      98000 | PA      | $94570.00     | 0.04%             | 2041-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac        | Fannie Mae or Freddie Mac                                                        | CUSIP: 01F050619<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    2714000 | PA      | $2676258.44   | 1.15%             | 2041-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC               | Ally Financial Inc                                                               | CUSIP: 02005NBF6<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |      25000 | PA      | $24175.65     | 0.01%             | 2025-11-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ALTA EQUIPMENT GROUP             | Alta Equipment Group Inc                                                         | CUSIP: 02128LAA4<br>LEI: 549300DGOB28CLGS1X27 | Long             | DBT              | CORP              | US        |      25000 | PA      | $22625.00     | 0.01%             | 2026-04-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T   | Alternative Loan Trust 2006-HY11                                                 | CUSIP: 021466AA5<br>LEI: 549300CA9X1CRUCWUL74 | Long             | ABS-MBS          | CORP              | US        |     247609 | PA      | $219661.09    | 0.09%             | 2036-06-25      | Floating      | 4.63%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T   | Alternative Loan Trust 2007-OA4                                                  | CUSIP: 02150DAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     265517 | PA      | $233062.61    | 0.10%             | 2047-05-25      | Floating      | 4.73%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T   | Alternative Loan Trust 2007-16CB                                                 | CUSIP: 02152ABB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     492642 | PA      | $273475.75    | 0.12%             | 2037-08-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES GROUP          | American Airlines Group Inc                                                      | CUSIP: 02376RAF9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     285000 | PA      | $300971.40    | 0.13%             | 2025-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER          | American Electric Power Co Inc                                                   | CUSIP: 02557T307<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | EP               | CORP              | US        |       5650 | NS      | $291427.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN EXPRESS CO              | American Express Co                                                              | CUSIP: 025816CY3<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     146000 | PA      | $143102.78    | 0.06%             | 2025-08-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO              | American Express Co                                                              | CUSIP: 025816DB2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     110000 | PA      | $114469.30    | 0.05%             | 2027-11-05      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| AMWINS GROUP INC                 | AmWINS Group Inc                                                                 | CUSIP: 031921AB5<br>LEI: 549300SJE7MUB8NMRG61 | Long             | DBT              | CORP              | US        |      40000 | PA      | $34250.00     | 0.01%             | 2029-06-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust         | Angel Oak Mortgage Trust I LLC 2019-2                                            | CUSIP: 03463WAF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1300000 | PA      | $1232839.27   | 0.53%             | 2049-03-25      | Variable      | 6.29%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust 2   | BX Commercial Mortgage Trust 2019-XL                                             | CUSIP: 056054AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     380093 | PA      | $374876.90    | 0.16%             | 2036-10-15      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| BX Trust 2019-ATL                | BX Trust 2019-CALM                                                               | CUSIP: 05608FAN1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     136500 | PA      | $129212.97    | 0.06%             | 2032-11-15      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| BX Trust                         | BX Trust 2022-GPA                                                                | CUSIP: 05608UAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     180000 | PA      | $178876.13    | 0.08%             | 2039-10-15      | Floating      | 6.50%                 | No            |                  2 | On Loan: No      |
| BX Trust                         | BX Trust 2022-GPA                                                                | CUSIP: 05608UAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     110000 | PA      | $109038.70    | 0.05%             | 2039-10-15      | Floating      | 7.00%                 | No            |                  2 | On Loan: No      |
| BX Trust                         | BX Trust 2022-GPA                                                                | CUSIP: 05608UAN8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      75000 | PA      | $74072.95     | 0.03%             | 2039-10-15      | Floating      | 8.40%                 | No            |                  2 | On Loan: No      |
| BX Trust                         | BX Commercial Mortgage Trust 2021-SOAR                                           | CUSIP: 05608WAQ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     992482 | PA      | $912706.27    | 0.39%             | 2038-06-15      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| BX Trust                         | BX Trust 2021-BXMF                                                               | CUSIP: 05609RAS3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     162000 | PA      | $146254.54    | 0.06%             | 2026-10-15      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| BX Trust                         | BX Commercial Mortgage Trust 2021-VOLT                                           | CUSIP: 05609VAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     115000 | PA      | $110724.05    | 0.05%             | 2036-09-15      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| BX Trust                         | BX Commercial Mortgage Trust 2021-VOLT                                           | CUSIP: 05609VAQ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     167000 | PA      | $153477.56    | 0.07%             | 2036-09-15      | Floating      | 6.72%                 | No            |                  2 | On Loan: No      |
| BX Trust                         | BX Trust 2022-CLS                                                                | CUSIP: 05609XAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     135000 | PA      | $132686.91    | 0.06%             | 2027-10-13      | Fixed         | 5.76%                 | No            |                  2 | On Loan: No      |
| BALL CORP                        | Ball Corp                                                                        | CUSIP: 058498AV8<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |     240000 | PA      | $231300.00    | 0.10%             | 2026-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BALL CORP                        | Ball Corp                                                                        | CUSIP: 058498AW6<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |     215000 | PA      | $171193.75    | 0.07%             | 2030-08-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: —       |
| BALL CORP                        | Ball Corp                                                                        | CUSIP: 058498AY2<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |     250000 | PA      | $256875.00    | 0.11%             | 2028-03-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| BANCO DE CREDITO DEL PER         | Banco de Credito del Peru S.A.                                                   | CUSIP: 05971V2C8<br>LEI: 549300EQYQ8SCQZ4BY14 | Long             | DBT              | CORP              | PE        |     400000 | PA      | $362703.20    | 0.16%             | 2030-07-01      | Variable      | 3.12%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP             | Bank of America Corp                                                             | CUSIP: 06051GJG5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     140000 | PA      | $128489.76    | 0.06%             | 2025-09-25      | Variable      | 0.98%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP             | Bank of America Corp                                                             | CUSIP: 06051GKC2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     235000 | PA      | $172607.97    | 0.07%             | 2036-09-21      | Variable      | 2.48%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP             | Bank of America Corp                                                             | CUSIP: 06051GKE8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     252000 | PA      | $232652.95    | 0.10%             | 2025-12-06      | Variable      | 1.53%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP             | Bank of America Corp                                                             | CUSIP: 06051GKL2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      12000 | PA      | $9916.80      | 0.00%             | 2037-03-08      | Variable      | 3.85%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP             | Bank of America Corp                                                             | CUSIP: 06051GKM0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    1130000 | PA      | $1077716.03   | 0.46%             | 2026-04-02      | Variable      | 3.38%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP             | Bank of America Corp                                                             | CUSIP: 06051GKQ1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |       7000 | PA      | $6392.76      | 0.00%             | 2033-04-27      | Variable      | 4.57%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP             | Bank of America Corp                                                             | CUSIP: 06051GKY4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      26000 | PA      | $24724.26     | 0.01%             | 2033-07-22      | Variable      | 5.01%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                 | Bank of Montreal                                                                 | CUSIP: 06368BGS1<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |     120000 | PA      | $105322.44    | 0.05%             | 2032-12-15      | Variable      | 3.80%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA              | Bank of Nova Scotia/The                                                          | CUSIP: 06417XAH4<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |     225000 | PA      | $216881.55    | 0.09%             | 2025-04-11      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Bank                             | BANK 2019-BNK21                                                                  | CUSIP: 06540BBE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4090872 | PA      | $169671.37    | 0.07%             | 2052-10-17      | Variable      | 0.85%                 | No            |                  2 | On Loan: No      |
| Bank                             | BANK 2018-BNK11                                                                  | CUSIP: 06540TAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   11330377 | PA      | $229029.97    | 0.10%             | 2061-03-15      | Variable      | 0.46%                 | No            |                  2 | On Loan: No      |
| NETWORK I2I LTD                  | Network i2i Ltd                                                                  | CUSIP: BO2485254<br>LEI: 2549003L8M1FGHLHOX45 | Long             | DBT              | CORP              | MU        |     200000 | PA      | $173000.00    | 0.07%             | 2026-03-03      | Variable      | 3.98%                 | No            |                  2 | On Loan: No      |
| Bank                             | BANK 2020-BNK30                                                                  | CUSIP: 06541UCB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1270950 | PA      | $88220.93     | 0.04%             | 2053-12-15      | Variable      | 1.32%                 | No            |                  2 | On Loan: No      |
| Bank                             | BANK 2017-BNK8                                                                   | CUSIP: 06650AAN7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7050000 | PA      | $349837.92    | 0.15%             | 2050-11-15      | Variable      | 1.30%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC            | Bausch Health Cos Inc                                                            | CUSIP: 071734AP2<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |      20000 | PA      | $13650.00     | 0.01%             | 2027-02-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC            | Bausch Health Cos Inc                                                            | CUSIP: 071734AQ0<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |       5000 | PA      | $3900.00      | 0.00%             | 2028-09-30      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| N/A                              | US ULTRA BOND CBT Mar23                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        -16 | NC      | $36841.08     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| JSW STEEL LTD                    | JSW Steel Ltd                                                                    | CUSIP: BR4616958<br>LEI: 335800EK6HZSC4CVAJ09 | Long             | DBT              | CORP              | IN        |     400000 | PA      | $313500.00    | 0.13%             | 2032-04-05      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC            | Bausch Health Cos Inc                                                            | CUSIP: 071734AR8<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |       1000 | PA      | $595.00       | 0.00%             | 2030-10-15      | Fixed         | 14.00%                | No            |                  2 | On Loan: No      |
| BAYTEX ENERGY CORP               | Baytex Energy Corp                                                               | CUSIP: 07317QAH8<br>LEI: 549300R5LTV2H7I1I079 | Long             | DBT              | CORP              | CA        |      25000 | PA      | $25250.00     | 0.01%             | 2027-04-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| INDONESIA ASAHAN ALUMINI         | Indonesia Asahan Aluminium Persero PT                                            | CUSIP: BJ4178924<br>LEI: 2549008P48EB9SN2OI80 | Long             | DBT              | CORP              | ID        |     200000 | PA      | $168000.00    | 0.07%             | 2050-05-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| N/A                              | PRU CDS USD SR 5Y D14(BUY PROTECTION)                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |          1 | NC      | $-5392.27     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bayview Opportunity Master Fun   | Bayview MSR Opportunity Master Fund Trust 2021-INV2                              | CUSIP: 07336NAU3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     460742 | PA      | $416402.51    | 0.18%             | 2051-12-25      | Floating      | 4.37%                 | No            |                  2 | On Loan: No      |
| Bear Stearns Adjustable Rate M   | Bear Stearns ARM Trust 2004-10                                                   | CUSIP: 07384M6A5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     174346 | PA      | $158778.07    | 0.07%             | 2035-01-25      | Variable      | 3.97%                 | No            |                  2 | On Loan: No      |
| N/A                              | CDX.NA.HY.39.V1 (BUY PROTECTION)                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |          1 | NC      | $8688.89      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BEASLEY MEZ HLDGS LLC            | Beasley Mezzanine Holdings LLC                                                   | CUSIP: 07403VAA7<br>LEI: 549300VK8LJV1TK18D38 | Long             | DBT              | CORP              | US        |      25000 | PA      | $15000.00     | 0.01%             | 2026-02-01      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| BECLE SA DE CV                   | Becle SAB de CV                                                                  | CUSIP: 07586PAA9<br>LEI: 529900JY55CZKMJLCE09 | Long             | DBT              | CORP              | MX        |     205000 | PA      | $159344.04    | 0.07%             | 2031-10-14      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON AND CO          | Becton Dickinson and Co                                                          | CUSIP: 075887406<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | EP               | CORP              | US        |       2150 | NS      | $107672.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| BELLRING BRANDS INC              | BellRing Brands Inc                                                              | CUSIP: 07831CAA1<br>LEI: 549300S3BOK5CMTS8054 | Long             | DBT              | CORP              | US        |      25000 | PA      | $24250.00     | 0.01%             | 2030-03-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust         | Benchmark 2018-B2 Mortgage Trust                                                 | CUSIP: 08161CAL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     150000 | PA      | $124228.73    | 0.05%             | 2051-02-15      | Variable      | 4.23%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust         | Benchmark 2018-B4 Mortgage Trust                                                 | CUSIP: 08161HAN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7000000 | PA      | $539446.60    | 0.23%             | 2051-07-15      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| BX Trust                         | BX Trust 2018-GW                                                                 | CUSIP: 12433UAS4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      83000 | PA      | $77613.29     | 0.03%             | 2035-05-15      | Floating      | 7.24%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP               | Energy Transfer LP                                                               | CUSIP: 29273VAM2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | EP               | CORP              | US        |     175000 | PA      | $146125.00    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| ENTEGRIS INC                     | Entegris Inc                                                                     | CUSIP: 29362UAD6<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |      25000 | PA      | $20187.50     | 0.01%             | 2029-05-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P   | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FX3T3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1288018 | PA      | $89707.86     | 0.04%             | 2030-08-25      | Variable      | 1.24%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P   | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FXQX9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1482850 | PA      | $107649.27    | 0.05%             | 2035-10-25      | Variable      | 0.87%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multiclass Certifi   | Freddie Mac Multiclass Certificates Series 2021-P011                             | CUSIP: 3137H2NR1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     547950 | PA      | $69456.84     | 0.03%             | 2045-09-25      | Variable      | 1.79%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P   | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137H2NZ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     817438 | PA      | $67078.00     | 0.03%             | 2036-08-25      | Variable      | 0.98%                 | No            |                  2 | On Loan: No      |
| Fanniemae Strip                  | Fannie Mae Interest Strip                                                        | CUSIP: 31395Q5R7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2334690 | PA      | $385628.90    | 0.17%             | 2044-04-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                      | Freddie Mac REMICS                                                               | CUSIP: 31395UF22<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     224290 | PA      | $15269.27     | 0.01%             | 2035-05-15      | Floating      | 2.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                      | Freddie Mac REMICS                                                               | CUSIP: 31395VG29<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     105699 | PA      | $116991.98    | 0.05%             | 2034-08-15      | Floating      | 3.72%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                       | Fannie Mae REMICS                                                                | CUSIP: 31396QKF5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      80241 | PA      | $12988.99     | 0.01%             | 2039-07-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                       | Fannie Mae REMICS                                                                | CUSIP: 31396V5P9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1875914 | PA      | $169004.66    | 0.07%             | 2037-06-25      | Floating      | 2.06%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                      | Freddie Mac REMICS                                                               | CUSIP: 31397H6T0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1188745 | PA      | $108309.61    | 0.05%             | 2037-05-15      | Floating      | 2.09%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                      | Freddie Mac REMICS                                                               | CUSIP: 31397KBZ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     567168 | PA      | $38184.84     | 0.02%             | 2037-08-15      | Floating      | 1.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                       | Fannie Mae REMICS                                                                | CUSIP: 31397LGF0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1469511 | PA      | $132363.16    | 0.06%             | 2048-04-25      | Floating      | 1.77%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                       | Fannie Mae REMICS                                                                | CUSIP: 31398FLQ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2731762 | PA      | $310240.16    | 0.13%             | 2039-10-25      | Floating      | 2.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                       | Fannie Mae REMICS                                                                | CUSIP: 31398FTC5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      69865 | PA      | $12906.38     | 0.01%             | 2039-10-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                       | Fannie Mae Pool                                                                  | CUSIP: 3140QQVF9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     583488 | PA      | $587151.79    | 0.25%             | 2052-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                       | Fannie Mae Pool                                                                  | CUSIP: 3140XJGY3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     473926 | PA      | $461116.53    | 0.20%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                       | Fannie Mae Pool                                                                  | CUSIP: 3140XJMB6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     132437 | PA      | $134344.83    | 0.06%             | 2052-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                       | Fannie Mae Pool                                                                  | CUSIP: 3140XJV26<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     334067 | PA      | $337939.69    | 0.14%             | 2052-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                       | Fannie Mae Pool                                                                  | CUSIP: 3140XJVZ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     179073 | PA      | $178409.25    | 0.08%             | 2052-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FERRELLGAS LP/FERRELLGAS         | Ferrellgas LP / Ferrellgas Finance Corp                                          | CUSIP: 315289AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      25000 | PA      | $22750.00     | 0.01%             | 2026-04-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| FERTITTA ENTERTAINMENT           | Fertitta Entertainment LLC / Fertitta Entertainment Finance Co Inc               | CUSIP: 31556TAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      75000 | PA      | $60375.00     | 0.03%             | 2030-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| First Franklin Mtg Loan Asset    | First Franklin Mortgage Loan Trust 2004-FF10                                     | CUSIP: 32027NMJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     169179 | PA      | $176624.47    | 0.08%             | 2034-07-25      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| First Republic Mortgage Trust    | First Republic Mortgage Trust 2020-1                                             | CUSIP: 33616LAS9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     695166 | PA      | $540812.30    | 0.23%             | 2050-04-25      | Variable      | 2.88%                 | No            |                  2 | On Loan: No      |
| Firstkey Homes Trust             | FirstKey Homes 2020-SFR2 Trust                                                   | CUSIP: 33767JAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      98888 | PA      | $87612.11     | 0.04%             | 2037-10-19      | Fixed         | 1.27%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY CORP                 | FirstEnergy Corp                                                                 | CUSIP: 337932AC1<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |     320000 | PA      | $355463.04    | 0.15%             | 2031-11-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY CORP                 | FirstEnergy Corp                                                                 | CUSIP: 337932AH0<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |     180000 | PA      | $168300.00    | 0.07%             | 2027-07-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Flagstar Mortgage Trust          | Flagstar Mortgage Trust 2018-6RR                                                 | CUSIP: 33851FBP1<br>LEI: 549300H3PON1KOB2RF56 | Long             | ABS-MBS          | CORP              | US        |     455470 | PA      | $409595.56    | 0.18%             | 2048-10-25      | Variable      | 4.92%                 | No            |                  2 | On Loan: No      |
| FLORIDA ST BRD OF ADMIN FIN CO   | State Board of Administration Finance Corp                                       | CUSIP: 341271AF1<br>LEI: 549300S34SOJ0RULXM35 | Long             | DBT              | MUN               | US        |      40000 | PA      | $32817.60     | 0.01%             | 2030-07-01      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Fontainebleau Miami Beach Trus   | Fontainebleau Miami Beach Trust 2019-FBLU                                        | CUSIP: 34461LAQ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     120000 | PA      | $108609.23    | 0.05%             | 2036-12-10      | Variable      | 3.96%                 | No            |                  2 | On Loan: No      |
| Fontainebleau Miami Beach Trus   | Fontainebleau Miami Beach Trust 2019-FBLU                                        | CUSIP: 34461LAS3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     112000 | PA      | $100108.40    | 0.04%             | 2036-12-10      | Variable      | 3.96%                 | No            |                  2 | On Loan: No      |
| FOOT LOCKER INC                  | Foot Locker Inc                                                                  | CUSIP: 344849AA2<br>LEI: 549300X383CBNP6MTV94 | Long             | DBT              | CORP              | US        |      25000 | PA      | $20312.50     | 0.01%             | 2029-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY               | Ford Motor Co                                                                    | CUSIP: 345370DA5<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |     190000 | PA      | $142689.82    | 0.06%             | 2032-02-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY               | Ford Motor Co                                                                    | CUSIP: 345370DB3<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |      25000 | PA      | $23134.25     | 0.01%             | 2032-08-19      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC         | Ford Motor Credit Co LLC                                                         | CUSIP: 345397A86<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     300000 | PA      | $268743.90    | 0.12%             | 2027-08-17      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC         | Ford Motor Credit Co LLC                                                         | CUSIP: 345397B51<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     200000 | PA      | $166713.60    | 0.07%             | 2028-02-16      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDI                 | Ford Motor Credit Co LLC                                                         | CUSIP: 345397B69<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     245000 | PA      | $192735.62    | 0.08%             | 2031-06-17      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC         | Ford Motor Credit Co LLC                                                         | CUSIP: 345397C27<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     200000 | PA      | $186650.40    | 0.08%             | 2027-05-28      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| FORTRESS TRANS & INFRAST         | Fortress Transportation and Infrastructure Investors LLC                         | CUSIP: 34960PAD3<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |      25000 | PA      | $21250.00     | 0.01%             | 2028-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FOUNDATION BUILDING M            | Foundation Building Materials Inc                                                | CUSIP: 350392AA4<br>LEI: 549300ZVE6MONHB01I28 | Long             | DBT              | CORP              | US        |      25000 | PA      | $18718.75     | 0.01%             | 2029-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR              | Freddie Mac STACR REMIC Trust 2021-HQA1                                          | CUSIP: 35564KBS7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     300000 | PA      | $277600.83    | 0.12%             | 2033-08-25      | Floating      | 6.18%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR              | Freddie Mac STACR REMIC Trust 2022-HQA3                                          | CUSIP: 35564KE47<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     125000 | PA      | $123907.73    | 0.05%             | 2042-08-25      | Floating      | 7.48%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR              | Freddie Mac STACR REMIC Trust 2022-DNA6                                          | CUSIP: 35564KH36<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     176900 | PA      | $176899.17    | 0.08%             | 2042-09-25      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR              | Freddie Mac STACR REMIC Trust 2022-DNA7                                          | CUSIP: 35564KL31<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     140381 | PA      | $141225.72    | 0.06%             | 2052-03-25      | Floating      | 6.43%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust     | GS Mortgage Securities Trust 2011-GC3                                            | CUSIP: 36248FAJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     511224 | PA      | $0.51         | 0.00%             | 2044-03-10      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| GSAA Home Equity Trust           | GSAA Home Equity Trust 2007-7                                                    | CUSIP: 36249BAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     142624 | PA      | $134609.64    | 0.06%             | 2037-07-25      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust     | GS Mortgage Securities Corp Trust 2018-RIVR                                      | CUSIP: 36255WAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     122000 | PA      | $99134.00     | 0.04%             | 2035-07-15      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust     | GS Mortgage Securities Corp Trust 2018-RIVR                                      | CUSIP: 36255WAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1000000 | PA      | $710677.80    | 0.30%             | 2035-07-15      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust     | GS Mortgage Securities Trust 2019-GC42                                           | CUSIP: 36257UAN7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2310953 | PA      | $89227.51     | 0.04%             | 2052-09-01      | Variable      | 0.81%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust     | GS Mortgage Securities Trust 2020-GC47                                           | CUSIP: 36258RBC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1463251 | PA      | $89341.89     | 0.04%             | 2053-05-12      | Variable      | 1.13%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities    | GS Mortgage-Backed Securities Corp Trust 2020-PJ6                                | CUSIP: 36260RAD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     335920 | PA      | $263596.38    | 0.11%             | 2051-05-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| GSCG Trust                       | GSCG Trust 2019-600C                                                             | CUSIP: 36260TAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     183000 | PA      | $158288.30    | 0.07%             | 2034-09-06      | Variable      | 3.99%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities    | GS Mortgage-Backed Securities Trust 2022-PJ1                                     | CUSIP: 36263NAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     280518 | PA      | $217466.86    | 0.09%             | 2052-05-28      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust     | GS Mortgage Securities Trust 2020-GSA2                                           | CUSIP: 36264KAX8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1203904 | PA      | $110441.48    | 0.05%             | 2053-12-12      | Variable      | 1.73%                 | No            |                  2 | On Loan: No      |
| GALAXY PIPELINE ASSETS           | Galaxy Pipeline Assets Bidco Ltd                                                 | CUSIP: 36321PAD2<br>LEI: 549300L82YB0C6JQIC26 | Long             | DBT              | CORP              | JE        |     184932 | PA      | $156723.40    | 0.07%             | 2034-03-31      | Fixed         | 2.16%                 | No            |                  2 | On Loan: No      |
| GAP INC/THE                      | Gap Inc/The                                                                      | CUSIP: 364760AQ1<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | DBT              | CORP              | US        |      25000 | PA      | $17562.50     | 0.01%             | 2031-10-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| GARDA WORLD SECURITY             | Garda World Security Corp                                                        | CUSIP: 36485MAL3<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |      35000 | PA      | $28393.75     | 0.01%             | 2029-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GARTNER INC                      | Gartner Inc                                                                      | CUSIP: 366651AE7<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |     125000 | PA      | $107656.25    | 0.05%             | 2030-10-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| General Motors Co                | General Motors Co                                                                | CUSIP: 37045V100<br>LEI: 54930070NSV60J38I987 | Long             | EC               | CORP              | US        |       2553 | NS      | $85882.92     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| GENERAL MOTORS FINL CO           | General Motors Financial Co Inc                                                  | CUSIP: 37045XCD6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |      95000 | PA      | $91557.30     | 0.04%             | 2024-11-07      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO           | General Motors Financial Co Inc                                                  | CUSIP: 37045XDM5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     180000 | PA      | $166513.14    | 0.07%             | 2024-10-15      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO           | General Motors Financial Co Inc                                                  | CUSIP: 37045XDP8<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     145000 | PA      | $120391.91    | 0.05%             | 2028-10-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC             | Glencore Funding LLC                                                             | CUSIP: 378272BD9<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |      80000 | PA      | $70710.40     | 0.03%             | 2026-04-27      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC             | Glencore Funding LLC                                                             | CUSIP: 378272BH0<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |      70000 | PA      | $45364.69     | 0.02%             | 2051-09-23      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND              | Korea Treasury Bond                                                              | CUSIP: BY0255863<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  278330000 | PA      | $217595.38    | 0.09%             | 2024-09-10      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| NEW ZEALAND GOVERNMENT           | New Zealand Government Bond                                                      | CUSIP: EK3508679<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |     120000 | PA      | $75955.15     | 0.03%             | 2027-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NORWEGIAN GOVERNMENT             | Norway Government Bond                                                           | CUSIP: BU3225572<br>LEI: 549300L0BT3FJTN9MX24 | Long             | DBT              | NUSS              | NO        |    2470000 | PA      | $229941.35    | 0.10%             | 2032-05-18      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| SINGAPORE GOVERNMENT             | Singapore Government Bond                                                        | CUSIP: BS0544053<br>LEI: 549300ZSV6VOGFH1ER70 | Long             | DBT              | NUSS              | SG        |     210000 | PA      | $148127.30    | 0.06%             | 2026-11-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| AI CANDELARIA SPAIN SLU          | AI Candelaria Spain SA                                                           | CUSIP: AV1352799<br>LEI: 213800L5KA2MJ5FKRZ02 | Long             | DBT              | CORP              | ES        |     235418 | PA      | $223646.63    | 0.10%             | 2028-12-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| N/A                              | EUR/GBP FWD 20230118                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $-1952.72     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                              | EUR/GBP FWD 20230118                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $22133.15     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                              | EUR/MXN FWD 20230118                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $-1943.76     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                              | EUR/MXN FWD 20230118                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $1486.86      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                              | EUR/NOK FWD 20230118                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $12670.78     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                              | EUR/USD FWD 20230118                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $-853183.36   | -0.37%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                              | EUR/USD FWD 20230118                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $354530.96    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                              | EUR/USD FWD 20230203                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $-12853.71    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                              | EUR/USD FWD 20230203                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $8076.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                              | US 5YR NOTE (CBT) Mar23                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        139 | NC      | $-72820.21    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| BIOCEANICO SOVEREIGN             | Bioceanico Sovereign Certificate Ltd                                             | CUSIP: ZS5584637<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     136993 | PA      | $90415.22     | 0.04%             | 2034-06-05      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| C&W SENIOR FINANCING DAC         | C&W Senior Financing DAC                                                         | CUSIP: AO7226811<br>LEI: 5493009O8OIWZPZRY516 | Long             | DBT              | CORP              | IE        |     200000 | PA      | $186500.00    | 0.08%             | 2027-09-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| RUTAS 2 AND 7 FINANCE            | Rutas 2 and 7 Finance Ltd                                                        | CUSIP: ZQ0325196<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     186667 | PA      | $117366.66    | 0.05%             | 2036-09-30      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                              | GBP/JPY FWD 20230118                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $-6304.05     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                              | GBP/JPY FWD 20230118                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $2990.07      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                              | GBP/USD FWD 20230118                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $-138734.81   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                              | GBP/USD FWD 20230118                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $137054.88    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                              | GBP/USD FWD 20230203                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $-467.70      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                              | GBP/USD FWD 20230203                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $3332.37      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                              | JPY/USD FWD 20230118                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $302514.84    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                              | JPY/USD FWD 20230118                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $-322891.86   | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                              | JPY/USD FWD 20230203                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $-9575.18     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                              | JPY/USD FWD 20230203                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $780.90       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MC BRAZIL DWNSTRM                | MC Brazil Downstream Trading SARL                                                | CUSIP: BQ5328001<br>LEI: 213800T2A7R9TYNXZI63 | Long             | DBT              | CORP              | LU        |     200000 | PA      | $166000.00    | 0.07%             | 2031-06-30      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| MOVIDA EUROPE SA                 | Movida Europe SA                                                                 | CUSIP: BN7992835<br>LEI: 549300YRJE0V6QKU7C86 | Long             | DBT              | CORP              | LU        |     200000 | PA      | $149500.00    | 0.06%             | 2031-02-08      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SIMPAR EUROPE SA                 | Simpar Europe SA                                                                 | CUSIP: BN5372345<br>LEI: 54930068BSUST41D5C30 | Long             | DBT              | CORP              | LU        |     200000 | PA      | $150000.00    | 0.06%             | 2031-01-26      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| FINASTRA USA INC                 | Finastra USA Inc                                                                 | CUSIP: 02034DAF4<br>LEI: 549300ZB2RO6QC7YTK71 | Long             | LON              | CORP              | US        |      20000 | PA      | $15014.30     | 0.01%             | 2025-06-13      | Floating      | 10.62%                | No            |                  2 | On Loan: No      |
| TRAVERSE MIDSTREAM PARTN         | Traverse Midstream Partners LLC                                                  | CUSIP: 89435TAB0<br>LEI: 549300DHTM8B2X5QMJ22 | Long             | LON              | CORP              | US        |      52660 | PA      | $52627.52     | 0.02%             | 2024-09-27      | Floating      | 8.80%                 | No            |                  2 | On Loan: No      |
| EG FINCO LTD                     | EG Finco Ltd                                                                     | CUSIP: N/A<br>LEI: 2138003OUK4UQHRJLT65       | Long             | LON              | CORP              | GB        |      27714 | PA      | $26242.26     | 0.01%             | 2025-02-05      | Floating      | 9.15%                 | No            |                  2 | On Loan: No      |
| ACCESS CIG LLC                   | Access CIG LLC                                                                   | CUSIP: 00435CAH1<br>LEI: 5493002EU9Z6IQMPAN35 | Long             | LON              | CORP              | US        |      43618 | PA      | $42822.56     | 0.02%             | 2025-02-27      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| TITAN ACQUISITION LTD            | Titan Acquisition Ltd/Canada                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | CA        |      43740 | PA      | $40975.76     | 0.02%             | 2025-03-28      | Floating      | 8.15%                 | No            |                  2 | On Loan: No      |
| FILTRATION GROUP CORP            | Filtration Group Corp                                                            | CUSIP: 31732FAM8<br>LEI: 549300ZA0D9WN5ECE978 | Long             | LON              | CORP              | US        |     118808 | PA      | $117817.95    | 0.05%             | 2025-03-29      | Floating      | 7.38%                 | No            |                  2 | On Loan: No      |
| H-FOOD HOLDINGS LLC              | H-Food Holdings LLC                                                              | CUSIP: 40422KAB7<br>LEI: 549300JY2LK0EQ95YT44 | Long             | LON              | CORP              | US        |      46717 | PA      | $41735.79     | 0.02%             | 2025-05-31      | Floating      | 8.07%                 | No            |                  2 | On Loan: No      |
| RADIOLOGY PARTNERS INC           | Radiology Partners Inc                                                           | CUSIP: 75041EAB8<br>LEI: 549300SFTAG2177WUZ08 | Long             | LON              | CORP              | US        |      46203 | PA      | $38998.09     | 0.02%             | 2025-07-09      | Floating      | 8.64%                 | No            |                  2 | On Loan: No      |
| RADIOLOGY PARTNERS INC           | Radiology Partners Inc                                                           | CUSIP: 75041EAB8<br>LEI: 549300SFTAG2177WUZ08 | Long             | LON              | CORP              | US        |      53887 | PA      | $45484.14     | 0.02%             | 2025-07-09      | Floating      | 8.64%                 | No            |                  2 | On Loan: No      |
| MESSER INDUSTRIES USA            | Messer Industries USA Inc                                                        | CUSIP: N/A<br>LEI: 529900HNC1EZT3TC1260       | Long             | LON              | CORP              | US        |      15864 | PA      | $15752.45     | 0.01%             | 2026-03-01      | Floating      | 7.23%                 | No            |                  2 | On Loan: No      |
| UNITED NATURAL FOODS INC         | United Natural Foods Inc                                                         | CUSIP: 91116KAB1<br>LEI: 549300GKGW6WPZ282D40 | Long             | LON              | CORP              | US        |       7314 | PA      | $7305.79      | 0.00%             | 2025-10-22      | Floating      | 7.69%                 | No            |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC             | LifePoint Health Inc                                                             | CUSIP: 75915TAD4<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | LON              | CORP              | US        |      46829 | PA      | $44259.11     | 0.02%             | 2025-11-16      | Floating      | 8.16%                 | No            |                  2 | On Loan: No      |
| ABE INVESTMENT HOLDINGS          | Abe Investment Holdings Inc                                                      | CUSIP: 37427UAJ9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      26807 | PA      | $26789.78     | 0.01%             | 2026-02-19      | Floating      | 8.94%                 | No            |                  2 | On Loan: No      |
| MISTER CAR WASH HOLDINGS IN      | Mister Car Wash Holdings Inc                                                     | CUSIP: 60646CAF4<br>LEI: 549300BARUQU0U2GQE05 | Long             | LON              | CORP              | US        |      47522 | PA      | $46944.89     | 0.02%             | 2026-05-14      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| KESTREL BIDCO INC                | WestJet Airlines Ltd                                                             | CUSIP: C4927UAB8<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |      45214 | PA      | $41476.64     | 0.02%             | 2026-12-11      | Floating      | 7.35%                 | No            |                  2 | On Loan: No      |
| DCERT BUYER INC                  | Dcert Buyer Inc                                                                  | CUSIP: 24022KAB5<br>LEI: 549300EF826JEEUCHZ67 | Long             | LON              | CORP              | US        |      78589 | PA      | $76091.46     | 0.03%             | 2026-10-16      | Floating      | 8.70%                 | No            |                  2 | On Loan: No      |
| SEDGWICK CMS INC                 | Sedgwick Claims Management Services Inc                                          | CUSIP: 81527CAM9<br>LEI: 549300BIN4DWJG5VWF64 | Long             | LON              | CORP              | US        |      29025 | PA      | $28543.04     | 0.01%             | 2026-09-03      | Floating      | 8.13%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPER      | Charter Communications Operating LLC                                             | CUSIP: 16117LBX6<br>LEI: 549300TPZNMN50BJ3745 | Long             | LON              | CORP              | US        |     483548 | PA      | $472909.77    | 0.20%             | 2027-02-01      | Floating      | 6.14%                 | No            |                  2 | On Loan: No      |
| CHARTER NEX US INC               | Charter Next Generation Inc                                                      | CUSIP: 16125TAJ1<br>LEI: 549300KRNU8RNVGYXG75 | Long             | LON              | CORP              | US        |      68775 | PA      | $66932.17     | 0.03%             | 2027-12-01      | Floating      | 8.13%                 | No            |                  2 | On Loan: No      |
| ACREC 2021-FL1 Ltd.              | ACREC 2021-FL1 Ltd                                                               | CUSIP: 00500RAG0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     375000 | PA      | $345859.43    | 0.15%             | 2036-10-16      | Floating      | 6.48%                 | No            |                  2 | On Loan: No      |
| ADAMS HOMES INC                  | Adams Homes Inc                                                                  | CUSIP: 00623PAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      25000 | PA      | $21250.00     | 0.01%             | 2025-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ADAPTHEALTH LLC                  | AdaptHealth LLC                                                                  | CUSIP: 00653VAE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      50000 | PA      | $43000.00     | 0.02%             | 2030-03-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| AECOM                            | AECOM                                                                            | CUSIP: 00774CAB3<br>LEI: 0EEB8GF0W0NPCIHZX097 | Long             | DBT              | CORP              | US        |     320000 | PA      | $308800.00    | 0.13%             | 2027-03-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA         | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | CUSIP: 00774MAT2<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     335000 | PA      | $321697.15    | 0.14%             | 2023-10-29      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| AETHON UN/AETHIN UN FIN          | Aethon United BR LP / Aethon United Finance Corp                                 | CUSIP: 00810GAC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      25000 | PA      | $24812.50     | 0.01%             | 2026-02-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| AFFINITY GAMING                  | Affinity Gaming                                                                  | CUSIP: 00842XAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      25000 | PA      | $21187.50     | 0.01%             | 2027-12-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| AIR CANADA                       | Air Canada                                                                       | CUSIP: 008911BF5<br>LEI: 4B4HI3CGXMBDC0G6BM51 | Long             | DBT              | CORP              | CA        |     100000 | PA      | $119736.00    | 0.05%             | 2025-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AIR CANADA 2017-1B PTT           | Air Canada 2017-1 Class B Pass Through Trust                                     | CUSIP: 00908PAC1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     608466 | PA      | $545206.48    | 0.23%             | 2026-01-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                   | Air Lease Corp                                                                   | CUSIP: 00914AAM4<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |     115000 | PA      | $100123.14    | 0.04%             | 2026-08-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| AKER BP ASA                      | Aker BP ASA                                                                      | CUSIP: 00973RAF0<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |     185000 | PA      | $162106.25    | 0.07%             | 2030-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY           | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC            | CUSIP: 013092AG6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      20000 | PA      | $16775.00     | 0.01%             | 2029-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HOWMET AEROSPACE INC             | Howmet Aerospace Inc                                                             | CUSIP: 013817AJ0<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |      25000 | PA      | $25000.00     | 0.01%             | 2027-02-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES          | Philippine Government International Bond                                         | CUSIP: 718286CB1<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |     200000 | PA      | $162193.00    | 0.07%             | 2042-02-02      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| PIKE CORP                        | Pike Corp                                                                        | CUSIP: 721283AA7<br>LEI: 549300P4EKEP6HK0NC58 | Long             | DBT              | CORP              | US        |      70000 | PA      | $60812.50     | 0.03%             | 2028-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PINNACLE WEST CAPITAL            | Pinnacle West Capital Corp                                                       | CUSIP: 723484AH4<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | DBT              | CORP              | US        |      80000 | PA      | $72510.40     | 0.03%             | 2025-06-15      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| PLAYTIKA HOLDING CORP            | Playtika Holding Corp                                                            | CUSIP: 72815LAA5<br>LEI: 254900E35Z4TKA4UFG64 | Long             | DBT              | CORP              | US        |      25000 | PA      | $19500.00     | 0.01%             | 2029-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| POPULAR INC                      | Popular Inc                                                                      | CUSIP: 733174AK2<br>LEI: 5493008CARDZMVQ3LO89 | Long             | DBT              | CORP              | PR        |     380000 | PA      | $380027.74    | 0.16%             | 2023-09-14      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                | Post Holdings Inc                                                                | CUSIP: 737446AN4<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |     325000 | PA      | $304687.50    | 0.13%             | 2028-01-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                | Post Holdings Inc                                                                | CUSIP: 737446AP9<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |     255000 | PA      | $230775.00    | 0.10%             | 2029-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                | Post Holdings Inc                                                                | CUSIP: 737446AQ7<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |      32000 | PA      | $27560.00     | 0.01%             | 2030-04-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                | Post Holdings Inc                                                                | CUSIP: 737446AR5<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |     145000 | PA      | $121075.00    | 0.05%             | 2031-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PREMIER ENTERTAINMENT SU         | Premier Entertainment Sub LLC / Premier Entertainment Finance Corp               | CUSIP: 74052HAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      80000 | PA      | $58900.00     | 0.03%             | 2029-09-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| PREMIER ENTERTAINMENT SU         | Premier Entertainment Sub LLC / Premier Entertainment Finance Corp               | CUSIP: 74052HAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      97000 | PA      | $68385.00     | 0.03%             | 2031-09-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| PRIMO WATER HOLDINGS INC         | Primo Water Holdings Inc                                                         | CUSIP: 74168LAA4<br>LEI: 9845008F9A5F2E1D4832 | Long             | DBT              | CORP              | US        |      25000 | PA      | $21250.00     | 0.01%             | 2029-04-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust       | Progress Residential 2020-SFR3 Trust                                             | CUSIP: 74333AAN0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2000000 | PA      | $1771806.80   | 0.76%             | 2027-10-17      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust       | Progress Residential Trust                                                       | CUSIP: 74333HAQ8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     700000 | PA      | $589314.18    | 0.25%             | 2038-07-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust       | Progress Residential 2021-SFR3                                                   | CUSIP: 74333VAQ7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1100000 | PA      | $935625.90    | 0.40%             | 2026-05-17      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Provident Funding Mortgage Tru   | Provident Funding Mortgage Trust 2021-J1                                         | CUSIP: 74387MAK5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     200000 | PA      | $116682.68    | 0.05%             | 2051-10-25      | Variable      | 2.00%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC         | Prudential Financial Inc                                                         | CUSIP: 744320AM4<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |      90000 | PA      | $87968.52     | 0.04%             | 2043-06-15      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC         | Prudential Financial Inc                                                         | CUSIP: 744320AY8<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     135000 | PA      | $107674.11    | 0.05%             | 2047-12-07      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| INDONESIA ASAHAN ALUMINI         | Indonesia Asahan Aluminium Persero PT                                            | CUSIP: 74445PAE2<br>LEI: 2549008P48EB9SN2OI80 | Long             | DBT              | CORP              | ID        |     225000 | PA      | $220218.75    | 0.09%             | 2025-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| QATAR ENERGY TRADING LLC         | QatarEnergy Trading LLC                                                          | CUSIP: 74730DAC7<br>LEI: 254900QTESJKJ3P87J26 | Long             | DBT              | CORP              | QA        |     235000 | PA      | $194769.41    | 0.08%             | 2031-07-12      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| QORVO INC                        | Qorvo Inc                                                                        | CUSIP: 74739DAA2<br>LEI: 254900YAUJV2EUEVBR11 | Long             | DBT              | CORP              | US        |      45000 | PA      | $41343.75     | 0.02%             | 2024-12-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| QUANTA SERVICES INC              | Quanta Services Inc                                                              | CUSIP: 74762EAH5<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |     150000 | PA      | $114153.45    | 0.05%             | 2032-01-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC               | Province of Quebec Canada                                                        | CUSIP: 74814ZEP4<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |     155000 | PA      | $113274.78    | 0.05%             | 2023-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management      | RCKT Mortgage Trust 2021-1                                                       | CUSIP: 749350BL7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     476276 | PA      | $326790.85    | 0.14%             | 2051-03-25      | Variable      | 2.72%                 | No            |                  2 | On Loan: No      |
| RLJ LODGING TRUST LP             | RLJ Lodging Trust LP                                                             | CUSIP: 74965LAB7<br>LEI: 549300RX5I8Z6I6LDZ74 | Long             | DBT              | CORP              | US        |      25000 | PA      | $20312.50     | 0.01%             | 2029-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| RLGH Trust                       | RLGH Trust 2021-TROT                                                             | CUSIP: 74969CAN7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     175000 | PA      | $166146.73    | 0.07%             | 2036-04-15      | Floating      | 6.03%                 | No            |                  2 | On Loan: No      |
| RACKSPACE TECHNOLOGY             | Rackspace Technology Global Inc                                                  | CUSIP: 750098AA3<br>LEI: 549300QTYCKLMFSE8I97 | Long             | DBT              | CORP              | US        |       5000 | PA      | $2156.25      | 0.00%             | 2028-12-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| RADIATE HOLDCO / FINANCE         | Radiate Holdco LLC / Radiate Finance Inc                                         | CUSIP: 75026JAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      25000 | PA      | $18093.75     | 0.01%             | 2026-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Rate Mortgage Trust              | RATE Mortgage Trust 2021-HB1                                                     | CUSIP: 75409XBG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     474553 | PA      | $366703.19    | 0.16%             | 2051-12-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| RAYTHEON TECH CORP               | Raytheon Technologies Corp                                                       | CUSIP: 75513ECP4<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     165000 | PA      | $112531.82    | 0.05%             | 2052-03-15      | Fixed         | 3.03%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA           | Santander Holdings USA Inc                                                       | CUSIP: 80282KBC9<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |     130000 | PA      | $111464.34    | 0.05%             | 2028-01-06      | Variable      | 2.49%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivabl   | Santander Drive Auto Receivables Trust 2022-3                                    | CUSIP: 80285UAF8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     200000 | PA      | $186682.60    | 0.08%             | 2029-08-15      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| SASOL FINANCING USA LLC          | Sasol Financing USA LLC                                                          | CUSIP: 80386WAD7<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | US        |     200000 | PA      | $161750.00    | 0.07%             | 2031-03-18      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MATIV HOLDINGS INC               | Mativ Holdings Inc                                                               | CUSIP: 808541AA4<br>LEI: 549300Z1FU4IDULG1R21 | Long             | DBT              | CORP              | US        |      25000 | PA      | $22031.25     | 0.01%             | 2026-10-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| SC GAMES HOLDIN/US FINCO         | Scientific Games Holdings LP/Scientific Games US FinCo Inc                       | CUSIP: 80874DAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      80000 | PA      | $67600.00     | 0.03%             | 2030-03-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| SCIENTIFIC GAMES INTERNA         | Scientific Games International Inc                                               | CUSIP: 80874YBE9<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |      30000 | PA      | $28837.50     | 0.01%             | 2029-11-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| SCRIPPS ESCROW II INC            | Scripps Escrow II Inc                                                            | CUSIP: 81105DAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      50000 | PA      | $40250.00     | 0.02%             | 2029-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SEALED AIR CORP                  | Sealed Air Corp                                                                  | CUSIP: 81211KAY6<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |      25000 | PA      | $22656.25     | 0.01%             | 2027-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SEALED AIR CORP                  | Sealed Air Corp                                                                  | CUSIP: 81211KBA7<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |     100000 | PA      | $93375.00     | 0.04%             | 2029-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SENSATA TECHNOLOGIES INC         | Sensata Technologies Inc                                                         | CUSIP: 81728UAB0<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |      25000 | PA      | $20562.50     | 0.01%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust           | Sequoia Mortgage Trust 2021-3                                                    | CUSIP: 81748VCF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     480152 | PA      | $300202.57    | 0.13%             | 2051-05-25      | Variable      | 2.65%                 | No            |                  2 | On Loan: No      |
| BCRR Trust                       | BCRR 2016-FRR3 Trust                                                             | CUSIP: 81753WAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     797720 | PA      | $701932.06    | 0.30%             | 2026-05-26      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| SHEA HOMES LP/FNDG CP            | Shea Homes LP / Shea Homes Funding Corp                                          | CUSIP: 82088KAJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      25000 | PA      | $21250.00     | 0.01%             | 2029-04-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SHINHAN FINANCIAL GROUP          | Shinhan Financial Group Co Ltd                                                   | CUSIP: 824596AA8<br>LEI: 988400EB8A6G49E5KO54 | Long             | DBT              | CORP              | KR        |     200000 | PA      | $170000.00    | 0.07%             | 2026-05-12      | Variable      | 2.88%                 | No            |                  2 | On Loan: No      |
| SIMMONS FOOD INC/SIMMONS         | Simmons Foods Inc/Simmons Prepared Foods Inc/Simmons Pet Food Inc/Simmons Feed   | CUSIP: 82873MAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      25000 | PA      | $20375.00     | 0.01%             | 2029-03-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| SINCLAIR TELEVISION GROU         | Sinclair Television Group Inc                                                    | CUSIP: 829259BA7<br>LEI: 549300CQGEN0CH65UD62 | Long             | DBT              | CORP              | US        |      25000 | PA      | $18437.50     | 0.01%             | 2030-12-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO INC              | Sirius XM Radio Inc                                                              | CUSIP: 82967NBA5<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |      25000 | PA      | $23093.75     | 0.01%             | 2027-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO INC              | Sirius XM Radio Inc                                                              | CUSIP: 82967NBG2<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |     235000 | PA      | $193875.00    | 0.08%             | 2030-07-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| SIZZLING PLATT/FIN CO            | Sizzling Platter LLC / Sizzling Platter Finance Corp                             | CUSIP: 830146AB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      15000 | PA      | $13800.00     | 0.01%             | 2025-11-28      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES/SKYMILES         | Delta Air Lines Inc / SkyMiles IP Ltd                                            | CUSIP: 830867AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      95000 | PA      | $93033.03     | 0.04%             | 2025-10-20      | Fixed         | 4.50%                 | 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              | US        |     735000 | PA      | $690091.50    | 0.30%             | 2028-10-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SMITHFIELD FOODS INC             | Smithfield Foods Inc                                                             | CUSIP: 832248AZ1<br>LEI: CVTIPZRZJC0JQEZLL598 | Long             | DBT              | CORP              | US        |     195000 | PA      | $179443.88    | 0.08%             | 2027-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SMITHFIELD FOODS INC             | Smithfield Foods Inc                                                             | CUSIP: 832248BC1<br>LEI: CVTIPZRZJC0JQEZLL598 | Long             | DBT              | CORP              | US        |      10000 | PA      | $7626.96      | 0.00%             | 2030-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Social Professional Loan Progr   | SoFi Professional Loan Program 2021-B Trust                                      | CUSIP: 83405N106<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      10000 | PA      | $463697.56    | 0.20%             | 2047-02-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Social Professional Loan Progr   | SOFI PROFESSIONAL LOAN PROGRAM 2021-A TRUST                                      | CUSIP: 83405Y102<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      23000 | PA      | $366503.32    | 0.16%             | 2043-08-17      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SOHO Trust 2021-SOHO             | Soho Trust 2021-SOHO                                                             | CUSIP: 83410JAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     168000 | PA      | $122360.78    | 0.05%             | 2038-08-10      | Variable      | 2.70%                 | No            |                  2 | On Loan: No      |
| SONIC AUTOMOTIVE INC             | Sonic Automotive Inc                                                             | CUSIP: 83545GBD3<br>LEI: 549300NTLRGJ2JCBZU03 | Long             | DBT              | CORP              | US        |      75000 | PA      | $60750.00     | 0.03%             | 2029-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA         | Republic of South Africa Government International Bond                           | CUSIP: 836205AU8<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     200000 | PA      | $178249.60    | 0.08%             | 2028-10-12      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| SOUTH JERSEY INDUSTRIES          | South Jersey Industries Inc                                                      | CUSIP: 838518AA6<br>LEI: 549300DJYWYT5VXLFA46 | Long             | DBT              | CORP              | US        |     133000 | PA      | $102744.36    | 0.04%             | 2031-04-15      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                      | Southern Co/The                                                                  | CUSIP: 842587DC8<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |     102000 | PA      | $100737.65    | 0.04%             | 2024-08-01      | Variable      | 4.47%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                      | Southern Co/The                                                                  | CUSIP: 842587DF1<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |     130000 | PA      | $117975.00    | 0.05%             | 2051-01-15      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                      | Southern Co/The                                                                  | CUSIP: 842587DJ3<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |     135000 | PA      | $109350.00    | 0.05%             | 2051-09-15      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST AIRLINES CO            | Southwest Airlines Co                                                            | CUSIP: 844741BG2<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |     180000 | PA      | $218716.20    | 0.09%             | 2025-05-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ENERGY CO           | Southwestern Energy Co                                                           | CUSIP: 845467AL3<br>LEI: EFWMP121W54QV9MGOP87 | Long             | DBT              | CORP              | US        |       3000 | PA      | $2947.50      | 0.00%             | 2025-01-23      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ENERGY CO           | Southwestern Energy Co                                                           | CUSIP: 845467AR0<br>LEI: EFWMP121W54QV9MGOP87 | Long             | DBT              | CORP              | US        |      60000 | PA      | $55500.00     | 0.02%             | 2029-02-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: —       |
| SOUTHWESTERN ENERGY CO           | Southwestern Energy Co                                                           | CUSIP: 845467AT6<br>LEI: EFWMP121W54QV9MGOP87 | Long             | DBT              | CORP              | US        |      30000 | PA      | $25387.50     | 0.01%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SPANISH BROADCASTING SYS         | Spanish Broadcasting System Inc                                                  | CUSIP: 846425AQ9<br>LEI: 5493005DKYB1X4C9LH64 | Long             | DBT              | CORP              | US        |      25000 | PA      | $14375.00     | 0.01%             | 2026-03-01      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| SPECTRUM BRANDS INC              | Spectrum Brands Inc                                                              | CUSIP: 84762LAU9<br>LEI: 549300VU3EH2E73C1Q04 | Long             | DBT              | CORP              | US        |      25000 | PA      | $24687.50     | 0.01%             | 2025-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP             | OneMain Finance Corp                                                             | CUSIP: 85172FAQ2<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |      65000 | PA      | $59800.00     | 0.03%             | 2028-01-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC         | Ford Motor Credit Co LLC                                                         | CUSIP: BM9458266<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     100000 | PA      | $114022.68    | 0.05%             | 2024-06-14      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| OBRIGACOES DO TESOURO            | Portugal Obrigacoes do Tesouro OT                                                | CUSIP: BV7504327<br>LEI: 549300P6U1FJ3IMP7K42 | Long             | DBT              | NUSS              | PT        |     430000 | PA      | $389871.76    | 0.17%             | 2032-07-16      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND              | Korea Treasury Bond                                                              | CUSIP: BT2695174<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  901030000 | PA      | $672730.16    | 0.29%             | 2027-03-10      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT          | Mexican Bonos                                                                    | CUSIP: BS4948482<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      52500 | PA      | $248638.81    | 0.11%             | 2025-03-06      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NZ LOCAL GOVT FUND AGENC         | New Zealand Local Government Funding Agency Bond                                 | CUSIP: BH6763701<br>LEI: 254900ZJG39H1CAH6K02 | Long             | DBT              | NUSS              | NZ        |     155000 | PA      | $87144.23     | 0.04%             | 2026-04-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY INC           | Berkshire Hathaway Inc                                                           | CUSIP: 084670CH9<br>LEI: 5493000C01ZX7D35SD85 | Long             | DBT              | CORP              | US        |     200000 | PA      | $198364.36    | 0.09%             | 2025-03-12      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ADANI INTERNATIONAL CONT         | Adani International Container Terminal Pvt Ltd                                   | CUSIP: BN0450864<br>LEI: 335800J4SLERP6S94P28 | Long             | DBT              | CORP              | IN        |     187500 | PA      | $147421.88    | 0.06%             | 2031-02-16      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| INTL FINANCE CORP                | International Finance Corp                                                       | CUSIP: ZO1774181<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | CORP              | NZ        |     250000 | PA      | $138901.23    | 0.06%             | 2025-09-10      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| JOHNSON CONTROLS/TYCO FI         | Johnson Controls International plc / Tyco Fire & Security Finance SCA            | CUSIP: ZO4141503<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     100000 | PA      | $91055.35     | 0.04%             | 2027-09-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| KASIKORNBANK PCL HK              | Kasikornbank PCL/Hong Kong                                                       | CUSIP: ZO7946510<br>LEI: 5493004COSQ54937AW41 | Long             | DBT              | CORP              | TH        |     400000 | PA      | $377896.00    | 0.16%             | 2025-10-14      | Variable      | 5.28%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT              | United Kingdom Gilt                                                              | CUSIP: BQ2520402<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |      75000 | PA      | $84179.60     | 0.04%             | 2025-01-31      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC               | Province of Quebec Canada                                                        | CUSIP: BH4726221<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |     200000 | PA      | $199657.46    | 0.09%             | 2025-04-07      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| OBRIGACOES DO TESOURO            | Portugal Obrigacoes do Tesouro OT                                                | CUSIP: BH4959673<br>LEI: 549300P6U1FJ3IMP7K42 | Long             | DBT              | NUSS              | PT        |      85000 | PA      | $81915.51     | 0.04%             | 2027-10-15      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| VMED O2 UK FINAN                 | Vmed O2 UK Financing I PLC                                                       | CUSIP: ZO4153599<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |     150000 | PA      | $127490.13    | 0.05%             | 2031-01-31      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| AIRBUS SE                        | Airbus SE                                                                        | CUSIP: BJ8145234<br>LEI: MINO79WLOO247M1IL051 | Long             | DBT              | CORP              | NL        |     100000 | PA      | $93087.06     | 0.04%             | 2030-06-09      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| JAPAN (5 YEAR ISSUE)             | Japan Government Five Year Bond                                                  | CUSIP: BV8940330<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   25000000 | PA      | $189031.55    | 0.08%             | 2027-03-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| AUSTRALIAN GOVERNMENT            | Australia Government Bond                                                        | CUSIP: ZO5418629<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |     155000 | PA      | $94247.39     | 0.04%             | 2026-09-21      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| INTL FINANCE CORP                | International Finance Corp                                                       | CUSIP: ZO4248043<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | CORP              | CN        |     720000 | PA      | $103807.93    | 0.04%             | 2023-09-18      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| AUSTRALIAN GOVERNMENT            | Australia Government Bond                                                        | CUSIP: BH7282321<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |     455000 | PA      | $292138.66    | 0.13%             | 2024-11-21      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| HELLENIC REPUBLIC                | Hellenic Republic Government Bond                                                | CUSIP: BH8301500<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              | NUSS              | GR        |     230000 | PA      | $229611.00    | 0.10%             | 2027-04-22      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AUSTRALIAN GOVERNMENT            | Australia Government Bond                                                        | CUSIP: BJ3916126<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |     205000 | PA      | $111425.09    | 0.05%             | 2030-12-21      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| SAUDI INTERNATIONAL BOND         | Saudi Government International Bond                                              | CUSIP: BN7442955<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |     200000 | PA      | $162573.40    | 0.07%             | 2033-02-02      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO         | Spain Government Bond                                                            | CUSIP: BH2918028<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     170000 | PA      | $164000.26    | 0.07%             | 2027-07-30      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT              | United Kingdom Gilt                                                              | CUSIP: ZO7166713<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     235000 | PA      | $274928.07    | 0.12%             | 2024-01-31      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| AUSTRALIAN GOVERNMENT            | Australia Government Bond                                                        | CUSIP: ZO1145564<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |     210000 | PA      | $110837.11    | 0.05%             | 2031-11-21      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| HELLENIC REPUBLIC                | Hellenic Republic Government Bond                                                | CUSIP: BJ9482271<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              | NUSS              | GR        |     205000 | PA      | $177207.74    | 0.08%             | 2030-06-18      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| UPL CORP LTD                     | UPL Corp Ltd                                                                     | CUSIP: BJ9430734<br>LEI: 213800AQLATW4WEEH674 | Long             | DBT              | CORP              | MU        |     200000 | PA      | $157000.00    | 0.07%             | 2030-06-16      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND            | China Government Bond                                                            | CUSIP: BH5574455<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    2720000 | PA      | $387791.63    | 0.17%             | 2025-04-09      | Fixed         | 1.99%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES         | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: BI0195932<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     280000 | PA      | $287979.67    | 0.12%             | 2025-07-01      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| NEW ZEALAND GOVERNMENT           | New Zealand Government Bond                                                      | CUSIP: BK0089494<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |     985000 | PA      | $587668.18    | 0.25%             | 2024-05-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| CELLNEX TELECOM SA               | Cellnex Telecom SA                                                               | CUSIP: BK0950067<br>LEI: 5493008T4YG3AQUI7P67 | Long             | DBT              | CORP              | ES        |     100000 | PA      | $86949.12     | 0.04%             | 2029-06-26      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT             | Indonesia Treasury Bond                                                          | CUSIP: BQ3771400<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 1385000000 | PA      | $85435.39     | 0.04%             | 2027-04-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| KOMMUNALBANKEN AS                | Kommunalbanken AS                                                                | CUSIP: EK3777555<br>LEI: I7ETN0QQO2AHZZGHJ389 | Long             | DBT              | CORP              | NO        |     184000 | PA      | $125048.59    | 0.05%             | 2025-07-16      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP          | International Bank for Reconstruction & Development                              | CUSIP: BS5174880<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | CORP              | NZ        |     155000 | PA      | $90267.45     | 0.04%             | 2026-11-30      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| N/A                              | BRL/USD FWD 20230118                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $4272.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                              | BRL/USD FWD 20230118                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $4524.79      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NORWEGIAN GOVERNMENT             | Norway Government Bond                                                           | CUSIP: EK7957005<br>LEI: 549300L0BT3FJTN9MX24 | Long             | DBT              | NUSS              | NO        |    3790000 | PA      | $375409.93    | 0.16%             | 2025-03-13      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| NZ LOCAL GOVT FUND AGENC         | New Zealand Local Government Funding Agency Bond                                 | CUSIP: EK7947402<br>LEI: 254900ZJG39H1CAH6K02 | Long             | DBT              | NUSS              | NZ        |     270000 | PA      | $166528.50    | 0.07%             | 2027-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK          | Inter-American Development Bank                                                  | CUSIP: EK8694128<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | CORP              | AU        |     115000 | PA      | $75319.42     | 0.03%             | 2025-10-30      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| QUEENSLAND TREASURY CORP         | Queensland Treasury Corp                                                         | CUSIP: AL0115470<br>LEI: 98INKCEEHOU5YJS0HQ88 | Long             | DBT              | NUSS              | AU        |     190000 | PA      | $121907.88    | 0.05%             | 2027-08-20      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT          | Mexican Bonos                                                                    | CUSIP: QJ1649335<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      48300 | PA      | $229256.00    | 0.10%             | 2026-03-05      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NORWEGIAN GOVERNMENT             | Norway Government Bond                                                           | CUSIP: JK1115662<br>LEI: 549300L0BT3FJTN9MX24 | Long             | DBT              | NUSS              | NO        |    1625000 | PA      | $158016.52    | 0.07%             | 2026-02-19      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT              | Malaysia Government Bond                                                         | CUSIP: AN0398643<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     875000 | PA      | $200026.39    | 0.09%             | 2024-09-30      | Fixed         | 4.06%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT              | Malaysia Government Bond                                                         | CUSIP: AN5746564<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     975000 | PA      | $221644.84    | 0.10%             | 2027-11-16      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT             | Indonesia Treasury Bond                                                          | CUSIP: UV4168299<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 3000000000 | PA      | $214254.05    | 0.09%             | 2031-05-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT              | Malaysia Government Bond                                                         | CUSIP: AR6908263<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     805000 | PA      | $183565.58    | 0.08%             | 2025-03-14      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ALLERGAN FUNDING SCS             | Allergan Funding SCS                                                             | CUSIP: 018489AB0<br>LEI: 222100FLFVOSKCBCAR54 | Long             | DBT              | CORP              | LU        |     100000 | PA      | $102447.04    | 0.04%             | 2024-06-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| NOTA DO TESOURO NACIONAL         | Brazil Notas do Tesouro Nacional Serie F                                         | CUSIP: JV5341526<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |       1000 | PA      | $174866.19    | 0.07%             | 2027-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| ECOLAB INC                       | Ecolab Inc                                                                       | CUSIP: 278865AX8<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |     150000 | PA      | $157283.31    | 0.07%             | 2024-01-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| KINGDOM OF SWEDEN                | Sweden Government International Bond                                             | CUSIP: AQ7883210<br>LEI: ERE94C0BSULG2RM19605 | Long             | DBT              | NUSS              | SE        |     225000 | PA      | $239128.28    | 0.10%             | 2023-04-24      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA            | Indonesia Government International Bond                                          | CUSIP: LW3759161<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |     250000 | PA      | $266717.69    | 0.11%             | 2023-06-14      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC          | Goldman Sachs Group Inc/The                                                      | CUSIP: AN5498158<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     150000 | PA      | $156629.81    | 0.07%             | 2024-05-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| NORDIC INVESTMENT BANK           | Nordic Investment Bank                                                           | CUSIP: AS0407740<br>LEI: 213800HYL1S7VAXG6Z48 | Long             | DBT              | CORP              | NO        |     980000 | PA      | $98124.04     | 0.04%             | 2024-04-10      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK           | Asian Development Bank                                                           | CUSIP: JK7101237<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | CORP              | AU        |     130000 | PA      | $84654.23     | 0.04%             | 2026-10-14      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC               | Province of Quebec Canada                                                        | CUSIP: AT4771354<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |     105000 | PA      | $124075.33    | 0.05%             | 2023-12-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| N/A                              | CAD/JPY FWD 20230118                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $-15420.36    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                              | CAD/JPY FWD 20230118                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $17934.94     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                              | CAD/NOK FWD 20230118                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $-562.90      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                              | CAD/NOK FWD 20230118                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $-14.61       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                              | CAD/NZD FWD 20230118                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $-2773.91     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                              | CAD/NZD FWD 20230118                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $-840.39      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                              | CAD/USD FWD 20230118                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $-61057.36    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                              | CAD/USD FWD 20230118                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $89141.85     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                              | CAD/USD FWD 20230203                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $-10439.52    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                              | CAD/USD FWD 20230203                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $7793.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                              | CHF/USD FWD 20230203                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $-6780.88     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                              | CHF/USD FWD 20230203                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $7055.13      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                              | COP/USD FWD 20230118                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $27054.40     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                              | COP/USD FWD 20230118                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $-3716.66     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NORWEGIAN GOVERNMENT             | Norway Government Bond                                                           | CUSIP: AM5012761<br>LEI: 549300L0BT3FJTN9MX24 | Long             | DBT              | NUSS              | NO        |    1790000 | PA      | $173376.10    | 0.07%             | 2027-02-17      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| BNG BANK NV                      | BNG Bank NV                                                                      | CUSIP: LW2835434<br>LEI: 529900GGYMNGRQTDOO93 | Long             | DBT              | CORP              | NL        |     120000 | PA      | $123267.86    | 0.05%             | 2024-06-07      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC         | Thermo Fisher Scientific Inc                                                     | CUSIP: 883556BP6<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |     100000 | PA      | $102371.04    | 0.04%             | 2024-09-12      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK         | European Investment Bank                                                         | CUSIP: AT1557434<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | CORP              | GB        |     200000 | PA      | $242047.49    | 0.10%             | 2023-06-29      | Floating      | 3.79%                 | No            |                  2 | On Loan: No      |
| APPLE INC                        | Apple Inc                                                                        | CUSIP: 037833CV0<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |     215000 | PA      | $218680.03    | 0.09%             | 2025-05-24      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT             | Indonesia Treasury Bond                                                          | CUSIP: EJ8243903<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 1457000000 | PA      | $104093.49    | 0.04%             | 2029-03-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC          | Goldman Sachs Group Inc/The                                                      | CUSIP: AT7436534<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      63000 | PA      | $59710.37     | 0.03%             | 2028-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| US BANCORP                       | US Bancorp                                                                       | CUSIP: 902973BB1<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     445000 | PA      | $459938.29    | 0.20%             | 2024-06-07      | Fixed         | 0.85%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA            | Indonesia Government International Bond                                          | CUSIP: AO3129357<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |     150000 | PA      | $156791.98    | 0.07%             | 2024-07-18      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT             | Indonesia Treasury Bond                                                          | CUSIP: AO6754680<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 1447000000 | PA      | $95617.72     | 0.04%             | 2038-05-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC         | Thermo Fisher Scientific Inc                                                     | CUSIP: 883556BU5<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |     115000 | PA      | $115405.00    | 0.05%             | 2026-01-23      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| NORDEA EIENDOMSKREDITT           | Nordea Eiendomskreditt AS                                                        | CUSIP: AR7595333<br>LEI: 549300TTWFTM3HRP0618 | Long             | DBT              | CORP              | NO        |    1000000 | PA      | $102166.01    | 0.04%             | 2023-06-21      | Floating      | 3.49%                 | No            |                  2 | On Loan: No      |
| ALLERGAN FUNDING SCS             | Allergan Funding SCS                                                             | CUSIP: 018489AG9<br>LEI: 222100FLFVOSKCBCAR54 | Long             | DBT              | CORP              | LU        |     100000 | PA      | $96484.66     | 0.04%             | 2028-11-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| SWISS INSURED BRAZIL             | Swiss Insured Brazil Power Finance Sarl                                          | CUSIP: 870880AA9<br>LEI: 254900OBFHBLNHXH1Z48 | Long             | DBT              | CORP              | LU        |    1750056 | PA      | $282574.46    | 0.12%             | 2032-07-16      | Fixed         | 9.85%                 | No            |                  2 | On Loan: No      |
| IRELAND GOVERNMENT BOND          | Ireland Government Bond                                                          | CUSIP: AW5784847<br>LEI: 549300KXBEJAOJ9OVF93 | Long             | DBT              | NUSS              | IE        |      45000 | PA      | $42967.70     | 0.02%             | 2029-05-15      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| BMW FINANCE NV                   | BMW Finance NV                                                                   | CUSIP: AV5771762<br>LEI: 5299006ZHG3IXU0PNJ56 | Long             | DBT              | CORP              | NL        |      75000 | PA      | $77180.50     | 0.03%             | 2024-11-14      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| N/A                              | IRS REC FIXED 3.09398% 05/10/2033                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |          1 | NC      | $-17759.20    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                              | 10Y RTR 2.995000 07-JUN-2023                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   -1749000 | NC      | $-97648.42    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                              | IRS PAY FIXED 3.226% 5/10/2033                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |          1 | NC      | $24895.32     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                              | IRS REC FIXED 3.0755% 05/10/2033                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |          1 | NC      | $-15459.27    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                              | IRS REC FIXED 3.067% 05/10/2033                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |          1 | NC      | $-22071.12    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                              | IRS REC FIXED 3.11372% 05/10/2033                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |          1 | NC      | $-12688.02    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                              | 10Y RTR 2.94 15-DEC-2023                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    -874000 | NC      | $-19529.53    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                              | 10Y RTP 2.94 15-DEC-2023                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    -874000 | NC      | $-52842.91    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                              | FVA USDCNH 6M6M AT 6.35% STRADDLE (BUY PROTECTION)                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | US        |          1 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                              | IRS PAY FIXED 3.20872% 05/10/2033                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |          1 | NC      | $25582.73     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                              | IRS PAY FIXED 3.2688% 05/10/2033                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |          1 | NC      | $12756.01     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                              | IRS PAY FIXED 3.2974% 05/10/2033                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |          1 | NC      | $7247.13      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                              | IRS PAY FIXED 3.37209% 05/10/2033                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |          1 | NC      | $7663.44      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                              | IRS PAY FIXED 3.4431% 05/17/2033                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |          1 | NC      | $2559.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                              | IRS PAY FIXED 3.465% 05/17/2033                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |          1 | NC      | $2362.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                              | IRS PAY FIXED 3.51528% 5/17/2033                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |          1 | NC      | $-658.96      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                              | IRS REC FIXED 3.4555% 5/17/2033                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |          1 | NC      | $-2515.37     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| KOMMUNALBANKEN AS                | Kommunalbanken AS                                                                | CUSIP: EK0109117<br>LEI: I7ETN0QQO2AHZZGHJ389 | Long             | DBT              | CORP              | NO        |     178000 | PA      | $123050.57    | 0.05%             | 2024-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NOTA DO TESOURO NACIONAL         | Brazil Notas do Tesouro Nacional Serie F                                         | CUSIP: EK0169285<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |       2210 | PA      | $400319.85    | 0.17%             | 2025-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| REPUBLIC OF AUSTRIA              | Republic of Austria Government Bond                                              | CUSIP: AW9459495<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |     140000 | PA      | $128671.90    | 0.06%             | 2029-02-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| FISERV INC                       | Fiserv Inc                                                                       | CUSIP: 337738AX6<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |     100000 | PA      | $94765.52     | 0.04%             | 2027-07-01      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT             | Indonesia Treasury Bond                                                          | CUSIP: AZ8693832<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 6493000000 | PA      | $421090.91    | 0.18%             | 2025-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO         | Spain Government Bond                                                            | CUSIP: ZS0772682<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     170000 | PA      | $174829.04    | 0.07%             | 2024-07-30      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON EURO            | Becton Dickinson Euro Finance Sarl                                               | CUSIP: 07589LAC1<br>LEI: 549300W40NLZ25XUTH09 | Long             | DBT              | CORP              | LU        |     245000 | PA      | $239802.02    | 0.10%             | 2026-06-04      | Fixed         | 1.21%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL INFO SERV          | Fidelity National Information Services Inc                                       | CUSIP: 31620MBD7<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |     210000 | PA      | $201367.92    | 0.09%             | 2027-05-21      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| DH EUROPE FINANCE II             | DH Europe Finance II Sarl                                                        | CUSIP: 23291KAB1<br>LEI: 222100KDGL314CKTZ511 | Long             | DBT              | CORP              | LU        |     310000 | PA      | $282262.97    | 0.12%             | 2028-03-18      | Fixed         | 0.45%                 | No            |                  2 | On Loan: No      |
| CHUBB INA HOLDINGS INC           | Chubb INA Holdings Inc                                                           | CUSIP: 171239AE6<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |     160000 | PA      | $159583.81    | 0.07%             | 2024-12-15      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| BANCO ACTINVER SA                | Banco Actinver SA / Grupo GICSA SAB de CV                                        | CUSIP: ZP0440690<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |    3000000 | PA      | $80825.19     | 0.03%             | 2032-12-18      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| NEW S WALES TREASURY CRP         | New South Wales Treasury Corp                                                    | CUSIP: ZQ2795008<br>LEI: TC7LRO17HPNPLTAV0H77 | Long             | DBT              | NUSS              | AU        |     325000 | PA      | $209099.74    | 0.09%             | 2025-03-20      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT              | Malaysia Government Bond                                                         | CUSIP: AZ4602308<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     360000 | PA      | $78935.21     | 0.03%             | 2034-07-05      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| ENGIE SA                         | Engie SA                                                                         | CUSIP: AZ1702994<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | DBT              | CORP              | FR        |     100000 | PA      | $92438.37     | 0.04%             | 2027-06-21      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES          | Philippine Government International Bond                                         | CUSIP: ZS5626230<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |     285000 | PA      | $267512.98    | 0.11%             | 2027-05-17      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FIN           | Berkshire Hathaway Finance Corp                                                  | CUSIP: 084664CS8<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |     120000 | PA      | $102300.88    | 0.04%             | 2039-06-19      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT             | Indonesia Treasury Bond                                                          | CUSIP: AZ4598522<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 1015000000 | PA      | $67103.77     | 0.03%             | 2035-06-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| BANK LEUMI LE-ISRAEL             | Bank Leumi Le-Israel BM                                                          | CUSIP: 06326BAA7<br>LEI: 7JDSZWRGUQY2DSTWCR57 | Long             | DBT              | CORP              | IL        |     200000 | PA      | $177077.20    | 0.08%             | 2031-01-29      | Variable      | 3.27%                 | No            |                  2 | On Loan: No      |
| E.ON SE                          | E.ON SE                                                                          | CUSIP: ZP3887491<br>LEI: Q9MAIUP40P25UFBFG033 | Long             | DBT              | CORP              | DE        |      65000 | PA      | $60608.87     | 0.03%             | 2027-09-29      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC         | Thermo Fisher Scientific Inc                                                     | CUSIP: ZR7668885<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |     100000 | PA      | $91601.28     | 0.04%             | 2028-03-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| SINGAPORE GOVERNMENT             | Singapore Government Bond                                                        | CUSIP: EK9375735<br>LEI: 549300ZSV6VOGFH1ER70 | Long             | DBT              | NUSS              | SG        |     165000 | PA      | $121572.01    | 0.05%             | 2025-06-01      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL INFO SERV          | Fidelity National Information Services Inc                                       | CUSIP: 31620MBM7<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |     100000 | PA      | $88750.68     | 0.04%             | 2028-12-03      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT             | Indonesia Treasury Bond                                                          | CUSIP: BQ3772713<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 6625000000 | PA      | $408756.22    | 0.18%             | 2032-04-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND            | China Government Bond                                                            | CUSIP: BQ8787179<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     910000 | PA      | $131458.39    | 0.06%             | 2026-08-12      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| JAPAN (5 YEAR ISSUE)             | Japan Government Five Year Bond                                                  | CUSIP: BK4459446<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  101850000 | PA      | $776959.36    | 0.33%             | 2025-06-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| NEW ZEALAND GOVERNMENT           | New Zealand Government Bond                                                      | CUSIP: BN7879297<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |     645000 | PA      | $356617.00    | 0.15%             | 2026-05-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| ISRAEL ELECTRIC CORP LTD         | Israel Electric Corp Ltd                                                         | CUSIP: BU3987486<br>LEI: 254900JW7GE35YNJGJ55 | Long             | DBT              | CORP              | IL        |     200000 | PA      | $174713.60    | 0.07%             | 2032-02-22      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND            | China Government Bond                                                            | CUSIP: BM1605906<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    2980000 | PA      | $431113.84    | 0.18%             | 2023-11-05      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA            | Indonesia Government International Bond                                          | CUSIP: BN3328919<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |     100000 | PA      | $77291.56     | 0.03%             | 2033-03-12      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP              | American Tower Corp                                                              | CUSIP: ZO2933323<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     100000 | PA      | $87626.71     | 0.04%             | 2028-01-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC          | Goldman Sachs Group Inc/The                                                      | CUSIP: BN6710287<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      15000 | PA      | $13121.37     | 0.01%             | 2028-01-26      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| BANK HAPOALIM                    | Bank Hapoalim BM                                                                 | CUSIP: BR9645804<br>LEI: B6ARUI4946ST4S7WOU88 | Long             | DBT              | CORP              | IL        |     200000 | PA      | $171916.00    | 0.07%             | 2032-01-21      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2023-02-27

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

**Signature:** /s/Bendukai Bouey

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

**Title:** Chief Compliance Officer