# EDGAR Filing Document

**Accession Number:** 0000890453
**File Stem:** 0000894189-26-006573
**Filing Date:** 2026-2
**Character Count:** 602884
**Document Hash:** cdcd873c6b9dcdc26608377edab695c2
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000894189-26-006573.hdr.sgml**: 20260227

**ACCESSION NUMBER**: 0000894189-26-006573

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251231

**FILED AS OF DATE**: 20260227

**DATE AS OF CHANGE**: 20260227

**PERIOD START**: 20251231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** WILSHIRE MUTUAL FUNDS INC
- **CENTRAL INDEX KEY:** 0000890453

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-07076
- **FILM NUMBER:** 26694750

**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:** 2025-12-31

- **b. Date as of which information is reported:** 2025-12-31

**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:** $190664431.56

**Total Liabilities:** $5291753.72

**Net Assets:** $185372677.84

**Cash Not Reported:** $6572842.33

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 3046.230000000000 | **1-Year:** 6572.810000000000 | **5-Year:** 10522.200000000000 | **10-Year:** 20671.150000000000 | **30-Year:** 13021.840000000000

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

- **3-Month:** 15465.550000000000 | **1-Year:** 3559.640000000000 | **5-Year:** 5045.220000000000 | **10-Year:** 929.560000000000 | **30-Year:** -737.990000000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000167854 | 0.11%                | 0.55%                | 0.10%                |
| Class ID C000167855 | 0.22%                | 0.56%                | 0.17%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-328209.70              | $99.37                                     |
| Month 2  | $-183094.66              | $436050.23                                 |
| Month 3  | $-44459.64               | $-307348.69                                |

**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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| VICTRA HLDG/VICTRA FIN               | Victra Holdings LLC / Victra Finance Corp                                        | CUSIP: 92648DAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      45000 | PA      | $47250.00     | 0.03%             | 2029-09-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| VIDEOTRON LTD                        | Videotron Ltd                                                                    | CUSIP: 92660FAT1<br>LEI: 549300LW4GNJRBECSD81 | Long             | DBT              | CORP              | CA        |      37000 | PA      | $37819.85     | 0.02%             | 2035-01-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| VIKING CRUISES LTD                   | Viking Cruises Ltd                                                               | CUSIP: 92676XAH0<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |      30000 | PA      | $30412.50     | 0.02%             | 2033-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| VICTRA HOLDINGS LLC                  | Victra Holdings LLC                                                              | CUSIP: 50226BAN8<br>LEI: 549300KWDYQKQSF0MQ18 | Long             | LON              | CORP              | US        |     118758 | PA      | $119073.11    | 0.06%             | 2029-03-29      | Floating      | 7.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                           | Fannie Mae REMICS                                                                | CUSIP: 3136BDFR4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3426688 | PA      | $620612.69    | 0.33%             | 2050-04-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                           | Fannie Mae REMICS                                                                | CUSIP: 3136BFTL7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4365564 | PA      | $599759.52    | 0.32%             | 2050-06-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                           | Fannie Mae REMICS                                                                | CUSIP: 3136BGG62<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2115620 | PA      | $242981.07    | 0.13%             | 2051-09-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                           | Fannie Mae REMICS                                                                | CUSIP: 31396QKF5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      47899 | PA      | $6496.85      | 0.00%             | 2039-07-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A       | Ginnie Mae II Pool                                                               | CUSIP: 36179XDD5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      73176 | PA      | $69735.15     | 0.04%             | 2052-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A       | Ginnie Mae II Pool                                                               | CUSIP: 36179XDE3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      33748 | PA      | $33135.79     | 0.02%             | 2052-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A       | Ginnie Mae II Pool                                                               | CUSIP: 36179XHX7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      86146 | PA      | $82094.17     | 0.04%             | 2052-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A       | Ginnie Mae II Pool                                                               | CUSIP: 36179XLF1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      87253 | PA      | $83148.61     | 0.04%             | 2052-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A       | Ginnie Mae II Pool                                                               | CUSIP: 36179XNE2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      95032 | PA      | $93307.68     | 0.05%             | 2052-12-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC              | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GD35<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      37000 | PA      | $36961.59     | 0.02%             | 2031-10-21      | Variable      | 4.37%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC              | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GD43<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      35000 | PA      | $34760.74     | 0.02%             | 2036-10-21      | Variable      | 4.94%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A       | Government National Mortgage Association                                         | CUSIP: 38377MHW9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1033721 | PA      | $46554.24     | 0.03%             | 2040-10-16      | Floating      | 2.22%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A       | Government National Mortgage Association                                         | CUSIP: 38379CT63<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1119706 | PA      | $68310.88     | 0.04%             | 2044-02-20      | Floating      | 1.80%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A       | Government National Mortgage Association                                         | CUSIP: 38380XBQ9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     527708 | PA      | $91899.42     | 0.05%             | 2048-01-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A       | Government National Mortgage Association                                         | CUSIP: 38381HYW5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    3425688 | PA      | $190549.80    | 0.10%             | 2064-09-16      | Variable      | 0.67%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A       | Government National Mortgage Association                                         | CUSIP: 38381J3G0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    3125377 | PA      | $184861.02    | 0.10%             | 2065-07-16      | Variable      | 0.80%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A       | Government National Mortgage Association                                         | CUSIP: 38381JAV9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    5825665 | PA      | $415290.69    | 0.22%             | 2063-05-16      | Variable      | 0.93%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A       | Government National Mortgage Association                                         | CUSIP: 38381JZ59<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    3414473 | PA      | $185456.78    | 0.10%             | 2065-10-16      | Variable      | 0.72%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A       | Government National Mortgage Association                                         | CUSIP: 38381LHP0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1977504 | PA      | $124793.92    | 0.07%             | 2065-10-16      | Variable      | 0.74%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A       | Government National Mortgage Association                                         | CUSIP: 38385JFF5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     798329 | PA      | $800177.37    | 0.43%             | 2055-11-20      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| GRAHAM HOLDINGS CO                   | Graham Holdings Co                                                               | CUSIP: 384637AC8<br>LEI: 529900BOSCEEEMAFQJ29 | Long             | DBT              | CORP              | US        |      25000 | PA      | $25156.25     | 0.01%             | 2033-12-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| GRAY MEDIA INC                       | Gray Media Inc                                                                   | CUSIP: 389375AN6<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |      15000 | PA      | $15562.50     | 0.01%             | 2032-07-15      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| GRAY MEDIA INC                       | Gray Media Inc                                                                   | CUSIP: 389375AP1<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |      15000 | PA      | $15281.25     | 0.01%             | 2033-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Great Wolf Trust                     | Great Wolf Trust 2024-WOLF                                                       | CUSIP: 39152MAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     350000 | PA      | $350498.47    | 0.19%             | 2039-03-15      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| LINDBLAD EXPEDITIONS LLC             | Lindblad Expeditions LLC                                                         | CUSIP: 53523LAB6<br>LEI: 549300MPUWOG67Y2R254 | Long             | DBT              | CORP              | US        |      15000 | PA      | $15581.25     | 0.01%             | 2030-09-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| LINEAGE OP LP                        | Lineage OP LP                                                                    | CUSIP: 53567YAA7<br>LEI: 254900CSRDL1G4SRQE89 | Long             | DBT              | CORP              | US        |      34000 | PA      | $34340.00     | 0.02%             | 2030-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MARB BONDCO PLC                      | MARB BondCo PLC                                                                  | CUSIP: 566007AC4<br>LEI: 254900PVA1EU6QM1JN57 | Long             | DBT              | CORP              | GB        |     200000 | PA      | $181462.40    | 0.10%             | 2031-01-29      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL               | Marriott International Inc/MD                                                    | CUSIP: 571903BQ5<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |      36000 | PA      | $37093.72     | 0.02%             | 2034-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL               | Marriott International Inc/MD                                                    | CUSIP: 571903BW2<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |      36000 | PA      | $36075.92     | 0.02%             | 2031-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NEXSTAR MEDIA INC                    | Nexstar Media Inc                                                                | CUSIP: 65336YAN3<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |      45000 | PA      | $44606.25     | 0.02%             | 2028-11-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL               | NextEra Energy Capital Holdings Inc                                              | CUSIP: 65339KCH1<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |      74000 | PA      | $74770.64     | 0.04%             | 2027-07-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL               | NextEra Energy Capital Holdings Inc                                              | CUSIP: 65339KDF4<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |      90000 | PA      | $94241.61     | 0.05%             | 2055-08-15      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL               | NextEra Energy Capital Holdings Inc                                              | CUSIP: 65339KDM9<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |      17000 | PA      | $17170.02     | 0.01%             | 2055-03-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES              | Royal Caribbean Cruises Ltd                                                      | CUSIP: 780153BV3<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |     215000 | PA      | $220912.50    | 0.12%             | 2033-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES              | Royal Caribbean Cruises Ltd                                                      | CUSIP: 78017TAB9<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |      31000 | PA      | $31091.45     | 0.02%             | 2036-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                   | Royalty Pharma PLC                                                               | CUSIP: 78081BAQ6<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |      33000 | PA      | $33802.33     | 0.02%             | 2029-09-02      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                   | Royalty Pharma PLC                                                               | CUSIP: 78081BAV5<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |      22000 | PA      | $21814.23     | 0.01%             | 2055-09-25      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| STAR LEASING CO LLC                  | Star Leasing Co LLC                                                              | CUSIP: 854938AA5<br>LEI: 549300WXKNX4PT3HSN71 | Long             | DBT              | CORP              | US        |      10000 | PA      | $9275.00      | 0.01%             | 2030-02-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST              | Starwood Property Trust Inc                                                      | CUSIP: 85571BBF1<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |      25000 | PA      | $25121.53     | 0.01%             | 2028-10-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Stellantis Financial Underwrit       | Stellantis Financial Underwritten Enhanced Lease Trust 2025-C                    | CUSIP: 85855EAF3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     125000 | PA      | $125204.91    | 0.07%             | 2030-08-20      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| Storm King Park CLO, Ltd             | Storm King Park CLO LTD                                                          | CUSIP: 86217RAL2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |     500000 | PA      | $501383.58    | 0.27%             | 2037-10-15      | Floating      | 5.26%                 | 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        |     362593 | PA      | $306183.68    | 0.17%             | 2036-10-25      | Floating      | 4.17%                 | No            |                  2 | On Loan: No      |
| STRYKER CORP                         | Stryker Corp                                                                     | CUSIP: 863667AQ4<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |      54000 | PA      | $53687.83     | 0.03%             | 2028-03-07      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| STRYKER CORP                         | Stryker Corp                                                                     | CUSIP: 863667BK6<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |      47000 | PA      | $47636.94     | 0.03%             | 2028-02-10      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Starwood Commercial Mortgage T       | STWD 2025-FL4 LLC                                                                | CUSIP: 863922AE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     250000 | PA      | $249998.51    | 0.13%             | 2042-11-19      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| SUN COMMUNITIES OPER LP              | Sun Communities Operating LP                                                     | CUSIP: 866677AE7<br>LEI: 549300PUNBPJCGT6X741 | Long             | DBT              | CORP              | US        |      43000 | PA      | $38969.70     | 0.02%             | 2031-07-15      | Fixed         | 2.70%                 | 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        |     426796 | PA      | $368386.73    | 0.20%             | 2055-11-01      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                            | Sunoco LP                                                                        | CUSIP: 86765KAE9<br>LEI: 54930001NJU8E40NQ561 | Long             | EP               | CORP              | US        |     135000 | PA      | $138037.50    | 0.07%             |  |  |  | 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      | $35000.00     | 0.02%             | 2027-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SUNRUN CALLISTO ISSUER LLC           | Sunrun Bacchus Issuer 2025-1 LLC                                                 | CUSIP: 86771PAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      99273 | PA      | $99488.12     | 0.05%             | 2060-04-30      | Fixed         | 6.41%                 | 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        |      76413 | PA      | $72665.50     | 0.04%             | 2054-06-30      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| TELUS CORP                           | TELUS Corp                                                                       | CUSIP: 87971MCM3<br>LEI: 894500WE70KKZRQMBU11 | Long             | DBT              | CORP              | CA        |      34000 | PA      | $35360.00     | 0.02%             | 2055-10-15      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA TRUST                    | Transcanada Trust                                                                | CUSIP: 89356BAG3<br>LEI: 549300Y0MFCAXLBWUV51 | Long             | DBT              | CORP              | CA        |     140000 | PA      | $138075.00    | 0.07%             | 2082-03-07      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| UMB FINANCIAL CORP                   | UMB Financial Corp                                                               | CUSIP: 902788405<br>LEI: 549300MGEH3N3CUCV828 | Long             | EP               | CORP              | US        |       7375 | NS      | $199125.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED AIRLINES INC                  | United Airlines Inc                                                              | CUSIP: 90932LAH0<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |      25000 | PA      | $24778.53     | 0.01%             | 2029-04-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                      | United States Treasury Note/Bond                                                 | CUSIP: 912810SL3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     483000 | PA      | $283932.30    | 0.15%             | 2050-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                      | United States Treasury Note/Bond                                                 | CUSIP: 912810ST6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    5400000 | PA      | $3511054.67   | 1.89%             | 2040-11-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                      | United States Treasury Note/Bond                                                 | CUSIP: 912810TF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     140000 | PA      | $103233.59    | 0.06%             | 2042-02-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                      | United States Treasury Note/Bond                                                 | CUSIP: 912810TN8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     150000 | PA      | $121734.38    | 0.07%             | 2053-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| VOYAGER PARENT LLC                   | Voyager Parent LLC                                                               | CUSIP: 92921EAA0<br>LEI: 2549002DYVI4ACSV4V71 | Long             | DBT              | CORP              | US        |      10000 | PA      | $10575.00     | 0.01%             | 2032-07-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                  | United Kingdom Gilt                                                              | CUSIP: YX3339711<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     125000 | PA      | $166521.76    | 0.09%             | 2034-07-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| LIMA METRO LINE 2 FIN LT             | Lima Metro Line 2 Finance Ltd                                                    | CUSIP: EK9717506<br>LEI: 5493009BVQNQT1UKQ352 | Long             | DBT              | CORP              | KY        |     152482 | PA      | $157652.63    | 0.09%             | 2034-07-05      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| STUBHUB HOLDCO SUB LLC               | StubHub Holdco Sub LLC                                                           | CUSIP: 74530DAH8<br>LEI: 549300NL9JUFIOARLW93 | Long             | LON              | CORP              | US        |      36392 | PA      | $36141.61     | 0.02%             | 2030-03-15      | Floating      | 8.47%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES INC                  | United Airlines Inc                                                              | CUSIP: 90932RAP9<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | LON              | CORP              | US        |     161596 | PA      | $162555.38    | 0.09%             | 2031-02-24      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| GRANT THORNTON ADVISORS              | Grant Thornton Advisors LLC                                                      | CUSIP: 38821UAD2<br>LEI: 254900XS1SHU0YY3WF58 | Long             | LON              | CORP              | US        |      55000 | PA      | $55172.15     | 0.03%             | 2031-05-30      | Floating      | 6.47%                 | No            |                  2 | On Loan: No      |
| GREAT OUTDOORS GROUP LLC             | Great Outdoors Group LLC                                                         | CUSIP: 07014QAP6<br>LEI: 549300IYLDI2E8I2AU46 | Long             | LON              | CORP              | US        |     391975 | PA      | $394768.14    | 0.21%             | 2032-01-23      | Floating      | 6.97%                 | No            |                  2 | On Loan: No      |
| VOYAGER PARENT LLC                   | Voyager Parent LLC                                                               | CUSIP: 92921HAC9<br>LEI: 2549002DYVI4ACSV4V71 | Long             | LON              | CORP              | US        |      47300 | PA      | $47392.81     | 0.03%             | 2032-07-01      | Floating      | 8.42%                 | No            |                  2 | On Loan: No      |
| VOYAGER PARENT LLC                   | Voyager Parent LLC                                                               | CUSIP: 92921HAC9<br>LEI: 2549002DYVI4ACSV4V71 | Long             | LON              | CORP              | US        |       7713 | PA      | $7728.06      | 0.00%             | 2032-07-01      | Floating      | 8.42%                 | No            |                  2 | On Loan: No      |
| GRANT THORNTON ADVISORS              | Grant Thornton Advisors LLC                                                      | CUSIP: 38821UAF7<br>LEI: 254900XS1SHU0YY3WF58 | Long             | LON              | CORP              | US        |      40000 | PA      | $40207.20     | 0.02%             | 2031-05-30      | Floating      | 6.72%                 | No            |                  2 | On Loan: No      |
| SUPERANNUATION AND INVES             | Superannuation & Investments US LLC                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      79800 | PA      | $80398.50     | 0.04%             | 2028-12-01      | Floating      | 6.72%                 | No            |                  2 | On Loan: No      |
| NEP GROUP INC                        | NEP Group Inc                                                                    | CUSIP: 62908HAR6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      13290 | PA      | $12243.23     | 0.01%             | 2031-10-17      | Floating      | 8.22%                 | No            |                  2 | On Loan: No      |
| SUNRISE FINANCING PARTNERSH          | Sunrise Financing Partnership                                                    | CUSIP: N/A<br>LEI: 213800DXWIS9KORQ3X94       | Long             | LON              | CORP              | US        |      45000 | PA      | $45217.13     | 0.02%             | 2032-02-17      | Floating      | 6.63%                 | No            |                  2 | On Loan: No      |
| LIVE NATION ENTERTAINMEN             | Live Nation Entertainment Inc                                                    | CUSIP: 53803HAY6<br>LEI: 5493007B9BM9ZXJINO78 | Long             | LON              | CORP              | US        |      45000 | PA      | $45112.50     | 0.02%             | 2032-10-21      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| VOYAGER PARENT LLC                   | Voyager Parent LLC                                                               | CUSIP: 92921HAD7<br>LEI: 2549002DYVI4ACSV4V71 | Long             | LON              | CORP              | US        |      10000 | PA      | $10019.70     | 0.01%             | 2032-07-01      | Floating      | 8.00%                 | No            |                  2 | On Loan: No      |
| GATX CORP                            | GATX Corp                                                                        | CUSIP: 361448BP7<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |      59000 | PA      | $59847.48     | 0.03%             | 2027-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| GATX CORP                            | GATX Corp                                                                        | CUSIP: 361448BS1<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |      21000 | PA      | $21465.40     | 0.01%             | 2035-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GGAM FINANCE LTD                     | GGAM Finance Ltd                                                                 | CUSIP: 36170JAD8<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |      30000 | PA      | $31050.00     | 0.02%             | 2029-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| GE HEALTHCARE TECH INC               | GE HealthCare Technologies Inc                                                   | CUSIP: 36266GAB3<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |      34000 | PA      | $34598.06     | 0.02%             | 2031-01-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO               | General Motors Financial Co Inc                                                  | CUSIP: 37045XBT2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |      58000 | PA      | $58111.53     | 0.03%             | 2027-01-17      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO               | General Motors Financial Co Inc                                                  | CUSIP: 37045XCM6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | EP               | CORP              | US        |      52000 | PA      | $52390.00     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO               | General Motors Financial Co Inc                                                  | CUSIP: 37045XDB9<br>LEI: 5493008B6JBRUJ90QL97 | Long             | EP               | CORP              | US        |      54000 | PA      | $54135.00     | 0.03%             |  |  |  | No            |                  2 | On Loan: —       |
| GENESEE & WYOMING INC                | Genesee & Wyoming Inc                                                            | CUSIP: 371559AB1<br>LEI: G617XSG94Z7G0RMW3L02 | Long             | DBT              | CORP              | US        |      35000 | PA      | $36050.00     | 0.02%             | 2032-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO                     | Georgia Power Co                                                                 | CUSIP: 373334KV2<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |      48000 | PA      | $48593.47     | 0.03%             | 2027-02-23      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                  | Global Payments Inc                                                              | CUSIP: 37940XAY8<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |      18000 | PA      | $17850.19     | 0.01%             | 2035-11-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| GLOBAL PART/GLP FINANCE              | Global Partners LP / GLP Finance Corp                                            | CUSIP: 37954FAK0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      35000 | PA      | $36750.00     | 0.02%             | 2032-01-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| GLOBAL MEDICAL RESPONSE              | Global Medical Response Inc                                                      | CUSIP: 37960BAD7<br>LEI: 549300ZFWD4ZFCEJCQ87 | Long             | DBT              | CORP              | US        |      50000 | PA      | $51937.50     | 0.03%             | 2032-10-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| GLOBAL AIR LEASE CO LTD              | Global Aircraft Leasing Co Ltd                                                   | CUSIP: 37960JAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |      65000 | PA      | $66950.00     | 0.04%             | 2027-09-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC              | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GC28<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EP               | CORP              | US        |      16000 | PA      | $16620.00     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HCA INC                              | HCA Inc                                                                          | CUSIP: 404119CU1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     285000 | PA      | $296773.92    | 0.16%             | 2034-04-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                    | HSBC Holdings PLC                                                                | CUSIP: 404280EV7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     200000 | PA      | $207750.00    | 0.11%             | 2031-08-27      | Variable      | 6.95%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                    | HSBC Holdings PLC                                                                | CUSIP: 404280EZ8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     235000 | PA      | $239433.51    | 0.13%             | 2031-05-13      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| HTL Commercial Mortgage Trust        | HTL Commercial Mortgage Trust 2024-T53                                           | CUSIP: 404300AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     500000 | PA      | $506451.30    | 0.27%             | 2039-05-10      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                 | Kraft Heinz Foods Co                                                             | CUSIP: 42307TAH1<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |      95000 | PA      | $107300.32    | 0.06%             | 2039-08-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| HP ENTERPRISE CO                     | Hewlett Packard Enterprise Co                                                    | CUSIP: 42824C208<br>LEI: 549300BX44RGX6ANDV88 | Long             | EP               | CORP              | US        |       2750 | NS      | $183397.50    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| HP ENTERPRISE CO                     | Hewlett Packard Enterprise Co                                                    | CUSIP: 42824CBV0<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |      73000 | PA      | $72550.54     | 0.04%             | 2034-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HOST HOTELS & RESORTS LP             | Host Hotels & Resorts LP                                                         | CUSIP: 44107TAZ9<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              | CORP              | US        |      30000 | PA      | $28506.60     | 0.02%             | 2030-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HUB INTERNATIONAL LTD                | HUB International Ltd                                                            | CUSIP: 44332PAH4<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |      15000 | PA      | $15712.50     | 0.01%             | 2030-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| HUBBELL INC                          | Hubbell Inc                                                                      | CUSIP: 443510AL6<br>LEI: 54930088VDQ6840Y6597 | Long             | DBT              | CORP              | US        |      21000 | PA      | $20928.31     | 0.01%             | 2035-11-15      | Fixed         | 4.80%                 | 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        |     270181 | PA      | $224461.05    | 0.12%             | 2051-07-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| KREF 2022-Fl3 Ltd                    | KREF 2022-FL3 Ltd                                                                | CUSIP: 48275EAA4<br>LEI: 549300DG0FGL1EU1CT79 | Long             | ABS-CBDO         | CORP              | KY        |      48012 | PA      | $47961.51     | 0.03%             | 2039-02-17      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| KREF 2021-FL2 Ltd                    | KREF 2021-FL2 Ltd                                                                | CUSIP: 48275RAE7<br>LEI: 54930083ELM2GCMVTQ91 | Long             | ABS-CBDO         | CORP              | KY        |     100000 | PA      | $99143.41     | 0.05%             | 2039-02-15      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| KODIAK GAS SERVICES LLC              | Kodiak Gas Services LLC                                                          | CUSIP: 50012LAD6<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |      10000 | PA      | $10200.00     | 0.01%             | 2033-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| KODIAK GAS SERVICES LLC              | Kodiak Gas Services LLC                                                          | CUSIP: 50012LAE4<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |      10000 | PA      | $10250.00     | 0.01%             | 2035-10-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                 | Kraft Heinz Foods Co                                                             | CUSIP: 50076QAR7<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |      90000 | PA      | $100595.79    | 0.05%             | 2039-01-26      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| KRE Commercial Mortgage Trust        | KRE Commercial Mortgage Trust 2025-AIP4                                          | CUSIP: 50077KAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     300000 | PA      | $298688.58    | 0.16%             | 2042-03-15      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                 | Kraft Heinz Foods Co                                                             | CUSIP: 50077LAB2<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |     250000 | PA      | $206063.00    | 0.11%             | 2046-06-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| KSL Resorts                          | KSL Commercial Mortgage Trust 2024-HT2                                           | CUSIP: 500937AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     291272 | PA      | $291181.66    | 0.16%             | 2039-12-15      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| KROGER CO                            | Kroger Co/The                                                                    | CUSIP: 501044DX6<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |      36000 | PA      | $34337.52     | 0.02%             | 2064-09-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| KYNDRYL HOLDINGS INC                 | Kyndryl Holdings Inc                                                             | CUSIP: 50155QAM2<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |      87000 | PA      | $69336.74     | 0.04%             | 2041-10-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECH INC                    | L3Harris Technologies Inc                                                        | CUSIP: 502431AM1<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |      69000 | PA      | $69533.16     | 0.04%             | 2028-06-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| LABORATORY CORP OF AMER              | Laboratory Corp of America Holdings                                              | CUSIP: 50540RBA9<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |      66000 | PA      | $65485.99     | 0.04%             | 2032-04-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| LAMAR MEDIA CORP                     | Lamar Media Corp                                                                 | CUSIP: 513075CA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      20000 | PA      | $19875.00     | 0.01%             | 2033-11-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| MSCI INC                             | MSCI Inc                                                                         | CUSIP: 55354GAK6<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |     160000 | PA      | $153041.76    | 0.08%             | 2030-09-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Mosaic Solar Loans LLC               | Mosaic Solar Loans 2017-2 LLC                                                    | CUSIP: 61946GAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     176827 | PA      | $167483.17    | 0.09%             | 2043-06-22      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| MOTOROLA SOLUTIONS INC               | Motorola Solutions Inc                                                           | CUSIP: 620076CB3<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |      30000 | PA      | $31007.91     | 0.02%             | 2032-08-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| L Street Securities                  | PMTT4                                                                            | CUSIP: 693458AG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  121219088 | PA      | $682899.85    | 0.37%             | 2048-10-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING/PTL             | Penske Truck Leasing Co Lp / PTL Finance Corp                                    | CUSIP: 709599CB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      68000 | PA      | $69931.95     | 0.04%             | 2030-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PERFORMANCE FOOD GROUP I             | Performance Food Group Inc                                                       | CUSIP: 71376LAE0<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |      90000 | PA      | $87975.00     | 0.05%             | 2029-08-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOURC OPTG LLC             | Permian Resources Operating LLC                                                  | CUSIP: 71424VAB6<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |      35000 | PA      | $35918.75     | 0.02%             | 2033-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FIN USA PLC                | Rio Tinto Finance USA PLC                                                        | CUSIP: 76720AAR7<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |      43000 | PA      | $43501.81     | 0.02%             | 2028-03-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FIN USA PLC                | Rio Tinto Finance USA PLC                                                        | CUSIP: 76720AAV8<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |      21000 | PA      | $21425.21     | 0.01%             | 2055-03-14      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| RIVERS ENTERPRISE                    | Rivers Enterprise Borrower LLC / Rivers Enterprise Finance Corp                  | CUSIP: 76883NAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      45000 | PA      | $45731.25     | 0.02%             | 2033-02-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| N/A                                  | FWDP 1Y RTR 3.250000 12-AUG-2027                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   -1496000 | NC      | $-1805.67     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | FWDP 1Y RTR 3.343000 16-DEC-2027                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   -1495500 | NC      | $-6053.78     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                 | Kraft Heinz Foods Co                                                             | CUSIP: 50077LBP0<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |     135000 | PA      | $154298.41    | 0.08%             | 2033-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                 | Indonesia Treasury Bond                                                          | CUSIP: UV4168299<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 2438000000 | PA      | $165959.45    | 0.09%             | 2031-05-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Ontario Gaming GTA LP                | Ontario Gaming GTA LP, Senior Secured First Lien Term Loan                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      30406 | PA      | $28212.39     | 0.02%             | 2030-08-01      | Floating      | 8.24%                 | No            |                  2 | On Loan: No      |
| MOTION FINCO SARL                    | Motion Finco Sarl                                                                | CUSIP: N/A<br>LEI: 2549002L1LBQZKA7UN30       | Long             | LON              | CORP              | LU        |      24938 | PA      | $22178.91     | 0.01%             | 2029-11-30      | Floating      | 7.50%                 | No            |                  2 | On Loan: No      |
| LC AHAB US BIDCO LLC                 | LC Ahab US Bidco LLC                                                             | CUSIP: 50180PAB7<br>LEI: 254900949U9K2Q5C5A85 | Long             | LON              | CORP              | US        |      49661 | PA      | $49868.55     | 0.03%             | 2031-05-01      | Floating      | 6.72%                 | No            |                  2 | On Loan: No      |
| LBM ACQUISITION LLC                  | LBM Acquisition LLC                                                              | CUSIP: 50179JAH1<br>LEI: 549300FAEB3VWZL4NI86 | Long             | LON              | CORP              | US        |      30832 | PA      | $29004.62     | 0.02%             | 2031-06-06      | Floating      | 7.58%                 | No            |                  2 | On Loan: No      |
| MITCHELL INTERNATIONAL               | Mitchell International Inc                                                       | CUSIP: 60662WAZ5<br>LEI: 5493002RDNIGEM7SSV41 | Long             | LON              | CORP              | US        |      10000 | PA      | $9961.25      | 0.01%             | 2032-06-17      | Floating      | 8.97%                 | No            |                  2 | On Loan: No      |
| GOLDEN STATE FOODS LLC               | Golden State Foods LLC                                                           | CUSIP: 38121NAC7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      19420 | PA      | $19566.00     | 0.01%             | 2031-12-04      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| HUNTER DOUGLAS INC                   | Hunter Douglas Inc                                                               | CUSIP: N8137FAE0<br>LEI: 529900811T142NS3H544 | Long             | LON              | CORP              | US        |      43712 | PA      | $44008.56     | 0.02%             | 2032-01-20      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| GLOVES BUYER INC                     | Gloves Buyer Inc                                                                 | CUSIP: 37987UAG7<br>LEI: 54930015O0Y94T5H8Z18 | Long             | LON              | CORP              | US        |     165000 | PA      | $164484.38    | 0.09%             | 2032-05-24      | Floating      | 7.72%                 | No            |                  2 | On Loan: No      |
| GBT US III LLC                       | GBT US III LLC                                                                   | CUSIP: 36154HAC4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      24812 | PA      | $24928.00     | 0.01%             | 2031-07-28      | Floating      | 6.36%                 | No            |                  2 | On Loan: No      |
| GFL ES US LLC                        | GFL ES US LLC                                                                    | CUSIP: 36257SAB8<br>LEI: 254900PGDQWC19PRP053 | Long             | LON              | CORP              | US        |      55000 | PA      | $55302.50     | 0.03%             | 2032-03-03      | Floating      | 6.27%                 | No            |                  2 | On Loan: No      |
| GEN DIGITAL INC                      | Gen Digital Inc                                                                  | CUSIP: 66877AAG3<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | LON              | CORP              | US        |      54862 | PA      | $54972.23     | 0.03%             | 2032-04-16      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| LAVENDER US HOLDCO 1 INC             | Lavender US HoldCo 1 Inc                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      30000 | PA      | $30281.25     | 0.02%             | 2032-12-02      | Floating      | 7.41%                 | No            |                  2 | On Loan: No      |
| OPENLANE INC                         | OPENLANE Inc                                                                     | CUSIP: 68373AAD5<br>LEI: 5493004HKD20LBSG7D03 | Long             | LON              | CORP              | US        |      45000 | PA      | $45112.73     | 0.02%             | 2032-10-08      | Floating      | 6.36%                 | No            |                  2 | On Loan: No      |
| OPAL US LLC                          | Opal US LLC                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     304188 | PA      | $306468.91    | 0.17%             | 2032-04-23      | Floating      | 6.69%                 | No            |                  2 | On Loan: No      |
| GENMAB A/S                           | Genmab A/S                                                                       | CUSIP: N/A<br>LEI: 529900MTJPDPE4MHJ122       | Long             | LON              | CORP              | DK        |      30000 | PA      | $30178.20     | 0.02%             | 2032-11-12      | Floating      | 6.73%                 | No            |                  2 | On Loan: No      |
| N/A                                  | MXN/USD FWD 20260109                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $-18051.87    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| AB Bsl CLO 1 Ltd                     | AB BSL CLO 4 Ltd                                                                 | CUSIP: 00037VAN8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |     250000 | PA      | $251648.79    | 0.14%             | 2038-04-20      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| Apollo Aviation Securitization       | AASET 2024-2 Ltd                                                                 | CUSIP: 00038QAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     136755 | PA      | $138162.06    | 0.07%             | 2049-09-16      | Fixed         | 6.61%                 | 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        |     156008 | PA      | $137556.64    | 0.07%             | 2038-02-25      | Variable      | 6.93%                 | No            |                  2 | On Loan: No      |
| AEP TEXAS INC                        | AEP Texas Inc                                                                    | CUSIP: 00108WAS9<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |      20000 | PA      | $20697.20     | 0.01%             | 2029-05-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| APH/APH2/APH3/AQUARIAN               | APH Somerset Investor 2 LLC / APH2 Somerset Investor 2 LLC / APH3 Somerset Inves | CUSIP: 00188QAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      10000 | PA      | $10112.50     | 0.01%             | 2029-11-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| AREIT CRE Trust                      | AREIT 2025-CRE10 Ltd                                                             | CUSIP: 00193DAJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     100000 | PA      | $99002.13     | 0.05%             | 2030-01-17      | Floating      | 6.75%                 | No            |                  2 | On Loan: No      |
| Arizona Biltmore Trust               | ARZ Trust 2024-BILT                                                              | CUSIP: 00218TAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     250000 | PA      | $255616.58    | 0.14%             | 2039-06-11      | Fixed         | 6.36%                 | No            |                  2 | On Loan: No      |
| AAR ESCROW ISSUER LLC                | AAR Escrow Issuer LLC                                                            | CUSIP: 00253PAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      20000 | PA      | $20675.00     | 0.01%             | 2029-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                           | AbbVie Inc                                                                       | CUSIP: 00287YAS8<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |      65000 | PA      | $58566.11     | 0.03%             | 2045-05-14      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC / FIN INC               | Acrisure LLC / Acrisure Finance Inc                                              | CUSIP: 004961AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      25000 | PA      | $25687.50     | 0.01%             | 2032-07-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER TRUST I               | American Tower Trust #1                                                          | CUSIP: 03027WAM4<br>LEI: 5493004YGM0MQZJOEJ36 | Long             | DBT              | CORP              | US        |     155000 | PA      | $157581.98    | 0.09%             | 2028-03-15      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                  | Elevance Health Inc                                                              | CUSIP: 036752AU7<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |      25000 | PA      | $20657.43     | 0.01%             | 2052-05-15      | Fixed         | 4.55%                 | 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      | $375089.78    | 0.20%             | 2036-10-16      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| ACUSHNET CO                          | Acushnet Co                                                                      | CUSIP: 005095AB0<br>LEI: 549300H805O14KEFES79 | Long             | DBT              | CORP              | US        |      15000 | PA      | $15150.00     | 0.01%             | 2033-12-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| BANCO INTERNAC DEL PERU              | Banco Internacional del Peru SAA Interbank                                       | CUSIP: 05968DAG5<br>LEI: 5493001TRCGXJLRLHN14 | Long             | DBT              | CORP              | PE        |     150000 | PA      | $155906.25    | 0.08%             | 2035-04-30      | Variable      | 6.40%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                 | Cleveland-Cliffs Inc                                                             | CUSIP: 18589GAA3<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |     135000 | PA      | $140906.25    | 0.08%             | 2034-01-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| AECOM                                | AECOM                                                                            | CUSIP: 00766TAE0<br>LEI: 0EEB8GF0W0NPCIHZX097 | Long             | DBT              | CORP              | US        |     170000 | PA      | $173612.50    | 0.09%             | 2033-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA             | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | CUSIP: 00774MBK0<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     150000 | PA      | $156870.45    | 0.08%             | 2055-03-10      | Variable      | 6.95%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP INC               | Cloud Software Group Inc                                                         | CUSIP: 18912UAA0<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |       5000 | PA      | $5200.00      | 0.00%             | 2029-09-30      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP INC               | Cloud Software Group Inc                                                         | CUSIP: 18912UAG7<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |     226000 | PA      | $223175.00    | 0.12%             | 2033-08-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| ADVANCED MICRO DEVICES               | Advanced Micro Devices Inc                                                       | CUSIP: 007903BJ5<br>LEI: R2I72C950HOYXII45366 | Long             | DBT              | CORP              | US        |      37000 | PA      | $37379.95     | 0.02%             | 2028-03-24      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| ALLIANT ENERGY CORP                  | Alliant Energy Corp                                                              | CUSIP: 018802AF5<br>LEI: 5493009ML300G373MZ12 | Long             | DBT              | CORP              | US        |      18000 | PA      | $17910.00     | 0.01%             | 2056-04-01      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| Elm CLO Ltd                          | ELM Trust 2024-ELM                                                               | CUSIP: 26860XAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     300000 | PA      | $302438.70    | 0.16%             | 2039-06-10      | Variable      | 6.19%                 | No            |                  2 | On Loan: No      |
| ECOLAB INC                           | Ecolab Inc                                                                       | CUSIP: 278865BQ2<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |      74000 | PA      | $74691.60     | 0.04%             | 2028-06-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER             | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                   | CUSIP: 01883LAG8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      15000 | PA      | $15393.75     | 0.01%             | 2031-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ALLIED UNIVERSAL HOLDCO              | Allied Universal Holdco LLC                                                      | CUSIP: 019576AD9<br>LEI: 98450038B4549046D794 | Long             | DBT              | CORP              | US        |      40000 | PA      | $42050.00     | 0.02%             | 2031-02-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                         | Ecopetrol SA                                                                     | CUSIP: 279158AQ2<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |     200000 | PA      | $143500.00    | 0.08%             | 2051-11-02      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ELEMENT FLEET MANAGEMENT             | Element Fleet Management Corp                                                    | CUSIP: 286181AP7<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | CA        |      35000 | PA      | $35642.92     | 0.02%             | 2030-03-25      | Fixed         | 5.04%                 | 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        |     193430 | PA      | $178924.80    | 0.10%             | 2047-05-25      | Floating      | 4.19%                 | 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        |     449525 | PA      | $203274.23    | 0.11%             | 2037-08-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| AON NORTH AMERICA INC                | Aon North America Inc                                                            | CUSIP: 03740MAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      67000 | PA      | $67699.15     | 0.04%             | 2027-03-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| APPLOVIN CORP                        | AppLovin Corp                                                                    | CUSIP: 03831WAC2<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |      32000 | PA      | $33121.22     | 0.02%             | 2031-12-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ELLUCIAN HOLDINGS INC                | Ellucian Holdings Inc                                                            | CUSIP: 289178AA3<br>LEI: 549300RP8NIJ7FY7OS79 | Long             | DBT              | CORP              | US        |      15000 | PA      | $15281.25     | 0.01%             | 2029-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO IV Ltd                   | Elmwood CLO IV Ltd                                                               | CUSIP: 29002GAL5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     250000 | PA      | $250845.16    | 0.14%             | 2037-04-18      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| Aqua Finance Trust                   | Aqua Finance Trust 2021-A                                                        | CUSIP: 03842VAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      29938 | PA      | $27629.45     | 0.01%             | 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      | $275222.86    | 0.15%             | 2036-11-15      | Floating      | 6.76%                 | No            |                  2 | On Loan: No      |
| ELP Commercial Mortgage Trust        | ELP Commercial Mortgage Trust 2025-ELP                                           | CUSIP: 290154AJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     100000 | PA      | $100070.66    | 0.05%             | 2042-11-13      | Variable      | 6.45%                 | No            |                  2 | On Loan: No      |
| EMERA INC                            | Emera Inc                                                                        | CUSIP: 290876AD3<br>LEI: NQZVQT2P5IUF2PGA1Q48 | Long             | DBT              | CORP              | CA        |     230000 | PA      | $230862.50    | 0.12%             | 2076-06-15      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| ARCELORMITTAL SA                     | ArcelorMittal SA                                                                 | CUSIP: 03938LBG8<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |      36000 | PA      | $38730.20     | 0.02%             | 2034-06-17      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| ARCHROCK PARTNERS LP/FIN             | Archrock Partners LP / Archrock Partners Finance Corp                            | CUSIP: 03959KAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      30000 | PA      | $30900.00     | 0.02%             | 2032-09-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| ARIS MINING CORP                     | Aris Mining Corp                                                                 | CUSIP: 04040YAB5<br>LEI: 5493001GJ5TILX6L1F82 | Long             | DBT              | CORP              | CA        |     200000 | PA      | $209000.00    | 0.11%             | 2029-10-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| ARIZONA PUBLIC SERVICE               | Arizona Public Service Co                                                        | CUSIP: 040555DJ0<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |      74000 | PA      | $75143.52     | 0.04%             | 2055-08-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                       | Eli Lilly & Co                                                                   | CUSIP: 532457CU0<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |      66000 | PA      | $67070.39     | 0.04%             | 2028-02-12      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| EDELMAN FINANCIAL CENTER             | Edelman Financial Engines Center LLC/The                                         | CUSIP: 27943TAC3<br>LEI: 549300Z31KZXNP05U733 | Long             | LON              | CORP              | US        |      10000 | PA      | $10004.20     | 0.01%             | 2028-10-06      | Floating      | 8.97%                 | 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      | $649.00       | 0.00%             | 2034-11-15      | Floating      | 6.71%                 | 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        |    1346926 | PA      | $46073.75     | 0.02%             | 2052-05-15      | Variable      | 1.31%                 | No            |                  2 | On Loan: No      |
| EG AMERICA LLC                       | EG America LLC                                                                   | CUSIP: N/A<br>LEI: 549300BY1CRYVPEG9R57       | Long             | LON              | CORP              | US        |      25937 | PA      | $26069.18     | 0.01%             | 2028-02-07      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| ALLISON TRANSMISSION INC             | Allison Transmission Inc                                                         | CUSIP: 01973KAJ5<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | LON              | CORP              | US        |      60000 | PA      | $60387.60     | 0.03%             | 2033-01-03      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                   | BMO 2024-5C6 Mortgage Trust                                                      | CUSIP: 05593QAH7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      60000 | PA      | $60240.91     | 0.03%             | 2057-09-15      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                          | BNP Paribas SA                                                                   | CUSIP: 05602XQR2<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |     200000 | PA      | $200500.00    | 0.11%             | 2033-12-15      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| Boca Commercial Mortgage Trust       | BOCA Commercial Mortgage Trust 2025-BOCA                                         | CUSIP: 05619RAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     100000 | PA      | $100124.89    | 0.05%             | 2042-12-15      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| Bank5                                | BANK5 2025-5YR17                                                                 | CUSIP: 06211GAM8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1706284 | PA      | $83344.83     | 0.04%             | 2058-11-15      | Variable      | 1.19%                 | No            |                  2 | On Loan: No      |
| BANCO INDUSTRIAL SA                  | Banco Industrial SA/Guatemala                                                    | CUSIP: BN7034463<br>LEI: 529900GF99QF67JEQU85 | Long             | DBT              | CORP              | GT        |     150000 | PA      | $149062.50    | 0.08%             | 2031-01-29      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                | Bausch Health Cos Inc                                                            | CUSIP: 071734AR8<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |       1000 | PA      | $1010.00      | 0.00%             | 2030-10-15      | Fixed         | 14.00%                | No            |                  2 | On Loan: No      |
| Blue Stream Issuer, LLC              | Blue Stream Issuer LLC                                                           | CUSIP: 09606BAJ3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     250000 | PA      | $253325.59    | 0.14%             | 2054-11-20      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| CACI INTERNATIONAL INC               | CACI International Inc                                                           | CUSIP: 127190AE6<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | DBT              | CORP              | US        |      85000 | PA      | $87762.50     | 0.05%             | 2033-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CADENCE DESIGN SYS INC               | Cadence Design Systems Inc                                                       | CUSIP: 127387AM0<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | DBT              | CORP              | US        |     121000 | PA      | $121645.90    | 0.07%             | 2027-09-10      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAIN INC                | Caesars Entertainment Inc                                                        | CUSIP: 12769GAD2<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |      75000 | PA      | $72843.75     | 0.04%             | 2032-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| COUGAR JV SUBSIDIARY LLC             | Cougar JV Subsidiary LLC                                                         | CUSIP: 22208WAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      15000 | PA      | $15937.50     | 0.01%             | 2032-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| DBC 2025-DBC Mortgage Trust          | DBC 2025-DBC Mortgage Trust                                                      | CUSIP: 23306HAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     100000 | PA      | $100000.13    | 0.05%             | 2042-11-15      | Floating      | 6.35%                 | No            |                  2 | On Loan: No      |
| DBGS Mortgage Trust                  | DBGS 2021-W52 Mortgage Trust                                                     | CUSIP: 23308LAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     100000 | PA      | $99908.39     | 0.05%             | 2039-10-15      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| DCLI BIDCO LLC                       | Dcli Bidco LLC                                                                   | CUSIP: 233104AA6<br>LEI: 2549007UUVJTHHNK9T70 | Long             | DBT              | CORP              | US        |      20000 | PA      | $20550.00     | 0.01%             | 2029-11-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                        | DTE Energy Co                                                                    | CUSIP: 233331BL0<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |      50000 | PA      | $53288.10     | 0.03%             | 2034-06-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| DT MIDSTREAM INC                     | DT Midstream Inc                                                                 | CUSIP: 23345MAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      20000 | PA      | $19700.00     | 0.01%             | 2029-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| DELEK LOG PART/FINANCE               | Delek Logistics Partners LP / Delek Logistics Finance Corp                       | CUSIP: 24665FAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      50000 | PA      | $52187.50     | 0.03%             | 2029-03-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Dominos Pizza Master Issuer LL       | Domino's Pizza Master Issuer LLC                                                 | CUSIP: 25755TAR1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      50000 | PA      | $50448.95     | 0.03%             | 2055-07-25      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| DORNOCH DEBT MERGER SUB              | Dornoch Debt Merger Sub Inc                                                      | CUSIP: 25830JAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      10000 | PA      | $8725.00      | 0.00%             | 2029-10-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Driven Brands Funding, LLC           | Driven Brands Funding LLC                                                        | CUSIP: 26209XAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      97574 | PA      | $94568.76     | 0.05%             | 2051-01-20      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                     | Duke Energy Corp                                                                 | CUSIP: 26441CBU8<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |      25000 | PA      | $22104.90     | 0.01%             | 2052-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                     | Duke Energy Corp                                                                 | CUSIP: 26441CCF0<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |      51000 | PA      | $50411.87     | 0.03%             | 2054-06-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                     | Duke Energy Corp                                                                 | CUSIP: 26441CCG8<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |      45000 | PA      | $47025.00     | 0.03%             | 2054-09-01      | Variable      | 6.45%                 | No            |                  2 | On Loan: No      |
| EASTERN ENERGY GAS                   | Eastern Energy Gas Holdings LLC                                                  | CUSIP: 27636AAA0<br>LEI: 549300BFOD6TDMVV4O24 | Long             | DBT              | CORP              | US        |      36000 | PA      | $34779.02     | 0.02%             | 2054-10-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP                        | EchoStar Corp                                                                    | CUSIP: 278768AC0<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |      10000 | PA      | $11025.00     | 0.01%             | 2029-11-30      | Fixed         | 10.75%                | 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      | $161021.40    | 0.09%             | 2050-04-16      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ENERGIZER HOLDINGS INC               | Energizer Holdings Inc                                                           | CUSIP: 29272WAG4<br>LEI: 5493000D6NN0V57UME20 | Long             | DBT              | CORP              | US        |      15000 | PA      | $14306.25     | 0.01%             | 2033-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                   | Energy Transfer LP                                                               | CUSIP: 29273VAM2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | EP               | CORP              | US        |     320000 | PA      | $327248.00    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                   | Energy Transfer LP                                                               | CUSIP: 29273VAX8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     185000 | PA      | $196260.95    | 0.11%             | 2054-05-15      | Variable      | 8.00%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA LLC                | Entergy Louisiana LLC                                                            | CUSIP: 29364WBQ0<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |      71000 | PA      | $71316.02     | 0.04%             | 2055-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| FS Rialto Issuer Ltd                 | FS Rialto 2021-FL3                                                               | CUSIP: 30323CAJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     100000 | PA      | $99799.68     | 0.05%             | 2036-11-16      | Floating      | 6.35%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                          | Freddie Mac Pool                                                                 | CUSIP: 3132DWHT3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1580655 | PA      | $1609127.21   | 0.87%             | 2053-07-01      | Fixed         | 5.50%                 | 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        |     650055 | PA      | $35649.49     | 0.02%             | 2030-04-25      | Variable      | 1.57%                 | 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        |     787390 | PA      | $75672.59     | 0.04%             | 2035-02-25      | Variable      | 1.51%                 | 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        |    1251573 | PA      | $57449.06     | 0.03%             | 2030-08-25      | Variable      | 1.22%                 | 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        |    1452367 | PA      | $84251.37     | 0.05%             | 2035-10-25      | Variable      | 0.86%                 | 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        |     808261 | PA      | $58076.55     | 0.03%             | 2036-08-25      | Variable      | 0.98%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                           | Fannie Mae REMICS                                                                | CUSIP: 31396V5P9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1345114 | PA      | $130711.82    | 0.07%             | 2037-06-25      | Floating      | 2.46%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                           | Fannie Mae REMICS                                                                | CUSIP: 31397LGF0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1051577 | PA      | $122550.33    | 0.07%             | 2048-04-25      | Floating      | 2.17%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                          | Freddie Mac Pool                                                                 | CUSIP: 31427MHH7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     112721 | PA      | $113361.72    | 0.06%             | 2055-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                          | Freddie Mac Pool                                                                 | CUSIP: 31427N3W7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1066257 | PA      | $1105041.26   | 0.60%             | 2054-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                          | Freddie Mac Pool                                                                 | CUSIP: 3142GT3M6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     179376 | PA      | $186931.65    | 0.10%             | 2055-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                          | Freddie Mac Pool                                                                 | CUSIP: 3142GTT97<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     188823 | PA      | $193817.23    | 0.10%             | 2055-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                          | Freddie Mac Pool                                                                 | CUSIP: 3142GTTA4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     198157 | PA      | $199592.58    | 0.11%             | 2055-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                          | Freddie Mac Pool                                                                 | CUSIP: 3142GWDP1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     159838 | PA      | $160496.39    | 0.09%             | 2055-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FIRST BUSEY CORPORATION              | First Busey Corp                                                                 | CUSIP: 319383600<br>LEI: 549300X4ZNLYSX7GUY60 | Long             | EP               | CORP              | US        |       4950 | NS      | $127462.50    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST CITIZENS BANCSHARE             | First Citizens BancShares Inc/NC                                                 | CUSIP: 31959XAF0<br>LEI: 549300N3Z00ZHE2XC526 | Long             | DBT              | CORP              | US        |     170000 | PA      | $172975.00    | 0.09%             | 2040-03-12      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| FIRST CITIZENS BANCSHARE             | First Citizens BancShares Inc/NC                                                 | CUSIP: 31959XAG8<br>LEI: 549300N3Z00ZHE2XC526 | Long             | EP               | CORP              | US        |     305000 | PA      | $311100.00    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| FIRST FINANCIAL BANCORP              | First Financial Bancorp                                                          | CUSIP: 320209AC3<br>LEI: 549300D3F5B3EZMY7P77 | Long             | DBT              | CORP              | US        |     100000 | PA      | $100194.70    | 0.05%             | 2035-12-01      | Variable      | 6.38%                 | 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        |      12934 | PA      | $12909.08     | 0.01%             | 2034-07-25      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| FIRST INDUSTRIAL LP                  | First Industrial LP                                                              | CUSIP: 32055RAS6<br>LEI: 86MKNB3IKYZZT3E3OV11 | Long             | DBT              | CORP              | US        |      44000 | PA      | $44961.44     | 0.02%             | 2031-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FIRST INTERSTATE BANCSYS             | First Interstate BancSystem Inc                                                  | CUSIP: 32055YAB8<br>LEI: 549300WRWYTYX0RCNJ43 | Long             | DBT              | CORP              | US        |      70000 | PA      | $71295.00     | 0.04%             | 2035-06-15      | Variable      | 7.62%                 | 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        |     679256 | PA      | $645251.95    | 0.35%             | 2050-04-25      | Variable      | 2.88%                 | No            |                  2 | On Loan: No      |
| FISERV INC                           | Fiserv Inc                                                                       | CUSIP: 337738BJ6<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |      55000 | PA      | $55557.04     | 0.03%             | 2027-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| FISERV INC                           | Fiserv Inc                                                                       | CUSIP: 337738BL1<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |      63000 | PA      | $63743.15     | 0.03%             | 2034-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY CORP                     | FirstEnergy Corp                                                                 | CUSIP: 337932AU1<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |     170000 | PA      | $182404.90    | 0.10%             | 2031-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| FIVE STAR BANCORP                    | Five Star Bancorp                                                                | CUSIP: 33830TAC7<br>LEI: 5493008ZRBIHKWC0JA73 | Long             | DBT              | CORP              | US        |      50000 | PA      | $48201.75     | 0.03%             | 2032-09-01      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| FLEX LTD                             | Flex Ltd                                                                         | CUSIP: 33938XAG0<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | CORP              | SG        |      19000 | PA      | $19132.05     | 0.01%             | 2035-11-13      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| FLORIDA GAS TRANSMISSION             | Florida Gas Transmission Co LLC                                                  | CUSIP: 340711BC3<br>LEI: 549300Q0UQF87NXNOC32 | Long             | DBT              | CORP              | US        |      15000 | PA      | $15571.64     | 0.01%             | 2035-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| FLOWERS FOODS INC                    | Flowers Foods Inc                                                                | CUSIP: 343498AD3<br>LEI: 7YNCQQNDK8FBM9BBTK25 | Long             | DBT              | CORP              | US        |      36000 | PA      | $36073.37     | 0.02%             | 2035-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| FOCUS FINANCIAL PARTNERS             | Focus Financial Partners LLC                                                     | CUSIP: 34417VAA5<br>LEI: 5493007L0E0VKRC2CP39 | Long             | DBT              | CORP              | US        |      50000 | PA      | $51562.50     | 0.03%             | 2031-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                   | Ford Motor Co                                                                    | CUSIP: 345370DA5<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |     270000 | PA      | $237498.21    | 0.13%             | 2032-02-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FTAI AVIATION INVESTORS              | FTAI Aviation Investors LLC                                                      | CUSIP: 34960PAH4<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |      10000 | PA      | $10125.00     | 0.01%             | 2033-04-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FULL HOUSE RESORTS INC               | Full House Resorts Inc                                                           | CUSIP: 359678AC3<br>LEI: 5493009DKIWW0H901Y82 | Long             | DBT              | CORP              | US        |      15000 | PA      | $13012.50     | 0.01%             | 2028-02-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES                | Huntington Bancshares Inc/OH                                                     | CUSIP: 446150BG8<br>LEI: 549300XTVCVV9I7B5T19 | Long             | EP               | CORP              | US        |     330000 | PA      | $329175.00    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA              | Hyundai Capital America                                                          | CUSIP: 44891ACU9<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |      61000 | PA      | $62563.37     | 0.03%             | 2029-01-08      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| ILLUMINA INC                         | Illumina Inc                                                                     | CUSIP: 452327AR0<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | DBT              | CORP              | US        |      29000 | PA      | $29268.48     | 0.02%             | 2030-12-12      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                            | IQVIA Inc                                                                        | CUSIP: 46266TAF5<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |      38000 | PA      | $39935.76     | 0.02%             | 2029-02-01      | Fixed         | 6.25%                 | 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        |     112000 | PA      | $110180.00    | 0.06%             | 2028-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ANYWHERE REAL EST/CO-ISS             | Anywhere Real Estate Group LLC / Anywhere Co-Issuer Corp                         | CUSIP: 75606DAS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      15000 | PA      | $14925.00     | 0.01%             | 2030-04-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| NOTA DO TESOURO NACIONAL             | Brazil Notas do Tesouro Nacional Serie B                                         | CUSIP: EI1436001<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     213000 | PA      | $159579.05    | 0.09%             | 2050-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                 | Indonesia Treasury Bond                                                          | CUSIP: EJ8243903<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |  514000000 | PA      | $34011.85     | 0.02%             | 2029-03-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| E.ON SE                              | E.ON SE                                                                          | CUSIP: ZQ3917429<br>LEI: Q9MAIUP40P25UFBFG033 | Long             | DBT              | CORP              | DE        |      45000 | PA      | $45919.12     | 0.02%             | 2031-11-07      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| DBS GROUP HOLDINGS LTD               | DBS Group Holdings Ltd                                                           | CUSIP: BO3306350<br>LEI: 5493007FKT78NKPM5V55 | Long             | DBT              | CORP              | SG        |     200000 | PA      | $198890.00    | 0.11%             | 2031-03-10      | Variable      | 1.82%                 | No            |                  2 | On Loan: No      |
| NORWEGIAN GOVERNMENT                 | Norway Government Bond                                                           | CUSIP: ZM8878765<br>LEI: 549300L0BT3FJTN9MX24 | Long             | DBT              | NUSS              | NO        |    1035000 | PA      | $95345.27     | 0.05%             | 2033-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FINNISH GOVERNMENT                   | Finland Government Bond                                                          | CUSIP: ZK3729587<br>LEI: 743700M6Y2OQRVSBRD14 | Long             | DBT              | NUSS              | FI        |     180000 | PA      | $211971.51    | 0.11%             | 2033-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC             | Ford Motor Credit Co LLC                                                         | CUSIP: 345397E33<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     200000 | PA      | $272109.67    | 0.15%             | 2028-10-09      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| FirstMac Mortgage Funding Trus       | FIRSTMAC MORTGAGE FUNDING TRUST NO. 4 SERIES 2024-4                              | CUSIP: BCC3HDGN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | AU        |     153496 | PA      | $102804.51    | 0.06%             | 2056-02-18      | Floating      | 4.63%                 | No            |                  2 | On Loan: No      |
| GAINWELL ACQUISITION COR             | Gainwell Acquisition Corp                                                        | CUSIP: 59909TAC8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      91410 | PA      | $89970.13     | 0.05%             | 2027-10-01      | Floating      | 7.77%                 | No            |                  2 | On Loan: No      |
| EAB GLOBAL INC                       | EAB Global Inc                                                                   | CUSIP: 26835CAC3<br>LEI: 254900WJRUVZKYEF1M36 | Long             | LON              | CORP              | US        |         13 | PA      | $11.29        | 0.00%             | 2030-08-16      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| EAGLE PARENT CORP                    | Eagle Parent Corp                                                                | CUSIP: 26972CAC6<br>LEI: 5493007MVERDD2NKNE42 | Long             | LON              | CORP              | US        |      32942 | PA      | $33071.33     | 0.02%             | 2029-04-02      | Floating      | 7.92%                 | No            |                  2 | On Loan: No      |
| EAGLE PARENT CORP                    | Eagle Parent Corp                                                                | CUSIP: 26972CAC6<br>LEI: 5493007MVERDD2NKNE42 | Long             | LON              | CORP              | US        |       3185 | PA      | $3197.77      | 0.00%             | 2029-04-02      | Floating      | 7.92%                 | No            |                  2 | On Loan: No      |
| EAGLE PARENT CORP                    | Eagle Parent Corp                                                                | CUSIP: 26972CAC6<br>LEI: 5493007MVERDD2NKNE42 | Long             | LON              | CORP              | US        |       3185 | PA      | $3197.77      | 0.00%             | 2029-04-02      | Floating      | 7.92%                 | No            |                  2 | On Loan: No      |
| Husky Injection Molding Systems Ltd. | Husky Injection Molding Systems Ltd., Senior Secured First Lien Term Loan        | CUSIP: C8856UAE8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      29475 | PA      | $29735.35     | 0.02%             | 2029-02-15      | Floating      | 7.59%                 | No            |                  2 | On Loan: No      |
| Husky Injection Molding Systems Ltd. | Husky Injection Molding Systems Ltd., Senior Secured First Lien Term Loan        | CUSIP: C8856UAE8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      29475 | PA      | $29735.35     | 0.02%             | 2029-02-15      | Floating      | 7.47%                 | No            |                  2 | On Loan: No      |
| APPLIED SYSTEMS INC                  | Applied Systems Inc                                                              | CUSIP: 03827FBC4<br>LEI: 549300NSKGF0SY5SWQ62 | Long             | LON              | CORP              | US        |      10000 | PA      | $10195.35     | 0.01%             | 2032-02-23      | Floating      | 8.17%                 | No            |                  2 | On Loan: No      |
| 1011778 BC ULC                       | 1011778 BC ULC                                                                   | CUSIP: C6901LAM9<br>LEI: 549300RHSHNRWI5LLA86 | Long             | LON              | CORP              | CA        |     699343 | PA      | $701091.51    | 0.38%             | 2030-09-23      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| APRO LLC                             | Apro LLC                                                                         | CUSIP: 03834XAP8<br>LEI: 549300HALLMPVGYAKP14 | Long             | LON              | CORP              | US        |      54500 | PA      | $54840.36     | 0.03%             | 2031-07-09      | Floating      | 7.68%                 | No            |                  2 | On Loan: No      |
| ARDONAGH GROUP LTD                   | Ardonagh Group Finco Pty Ltd                                                     | CUSIP: N/A<br>LEI: 254900YP2E642AGM4G32       | Long             | LON              | CORP              | AU        |      22342 | PA      | $22336.99     | 0.01%             | 2031-02-18      | Floating      | 6.95%                 | No            |                  2 | On Loan: No      |
| ARDONAGH GROUP LTD                   | Ardonagh Group Finco Pty Ltd                                                     | CUSIP: N/A<br>LEI: 254900YP2E642AGM4G32       | Long             | LON              | CORP              | AU        |       2672 | PA      | $2671.69      | 0.00%             | 2031-02-18      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| ARDONAGH GROUP LTD                   | Ardonagh Group Finco Pty Ltd                                                     | CUSIP: N/A<br>LEI: 254900YP2E642AGM4G32       | Long             | LON              | CORP              | AU        |      29712 | PA      | $29705.44     | 0.02%             | 2031-02-18      | Floating      | 6.95%                 | No            |                  2 | On Loan: No      |
| BCP VI SUMMIT HOLDINGS L             | BCP VI Summit Holdings LP                                                        | CUSIP: 05614GAC5<br>LEI: 254900LK60A9DK5W5N81 | Long             | LON              | CORP              | US        |      49875 | PA      | $50264.77     | 0.03%             | 2032-01-30      | Floating      | 6.84%                 | No            |                  2 | On Loan: No      |
| AECOM TECHNOLOGY                     | AECOM                                                                            | CUSIP: 00766WAX1<br>LEI: 0EEB8GF0W0NPCIHZX097 | Long             | LON              | CORP              | US        |     187389 | PA      | $189463.54    | 0.10%             | 2031-04-17      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| DYNASTY ACQUISITION CO I             | Dynasty Acquisition Co Inc                                                       | CUSIP: 26812CAN6<br>LEI: 549300L1RCRPOAUCB870 | Long             | LON              | CORP              | US        |      69025 | PA      | $69362.58     | 0.04%             | 2031-10-31      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| DYNASTY ACQUISITION CO I             | Dynasty Acquisition Co Inc                                                       | CUSIP: 26812CAP1<br>LEI: 549300L1RCRPOAUCB870 | Long             | LON              | CORP              | US        |      26255 | PA      | $26383.34     | 0.01%             | 2031-10-31      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC                         | Acrisure LLC                                                                     | CUSIP: 00488PAV7<br>LEI: 549300R0Z1Q47XRTGO22 | Long             | LON              | CORP              | US        |     116593 | PA      | $116647.82    | 0.06%             | 2030-11-06      | Floating      | 6.72%                 | No            |                  2 | On Loan: No      |
| FOCUS FINANCIAL PARTNERS LLC         | Focus Financial Partners LLC                                                     | CUSIP: 34416DBD9<br>LEI: 5493007L0E0VKRC2CP39 | Long             | LON              | CORP              | US        |      34912 | PA      | $35010.16     | 0.02%             | 2031-09-15      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| COTIVITI INC                         | Cotiviti Inc                                                                     | CUSIP: 22164MAF4<br>LEI: 254900YAQHVRTG4IFI64 | Long             | LON              | CORP              | US        |      24938 | PA      | $24002.47     | 0.01%             | 2032-03-29      | Floating      | 6.62%                 | No            |                  2 | On Loan: No      |
| AADVANTAGE LOYALTY IP                | AAdvantage Loyalty IP Ltd                                                        | CUSIP: 02376CBS3<br>LEI: N/A                  | Long             | LON              | CORP              | KY        |      64213 | PA      | $64445.80     | 0.03%             | 2028-04-20      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| 1261229 BC LTD                       | 1261229 BC Ltd                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | CA        |      14962 | PA      | $14652.10     | 0.01%             | 2030-10-08      | Floating      | 9.97%                 | No            |                  2 | On Loan: No      |
| AADVANTAGE LOYALTY IP                | AAdvantage Loyalty IP Ltd                                                        | CUSIP: 02376CBT1<br>LEI: N/A                  | Long             | LON              | CORP              | KY        |     194025 | PA      | $195238.63    | 0.11%             | 2032-05-28      | Floating      | 7.13%                 | No            |                  2 | On Loan: No      |
| FLUTTER FINANCING BV                 | Flutter Financing BV                                                             | CUSIP: N3313EAJ9<br>LEI: 635400VFWPBIKJK6GN11 | Long             | LON              | CORP              | NL        |      14962 | PA      | $14985.92     | 0.01%             | 2032-06-04      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| ARAMARK SERVICES INC                 | Aramark Services Inc                                                             | CUSIP: 03852JBB6<br>LEI: 42YMHYH0XMHJEXDUB065 | Long             | LON              | CORP              | US        |      30000 | PA      | $30093.75     | 0.02%             | 2028-04-06      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| HUSKY HOLDINGS LLC                   | Husky Holdings LLC                                                               | CUSIP: C8856UAH1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       5000 | PA      | $5044.10      | 0.00%             | 2029-02-15      | Floating      | 7.59%                 | No            |                  2 | On Loan: No      |
| ARAMARK SERVICES INC                 | Aramark Services Inc                                                             | CUSIP: 03852JBC4<br>LEI: 42YMHYH0XMHJEXDUB065 | Long             | LON              | CORP              | US        |     130956 | PA      | $131569.13    | 0.07%             | 2030-06-24      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| NORWEGIAN GOVERNMENT                 | Norway Government Bond                                                           | CUSIP: YR2442626<br>LEI: 549300L0BT3FJTN9MX24 | Long             | DBT              | NUSS              | NO        |    2615000 | PA      | $250617.14    | 0.14%             | 2035-06-12      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BBVA MEX BANCA GRUPO TX              | BBVA Mexico SA Institucion De Banca Multiple Grupo Financiero BBVA Mexico/TX     | CUSIP: ZR4850809<br>LEI: 549300WIWQK5Q9MCUN92 | Long             | DBT              | CORP              | MX        |     200000 | PA      | $199566.80    | 0.11%             | 2034-09-13      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| ADANI ELECTRICITY MUMBAI             | Adani Electricity Mumbai Ltd                                                     | CUSIP: BQ5241923<br>LEI: 335800AIC1B5EBFVUC38 | Long             | DBT              | CORP              | IN        |     200000 | PA      | $180071.00    | 0.10%             | 2031-07-22      | Fixed         | 3.87%                 | 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        |     240000 | PA      | $240278.95    | 0.13%             | 2038-04-15      | Floating      | 6.47%                 | No            |                  2 | On Loan: No      |
| MICHAELS COS INC/THE                 | Michaels Cos Inc/The                                                             | CUSIP: 55916AAA2<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |      10000 | PA      | $9600.00      | 0.01%             | 2028-05-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MARVELL TECHNOLOGY INC               | Marvell Technology Inc                                                           | CUSIP: 573874AQ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      66000 | PA      | $70659.86     | 0.04%             | 2033-09-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| MASTEC INC                           | MasTec Inc                                                                       | CUSIP: 576323AT6<br>LEI: 549300TMDIT8WREDOF45 | Long             | DBT              | CORP              | US        |      37000 | PA      | $38587.15     | 0.02%             | 2029-06-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| MATADOR RESOURCES CO                 | Matador Resources Co                                                             | CUSIP: 576485AG1<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |      20000 | PA      | $20200.00     | 0.01%             | 2032-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MATCH GROUP HLD II LLC               | Match Group Holdings II LLC                                                      | CUSIP: 57665RAL0<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |      60000 | PA      | $56775.00     | 0.03%             | 2030-08-01      | Fixed         | 4.12%                 | 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        |      54734 | PA      | $50112.28     | 0.03%             | 2043-07-20      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| MH SUB I LLC                         | MH Sub I LLC                                                                     | CUSIP: 45567YAP0<br>LEI: 2549005VFKP807SR8N49 | Long             | LON              | CORP              | US        |      62482 | PA      | $53763.65     | 0.03%             | 2031-12-31      | Floating      | 7.97%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                  | Freddie Mac STACR REMIC Trust 2022-HQA3                                          | CUSIP: 35564KE47<br>LEI: 5493000IRJ8RDHSNEL96 | Long             | ABS-MBS          | CORP              | US        |     205000 | PA      | $213162.71    | 0.11%             | 2042-08-25      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                  | Freddie Mac STACR REMIC Trust 2022-DNA7                                          | CUSIP: 35564KL31<br>LEI: 5493000IRUQLXTG4SV18 | Long             | ABS-MBS          | CORP              | US        |      35458 | PA      | $35793.57     | 0.02%             | 2052-03-25      | Floating      | 6.37%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                  | Freddie Mac STACR REMIC Trust 2022-HQA1                                          | CUSIP: 35564KTB5<br>LEI: 5493000IRODEKU3J3Q16 | Long             | ABS-MBS          | CORP              | US        |      85000 | PA      | $87489.09     | 0.05%             | 2042-03-25      | Floating      | 7.37%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP             | Hilcorp Energy I LP / Hilcorp Finance Co                                         | CUSIP: 431318BG8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      15000 | PA      | $14212.50     | 0.01%             | 2035-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN             | Hilton Domestic Operating Co Inc                                                 | CUSIP: 432833AF8<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |      65000 | PA      | $65000.00     | 0.04%             | 2030-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN             | Hilton Domestic Operating Co Inc                                                 | CUSIP: 432833AN1<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |      70000 | PA      | $64925.00     | 0.04%             | 2032-02-15      | 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        |       6263 | PA      | $5622.92      | 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        |     166694 | PA      | $146896.12    | 0.08%             | 2050-03-25      | Variable      | 3.14%                 | 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        |     408563 | PA      | $342879.91    | 0.18%             | 2052-09-25      | Variable      | 2.80%                 | 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        |     405959 | PA      | $375660.54    | 0.20%             | 2049-01-25      | Variable      | 4.04%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I LP                  | Hilcorp Energy I LP                                                              | CUSIP: 431319AH5<br>LEI: 549300ITPIHLG0LHEC09 | Long             | LON              | CORP              | US        |     148875 | PA      | $149340.98    | 0.08%             | 2030-02-11      | Floating      | 5.74%                 | 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      | $88603.50     | 0.05%             | 2054-09-15      | Variable      | 1.51%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S       | BBCMS Mortgage Trust 2023-C19                                                    | CUSIP: 05553RAH3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     100000 | PA      | $102534.11    | 0.06%             | 2056-04-15      | Variable      | 6.35%                 | No            |                  2 | On Loan: No      |
| CONCENTRA HEALTH SERVICE             | Concentra Health Services Inc                                                    | CUSIP: 20600DAA1<br>LEI: 984500GB84105F75DE32 | Long             | DBT              | CORP              | US        |      50000 | PA      | $52312.50     | 0.03%             | 2032-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CONNECTONE BANCORP INC               | ConnectOne Bancorp Inc                                                           | CUSIP: 20786WAF4<br>LEI: 549300E2M5ZYAZKUK134 | Long             | DBT              | CORP              | US        |     110000 | PA      | $114284.61    | 0.06%             | 2035-06-01      | Variable      | 8.12%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                  | Dominion Energy Inc                                                              | CUSIP: 25746UDU0<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     155000 | PA      | $167940.02    | 0.09%             | 2054-06-01      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                  | Dominion Energy Inc                                                              | CUSIP: 25746UDV8<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     140000 | PA      | $143475.78    | 0.08%             | 2055-05-15      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| Consolidated Communications LL       | Consolidated Communications LLC/Fidium Fiber Finance Holdco LLC                  | CUSIP: 315961AA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     115000 | PA      | $115608.54    | 0.06%             | 2055-12-20      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| QXO BUILDING PRODUCTS                | QXO Building Products Inc                                                        | CUSIP: 74825NAA5<br>LEI: 549300HDXQWWCBOYXP31 | Long             | DBT              | CORP              | US        |      10000 | PA      | $10425.00     | 0.01%             | 2032-04-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| RHP HOTEL PPTY/RHP FINAN             | RHP Hotel Properties LP / RHP Finance Corp                                       | CUSIP: 749571AL9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      25000 | PA      | $25906.25     | 0.01%             | 2033-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| RADIOLOGY PARTNERS INC               | Radiology Partners Inc                                                           | CUSIP: 75041VAE4<br>LEI: 549300SFTAG2177WUZ08 | Long             | DBT              | CORP              | US        |      25000 | PA      | $26062.50     | 0.01%             | 2032-07-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Rate Mortgage Trust                  | RATE Mortgage Trust 2021-HB1                                                     | CUSIP: 75409XBG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     398392 | PA      | $330353.96    | 0.18%             | 2051-12-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| ReadyCap Commercial Mortgage T       | Ready Capital Mortgage Financing 2023-FL11 LLC                                   | CUSIP: 75575RAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     100000 | PA      | $99940.12     | 0.05%             | 2039-10-25      | Floating      | 7.26%                 | No            |                  2 | On Loan: No      |
| REDE D'OR FINANCE SARL               | Rede D'or Finance Sarl                                                           | CUSIP: 75735KAA7<br>LEI: 549300FDE772OLJUCP79 | Long             | DBT              | CORP              | LU        |     100000 | PA      | $99875.00     | 0.05%             | 2028-01-17      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Renaissance Home Equity Loan T       | Renaissance Home Equity Loan Trust 2004-4                                        | CUSIP: 759950EQ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     229997 | PA      | $202386.10    | 0.11%             | 2035-02-25      | Variable      | 5.32%                 | No            |                  2 | On Loan: No      |
| REPUBLIC SERVICES INC                | Republic Services Inc                                                            | CUSIP: 760759BM1<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |      35000 | PA      | $36092.42     | 0.02%             | 2035-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Retained Vantage Data Centers        | Retained Vantage Data Centers Issuer LLC                                         | CUSIP: 76134KAC8<br>LEI: 254900N4NW6XZ9B4HM15 | Long             | ABS-O            | CORP              | US        |     100000 | PA      | $99783.05     | 0.05%             | 2048-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| QXO INC                              | QXO Inc                                                                          | CUSIP: 82846H504<br>LEI: N/A                  | Long             | EP               | CORP              | US        |       5350 | NS      | $295052.50    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLIC OF PHILIPPINES              | Philippine Government International Bond                                         | CUSIP: 718286BM8<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    5000000 | PA      | $84141.42     | 0.05%             | 2036-01-14      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES              | Philippine Government International Bond                                         | CUSIP: ZS5626230<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |     185000 | PA      | $212167.77    | 0.11%             | 2027-05-17      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                | Indonesia Government International Bond                                          | CUSIP: BN3328919<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |     100000 | PA      | $97360.50     | 0.05%             | 2033-03-12      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF AUSTRIA                  | Republic of Austria Government Bond                                              | CUSIP: ZM2051344<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |      50000 | PA      | $58836.32     | 0.03%             | 2033-02-20      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| RAIZEN FUELS FINANCE                 | Raizen Fuels Finance SA                                                          | CUSIP: YR7253895<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |     200000 | PA      | $163000.00    | 0.09%             | 2037-02-25      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| REALPAGE INC                         | RealPage Inc                                                                     | CUSIP: 75605VAH5<br>LEI: 5493001RSFZX4122A604 | Long             | LON              | CORP              | US        |      19900 | PA      | $19989.15     | 0.01%             | 2028-04-24      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| Radiology Partners, Inc.             | Radiology Partners, Inc., Senior Secured First Lien Term Loan                    | CUSIP: 75041EAN2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      65000 | PA      | $64964.58     | 0.04%             | 2032-06-25      | Floating      | 8.17%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GUATEMALA                | Guatemala Government Bond                                                        | CUSIP: JK9639853<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |     200000 | PA      | $199750.00    | 0.11%             | 2026-05-03      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PARAGUAY                 | Paraguay Government International Bond                                           | CUSIP: AM9786683<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |     143000 | PA      | $143893.75    | 0.08%             | 2027-03-27      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| AT&T INC                             | AT&T Inc                                                                         | CUSIP: 00206RKJ0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      91000 | PA      | $61028.79     | 0.03%             | 2053-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AT&T INC                             | AT&T Inc                                                                         | CUSIP: 00206RMZ2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      10000 | PA      | $10080.63     | 0.01%             | 2056-08-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Arroyo Mortgage Trust                | Arroyo Mortgage Trust 2019-2                                                     | CUSIP: 042858AC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      48669 | PA      | $47962.98     | 0.03%             | 2049-04-25      | Variable      | 3.80%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO              | Arthur J Gallagher & Co                                                          | CUSIP: 04316JAL3<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |      20000 | PA      | $20477.06     | 0.01%             | 2029-12-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                | Athene Global Funding                                                            | CUSIP: 04685A4C2<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |      31000 | PA      | $30944.67     | 0.02%             | 2029-10-08      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                | Athene Global Funding                                                            | CUSIP: 04685A4R9<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |      19000 | PA      | $19146.76     | 0.01%             | 2030-07-17      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| BANCO DE CREDITO DEL PER             | Banco de Credito del Peru S.A.                                                   | CUSIP: 05971V2D6<br>LEI: 549300EQYQ8SCQZ4BY14 | Long             | DBT              | CORP              | PE        |     200000 | PA      | $197273.80    | 0.11%             | 2031-09-30      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS             | CHS/Community Health Systems Inc                                                 | CUSIP: 12543DBH2<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |      20000 | PA      | $19950.00     | 0.01%             | 2029-01-15      | Fixed         | 6.00%                 | 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      | $250000.00    | 0.13%             | 2034-04-20      | Floating      | 6.05%                 | No            |                  2 | On Loan: No      |
| CIM Trust                            | CIM Trust 2018-INV1                                                              | CUSIP: 12553XAK9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     154956 | PA      | $146353.37    | 0.08%             | 2048-08-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                     | CIFC Funding 2022-IV Ltd                                                         | CUSIP: 12567WAL3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     250000 | PA      | $249634.10    | 0.13%             | 2035-07-16      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS             | Cheniere Energy Partners LP                                                      | CUSIP: 16411QAK7<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |      37000 | PA      | $36020.76     | 0.02%             | 2031-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY INC                  | Cheniere Energy Inc                                                              | CUSIP: 16411RAN9<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |      36000 | PA      | $37279.98     | 0.02%             | 2034-04-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| CHILE ELEC PEC SPA                   | Chile Electricity PEC SpA                                                        | CUSIP: 168831AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | CL        |     180833 | PA      | $162222.10    | 0.09%             | 2028-01-25      | Fixed         | 0.00%                 | 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        |     552949 | PA      | $392.65       | 0.00%             | 2049-05-10      | Variable      | 1.80%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                        | Citigroup Inc                                                                    | CUSIP: 172967QA2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      30000 | PA      | $30555.21     | 0.02%             | 2031-05-07      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                        | Citigroup Inc                                                                    | CUSIP: 172967QF1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      21000 | PA      | $21075.14     | 0.01%             | 2031-09-11      | Variable      | 4.50%                 | 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        |     328979 | PA      | $322338.97    | 0.17%             | 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        |     919333 | PA      | $9014.52      | 0.00%             | 2050-09-15      | Variable      | 0.85%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                        | Citigroup Inc                                                                    | CUSIP: 17327CAQ6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      77000 | PA      | $70623.55     | 0.04%             | 2033-01-25      | Variable      | 3.06%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                        | Citigroup Inc                                                                    | CUSIP: 17327CBC6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EP               | CORP              | US        |      19000 | PA      | $19403.75     | 0.01%             |  |  |  | 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        |    3545900 | PA      | $99549.01     | 0.05%             | 2072-12-15      | Variable      | 0.82%                 | 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        |     125000 | PA      | $107346.75    | 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        |     265000 | PA      | $207650.82    | 0.11%             | 2049-07-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corpora       | Chase Home Lending Mortgage Trust Series 2024-6                                  | CUSIP: 161931AK6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     249511 | PA      | $252746.36    | 0.14%             | 2055-05-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust         | GS Mortgage Securities Trust 2013-GC13                                           | CUSIP: 36198EAS4<br>LEI: 549300WF5YRKNHB1FX69 | Long             | ABS-MBS          | CORP              | US        |     100000 | PA      | $97054.03     | 0.05%             | 2046-07-10      | Variable      | 3.86%                 | No            |                  2 | On Loan: No      |
| Great Wolf Trust                     | GWT 2024-WLF2                                                                    | CUSIP: 362414AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     250000 | PA      | $250700.23    | 0.14%             | 2041-05-15      | Floating      | 5.44%                 | No            |                  2 | On Loan: No      |
| Greensky Home Improvement Issu       | GreenSky Home Improvement Issuer Trust 2025-3                                    | CUSIP: 39571WAF3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     150000 | PA      | $149909.66    | 0.08%             | 2060-12-27      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Greystone Commercial Real Esta       | Greystone CRE Notes 2021-FL3 Ltd                                                 | CUSIP: 39809PAJ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     100000 | PA      | $99984.46     | 0.05%             | 2039-07-15      | Floating      | 6.06%                 | No            |                  2 | On Loan: No      |
| GRIFFON CORPORATION                  | Griffon Corp                                                                     | CUSIP: 398433AP7<br>LEI: 5493000C2SGNC7ZN3242 | Long             | DBT              | CORP              | US        |      30000 | PA      | $30000.00     | 0.02%             | 2028-03-01      | Fixed         | 5.75%                 | 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      | $270354.32    | 0.15%             | 2049-03-10      | Variable      | 4.68%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                | Level 3 Financing Inc                                                            | CUSIP: 527298CM3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |      30000 | PA      | $30675.00     | 0.02%             | 2033-06-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP             | Citizens Financial Group Inc                                                     | CUSIP: 174610808<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | EP               | CORP              | US        |      12725 | NS      | $323087.75    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| CIVITAS RESOURCES INC                | Civitas Resources Inc                                                            | CUSIP: 17888HAB9<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |     165000 | PA      | $170775.00    | 0.09%             | 2031-07-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| LIFE TIME INC                        | Life Time Inc                                                                    | CUSIP: 53190FAE5<br>LEI: 549300PALKE96VYH4X17 | Long             | DBT              | CORP              | US        |      55000 | PA      | $56100.00     | 0.03%             | 2031-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| LIGHT & WONDER INTL INC              | Light & Wonder International Inc                                                 | CUSIP: 531968AB1<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |      70000 | PA      | $70612.50     | 0.04%             | 2033-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP/US FIN             | Clarios Global LP / Clarios US Finance Co                                        | CUSIP: 18060TAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      35000 | PA      | $36487.50     | 0.02%             | 2030-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP/US FIN             | Clarios Global LP / Clarios US Finance Co                                        | CUSIP: 18060TAE5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      35000 | PA      | $36181.25     | 0.02%             | 2032-09-15      | Fixed         | 6.75%                 | 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      | $227660.70    | 0.12%             | 2039-05-15      | Floating      | 5.54%                 | No            |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC                 | LifePoint Health Inc                                                             | CUSIP: 53219LAX7<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |      20000 | PA      | $21200.00     | 0.01%             | 2032-06-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| OVINTIV INC                          | Ovintiv Inc                                                                      | CUSIP: 292505AD6<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |     190000 | PA      | $202981.56    | 0.11%             | 2034-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| LIVE OAK BANCSHARES                  | Live Oak Bancshares Inc                                                          | CUSIP: 53803X402<br>LEI: N/A                  | Long             | EP               | CORP              | US        |       3625 | NS      | $92618.75     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| LoanCore 2018-CRE1 Issuer, Ltd       | LoanCore 2025-CRE9 Issuer LLC                                                    | CUSIP: 538912AA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     250000 | PA      | $250073.37    | 0.13%             | 2042-08-18      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| OVINTIV INC                          | Ovintiv Inc                                                                      | CUSIP: 292505AG9<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |     160000 | PA      | $167331.84    | 0.09%             | 2038-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                          | Freddie Mac REMICS                                                               | CUSIP: 3137AJXH2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     381095 | PA      | $33026.23     | 0.02%             | 2041-12-15      | Floating      | 1.80%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC             | Lloyds Banking Group PLC                                                         | CUSIP: 539439BF5<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |     200000 | PA      | $199500.00    | 0.11%             | 2035-09-27      | Variable      | 6.62%                 | No            |                  2 | On Loan: —       |
| LoanCore 2022-CRE7 Issuer Ltd.       | LoanCore 2022-CRE7 Issuer Ltd                                                    | CUSIP: 53946PAN0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     100000 | PA      | $99967.41     | 0.05%             | 2037-01-17      | Floating      | 6.44%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HO             | Clear Channel Outdoor Holdings Inc                                               | CUSIP: 18453HAD8<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |      10000 | PA      | $9900.00      | 0.01%             | 2029-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HO             | Clear Channel Outdoor Holdings Inc                                               | CUSIP: 18453HAG1<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |      20000 | PA      | $20875.00     | 0.01%             | 2031-02-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| O'REILLY AUTOMOTIVE INC              | O'Reilly Automotive Inc                                                          | CUSIP: 67103HAN7<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |      35000 | PA      | $35235.90     | 0.02%             | 2034-08-19      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| OZLM Ltd                             | OZLM XV Ltd                                                                      | CUSIP: 67111DBG0<br>LEI: 5493008RJIODIVVGSK16 | Long             | ABS-CBDO         | CORP              | KY        |     195379 | PA      | $195326.74    | 0.11%             | 2033-04-20      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| LoanCore 2018-CRE1 Issuer, Ltd       | LoanCore 2025 2025-CRE8 Issuer LLC                                               | CUSIP: 53947FAJ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     100000 | PA      | $99291.78     | 0.05%             | 2042-08-17      | Floating      | 6.48%                 | No            |                  2 | On Loan: No      |
| LoanCore 2021-CRE6 Issuer, Ltd       | LoanCore 2021-CRE6 Issuer Ltd                                                    | CUSIP: 53948HAJ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     100000 | PA      | $100134.04    | 0.05%             | 2038-11-15      | Floating      | 6.71%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                          | Oracle Corp                                                                      | CUSIP: 68389XDM4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      18000 | PA      | $17265.20     | 0.01%             | 2035-09-26      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                          | Oracle Corp                                                                      | CUSIP: 68389XDP7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      29000 | PA      | $26184.33     | 0.01%             | 2045-09-26      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                 | Lockheed Martin Corp                                                             | CUSIP: 539830CM9<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |      36000 | PA      | $36624.31     | 0.02%             | 2035-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LONG RIDGE ENERGY LLC                | Long Ridge Energy LLC                                                            | CUSIP: 54288CAA1<br>LEI: 984500764EC9AZ2FC764 | Long             | DBT              | CORP              | US        |      75000 | PA      | $79500.00     | 0.04%             | 2032-02-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| OWENS-BROCKWAY                       | Owens-Brockway Glass Container Inc                                               | CUSIP: 69073TAU7<br>LEI: V2UQUCDZJ9WY98W8QU33 | Long             | DBT              | CORP              | US        |      30000 | PA      | $30487.50     | 0.02%             | 2031-05-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| OWENS CORNING                        | Owens Corning                                                                    | CUSIP: 690742AP6<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |      32000 | PA      | $33731.42     | 0.02%             | 2034-06-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                 | Cleveland-Cliffs Inc                                                             | CUSIP: 185899AN1<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |     299000 | PA      | $304980.00    | 0.16%             | 2030-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables        | Exeter Automobile Receivables Trust 2024-1                                       | CUSIP: 30167PAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      55196 | PA      | $55320.55     | 0.03%             | 2028-08-15      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                       | Lowe's Cos Inc                                                                   | CUSIP: 548661EG8<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     134000 | PA      | $133023.54    | 0.07%             | 2027-04-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                       | Lowe's Cos Inc                                                                   | CUSIP: 548661EM5<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |      21000 | PA      | $20364.10     | 0.01%             | 2053-04-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust       | Pagaya AI Debt Grantor Trust 2024-11                                             | CUSIP: 69544AAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     188448 | PA      | $190361.24    | 0.10%             | 2032-07-15      | Fixed         | 6.31%                 | No            |                  2 | On Loan: No      |
| PANTHER ESCROW ISSUER                | Panther Escrow Issuer LLC                                                        | CUSIP: 69867RAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      85000 | PA      | $87975.00     | 0.05%             | 2031-06-01      | Fixed         | 7.12%                 | 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        |    1724050 | PA      | $7612.72      | 0.00%             | 2050-03-10      | Variable      | 0.87%                 | No            |                  2 | On Loan: No      |
| MACQUARIE AIRFINANCE HLD             | Macquarie Airfinance Holdings Ltd                                                | CUSIP: 55609NAE8<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |      37000 | PA      | $37441.71     | 0.02%             | 2030-03-17      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| PARK INTERMED HOLDINGS               | Park Intermediate Holdings LLC / PK Domestic Property LLC / PK Finance Co-Issuer | CUSIP: 70052LAD5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      30000 | PA      | $30750.00     | 0.02%             | 2030-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| PAYCHEX INC                          | Paychex Inc                                                                      | CUSIP: 704326AB3<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |      68000 | PA      | $70420.80     | 0.04%             | 2032-04-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| PENNYMAC FIN SVCS INC                | PennyMac Financial Services Inc                                                  | CUSIP: 70932MAD9<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |      20000 | PA      | $21225.00     | 0.01%             | 2029-12-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| PENNYMAC FIN SVCS INC                | PennyMac Financial Services Inc                                                  | CUSIP: 70932MAG2<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |      30000 | PA      | $31275.00     | 0.02%             | 2032-05-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM INC                     | Ryder System Inc                                                                 | CUSIP: 78355HKW8<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |      70000 | PA      | $71809.50     | 0.04%             | 2028-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SABRE GLBL INC                       | Sabre GLBL Inc                                                                   | CUSIP: 78573NAJ1<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |       3000 | PA      | $3003.75      | 0.00%             | 2027-06-01      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| SABRE GLBL INC                       | Sabre GLBL Inc                                                                   | CUSIP: 78573NAN2<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |      10048 | PA      | $8226.96      | 0.00%             | 2030-03-15      | Fixed         | 10.75%                | 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        |     143248 | PA      | $143447.16    | 0.08%             | 2029-08-15      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| RUTAS 2 & 7 FINANCE LTD              | Rutas 2 & 7 Finance Ltd                                                          | CUSIP: ZQ0325196<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     293333 | PA      | $222566.63    | 0.12%             | 2036-09-30      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| LUMEN TECHNOLOGIES INC               | Lumen Technologies Inc                                                           | CUSIP: 55024EAF2<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | LON              | CORP              | US        |      58174 | PA      | $57952.59     | 0.03%             | 2029-04-16      | Floating      | 6.18%                 | No            |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC                 | LifePoint Health Inc                                                             | CUSIP: 75915TAK8<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | LON              | CORP              | US        |      72109 | PA      | $72426.50     | 0.04%             | 2031-05-19      | Floating      | 7.65%                 | No            |                  2 | On Loan: No      |
| SABRE GLBL INC                       | Sabre GLBL Inc                                                                   | CUSIP: 78571YBK5<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | LON              | CORP              | US        |         51 | PA      | $45.59        | 0.00%             | 2029-11-15      | Floating      | 10.02%                | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING/PTL             | Penske Truck Leasing Co Lp / PTL Finance Corp                                    | CUSIP: 709599BZ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      76000 | PA      | $78233.11     | 0.04%             | 2029-03-30      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| RIVERS ENTERPRISE                    | Rivers Enterprise Lender LLC / Rivers Enterprise Lender Corp                     | CUSIP: 76884GAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      10000 | PA      | $10175.00     | 0.01%             | 2030-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| SABRE GLBL INC                       | Sabre GLBL Inc                                                                   | CUSIP: 78571YBL3<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | LON              | CORP              | US        |       7796 | PA      | $7016.82      | 0.00%             | 2029-11-15      | Floating      | 9.82%                 | No            |                  2 | On Loan: No      |
| Long Ridge Energy LLC                | Long Ridge Energy LLC, Senior Secured First Lien Term Loan                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     154225 | PA      | $152971.92    | 0.08%             | 2032-02-09      | Floating      | 8.17%                 | No            |                  2 | On Loan: No      |
| GREEN INFRASTRUCTURE                 | Green Infrastructure Partners Inc                                                | CUSIP: N/A<br>LEI: 549300W1V7LSCKWMX505       | Long             | LON              | CORP              | CA        |     100000 | PA      | $100375.00    | 0.05%             | 2032-09-24      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| N/A                                  | MC 5YX5Y RTR 2.50 20-MAY-2026                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |    1194000 | NC      | $217.49       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | MC 10YX10Y RTR 2.30 20-MAY-2026                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |    -597000 | NC      | $-98.92       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | FX FVA USDBRL 15.3% IV (SELL 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                                  | FX FVA USDBRL 15.3% IV (SELL PROTECTION)                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | US        |          1 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                           | Fannie Mae Pool                                                                  | CUSIP: 3140QT2S7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     149998 | PA      | $152746.84    | 0.08%             | 2054-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                           | Fannie Mae Pool                                                                  | CUSIP: 3140QUBJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     229180 | PA      | $235098.59    | 0.13%             | 2054-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                  | FWDP 30Y RTP 4.650000 30-AUG-2027                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     598400 | NC      | $4102.03      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | FX VOL USDZAR 10.95% 6M (BUY PROTECTION)                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | US        |          1 | NC      | $-1.93        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | IRS PAY FIXED 3.3875% 12/14/2028                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |          1 | NC      | $-117.48      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | FX FVA USDMXN 12.0% (SELL PROTECTION)                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | US        |          1 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                           | Fannie Mae Pool                                                                  | CUSIP: 3140QUHH2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     418974 | PA      | $426652.02    | 0.23%             | 2054-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                           | Fannie Mae Pool                                                                  | CUSIP: 3140QV3B8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     194540 | PA      | $200233.18    | 0.11%             | 2055-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                           | Fannie Mae Pool                                                                  | CUSIP: 3140QV3C6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     173467 | PA      | $178326.70    | 0.10%             | 2055-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                           | Fannie Mae Pool                                                                  | CUSIP: 3140QV3W2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      90776 | PA      | $94600.16     | 0.05%             | 2055-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                           | Fannie Mae Pool                                                                  | CUSIP: 3140QVLE2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     298977 | PA      | $306698.54    | 0.17%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                           | Fannie Mae Pool                                                                  | CUSIP: 3140QVLG7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     163021 | PA      | $166671.06    | 0.09%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ATHENAHEALTH GROUP INC               | AthenaHealth Group Inc                                                           | CUSIP: 60337JAA4<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | DBT              | CORP              | US        |      20000 | PA      | $19950.00     | 0.01%             | 2030-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CHORD ENERGY CORP                    | Chord Energy Corp                                                                | CUSIP: 674215AN8<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | DBT              | CORP              | US        |      20000 | PA      | $20575.00     | 0.01%             | 2033-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| N/A                                  | FWDP 30Y RTR 4.135000 18-DEC-2026                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    -299200 | NC      | $-1022.67     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | FWDP 30Y RTP 4.135000 18-DEC-2026                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    -299200 | NC      | $-2203.31     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | GBP/USD FWD 20260318                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $-17204.69    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | GBP/USD FWD 20260318                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $619.04       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | JPY/USD FWD 20260122                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $-708.56      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | JPY/USD FWD 20260122                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $8739.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHORD ENERGY CORP                    | Chord Energy Corp                                                                | CUSIP: 674215AQ1<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | DBT              | CORP              | US        |      10000 | PA      | $10075.00     | 0.01%             | 2030-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                | China Government Bond                                                            | CUSIP: BQ8787179<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     680000 | PA      | $98149.00     | 0.05%             | 2026-08-12      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| N/A                                  | JPY/USD FWD 20260123                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $-0.28        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | JPY/USD FWD 20260204                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $-103635.87   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| ASIAN INFRASTRUCTURE INV             | Asian Infrastructure Investment Bank/The                                         | CUSIP: ZD2723355<br>LEI: 25490065OSV2524LCR32 | Long             | DBT              | CORP              | CN        |   20300000 | PA      | $226750.35    | 0.12%             | 2029-03-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CHILE ELECTRICITY LUX                | Chile Electricity Lux MPC Sarl                                                   | CUSIP: ZI3801118<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     179000 | PA      | $186179.69    | 0.10%             | 2033-01-20      | Fixed         | 6.01%                 | No            |                  2 | On Loan: No      |
| ASURION LLC                          | Asurion LLC                                                                      | CUSIP: 04649VBA7<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |      10000 | PA      | $9848.60      | 0.01%             | 2029-01-22      | Floating      | 9.08%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP                    | Clarios Global LP                                                                | CUSIP: C8000CAP8<br>LEI: 549300474L1ZLXZY2P98 | Long             | LON              | CORP              | US        |     345000 | PA      | $347209.73    | 0.19%             | 2032-01-28      | Floating      | 6.47%                 | No            |                  2 | On Loan: No      |
| N/A                                  | JPY/USD FWD 20260204                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $110980.18    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| PACIFIC DENTAL SERVICES              | Pacific Dental Services Inc                                                      | CUSIP: 69417WAC5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      25000 | PA      | $25125.75     | 0.01%             | 2031-03-17      | Floating      | 6.24%                 | No            |                  2 | On Loan: No      |
| CLEARWATER ANALYTICS LLC             | Clearwater Analytics LLC                                                         | CUSIP: 18512EAF9<br>LEI: 894500N8DN2JO5ZDRQ11 | Long             | LON              | CORP              | US        |     160000 | PA      | $160300.80    | 0.09%             | 2032-04-21      | Floating      | 6.21%                 | No            |                  2 | On Loan: No      |
| ASCEND LEARNING LLC                  | Ascend Learning LLC                                                              | CUSIP: 04349HAN4<br>LEI: 549300T466HKRLVCD610 | Long             | LON              | CORP              | US        |      99027 | PA      | $99495.26     | 0.05%             | 2028-12-11      | Floating      | 6.72%                 | No            |                  2 | On Loan: No      |
| ASCEND LEARNING LLC                  | Ascend Learning LLC                                                              | CUSIP: 04349HAN4<br>LEI: 549300T466HKRLVCD610 | Long             | LON              | CORP              | US        |      15030 | PA      | $15100.89     | 0.01%             | 2028-12-11      | Floating      | 6.72%                 | No            |                  2 | On Loan: No      |
| ASURION LLC                          | Asurion LLC                                                                      | CUSIP: 04649VBE9<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |      24975 | PA      | $24996.48     | 0.01%             | 2030-09-19      | Floating      | 8.17%                 | No            |                  2 | On Loan: No      |
| ASPIRE BAKERIES HOLDING              | Aspire Bakeries Holdings LLC                                                     | CUSIP: N/A<br>LEI: 549300MWN7R72KAKOD18       | Long             | LON              | CORP              | US        |      34737 | PA      | $34980.39     | 0.02%             | 2030-12-23      | Floating      | 7.22%                 | No            |                  2 | On Loan: No      |
| AS MILEAGE PLAN IP LTD               | AS Mileage Plan IP Ltd                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | KY        |      93988 | PA      | $94575.40     | 0.05%             | 2031-10-15      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| Clean Harbors Inc                    | Clean Harbors Inc, Senior Secured First Lien Term Loan                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     145000 | PA      | $146479.73    | 0.08%             | 2032-09-24      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| MACQUARIE AIRFINANCE HLD             | Macquarie Airfinance Holdings Ltd                                                | CUSIP: 55609NAF5<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |      37000 | PA      | $37573.32     | 0.02%             | 2028-03-27      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| OVG BUSINESS SERVICES                | Ovg Business Services LLC                                                        | CUSIP: 62955EAJ3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     105000 | PA      | $105328.13    | 0.06%             | 2031-06-25      | Floating      | 6.72%                 | No            |                  2 | On Loan: No      |
| ORBIA ADVANCE CORP SAB               | Orbia Advance Corp SAB de CV                                                     | CUSIP: EK4851532<br>LEI: 549300MVHZ20SBIOEQ79 | Long             | DBT              | CORP              | MX        |     200000 | PA      | $155295.00    | 0.08%             | 2044-09-17      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| OVERSEA-CHINESE BANKING              | Oversea-Chinese Banking Corp Ltd                                                 | CUSIP: BX0660676<br>LEI: 5493007O3QFXCPOGWK22 | Long             | DBT              | CORP              | SG        |     200000 | PA      | $200808.00    | 0.11%             | 2032-06-15      | Variable      | 4.60%                 | No            |                  2 | On Loan: No      |
| N/A                                  | ITRAXX.FINSR.44.V1 (BUY PROTECTION) (BUY PROTECTIO                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |          1 | NC      | $-24244.74    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| AGCO CORP                            | AGCO Corp                                                                        | CUSIP: 001084AR3<br>LEI: LYOM0B2GCF1JWXK5ZG04 | Long             | DBT              | CORP              | US        |      48000 | PA      | $48610.61     | 0.03%             | 2027-03-21      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| AES CORP/THE                         | AES Corp/The                                                                     | CUSIP: 00130HCH6<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |      56000 | PA      | $57262.86     | 0.03%             | 2028-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| AES CORP/THE                         | AES Corp/The                                                                     | CUSIP: 00130HCK9<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |     530000 | PA      | $538612.50    | 0.29%             | 2055-01-15      | Variable      | 7.60%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA             | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | CUSIP: 00774MBQ7<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     150000 | PA      | $153369.45    | 0.08%             | 2056-01-31      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Affirm Master Trust                  | Affirm Master Trust                                                              | CUSIP: 00833BAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     250000 | PA      | $252115.72    | 0.14%             | 2033-02-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| AGREE LP                             | Agree LP                                                                         | CUSIP: 008513AE3<br>LEI: 549300DXY3G299V1BO77 | Long             | DBT              | CORP              | US        |      47000 | PA      | $49060.34     | 0.03%             | 2034-06-15      | Fixed         | 5.62%                 | 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        |     314815 | PA      | $314621.49    | 0.17%             | 2026-01-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| AMERITEX HOLDCO INTERMED             | AmeriTex HoldCo Intermediate LLC                                                 | CUSIP: 030727AB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      25000 | PA      | $26218.75     | 0.01%             | 2033-08-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                            | Amgen Inc                                                                        | CUSIP: 031162DP2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     140000 | PA      | $142982.84    | 0.08%             | 2028-03-02      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                            | Amgen Inc                                                                        | CUSIP: 031162DU1<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |      63000 | PA      | $61567.44     | 0.03%             | 2063-03-02      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORP                        | Amphenol Corp                                                                    | CUSIP: 032095AT8<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |      55000 | PA      | $55507.21     | 0.03%             | 2028-06-12      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BPR Trust                            | BPR Trust 2021-TY                                                                | CUSIP: 05592AAL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     100000 | PA      | $99883.59     | 0.05%             | 2038-09-15      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| BXMT Ltd                             | BXMT 2021-FL4 Ltd                                                                | CUSIP: 05609GAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      59769 | PA      | $59459.05     | 0.03%             | 2038-05-15      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| BX Trust                             | BX Trust 2022-CLS                                                                | CUSIP: 05609XAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      65000 | PA      | $65314.80     | 0.04%             | 2027-10-13      | Fixed         | 5.76%                 | No            |                  2 | On Loan: No      |
| BX Trust                             | BX Trust 2024-BIO                                                                | CUSIP: 05612AAL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     100000 | PA      | $98803.69     | 0.05%             | 2041-02-15      | Floating      | 7.39%                 | No            |                  2 | On Loan: No      |
| BX Trust                             | BX Trust 2024-CNYN                                                               | CUSIP: 05612HAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     216363 | PA      | $216869.90    | 0.12%             | 2041-04-15      | Floating      | 5.69%                 | No            |                  2 | On Loan: No      |
| BX Trust                             | BX Trust 2025-VOLT                                                               | CUSIP: 05619PAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     100000 | PA      | $99875.39     | 0.05%             | 2044-12-15      | Floating      | 6.50%                 | No            |                  2 | On Loan: No      |
| BX Trust                             | BX Trust 2025-ARIA                                                               | CUSIP: 05619TAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     100000 | PA      | $100803.35    | 0.05%             | 2042-12-13      | Variable      | 5.52%                 | No            |                  2 | On Loan: No      |
| BLP Commercial Mortgage Trust        | BLP Commercial Mortgage Trust 2024-IND2                                          | CUSIP: 05625AAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     299830 | PA      | $300000.23    | 0.16%             | 2041-03-15      | Floating      | 5.44%                 | No            |                  2 | On Loan: No      |
| BDS Ltd                              | BDS 2021-FL10 Ltd                                                                | CUSIP: 07335YAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      28308 | PA      | $28297.47     | 0.02%             | 2036-12-16      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON & CO                | Becton Dickinson & Co                                                            | CUSIP: 075887CQ0<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |      86000 | PA      | $86944.19     | 0.05%             | 2028-02-13      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                     | T-Mobile USA Inc                                                                 | CUSIP: 87264ABW4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     130000 | PA      | $124277.14    | 0.07%             | 2031-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BELL CANADA                          | Bell Telephone Co of Canada or Bell Canada                                       | CUSIP: 0778FPAP4<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |      19000 | PA      | $19510.68     | 0.01%             | 2055-09-15      | Variable      | 6.88%                 | 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      | $252687.40    | 0.14%             | 2051-07-15      | Variable      | 1.75%                 | 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      | $74274.85     | 0.04%             | 2062-03-15      | Variable      | 0.91%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust             | Benchmark 2021-B25 Mortgage Trust                                                | CUSIP: 08163DAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2187083 | PA      | $91694.34     | 0.05%             | 2054-04-15      | Variable      | 1.07%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                     | T-Mobile USA Inc                                                                 | CUSIP: 87264ACA1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      73000 | PA      | $69988.39     | 0.04%             | 2028-02-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| TEXTRON INC                          | Textron Inc                                                                      | CUSIP: 883203CE9<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | DBT              | CORP              | US        |      34000 | PA      | $35274.80     | 0.02%             | 2035-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust             | Benchmark 2025-V16 Mortgage Trust                                                | CUSIP: 08164RAV7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     100000 | PA      | $103870.64    | 0.06%             | 2058-08-15      | Variable      | 5.86%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust             | Benchmark 2025-V17 Mortgage Trust                                                | CUSIP: 081934AR2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     250000 | PA      | $256066.58    | 0.14%             | 2058-09-15      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                | Truist Financial Corp                                                            | CUSIP: 89788MAT9<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |      66000 | PA      | $68061.77     | 0.04%             | 2032-08-05      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| TSY INFL IX N/B                      | United States Treasury Inflation Indexed Bonds                                   | CUSIP: 9128282L3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     186350 | PA      | $184180.57    | 0.10%             | 2027-07-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| BIMBO BAKERIES USA INC               | Bimbo Bakeries USA Inc                                                           | CUSIP: 09031WAE3<br>LEI: 549300HOXXHHT7926W92 | Long             | DBT              | CORP              | US        |     200000 | PA      | $204230.00    | 0.11%             | 2036-01-09      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BIOGEN INC                           | Biogen Inc                                                                       | CUSIP: 09062XAN3<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |      69000 | PA      | $71100.98     | 0.04%             | 2031-01-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| TSY INFL IX N/B                      | United States Treasury Inflation Indexed Bonds                                   | CUSIP: 9128283R9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     184803 | PA      | $181568.75    | 0.10%             | 2028-01-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Zayo Issuer LLC                      | Zayo Issuer LLC                                                                  | CUSIP: 98919WAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      90000 | PA      | $91293.01     | 0.05%             | 2055-03-20      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| BLACK HILLS CORP                     | Black Hills Corp                                                                 | CUSIP: 092113AX7<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |      61000 | PA      | $65176.67     | 0.04%             | 2035-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Blackbird Capital Aircraft           | Blackbird Capital II Aircraft Lease Ltd                                          | CUSIP: 09229CAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     157697 | PA      | $149782.99    | 0.08%             | 2046-07-15      | Fixed         | 2.44%                 | No            |                  2 | On Loan: No      |
| WHITE CAP SUPPLY HOLDING             | White Cap Supply Holdings LLC                                                    | CUSIP: 96350TAH3<br>LEI: 254900L2N0T6GULCL366 | Long             | LON              | CORP              | US        |      59462 | PA      | $59771.59     | 0.03%             | 2029-10-29      | Floating      | 6.97%                 | No            |                  2 | On Loan: No      |
| ZELIS PAYMENTS BUYER INC             | Zelis Payments Buyer Inc                                                         | CUSIP: 98932TAH6<br>LEI: 549300U8NGLZN5R1Y309 | Long             | LON              | CORP              | US        |      54612 | PA      | $54271.05     | 0.03%             | 2031-11-26      | Floating      | 6.97%                 | No            |                  2 | On Loan: No      |
| BLOCK FINANCIAL LLC                  | Block Financial LLC                                                              | CUSIP: 093662AK0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      38000 | PA      | $38271.55     | 0.02%             | 2032-09-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                        | Boeing Co/The                                                                    | CUSIP: 097023204<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EP               | CORP              | US        |       1800 | NS      | $124308.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| WHITEWATER MATTERHORN HO             | WhiteWater Matterhorn Holdings LLC                                               | CUSIP: N/A<br>LEI: 2138009J7G187M6C4Q91       | Long             | LON              | CORP              | US        |      15000 | PA      | $15078.08     | 0.01%             | 2032-06-16      | Floating      | 6.31%                 | No            |                  2 | On Loan: No      |
| TKO WORLDWIDE HOLDINGS L             | TKO Worldwide Holdings LLC                                                       | CUSIP: 90266UAL7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     178727 | PA      | $179744.91    | 0.10%             | 2031-11-21      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| BOEING CO                            | Boeing Co/The                                                                    | CUSIP: 097023CW3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     145000 | PA      | $142622.00    | 0.08%             | 2050-05-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Bojangles Issuer, LLC                | Bojangles Issuer LLC                                                             | CUSIP: 09748RAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     174562 | PA      | $176415.43    | 0.10%             | 2054-11-20      | Fixed         | 6.58%                 | No            |                  2 | On Loan: No      |
| ZAYO GROUP HOLDINGS INC              | Zayo Group Holdings Inc                                                          | CUSIP: 98919XAH4<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | LON              | CORP              | US        |      44372 | PA      | $42233.84     | 0.02%             | 2030-03-11      | Floating      | 6.83%                 | No            |                  2 | On Loan: No      |
| ZAYO GROUP HOLDINGS INC              | Zayo Group Holdings Inc                                                          | CUSIP: 98919XAH4<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | LON              | CORP              | US        |        422 | PA      | $401.39       | 0.00%             | 2030-03-11      | Floating      | 6.83%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                       | Bombardier Inc                                                                   | CUSIP: 097751CD1<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |      25000 | PA      | $26312.50     | 0.01%             | 2033-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BX Trust                             | BX Trust 2022-LBA6                                                               | CUSIP: 12433EAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     350000 | PA      | $349785.03    | 0.19%             | 2039-01-15      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| BX Trust                             | BX Trust 2022-LBA6                                                               | CUSIP: 12433EAN1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     100000 | PA      | $99877.11     | 0.05%             | 2039-01-15      | Floating      | 6.45%                 | No            |                  2 | On Loan: No      |
| BX Trust                             | BX Trust 2025-VLT6                                                               | CUSIP: 12433KAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     300000 | PA      | $299345.97    | 0.16%             | 2042-03-15      | Floating      | 5.94%                 | No            |                  2 | On Loan: No      |
| BX Trust                             | BX Trust 2021-SDMF                                                               | CUSIP: 12434CAL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     324792 | PA      | $323605.18    | 0.17%             | 2034-09-15      | Floating      | 5.25%                 | 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        |      15000 | PA      | $14925.00     | 0.01%             | 2028-02-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| BCRR Trust                           | BCRR 2016-FRR3 Trust                                                             | CUSIP: 81753WAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     797720 | PA      | $793476.53    | 0.43%             | 2026-05-26      | Floating      | 6.10%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FIN               | Berkshire Hathaway Finance Corp                                                  | CUSIP: 084664CS8<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |     120000 | PA      | $114780.22    | 0.06%             | 2039-06-19      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| AI CANDELARIA -SPAIN- SA             | AI Candelaria -spain- SA                                                         | CUSIP: AV1352799<br>LEI: 213800L5KA2MJ5FKRZ02 | Long             | DBT              | CORP              | ES        |     147916 | PA      | $149764.81    | 0.08%             | 2028-12-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| BIOCEANICO SOVEREIGN                 | Bioceanico Sovereign Certificate Ltd                                             | CUSIP: ZS5584637<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     206729 | PA      | $167192.04    | 0.09%             | 2034-06-05      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Caesars Entertainment Inc            | Caesars Entertainment Inc, Senior Secured First Lien Term Loan                   | CUSIP: 12768EAH9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      60000 | PA      | $59550.00     | 0.03%             | 2031-02-06      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| CAMELOT US ACQUISITION LLC           | Camelot US Acquisition LLC                                                       | CUSIP: N/A<br>LEI: 549300U6VBJHQP2SFL81       | Long             | LON              | CORP              | US        |       5552 | PA      | $5488.81      | 0.00%             | 2031-01-31      | Floating      | 6.47%                 | No            |                  2 | On Loan: No      |
| CAMELOT US ACQUISITION LLC           | Camelot US Acquisition LLC                                                       | CUSIP: N/A<br>LEI: 549300U6VBJHQP2SFL81       | Long             | LON              | CORP              | US        |        508 | PA      | $501.86       | 0.00%             | 2031-01-31      | Floating      | 6.47%                 | No            |                  2 | On Loan: No      |
| CACI INTERNATIONAL INC               | CACI International Inc                                                           | CUSIP: 12718FAL8<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | LON              | CORP              | US        |     204656 | PA      | $205401.73    | 0.11%             | 2031-10-30      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| CACI INTERNATIONAL INC               | CACI International Inc                                                           | CUSIP: 12718FAL8<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | LON              | CORP              | US        |      13595 | PA      | $13644.29     | 0.01%             | 2031-10-30      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| BOXER PARENT CO INC                  | Boxer Parent Co Inc                                                              | CUSIP: 05988HAQ0<br>LEI: 5493006T045HLTF7YX04 | Long             | LON              | CORP              | US        |      89550 | PA      | $89422.39     | 0.05%             | 2031-07-30      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| BOOTS GROUP FINCO LP                 | Boots Group Finco LP                                                             | CUSIP: 09947PAB7<br>LEI: 254900YVLYOVF1PF1N93 | Long             | LON              | CORP              | US        |      35000 | PA      | $35233.28     | 0.02%             | 2032-08-30      | Floating      | 7.21%                 | No            |                  2 | On Loan: No      |
| BLACKFIN PIPELINE LLC                | Blackfin Pipeline LLC                                                            | CUSIP: 09231PAB2<br>LEI: 254900F4BUS186SK8A51 | Long             | LON              | CORP              | US        |      40000 | PA      | $40125.00     | 0.02%             | 2032-09-29      | Floating      | 6.75%                 | No            |                  2 | On Loan: No      |
| MADISON IAQ LLC                      | Madison IAQ LLC                                                                  | CUSIP: 55760LAB3<br>LEI: 549300IXDNBXNHUPBU73 | Long             | DBT              | CORP              | US        |      15000 | PA      | $14850.00     | 0.01%             | 2029-06-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| MADISON SAFETY & FLOW                | Madison Safety & Flow LLC                                                        | CUSIP: 55822DAN1<br>LEI: 5493007D2J7BBIFYBY65 | Long             | LON              | CORP              | US        |      20666 | PA      | $20838.71     | 0.01%             | 2031-09-26      | Floating      | 6.23%                 | No            |                  2 | On Loan: No      |
| MADISON IAQ LLC                      | Madison IAQ LLC                                                                  | CUSIP: 55759VAE8<br>LEI: 549300IXDNBXNHUPBU73 | Long             | LON              | CORP              | US        |      57291 | PA      | $57723.64     | 0.03%             | 2032-05-06      | Floating      | 6.64%                 | 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        |     280000 | PA      | $284550.00    | 0.15%             | 2029-04-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac            | Fannie Mae or Freddie Mac                                                        | CUSIP: 01F020612<br>LEI: B1V7KEBTPIMZEU4LTD58 | Short            | ABS-MBS          | USGSE             | US        |   -1140000 | PA      | $-920995.28   | -0.50%            | 2051-01-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac            | Fannie Mae or Freddie Mac                                                        | CUSIP: 01F022618<br>LEI: B1V7KEBTPIMZEU4LTD58 | Short            | ABS-MBS          | USGSE             | US        |   -1089000 | PA      | $-920332.63   | -0.50%            | 2047-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac            | Fannie Mae or Freddie Mac                                                        | CUSIP: 01F030611<br>LEI: B1V7KEBTPIMZEU4LTD58 | Short            | ABS-CBDO         | CORP              | US        |   -1043000 | PA      | $-922688.32   | -0.50%            | 2043-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                     | Altice France SA                                                                 | CUSIP: 02090DAE8<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |      10000 | PA      | $9550.00      | 0.01%             | 2032-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| AMENTUM HOLDINGS INC                 | Amentum Holdings Inc                                                             | CUSIP: 02352BAA3<br>LEI: 2549009FJIBLW40CU216 | Long             | DBT              | CORP              | US        |      15000 | PA      | $15787.50     | 0.01%             | 2032-08-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| AMEREN ILLINOIS CO                   | Ameren Illinois Co                                                               | CUSIP: 02361DAS9<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |     120000 | PA      | $119625.96    | 0.06%             | 2028-05-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES INC                | American Airlines Inc                                                            | CUSIP: 023771T40<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      15000 | PA      | $15656.25     | 0.01%             | 2029-05-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN AXLE & MFG INC              | American Axle & Manufacturing Inc                                                | CUSIP: 02406PBC3<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |      15000 | PA      | $15225.00     | 0.01%             | 2032-10-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| AMERICAN AXLE & MFG INC              | American Axle & Manufacturing Inc                                                | CUSIP: 02406PBD1<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |      50000 | PA      | $50812.50     | 0.03%             | 2033-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER              | American Electric Power Co Inc                                                   | CUSIP: 025537BA8<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |     260000 | PA      | $278525.00    | 0.15%             | 2054-12-15      | Variable      | 6.95%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                  | American Express Co                                                              | CUSIP: 025816DG1<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |      64000 | PA      | $64496.77     | 0.03%             | 2027-07-28      | Variable      | 5.39%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                  | American Express Co                                                              | CUSIP: 025816EF2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |      77000 | PA      | $79318.93     | 0.04%             | 2031-04-25      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT                | American Homes 4 Rent LP                                                         | CUSIP: 02666TAG2<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |      51000 | PA      | $52593.95     | 0.03%             | 2034-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                  | American Tower Corp                                                              | CUSIP: 03027XAY6<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |      25000 | PA      | $18374.55     | 0.01%             | 2049-10-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                  | American Tower Corp                                                              | CUSIP: 03027XBV1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |      69000 | PA      | $68634.92     | 0.04%             | 2027-03-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                  | American Tower Corp                                                              | CUSIP: 03027XCC2<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |      24000 | PA      | $24622.63     | 0.01%             | 2028-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                  | American Tower Corp                                                              | CUSIP: 03027XCD0<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |      65000 | PA      | $67982.72     | 0.04%             | 2033-07-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S       | BBCMS Mortgage Trust 2025-5C37                                                   | CUSIP: 05494NAF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     969878 | PA      | $64483.10     | 0.03%             | 2058-09-15      | Variable      | 1.66%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                     | BAT Capital Corp                                                                 | CUSIP: 05526DBF1<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |      32000 | PA      | $26541.25     | 0.01%             | 2047-08-15      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                     | BAT Capital Corp                                                                 | CUSIP: 05526DCC7<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |      35000 | PA      | $36326.68     | 0.02%             | 2035-08-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S       | BBCMS Mortgage Trust 2024-5C29                                                   | CUSIP: 05555PAH5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     100000 | PA      | $99367.11     | 0.05%             | 2057-09-15      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S       | BBCMS Mortgage Trust 2025-5C38                                                   | CUSIP: 05556RAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      87000 | PA      | $89387.81     | 0.05%             | 2058-11-15      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| BX Trust                             | BX Trust 2021-LBA                                                                | CUSIP: 05609BAK5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     100000 | PA      | $99713.47     | 0.05%             | 2036-02-15      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| BX Trust                             | BX Trust 2021-LBA                                                                | CUSIP: 05609BBH1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     197702 | PA      | $197587.26    | 0.11%             | 2036-02-15      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| BX Trust                             | BX Commercial Mortgage Trust 2021-21M                                            | CUSIP: 05609CAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      29752 | PA      | $29733.58     | 0.02%             | 2036-10-15      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| BX Trust                             | BX Commercial Mortgage Trust 2021-21M                                            | CUSIP: 05609CAN7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     175000 | PA      | $174839.58    | 0.09%             | 2036-10-15      | Floating      | 6.04%                 | No            |                  2 | On Loan: No      |
| BX Trust                             | BX Commercial Mortgage Trust 2021-XL2                                            | CUSIP: 05609KAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      34379 | PA      | $34207.22     | 0.02%             | 2038-10-15      | Floating      | 4.55%                 | No            |                  2 | On Loan: No      |
| BX Trust                             | BX Commercial Mortgage Trust 2021-ACNT                                           | CUSIP: 05609QAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      78016 | PA      | $77920.69     | 0.04%             | 2038-11-15      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| BSPRT Issuer, Ltd.                   | BSPRT 2023-FL10 Issuer Ltd                                                       | CUSIP: 05610VAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      64475 | PA      | $64603.16     | 0.03%             | 2035-09-15      | Floating      | 6.01%                 | No            |                  2 | On Loan: No      |
| BSPRT Issuer, Ltd.                   | BSPRT 2023-FL10 Issuer Ltd                                                       | CUSIP: 05610VAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     100000 | PA      | $100185.34    | 0.05%             | 2035-09-15      | Floating      | 7.02%                 | No            |                  2 | On Loan: No      |
| BX Trust                             | BX Commercial Mortgage Trust 2024-XL5                                            | CUSIP: 05612GAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     104317 | PA      | $104376.50    | 0.06%             | 2041-03-15      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| BX Trust                             | BX Commercial Mortgage Trust 2024-KING                                           | CUSIP: 05612RAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     378023 | PA      | $378023.24    | 0.20%             | 2034-05-15      | Floating      | 5.49%                 | No            |                  2 | On Loan: No      |
| BSPRT Issuer, Ltd.                   | BSPRT 2024-FL11 Issuer LLC                                                       | CUSIP: 05613RAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     100000 | PA      | $100316.60    | 0.05%             | 2039-07-15      | Floating      | 6.04%                 | No            |                  2 | On Loan: No      |
| BANCO MERCANTIL DE NORTE             | Banco Mercantil del Norte SA/Grand Cayman                                        | CUSIP: 05971PAD0<br>LEI: 549300QTVYRPFHS0J362 | Long             | DBT              | CORP              | MX        |     200000 | PA      | $209250.00    | 0.11%             | 2031-05-20      | Variable      | 8.38%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                 | Bank of America Corp                                                             | CUSIP: 06051GGL7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      79000 | PA      | $78558.47     | 0.04%             | 2028-04-24      | Variable      | 3.71%                 | No            |                  2 | On Loan: No      |
| Bank                                 | BANK 2019-BNK18                                                                  | CUSIP: 065402BG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     125000 | PA      | $108547.50    | 0.06%             | 2062-05-15      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| Bank                                 | BANK 2019-BNK21                                                                  | CUSIP: 06540BBE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3902879 | PA      | $95092.09     | 0.05%             | 2052-10-17      | Variable      | 0.83%                 | No            |                  2 | On Loan: No      |
| Bank                                 | BANK 2018-BNK11                                                                  | CUSIP: 06540TAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   10807502 | PA      | $101241.44    | 0.05%             | 2061-03-15      | Variable      | 0.44%                 | No            |                  2 | On Loan: No      |
| Bank                                 | BANK 2020-BNK30                                                                  | CUSIP: 06541UCB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1208622 | PA      | $56918.60     | 0.03%             | 2053-12-15      | Variable      | 1.25%                 | No            |                  2 | On Loan: No      |
| Bank                                 | BANK 2017-BNK8                                                                   | CUSIP: 06650AAN7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7050000 | PA      | $154949.13    | 0.08%             | 2050-11-15      | Variable      | 1.29%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                         | Barclays PLC                                                                     | CUSIP: 06738EDC6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     200000 | PA      | $213250.00    | 0.12%             | 2035-03-15      | Variable      | 7.62%                 | No            |                  2 | On Loan: No      |
| BAUSCH + LOMB CORP                   | Bausch + Lomb Corp                                                               | CUSIP: 071705AA5<br>LEI: 549300NY6OZM39SO6475 | Long             | DBT              | CORP              | CA        |      40000 | PA      | $41750.00     | 0.02%             | 2028-10-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| ADANI INTERNATIONAL CONT             | Adani International Container Terminal Pvt Ltd                                   | CUSIP: BN0450864<br>LEI: 335800J4SLERP6S94P28 | Long             | DBT              | CORP              | IN        |     153000 | PA      | $140818.29    | 0.08%             | 2031-02-16      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ADMI CORP                            | ADMI Corp                                                                        | CUSIP: 00709LAJ6<br>LEI: 5493008U1LYGMQWO7N12 | Long             | LON              | CORP              | US        |      38981 | PA      | $37080.38     | 0.02%             | 2027-12-23      | Floating      | 7.58%                 | No            |                  2 | On Loan: No      |
| FED REPUBLIC OF BRAZIL               | Brazilian Government International Bond                                          | CUSIP: 105756CB4<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     200000 | PA      | $145500.00    | 0.08%             | 2050-01-14      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BRITISH COLUMBIA PROV OF             | Province of British Columbia Canada                                              | CUSIP: 11070TAM0<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |     145000 | PA      | $144324.74    | 0.08%             | 2033-07-06      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                         | Broadcom Inc                                                                     | CUSIP: 11135FCA7<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |      76000 | PA      | $76313.73     | 0.04%             | 2028-02-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                         | Broadcom Inc                                                                     | CUSIP: 11135FCE9<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |      97000 | PA      | $98770.44     | 0.05%             | 2028-04-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                         | Broadcom Inc                                                                     | CUSIP: 11135FCV1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |      81000 | PA      | $66019.70     | 0.04%             | 2041-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                    | Brown & Brown Inc                                                                | CUSIP: 115236AJ0<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |      73000 | PA      | $73711.24     | 0.04%             | 2028-06-23      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                    | Brown & Brown Inc                                                                | CUSIP: 115236AN1<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |      14000 | PA      | $14586.21     | 0.01%             | 2055-06-23      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BUCKEYE PARTNERS LP                  | Buckeye Partners LP                                                              | CUSIP: 118230AV3<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |      15000 | PA      | $15562.50     | 0.01%             | 2029-07-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| BUNGE LTD FINANCE CORP               | Bunge Ltd Finance Corp                                                           | CUSIP: 120568BF6<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |      41000 | PA      | $40145.60     | 0.02%             | 2034-09-17      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE             | Burlington Northern Santa Fe LLC                                                 | CUSIP: 12189LBL4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      34000 | PA      | $33474.26     | 0.02%             | 2055-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BURLINGTON STORES INC                | Burlington Stores Inc                                                            | CUSIP: 122017AD8<br>LEI: 5299003Z37DVGKKC1W09 | Long             | DBT              | CORP              | US        |     110000 | PA      | $162408.40    | 0.09%             | 2027-12-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| BX Trust                             | BX Commercial Mortgage Trust 2024-AIRC                                           | CUSIP: 12433CAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      93620 | PA      | $94495.80     | 0.05%             | 2041-08-15      | Floating      | 6.34%                 | No            |                  2 | On Loan: No      |
| ADANI PORTS AND SPECIAL              | Adani Ports & Special Economic Zone Ltd                                          | CUSIP: BN7410036<br>LEI: 335800QOAXP5TM7OYP69 | Long             | DBT              | CORP              | IN        |     200000 | PA      | $177032.00    | 0.10%             | 2031-02-02      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| ADANI TRANS STEP-ONE LTD             | Adani Transmission Step-One Ltd                                                  | CUSIP: ZQ5578609<br>LEI: 335800Z8CGS7O7D72N41 | Long             | DBT              | CORP              | IN        |     133000 | PA      | $119246.07    | 0.06%             | 2036-05-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BX Trust                             | BX Trust 2021-LGCY                                                               | CUSIP: 12434DAL6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     100000 | PA      | $99664.21     | 0.05%             | 2036-10-15      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| BX Trust                             | BX Trust 2021-RISE                                                               | CUSIP: 12434EAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     380398 | PA      | $379458.73    | 0.20%             | 2036-11-15      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| BX Trust                             | BX Trust 2021-RISE                                                               | CUSIP: 12434EAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      84533 | PA      | $84455.28     | 0.05%             | 2036-11-15      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| BX Trust                             | BX Commercial Mortgage Trust 2021-CIP                                            | CUSIP: 12434FAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      96761 | PA      | $96671.28     | 0.05%             | 2038-12-15      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| BX Trust                             | BX Commercial Mortgage Trust 2023-XL3                                            | CUSIP: 12434GAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     322204 | PA      | $322002.56    | 0.17%             | 2040-12-09      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| CMS ENERGY CORP                      | CMS Energy Corp                                                                  | CUSIP: 125896BY5<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |      82000 | PA      | $84050.00     | 0.05%             | 2055-06-01      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| CMS ENERGY CORP                      | CMS Energy Corp                                                                  | CUSIP: 125896BZ2<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |     100000 | PA      | $98522.30     | 0.05%             | 2031-05-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                  | COMM 2013-CCRE12 Mortgage Trust                                                  | CUSIP: 12591KAF2<br>LEI: 549300MGZ5FI5VFL1177 | Long             | ABS-MBS          | CORP              | US        |     224142 | PA      | $2.24         | 0.00%             | 2046-10-10      | Variable      | 0.51%                 | No            |                  2 | On Loan: No      |
| CNX RESOURCES CORP                   | CNX Resources Corp                                                               | CUSIP: 12653CAJ7<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |      20000 | PA      | $20075.00     | 0.01%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                 | Cleveland-Cliffs Inc                                                             | CUSIP: 185899AR2<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |     230000 | PA      | $239200.00    | 0.13%             | 2033-05-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION               | Clydesdale Acquisition Holdings Inc                                              | CUSIP: 18972EAD7<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |       5000 | PA      | $5131.25      | 0.00%             | 2032-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| COLONIAL ENTERPRISES INC             | Colonial Enterprises Inc                                                         | CUSIP: 19565CAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      21000 | PA      | $21178.52     | 0.01%             | 2035-11-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINES OPCO              | Columbia Pipelines Operating Co LLC                                              | CUSIP: 19828TAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     115000 | PA      | $123104.51    | 0.07%             | 2033-11-15      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| COMERICA INC                         | Comerica Inc                                                                     | CUSIP: 200340701<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | EP               | CORP              | US        |      11000 | NS      | $287100.00    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| COMMONWEALTH EDISON CO               | Commonwealth Edison Co                                                           | CUSIP: 202795KB5<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |      69000 | PA      | $71657.60     | 0.04%             | 2055-06-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| COMMSCOPE LLC                        | CommScope LLC                                                                    | CUSIP: 20338MAA0<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |       5000 | PA      | $5037.50      | 0.00%             | 2031-12-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                     | Connecticut Avenue Securities Trust 2024-R02                                     | CUSIP: 20754GAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      80581 | PA      | $80654.53     | 0.04%             | 2044-02-25      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                     | Connecticut Avenue Securities Trust 2025-R02                                     | CUSIP: 20754TAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     140000 | PA      | $140403.52    | 0.08%             | 2045-02-25      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                     | Connecticut Avenue Securities Trust 2025-R06                                     | CUSIP: 20754YCL3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      95000 | PA      | $95319.76     | 0.05%             | 2045-09-25      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                     | Connecticut Avenue Securities Trust 2025-R04                                     | CUSIP: 20755TAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      88844 | PA      | $89003.14     | 0.05%             | 2045-05-25      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                     | Connecticut Avenue Securities Trust 2024-R03                                     | CUSIP: 207941AB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     300000 | PA      | $301989.24    | 0.16%             | 2044-03-25      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY CO                  | Consumers Energy Co                                                              | CUSIP: 210518DY9<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |      20000 | PA      | $20218.38     | 0.01%             | 2031-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL RESOURCES                | Continental Resources Inc/OK                                                     | CUSIP: 212015AT8<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |     162000 | PA      | $165855.11    | 0.09%             | 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        |     376000 | PA      | $327037.66    | 0.18%             | 2032-04-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC             | Corebridge Financial Inc                                                         | CUSIP: 21871XAD1<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |      45000 | PA      | $44697.02     | 0.02%             | 2027-04-05      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| COREWEAVE INC                        | CoreWeave Inc                                                                    | CUSIP: 21873SAB4<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |     295000 | PA      | $274350.00    | 0.15%             | 2030-06-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| CODELCO INC                          | Corp Nacional del Cobre de Chile                                                 | CUSIP: 21987BBK3<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |     200000 | PA      | $216532.00    | 0.12%             | 2036-01-26      | Fixed         | 6.44%                 | No            |                  2 | On Loan: No      |
| DELL INC                             | Dell Inc                                                                         | CUSIP: 24702RAF8<br>LEI: 3E70L4WYANTIWWIPHC81 | Long             | DBT              | CORP              | US        |      17000 | PA      | $18274.34     | 0.01%             | 2038-04-15      | Fixed         | 6.50%                 | 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      | $139778.76    | 0.08%             | 2046-07-15      | Fixed         | 8.35%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC               | Diamondback Energy Inc                                                           | CUSIP: 25278XAX7<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |      75000 | PA      | $75996.00     | 0.04%             | 2027-04-18      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| DIGICEL GROUP HOLDINGS               | Digicel Group Holdings Ltd                                                       | CUSIP: 25381HAH1<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |      33726 | PA      | $1582.31      | 0.00%             | 2030-12-31      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| DIGICEL GROUP HOLDINGS               | Digicel Group Holdings Ltd                                                       | CUSIP: 25381HAR9<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |      97403 | PA      | $651.15       | 0.00%             | 2030-12-31      | Fixed         | 0.00%                 | No            |                  3 | 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        |      17000 | PA      | $17042.50     | 0.01%             | 2027-08-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                        | DISH DBS Corp                                                                    | CUSIP: 25470XBD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      10000 | PA      | $8850.00      | 0.00%             | 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        |      15000 | PA      | $14625.00     | 0.01%             | 2028-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| DIRECTV FINANCING LLC                | Directv Financing LLC                                                            | CUSIP: 254945AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      60000 | PA      | $60750.00     | 0.03%             | 2030-02-01      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                  | Dominion Energy Inc                                                              | CUSIP: 25746UDT3<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     125000 | PA      | $129661.38    | 0.07%             | 2055-02-01      | Variable      | 6.88%                 | 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        |    1814459 | PA      | $62466.37     | 0.03%             | 2030-11-25      | Variable      | 0.87%                 | No            |                  2 | On Loan: No      |
| Fanniemae Strip                      | Fannie Mae Interest Strip                                                        | CUSIP: 31395Q5R7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1678988 | PA      | $268206.31    | 0.14%             | 2044-04-25      | Fixed         | 3.50%                 | 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        |      10000 | PA      | $9425.00      | 0.01%             | 2030-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP INC               | Cloud Software Group Inc                                                         | CUSIP: 88632QAE3<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |      60000 | PA      | $60825.00     | 0.03%             | 2029-03-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE/LUXCO 3 SHARES         | ALTICE FRANCE/LUXCO 3 SHARES                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |        360 | NS      | $6451.85      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| BUNDESREPUB. DEUTSCHLAND             | Bundesrepublik Deutschland Bundesanleihe                                         | CUSIP: BP9803662<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |      65000 | PA      | $66482.69     | 0.04%             | 2031-08-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BUNDESREPUB. DEUTSCHLAND             | Bundesrepublik Deutschland Bundesanleihe                                         | CUSIP: ZF1451532<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     105000 | PA      | $118504.44    | 0.06%             | 2034-02-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                  | American Tower Corp                                                              | CUSIP: ZK5588874<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     100000 | PA      | $124769.66    | 0.07%             | 2031-05-16      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| DIRECTV FINANCING LLC                | Directv Financing LLC                                                            | CUSIP: 25460HAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       1530 | PA      | $1534.59      | 0.00%             | 2027-08-02      | Floating      | 9.10%                 | No            |                  2 | On Loan: No      |
| DELTA 2 LUX SARL                     | Delta 2 Lux Sarl                                                                 | CUSIP: L2465BAW6<br>LEI: 549300BBG8Z3D6QSYP53 | Long             | LON              | CORP              | LU        |     128000 | PA      | $128608.00    | 0.07%             | 2031-09-19      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| CONSTRUCTION PARTNERS IN             | Construction Partners Inc                                                        | CUSIP: 21043XAH5<br>LEI: 549300MHLFL4E8JLZU44 | Long             | LON              | CORP              | US        |      44662 | PA      | $45053.30     | 0.02%             | 2031-11-03      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| COMMSCOPE                            | CommScope LLC                                                                    | CUSIP: N/A<br>LEI: 549300Z6K4JXMFE8QY54       | Long             | LON              | CORP              | US        |     112700 | PA      | $113058.44    | 0.06%             | 2029-12-17      | Floating      | 8.67%                 | No            |                  2 | On Loan: No      |
| COMMSCOPE                            | CommScope LLC                                                                    | CUSIP: N/A<br>LEI: 549300Z6K4JXMFE8QY54       | Long             | LON              | CORP              | US        |          0 | PA      | $0.03         | 0.00%             | 2029-12-17      | Floating      | 8.67%                 | No            |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION               | Clydesdale Acquisition Holdings Inc                                              | CUSIP: 18972FAE2<br>LEI: 254900QKSDYFR3K5YD98 | Long             | LON              | CORP              | US        |     175553 | PA      | $175615.53    | 0.09%             | 2032-03-29      | Floating      | 6.97%                 | No            |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION               | Clydesdale Acquisition Holdings Inc                                              | CUSIP: 18972FAF9<br>LEI: 254900QKSDYFR3K5YD98 | Long             | LON              | CORP              | US        |       3077 | PA      | $3077.67      | 0.00%             | 2032-03-29      | Floating      | 7.61%                 | No            |                  2 | On Loan: No      |
| COLOSSUS ACQUIRECO LLC               | COLOSSUS ACQUIRECO LLC, Senior Secured First Lien Term Loan                      | CUSIP: 19682LAB4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      15000 | PA      | $15006.75     | 0.01%             | 2032-07-30      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| DG INVESTMENT INTERMEDI              | DG Investment Intermediate Holdings 2 Inc                                        | CUSIP: 23344MAM0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     110000 | PA      | $110412.50    | 0.06%             | 2032-07-12      | Floating      | 7.47%                 | No            |                  2 | On Loan: No      |
| AMERICAN AXLE & MFG INC              | American Axle & Manufacturing Inc                                                | CUSIP: 02406MBB2<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | LON              | CORP              | US        |      35000 | PA      | $35072.80     | 0.02%             | 2032-09-20      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP INC               | Cloud Software Group Inc                                                         | CUSIP: 88632NBK5<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | LON              | CORP              | US        |     197906 | PA      | $198384.67    | 0.11%             | 2031-03-24      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| DAWN BIDCO LLC                       | Dawn Bidco LLC                                                                   | CUSIP: 23923YAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     115000 | PA      | $114795.30    | 0.06%             | 2032-10-07      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| BRADYPLUS HOLDINGS LLC               | BradyPlus Holdings LLC                                                           | CUSIP: 10480UAD3<br>LEI: 254900LMURL5G873DV35 | Long             | LON              | CORP              | US        |      50000 | PA      | $49552.00     | 0.03%             | 2032-12-29      | Floating      | 7.19%                 | No            |                  2 | On Loan: No      |
| Bausch & Lomb 12/25 T/L              | Bausch & Lomb 12/25 T/L                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5000 | PA      | $5058.75      | 0.00%             | 2031-01-15      | Floating      | 7.78%                 | No            |                  2 | On Loan: No      |
| CODELCO INC                          | Corp Nacional del Cobre de Chile                                                 | CUSIP: ZR7485918<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |     200000 | PA      | $189987.20    | 0.10%             | 2029-09-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                   | Dominican Republic International Bond                                            | CUSIP: ZP6620006<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     150000 | PA      | $146625.00    | 0.08%             | 2030-01-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FERMACA ENTERPRISES S RL             | Fermaca Enterprises S de RL de CV                                                | CUSIP: EK2545086<br>LEI: 549300HYMZDEHWD3X752 | Long             | DBT              | CORP              | MX        |     167652 | PA      | $170072.01    | 0.09%             | 2038-03-30      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                         | Alphabet Inc                                                                     | CUSIP: 02079KAQ0<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |     100000 | PA      | $115404.50    | 0.06%             | 2033-05-06      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BANK NEGARA INDONESIA                | Bank Negara Indonesia Persero Tbk PT                                             | CUSIP: BO7338565<br>LEI: 549300HZ8J3MLVXQ8F85 | Long             | DBT              | CORP              | ID        |     200000 | PA      | $199000.00    | 0.11%             | 2026-03-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                     | Connecticut Avenue Securities Trust 2021-R02                                     | CUSIP: 20754KAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      55000 | PA      | $57024.82     | 0.03%             | 2041-11-25      | Floating      | 10.07%                | No            |                  2 | On Loan: No      |
| Fannie Mae                           | Fannie Mae REMICS                                                                | CUSIP: 31398FLQ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1662271 | PA      | $172035.43    | 0.09%             | 2039-10-25      | Floating      | 2.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                           | Fannie Mae REMICS                                                                | CUSIP: 31398FTC5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      46598 | PA      | $8721.13      | 0.00%             | 2039-10-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                           | Fannie Mae REMICS                                                                | CUSIP: 31398MVU7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2792637 | PA      | $256333.08    | 0.14%             | 2040-03-25      | Floating      | 2.26%                 | No            |                  2 | On Loan: No      |
| WEC ENERGY GROUP INC                 | WEC Energy Group Inc                                                             | CUSIP: 92939UAG1<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |      54000 | PA      | $51162.25     | 0.03%             | 2028-12-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| WEC ENERGY GROUP INC                 | WEC Energy Group Inc                                                             | CUSIP: 92939UAU0<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |      26000 | PA      | $26162.50     | 0.01%             | 2056-05-15      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                | Wells Fargo & Co                                                                 | CUSIP: 95000U2A0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      78000 | PA      | $77420.93     | 0.04%             | 2028-05-22      | Variable      | 3.58%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                | Wells Fargo & Co                                                                 | CUSIP: 95000U3W1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     107000 | PA      | $110376.81    | 0.06%             | 2031-04-23      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                | Wells Fargo & Co                                                                 | CUSIP: 95000U4B6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      37000 | PA      | $36910.90     | 0.02%             | 2036-09-15      | Variable      | 4.89%                 | 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        |    4570219 | PA      | $71396.88     | 0.04%             | 2051-06-15      | Variable      | 0.76%                 | 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      | $253668.20    | 0.14%             | 2054-04-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag       | Wells Fargo Commercial Mortgage Trust 2024-5C2                                   | CUSIP: 95003UAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     100000 | PA      | $102700.56    | 0.06%             | 2057-11-15      | Variable      | 6.33%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag       | Wells Fargo Commercial Mortgage Trust 2025-5C7                                   | CUSIP: 95004XAH6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     100000 | PA      | $99800.41     | 0.05%             | 2058-12-15      | Variable      | 5.80%                 | No            |                  2 | On Loan: No      |
| WESBANCO INC                         | WesBanco Inc                                                                     | CUSIP: 950810887<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      10650 | NS      | $274663.50    | 0.15%             |  |  |  | No            |                  1 | On Loan: —       |
| WESCO DISTRIBUTION INC               | WESCO Distribution Inc                                                           | CUSIP: 95081QAS3<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |      20000 | PA      | $20825.00     | 0.01%             | 2033-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| WESTERN ALLIANCE BANCORP             | Western Alliance Bancorp                                                         | CUSIP: 957638AD1<br>LEI: 5493003VJXZ5JXT9S762 | Long             | DBT              | CORP              | US        |     220000 | PA      | $211652.32    | 0.11%             | 2031-06-15      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| WESTINGHOUSE AIR BRAKE               | Westinghouse Air Brake Technologies Corp                                         | CUSIP: 960386AS9<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |      69000 | PA      | $70563.40     | 0.04%             | 2030-05-29      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| WHIRLPOOL CORP                       | Whirlpool Corp                                                                   | CUSIP: 963320BE5<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |      15000 | PA      | $14475.00     | 0.01%             | 2033-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                | Wells Fargo & Co                                                                 | CUSIP: YW4156702<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     100000 | PA      | $120017.16    | 0.06%             | 2032-07-22      | Variable      | 3.90%                 | No            |                  2 | On Loan: No      |
| AUTOZONE INC                         | AutoZone Inc                                                                     | CUSIP: 053332BM3<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |      34000 | PA      | $35054.92     | 0.02%             | 2030-06-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP               | Aviation Capital Group LLC                                                       | CUSIP: 05369AAQ4<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |      47000 | PA      | $48102.20     | 0.03%             | 2029-07-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET CAR/FINANCE              | Avis Budget Car Rental LLC / Avis Budget Finance Inc                             | CUSIP: 053773BH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      45000 | PA      | $46068.75     | 0.02%             | 2031-02-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD             | Avolon Holdings Funding Ltd                                                      | CUSIP: 05401AAR2<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |      31000 | PA      | $30069.38     | 0.02%             | 2027-11-18      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD             | Avolon Holdings Funding Ltd                                                      | CUSIP: 05401AAU5<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |     105000 | PA      | $108677.00    | 0.06%             | 2029-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AZORRA FINANCE                       | Azorra Finance Ltd                                                               | CUSIP: 05480AAA3<br>LEI: 254900MC1HXDAVUUP395 | Long             | DBT              | CORP              | KY        |      15000 | PA      | $15787.50     | 0.01%             | 2030-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| AZORRA FINANCE                       | Azorra Finance Ltd                                                               | CUSIP: 05480AAB1<br>LEI: 254900MC1HXDAVUUP395 | Long             | DBT              | CORP              | KY        |      25000 | PA      | $26156.25     | 0.01%             | 2031-01-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO, Limit       | Bain Capital Credit CLO 2022-6 Ltd                                               | CUSIP: 05685LAW4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |     500000 | PA      | $500444.84    | 0.27%             | 2038-01-22      | Floating      | 5.86%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO, Limit       | Bain Capital Credit CLO 2024-4 Ltd                                               | CUSIP: 05685VAG7<br>LEI: 254900X1J8WOE4EG9026 | Long             | ABS-CBDO         | CORP              | KY        |     250000 | PA      | $250417.78    | 0.14%             | 2037-10-23      | Floating      | 5.76%                 | No            |                  2 | On Loan: No      |
| BALL CORP                            | Ball Corp                                                                        | CUSIP: 058498AW6<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |     275000 | PA      | $253687.50    | 0.14%             | 2030-08-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Banc of America Commercial Mor       | Bank of America Merrill Lynch Commercial Mortgage Trust 2017-BNK3                | CUSIP: 06427DAW3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     350000 | PA      | $343271.99    | 0.19%             | 2050-02-15      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| N/A                                  | EUR/USD FWD 20260318                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $-26327.77    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | EUR/USD FWD 20260318                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $26511.73     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | Euro-BTP Future   Mar26                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |         -9 | NC      | $5066.39      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AVEANNA HEALTHCARE LLC               | Aveanna Healthcare LLC                                                           | CUSIP: 05549DAN8<br>LEI: 5493006D6JRLPIY8YV18 | Long             | LON              | CORP              | US        |      45000 | PA      | $45340.20     | 0.02%             | 2032-09-17      | Floating      | 7.47%                 | No            |                  2 | On Loan: No      |
| BANCO DE BOGOTA SA                   | Banco de Bogota SA                                                               | CUSIP: LW0752441<br>LEI: 549300LYHE7LWSKDZT53 | Long             | DBT              | CORP              | CO        |     200000 | PA      | $200684.00    | 0.11%             | 2026-05-12      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| N/A                                  | EURO-BUND FUTURE  Mar26                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |          7 | NC      | $-9303.97     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Multifamily Structured Credit        | Freddie Mac Mscr Trust Mn12                                                      | CUSIP: 355913AC8<br>LEI: 529900KABSM46L5D1T20 | Long             | ABS-MBS          | CORP              | US        |     170000 | PA      | $169998.81    | 0.09%             | 2045-11-25      | Floating      | 8.37%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                         | ING Groep NV                                                                     | CUSIP: 456837BT9<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |     200000 | PA      | $209000.00    | 0.11%             | 2032-11-16      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| INGERSOLL RAND INC                   | Ingersoll Rand Inc                                                               | CUSIP: 45687VAC0<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |      47000 | PA      | $47725.96     | 0.03%             | 2027-06-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Katayma CLO Ltd                      | Katayma CLO II Ltd                                                               | CUSIP: 485862AG1<br>LEI: 254900HW0KYG9AOGVP97 | Long             | ABS-CBDO         | CORP              | JE        |     430000 | PA      | $433185.14    | 0.23%             | 2037-04-20      | Floating      | 8.38%                 | No            |                  2 | On Loan: No      |
| KENTUCKY UTILITIES CO                | Kentucky Utilities Co                                                            | CUSIP: 491674BP1<br>LEI: AGX0G2MXE54NFNNICD28 | Long             | DBT              | CORP              | US        |      15000 | PA      | $15168.75     | 0.01%             | 2055-08-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust            | MSBAM Commercial Mortgage Securities Trust 2012-CKSV                             | CUSIP: 553514AC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      80762 | PA      | $76809.58     | 0.04%             | 2030-10-15      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| MSCI INC                             | MSCI Inc                                                                         | CUSIP: 55354GAM2<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |     126000 | PA      | $118293.21    | 0.06%             | 2031-11-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| MSCI INC                             | MSCI Inc                                                                         | CUSIP: 55354GAS9<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |     145000 | PA      | $143364.98    | 0.08%             | 2036-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| MITER BRAND / MIWD BORR              | Miter Brands Acquisition Holdco Inc / MIWD Borrower LLC                          | CUSIP: 60672JAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      30000 | PA      | $30600.00     | 0.02%             | 2032-04-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| MOLEX ELECTRONICS TECH               | Molex Electronic Technologies LLC                                                | CUSIP: 60856BAF1<br>LEI: 549300WTBVUFUPSIWI20 | Long             | DBT              | CORP              | US        |      38000 | PA      | $38944.91     | 0.02%             | 2032-04-30      | Fixed         | 5.25%                 | 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        |    2397839 | PA      | $9986.28      | 0.01%             | 2049-12-15      | Variable      | 0.62%                 | 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      | $8516.34      | 0.00%             | 2036-05-15      | Floating      | 6.02%                 | 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      | $1544.66      | 0.00%             | 2036-12-15      | Floating      | 6.11%                 | 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      | $688.49       | 0.00%             | 2036-12-15      | Floating      | 6.71%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                       | Morgan Stanley                                                                   | CUSIP: 61747YEC5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      62000 | PA      | $61061.07     | 0.03%             | 2027-07-20      | Variable      | 1.51%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                       | Morgan Stanley                                                                   | CUSIP: 61747YFB6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      18000 | PA      | $18952.15     | 0.01%             | 2038-01-19      | Variable      | 5.95%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                       | Morgan Stanley                                                                   | CUSIP: 61747YFM2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      35000 | PA      | $36717.03     | 0.02%             | 2039-02-07      | Variable      | 5.94%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                       | Morgan Stanley                                                                   | CUSIP: 61748UAM4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      18000 | PA      | $17954.21     | 0.01%             | 2031-10-22      | Variable      | 4.36%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust            | Morgan Stanley Bank of America Merrill Lynch Trust 2013-C9                       | CUSIP: 61762DAZ4<br>LEI: 549300PFVBG5704L7K74 | Long             | ABS-MBS          | CORP              | US        |      85406 | PA      | $82964.78     | 0.04%             | 2046-05-15      | Variable      | 3.71%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust            | Morgan Stanley Bank of America Merrill Lynch Trust 2014-C17                      | CUSIP: 61763UAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      92065 | PA      | $91083.47     | 0.05%             | 2047-08-15      | Fixed         | 3.50%                 | 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        |     111030 | PA      | $105419.55    | 0.06%             | 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        |     121018 | PA      | $114598.32    | 0.06%             | 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        |      75921 | PA      | $68985.01     | 0.04%             | 2044-02-22      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| Mortgage House Capital Mortgag       | Mortgage House RMBS Prime Series 2024-2                                          | CUSIP: BCC3JKC06<br>LEI: 9845002AA60A62C9AC97 | Long             | ABS-MBS          | CORP              | AU        |      97659 | PA      | $65372.73     | 0.04%             | 2057-05-13      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| N/A                                  | AUD/NZD FWD 20260122                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $-9138.97     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | AUD/NZD FWD 20260122                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $11403.23     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP              | International Bank for Reconstruction & Development                              | CUSIP: AT8524767<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | CORP              | US        |     109000 | PA      | $110206.67    | 0.06%             | 2034-08-08      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| N/A                                  | FWDP 1Y RTR 3.250000 12-AUG-2027                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   -2991000 | NC      | $-3538.35     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | FWDP 1Y RTR 3.170000 23-AUG-2027                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   -1496000 | NC      | $-351.56      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | FWDP 1Y RTP 3.600000 30-AUG-2027                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |  -10771200 | NC      | $-420.08      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | FWDP 1Y RTP 3.631000 08-SEP-2026                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   -6172000 | NC      | $-1401.04     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | FWDP 1Y RTP 3.622000 08-SEP-2026                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   -3086000 | NC      | $-638.80      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | FWDP 1Y RTR 3.160000 23-SEP-2027                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   -2992000 | NC      | $-3638.27     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | FWDP 1Y RTR 2.500000 25-SEP-2026                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   -6172000 | NC      | $-2586.07     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | FWDP 1Y RTR 3.122500 25-OCT-2027                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   -2992000 | NC      | $-3919.52     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | FWDP 1Y RTR 3.109000 19-NOV-2026                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   -1496000 | NC      | $-1195.30     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | FWDP 1Y RTR 3.107500 19-NOV-2026                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   -1496000 | NC      | $-1204.28     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | FWDP 1Y RTR 3.161000 22-NOV-2027                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   -2992000 | NC      | $-3473.71     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK              | Inter-American Development Bank                                                  | CUSIP: ZF2765989<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | CORP              | US        |   11000000 | PA      | $122872.09    | 0.07%             | 2029-01-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP              | International Bank for Reconstruction & Development                              | CUSIP: BO4889347<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | CORP              | US        |     620000 | PA      | $61159.80     | 0.03%             | 2026-03-16      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP              | International Bank for Reconstruction & Development                              | CUSIP: ZF2728425<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | CORP              | US        |    6000000 | PA      | $67083.89     | 0.04%             | 2029-07-22      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                 | Indonesia Treasury Bond                                                          | CUSIP: YV1931588<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 2312000000 | PA      | $143988.73    | 0.08%             | 2030-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP              | International Bank for Reconstruction & Development                              | CUSIP: ZK2494902<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $111411.51    | 0.06%             | 2028-04-24      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| N/A                                  | BRL/USD FWD 20260105                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $-129114.17   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | BRL/USD FWD 20260109                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $-12114.68    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK              | Inter-American Development Bank                                                  | CUSIP: ZH0461629<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | CORP              | US        |   13000000 | PA      | $147040.70    | 0.08%             | 2030-10-06      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| KFC HOLDING CO                       | KFC Holding Co                                                                   | CUSIP: 72584DAF1<br>LEI: 549300G2LG4YUB3MM115 | Long             | LON              | CORP              | US        |     118602 | PA      | $119231.62    | 0.06%             | 2028-03-15      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| MITER BRANDS ACQUISITION             | MITER Brands Acquisition Holdco Inc                                              | CUSIP: 55336CAK8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      44774 | PA      | $44872.49     | 0.02%             | 2031-03-28      | Floating      | 6.47%                 | No            |                  2 | On Loan: No      |
| KENAN ADVANTAGE GROUP                | Kenan Advantage Group Inc/The                                                    | CUSIP: 48853UBQ2<br>LEI: 549300GVUXCXDWYPIY65 | Long             | LON              | CORP              | US        |      29924 | PA      | $29714.77     | 0.02%             | 2029-01-25      | Floating      | 6.97%                 | No            |                  2 | On Loan: No      |
| INEOS US PETROCHEM LLC               | INEOS US Petrochem LLC                                                           | CUSIP: G4770MAN4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       9850 | PA      | $6642.59      | 0.00%             | 2031-10-07      | Floating      | 7.97%                 | No            |                  2 | On Loan: No      |
| INEOS US FINANCE LLC                 | INEOS US Finance LLC                                                             | CUSIP: G4768PAS0<br>LEI: 5493008MHJ4R367SNK31 | Long             | LON              | CORP              | US        |       9476 | PA      | $7633.80      | 0.00%             | 2031-02-07      | Floating      | 6.72%                 | No            |                  2 | On Loan: No      |
| KAMAN CORP                           | Kaman Corp                                                                       | CUSIP: 48354VAM4<br>LEI: 5493003YK076OLTEQF95 | Long             | LON              | CORP              | US        |      12321 | PA      | $12386.13     | 0.01%             | 2032-02-26      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| KAMAN CORP                           | Kaman Corp                                                                       | CUSIP: 48354VAM4<br>LEI: 5493003YK076OLTEQF95 | Long             | LON              | CORP              | US        |      10829 | PA      | $10886.06     | 0.01%             | 2032-02-26      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| Kaman Corporation                    | Kaman Corporation, Senior Secured First Lien Term Loan                           | CUSIP: 48354VAM4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       8958 | PA      | $9005.23      | 0.00%             | 2032-02-26      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| KAMAN CORP                           | Kaman Corp                                                                       | CUSIP: 48354VAN2<br>LEI: 5493003YK076OLTEQF95 | Long             | LON              | CORP              | US        |       5183 | PA      | $5210.36      | 0.00%             | 2032-02-26      | Floating      | 6.43%                 | No            |                  2 | On Loan: No      |
| MX HOLDINGS US INC                   | MX Holdings US Inc                                                               | CUSIP: 55404TAF9<br>LEI: 549300RKTIVJWNROR778 | Long             | LON              | CORP              | US        |      14925 | PA      | $15005.98     | 0.01%             | 2032-03-17      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| Kaseya Inc.                          | Kaseya Inc., Senior Secured First Lien Term Loan                                 | CUSIP: 48578AAB4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     164175 | PA      | $164513.20    | 0.09%             | 2032-03-22      | Floating      | 6.72%                 | No            |                  2 | On Loan: No      |
| MONG DUONG FIN HLDGS BV              | Mong Duong Finance Holdings BV                                                   | CUSIP: AZ8065700<br>LEI: 549300995KGQFMWSV879 | Long             | DBT              | CORP              | NL        |     144845 | PA      | $143396.81    | 0.08%             | 2029-05-07      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| ATLASSIAN CORPORATION                | Atlassian Corp                                                                   | CUSIP: 049468AA9<br>LEI: 549300V7ZY5P02D2MY38 | Long             | DBT              | CORP              | US        |      23000 | PA      | $23637.26     | 0.01%             | 2029-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AutoNation Finance Trust 2025-       | AutoNation Finance Trust 2025-1                                                  | CUSIP: 05330QAF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      45000 | PA      | $45830.30     | 0.02%             | 2030-12-10      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| AutoNation Finance Trust 2025-       | AutoNation Finance Trust 2025-1                                                  | CUSIP: 05330QAG7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      25000 | PA      | $25460.89     | 0.01%             | 2032-09-10      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| CIM Trust                            | CIM Trust 2019-INV2                                                              | CUSIP: 12554TAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      11061 | PA      | $10478.18     | 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        |     147543 | PA      | $138002.72    | 0.07%             | 2049-08-25      | Variable      | 3.91%                 | No            |                  2 | On Loan: No      |
| CHEMOURS CO                          | Chemours Co/The                                                                  | CUSIP: 163851AJ7<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |      45000 | PA      | $43481.25     | 0.02%             | 2033-01-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY INC                  | Cheniere Energy Inc                                                              | CUSIP: 16411RAK5<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |      64000 | PA      | $63959.55     | 0.03%             | 2028-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CIPHER COMPUTE LLC                   | Cipher Compute LLC                                                               | CUSIP: 17253NAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      15000 | PA      | $15243.75     | 0.01%             | 2030-11-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                    | Cisco Systems Inc                                                                | CUSIP: 17275RBW1<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |      97000 | PA      | $98538.71     | 0.05%             | 2028-02-24      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| EXPEDIA GROUP INC                    | Expedia Group Inc                                                                | CUSIP: 30212PAP0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      65000 | PA      | $64588.49     | 0.03%             | 2028-02-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP               | Extra Space Storage LP                                                           | CUSIP: 30225VAU1<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |      36000 | PA      | $36836.71     | 0.02%             | 2035-06-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                           | Fannie Mae REMICS                                                                | CUSIP: 3136B45F1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3302311 | PA      | $362706.04    | 0.20%             | 2049-07-25      | Floating      | 2.06%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                           | Fannie Mae REMICS                                                                | CUSIP: 3136B8BC2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3831271 | PA      | $505974.06    | 0.27%             | 2050-01-25      | Floating      | 1.96%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                           | Fannie Mae REMICS                                                                | CUSIP: 3136BBKJ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2376143 | PA      | $365496.59    | 0.20%             | 2060-08-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                           | Fannie Mae REMICS                                                                | CUSIP: 3136BCNP1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4658622 | PA      | $924156.89    | 0.50%             | 2050-11-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                           | Fannie Mae Pool                                                                  | CUSIP: 3140Q0P97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     309160 | PA      | $301141.59    | 0.16%             | 2041-10-01      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A       | Government National Mortgage Association                                         | CUSIP: 38382RA40<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2232202 | PA      | $304286.24    | 0.16%             | 2050-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A       | Government National Mortgage Association                                         | CUSIP: 38383GPL9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2198227 | PA      | $299088.35    | 0.16%             | 2052-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A       | Government National Mortgage Association                                         | CUSIP: 38385DJR8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1339813 | PA      | $1347943.67   | 0.73%             | 2055-02-20      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| EXPAND ENERGY CORP                   | Expand Energy Corp                                                               | CUSIP: 92735LAA0<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |      22000 | PA      | $22133.03     | 0.01%             | 2029-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| AUSTRALIAN GOVERNMENT                | Australia Government Bond                                                        | CUSIP: YR1520430<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |     250000 | PA      | $159902.50    | 0.09%             | 2036-03-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| N/A                                  | MXN/USD FWD 20260109                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $8853.12      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | MXN/USD FWD 20260318                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $-13647.20    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC             | Celanese US Holdings LLC                                                         | CUSIP: 15089QAZ7<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |       5000 | PA      | $5003.45      | 0.00%             | 2030-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC             | Celanese US Holdings LLC                                                         | CUSIP: 15089QBA1<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |       5000 | PA      | $4952.14      | 0.00%             | 2033-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| ROLLINS INC                          | Rollins Inc                                                                      | CUSIP: 775711AC8<br>LEI: 549300F2A0BXT4SGWD84 | Long             | DBT              | CORP              | US        |      16000 | PA      | $16330.16     | 0.01%             | 2035-02-24      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC               | Roper Technologies Inc                                                           | CUSIP: 776696AK2<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |      11000 | PA      | $11054.52     | 0.01%             | 2028-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                | Venture Global Plaquemines LNG LLC                                               | CUSIP: 922966AA4<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |       5000 | PA      | $5393.75      | 0.00%             | 2033-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC               | Venture Global LNG Inc                                                           | CUSIP: 92332YAB7<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |      10000 | PA      | $9900.00      | 0.01%             | 2031-06-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC               | Venture Global LNG Inc                                                           | CUSIP: 92332YAD3<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |      10000 | PA      | $10300.00     | 0.01%             | 2032-02-01      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC               | Venture Global LNG Inc                                                           | CUSIP: 92332YAF8<br>LEI: 54930011XLBUWMQUC829 | Long             | EP               | CORP              | US        |     225000 | PA      | $177750.00    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| SOUTHSTATE BANK NA                   | South State Bank NA                                                              | CUSIP: 45384BAD8<br>LEI: 8I3UVGYULPJQIP7FQV10 | Long             | DBT              | CORP              | US        |      70000 | PA      | $74265.45     | 0.04%             | 2034-08-15      | Variable      | 8.38%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC             | Warnermedia Holdings Inc                                                         | CUSIP: 55903VBQ5<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |       5000 | PA      | $4381.25      | 0.00%             | 2032-03-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC             | Warnermedia Holdings Inc                                                         | CUSIP: 55903VBW2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |      10000 | PA      | $7075.00      | 0.00%             | 2042-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC             | Warnermedia Holdings Inc                                                         | CUSIP: 55903VBY8<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |      10000 | PA      | $9662.50      | 0.01%             | 2029-03-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| SOUTHERN POWER CO                    | Southern Power Co                                                                | CUSIP: 843646AY6<br>LEI: 5LADC78JBG2BMZD5XF57 | Long             | DBT              | CORP              | US        |      20000 | PA      | $19749.02     | 0.01%             | 2035-10-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| SOUTHSIDE BANCSHARES INC             | Southside Bancshares Inc                                                         | CUSIP: 84470PAG4<br>LEI: 549300TC83207VQA2K65 | Long             | DBT              | CORP              | US        |     145000 | PA      | $145195.90    | 0.08%             | 2035-08-15      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| SPIRE INC                            | Spire Inc                                                                        | CUSIP: 84857LAE1<br>LEI: 549300NXSY15DRY2R511 | Long             | DBT              | CORP              | US        |      80000 | PA      | $80000.00     | 0.04%             | 2056-06-01      | Variable      | 6.45%                 | No            |                  2 | On Loan: No      |
| STANDARD BUILDING SOLUTI             | Standard Building Solutions Inc                                                  | CUSIP: 853191AA2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |      15000 | PA      | $15412.50     | 0.01%             | 2032-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| STANDARD BUILDING SOLUTI             | Standard Building Solutions Inc                                                  | CUSIP: 853192AA0<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |      10000 | PA      | $10025.00     | 0.01%             | 2034-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| VSP OPTICAL GROUP INC                | VSP Optical Group Inc                                                            | CUSIP: 91836LAA0<br>LEI: 549300PHX8USLM2BT742 | Long             | DBT              | CORP              | US        |      26000 | PA      | $26084.34     | 0.01%             | 2035-12-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| VT TOPCO INC                         | VT Topco Inc                                                                     | CUSIP: 91838PAA9<br>LEI: 5493007T812R37X02Y38 | Long             | DBT              | CORP              | US        |      15000 | PA      | $15618.75     | 0.01%             | 2030-08-15      | Fixed         | 8.50%                 | 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        |     304335 | PA      | $244220.50    | 0.13%             | 2037-03-25      | Variable      | 3.76%                 | No            |                  2 | On Loan: No      |
| WAND NEWCO 3 INC                     | Wand NewCo 3 Inc                                                                 | CUSIP: 933940AA6<br>LEI: 549300Y3VZEWMSQW8494 | Long             | DBT              | CORP              | US        |      20000 | PA      | $21100.00     | 0.01%             | 2032-01-30      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| WASTE CONNECTIONS INC                | Waste Connections Inc                                                            | CUSIP: 94106BAJ0<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |      28000 | PA      | $29032.00     | 0.02%             | 2035-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC                 | Waste Management Inc                                                             | CUSIP: 94106LBX6<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |      85000 | PA      | $86403.52     | 0.05%             | 2027-07-03      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| WASTE PRO USA INC                    | Waste Pro USA Inc                                                                | CUSIP: 94107JAC7<br>LEI: 549300BY1QXU5BI3UF28 | Long             | DBT              | CORP              | US        |      20000 | PA      | $20550.00     | 0.01%             | 2033-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| WATCO COS LLC/FINANCE CO             | Watco Cos LLC / Watco Finance Corp                                               | CUSIP: 941130AD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      15000 | PA      | $15637.50     | 0.01%             | 2032-08-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| WAYFAIR LLC                          | Wayfair LLC                                                                      | CUSIP: 94419NAA5<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |      10000 | PA      | $10425.00     | 0.01%             | 2029-10-31      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| WAND NEWCO 3 INC                     | Wand NewCo 3 Inc                                                                 | CUSIP: 93369PAM6<br>LEI: 549300Y3VZEWMSQW8494 | Long             | LON              | CORP              | US        |      66281 | PA      | $66426.25     | 0.04%             | 2031-01-30      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                 | Royal Bank of Canada                                                             | CUSIP: 780082AR4<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |     245000 | PA      | $258890.03    | 0.14%             | 2084-05-02      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                 | Royal Bank of Canada                                                             | CUSIP: 780082AT0<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |     200000 | PA      | $196250.00    | 0.11%             | 2084-11-24      | Variable      | 6.35%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                 | Royal Bank of Canada                                                             | CUSIP: 780082AV5<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |      70000 | PA      | $72370.34     | 0.04%             | 2085-08-24      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                 | Royal Bank of Canada                                                             | CUSIP: 780086UF9<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | EP               | CORP              | CA        |     400000 | PA      | $278497.69    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES              | Royal Caribbean Cruises Ltd                                                      | CUSIP: 780153BH4<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |      85000 | PA      | $84893.75     | 0.05%             | 2026-07-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES              | Royal Caribbean Cruises Ltd                                                      | CUSIP: 780153BK7<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |      43000 | PA      | $43322.50     | 0.02%             | 2027-07-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                 | Royal Bank of Canada                                                             | CUSIP: 78017DAF5<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |      50000 | PA      | $50405.60     | 0.03%             | 2028-03-27      | Variable      | 4.71%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                 | Royal Bank of Canada                                                             | CUSIP: 78017DAQ1<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |      73000 | PA      | $72693.55     | 0.04%             | 2031-11-03      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                 | Royal Bank of Canada                                                             | CUSIP: 78017FZS5<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |     113000 | PA      | $114101.52    | 0.06%             | 2028-10-18      | Variable      | 4.52%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC               | Standard Chartered PLC                                                           | CUSIP: 853254DH0<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |     200000 | PA      | $205250.00    | 0.11%             | 2035-11-14      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| STANLEY BLACK & DECKER I             | Stanley Black & Decker Inc                                                       | CUSIP: 854502AM3<br>LEI: 549300DJ09SMTO561131 | Long             | DBT              | CORP              | US        |     355000 | PA      | $353297.07    | 0.19%             | 2060-03-15      | Variable      | 6.71%                 | No            |                  2 | On Loan: —       |
| STAPLES INC                          | Staples Inc                                                                      | CUSIP: 855030AQ5<br>LEI: XQM2JINI1UL7642TU573 | Long             | DBT              | CORP              | US        |      15000 | PA      | $14850.00     | 0.01%             | 2029-09-01      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| CELLNEX FINANCE CO SA                | Cellnex Finance Co SA                                                            | CUSIP: BR3179453<br>LEI: 549300OUROMFTRFA7T23 | Long             | DBT              | CORP              | ES        |     100000 | PA      | $106001.74    | 0.06%             | 2032-09-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| STAPLES INC                          | Staples Inc                                                                      | CUSIP: 855031AU4<br>LEI: XQM2JINI1UL7642TU573 | Long             | LON              | CORP              | US        |      14924 | PA      | $14210.83     | 0.01%             | 2029-09-10      | Floating      | 9.60%                 | No            |                  2 | On Loan: No      |
| CEMEX SAB DE CV                      | Cemex SAB de CV                                                                  | CUSIP: BP9277479<br>LEI: 549300RIG2CXWN6IV731 | Long             | DBT              | CORP              | MX        |     200000 | PA      | $199500.00    | 0.11%             | 2026-06-08      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| NYC Commercial Mortgage Trust        | NYC Commercial Mortgage Trust 2025-3BP                                           | CUSIP: 67120UAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     100000 | PA      | $99188.16     | 0.05%             | 2042-02-15      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR             | Occidental Petroleum Corp                                                        | CUSIP: 674599DD4<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |      70000 | PA      | $78662.50     | 0.04%             | 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        |      65000 | PA      | $69160.00     | 0.04%             | 2036-09-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR             | Occidental Petroleum Corp                                                        | CUSIP: 674599EF8<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     105000 | PA      | $110906.25    | 0.06%             | 2031-01-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| OMEGA HLTHCARE INVESTORS             | Omega Healthcare Investors Inc                                                   | CUSIP: 681936BM1<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |      39000 | PA      | $36483.64     | 0.02%             | 2031-02-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                 | OneMain Finance Corp                                                             | CUSIP: 682691AF7<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |      20000 | PA      | $21025.00     | 0.01%             | 2031-05-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                 | OneMain Finance Corp                                                             | CUSIP: 682691AM2<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |      20000 | PA      | $20150.00     | 0.01%             | 2033-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ONNI Commercial Mortgage Trust       | ONNI Commerical Mortgage Trust 2024-APT                                          | CUSIP: 682939AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     350000 | PA      | $355230.72    | 0.19%             | 2039-07-15      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                | Province of Ontario Canada                                                       | CUSIP: 68323ACC6<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     160000 | PA      | $100242.03    | 0.05%             | 2045-06-02      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES               | PNC Financial Services Group Inc/The                                             | CUSIP: 693475BC8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | EP               | CORP              | US        |     125000 | PA      | $122343.75    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES               | PNC Financial Services Group Inc/The                                             | CUSIP: 693475CE3<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |      23000 | PA      | $23659.23     | 0.01%             | 2036-07-21      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| PHILLIPS EDISON GROCERY              | Phillips Edison Grocery Center Operating Partnership I LP                        | CUSIP: 71845JAD0<br>LEI: 549300WUPIVS6ZE0ZI51 | Long             | DBT              | CORP              | US        |      38000 | PA      | $38824.94     | 0.02%             | 2032-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66 CO                       | Phillips 66 Co                                                                   | CUSIP: 718547BA9<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |      85000 | PA      | $83889.14     | 0.05%             | 2056-03-15      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                     | Societe Generale SA                                                              | CUSIP: 83370RAE8<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |     200000 | PA      | $210250.00    | 0.11%             | 2029-11-21      | Variable      | 8.12%                 | No            |                  2 | On Loan: No      |
| SOLRR Aircraft 2021-1 Limited        | Lunar 2021-1 Structured Aircraft Portfolio Notes                                 | CUSIP: 83438LAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | IE        |     163720 | PA      | $154784.24    | 0.08%             | 2046-10-15      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| SOLSTICE ADVANCED MATERI             | Solstice Advanced Materials Inc                                                  | CUSIP: 83443QAA1<br>LEI: 2138004GZ4H9TW6HK435 | Long             | DBT              | CORP              | US        |       5000 | PA      | $5031.25      | 0.00%             | 2033-09-30      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| SOLVENTUM CORP                       | Solventum Corp                                                                   | CUSIP: 83444MAN1<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |      28000 | PA      | $28404.63     | 0.02%             | 2027-02-25      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| SONOCO PRODUCTS CO                   | Sonoco Products Co                                                               | CUSIP: 835495AR3<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | DBT              | CORP              | US        |      34000 | PA      | $34200.16     | 0.02%             | 2029-09-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Sound Point CLO LTD                  | Sound Point CLO XXIX Ltd                                                         | CUSIP: 83614VAW5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     250000 | PA      | $249714.28    | 0.13%             | 2034-04-25      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| SOUTH BOW CAN INFRA HOLD             | South Bow Canadian Infrastructure Holdings Ltd                                   | CUSIP: 836720AJ1<br>LEI: 2549004FYUSYLPBT1G26 | Long             | DBT              | CORP              | CA        |      90000 | PA      | $96187.50     | 0.05%             | 2055-03-01      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                          | Southern Co/The                                                                  | CUSIP: 842587842<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EP               | CORP              | US        |       4250 | NS      | $214030.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHERN CO                          | Southern Co/The                                                                  | CUSIP: 842587EB9<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |     167000 | PA      | $173888.75    | 0.09%             | 2055-03-15      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                          | Southern Co/The                                                                  | CUSIP: 842587EC7<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |     100000 | PA      | $99737.00     | 0.05%             | 2028-06-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO GAS CAPITAL              | Southern Co Gas Capital Corp                                                     | CUSIP: 8426EPAJ7<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |      12000 | PA      | $12008.08     | 0.01%             | 2028-09-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| SOUTHERN NATURAL GAS                 | Southern Natural Gas Co LLC                                                      | CUSIP: 84346LAD2<br>LEI: 254900KDLS1X42SY7037 | Long             | DBT              | CORP              | US        |       9000 | PA      | $9188.00      | 0.00%             | 2035-08-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| PINNACLE FINANCL PARTNRS             | Pinnacle Financial Partners Inc                                                  | CUSIP: 87164DXY1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     250000 | PA      | $251277.00    | 0.14%             | 2036-01-15      | Variable      | 5.96%                 | No            |                  2 | On Loan: No      |
| PHILIPPINE GOVERNMENT                | Philippine Government Bond                                                       | CUSIP: EI4159923<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    3300000 | PA      | $63697.81     | 0.03%             | 2035-09-30      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| NZ LOCAL GOVT FUND AGENC             | New Zealand Local Government Funding Agency Bond                                 | CUSIP: AN1028702<br>LEI: 254900ZJG39H1CAH6K02 | Long             | DBT              | NUSS              | NZ        |     132000 | PA      | $71555.44     | 0.04%             | 2033-04-14      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SOUTH AUST GOVT FIN AUTH             | South Australian Government Financing Authority                                  | CUSIP: BN8412155<br>LEI: 254900TDPILDN6AUAD69 | Long             | DBT              | NUSS              | AU        |      35000 | PA      | $18004.75     | 0.01%             | 2034-05-24      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| NZ LOCAL GOVT FUND AGENC             | New Zealand Local Government Funding Agency Bond                                 | CUSIP: ZJ9835563<br>LEI: 254900ZJG39H1CAH6K02 | Long             | DBT              | NUSS              | NZ        |      95000 | PA      | $63596.23     | 0.03%             | 2028-08-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                | Province of Ontario Canada                                                       | CUSIP: ZF5265672<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     100000 | PA      | $115888.69    | 0.06%             | 2034-01-31      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| PHILIPPINE GOVERNMENT                | Philippine Government Bond                                                       | CUSIP: YP6291635<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    6680000 | PA      | $116203.53    | 0.06%             | 2035-04-28      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| PHILIPPINE GOVERNMENT                | Philippine Government Bond                                                       | CUSIP: ZJ9336752<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |   16180000 | PA      | $281039.58    | 0.15%             | 2030-07-27      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| PHILIPPINE GOVERNMENT                | Philippine Government Bond                                                       | CUSIP: ZF9229781<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    8670000 | PA      | $150193.93    | 0.08%             | 2029-02-28      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| POLARIS NEWCO LLC                    | Polaris Newco LLC                                                                | CUSIP: 73108RAB4<br>LEI: 254900LEPDAG7EDOA064 | Long             | LON              | CORP              | US        |      44575 | PA      | $43087.96     | 0.02%             | 2028-06-05      | Floating      | 7.85%                 | No            |                  2 | On Loan: No      |
| ONEDIGITAL BORROWER LLC              | OneDigital Borrower LLC                                                          | CUSIP: 68277FAN9<br>LEI: 2549009GTKWWAO1E9X77 | Long             | LON              | CORP              | US        |      68976 | PA      | $69235.80     | 0.04%             | 2031-07-02      | Floating      | 6.72%                 | No            |                  2 | On Loan: No      |
| PINNACLE BUYER LLC                   | Pinnacle Buyer LLC                                                               | CUSIP: 72349UAB8<br>LEI: 254900F51XXB8NHJPB58 | Long             | LON              | CORP              | US        |      12581 | PA      | $12643.62     | 0.01%             | 2032-10-01      | Floating      | 6.49%                 | No            |                  2 | On Loan: No      |
| PINNACLE BUYER LLC                   | Pinnacle Buyer LLC                                                               | CUSIP: 72349UAC6<br>LEI: 254900F51XXB8NHJPB58 | Long             | LON              | CORP              | US        |       2419 | PA      | $2431.46      | 0.00%             | 2032-10-01      | Floating      | 7.22%                 | No            |                  2 | On Loan: No      |
| AMSR Trust                           | AMSR 2021-SFR3 Trust                                                             | CUSIP: 00180UAJ4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     550000 | PA      | $541411.04    | 0.29%             | 2038-10-17      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORP                        | Amphenol Corp                                                                    | CUSIP: 032095BB6<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |      26000 | PA      | $24832.55     | 0.01%             | 2055-11-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| ANALOG DEVICES INC                   | Analog Devices Inc                                                               | CUSIP: 032654BD6<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |      83000 | PA      | $83613.87     | 0.05%             | 2028-06-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust             | Angel Oak Mortgage Trust 2025-6                                                  | CUSIP: 034937AD4<br>LEI: 254900GRN1I3WMM1H095 | Long             | ABS-MBS          | CORP              | US        |     800000 | PA      | $813513.84    | 0.44%             | 2070-04-25      | Variable      | 6.33%                 | No            |                  2 | On Loan: No      |
| ANTERO MIDSTREAM PART/FI             | Antero Midstream Partners LP / Antero Midstream Finance Corp                     | CUSIP: 03690AAN6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      25000 | PA      | $25187.50     | 0.01%             | 2034-07-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ARROW ELECTRONICS INC                | Arrow Electronics Inc                                                            | CUSIP: 04273WAE1<br>LEI: 549300YNNLBXT8N8R512 | Long             | DBT              | CORP              | US        |      36000 | PA      | $37600.52     | 0.02%             | 2034-04-10      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Arroyo Mortgage Trust                | Arroyo Mortgage Trust 2019-1                                                     | CUSIP: 042859AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      25218 | PA      | $25011.91     | 0.01%             | 2049-01-25      | Variable      | 3.81%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                | Bausch Health Cos Inc                                                            | CUSIP: 071734AJ6<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |      10000 | PA      | $7000.00      | 0.00%             | 2030-01-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AMRIZE FINANCE US LLC                | Amrize Finance US LLC                                                            | CUSIP: 43475RAR7<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |      15000 | PA      | $15289.62     | 0.01%             | 2030-04-07      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ANYWHERE RE GRP/REALOGY              | Anywhere Real Estate Group LLC / Realogy Co-Issuer Corp                          | CUSIP: 75606DAQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      10000 | PA      | $9250.00      | 0.00%             | 2030-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AMWINS GROUP INC                     | AmWINS Group Inc                                                                 | CUSIP: 03234TBA5<br>LEI: 549300SJE7MUB8NMRG61 | Long             | LON              | CORP              | US        |      44637 | PA      | $44816.14     | 0.02%             | 2032-01-30      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| BAUSCH + LOMB CORP                   | Bausch + Lomb Corp                                                               | CUSIP: N/A<br>LEI: 549300NY6OZM39SO6475       | Long             | LON              | CORP              | CA        |      94762 | PA      | $95875.96     | 0.05%             | 2031-01-15      | Floating      | 7.97%                 | No            |                  2 | On Loan: No      |
| PPM Clo, Ltd.                        | PPM CLO 5 Ltd                                                                    | CUSIP: 69356TAL5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     500000 | PA      | $500338.40    | 0.27%             | 2034-10-18      | Floating      | 5.52%                 | 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        |     792466 | PA      | $744992.90    | 0.40%             | 2049-10-25      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgag       | PRPM 2025-NQM2 Trust                                                             | CUSIP: 693983AF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     100000 | PA      | $102596.20    | 0.06%             | 2070-04-25      | Variable      | 7.85%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust           | Progress Residential Trust                                                       | CUSIP: 74333HAQ8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     700000 | PA      | $693351.33    | 0.37%             | 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      | $1092959.67   | 0.59%             | 2026-05-17      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PROVIDENT FINANCIAL                  | Provident Financial Services Inc                                                 | CUSIP: 74386TAA3<br>LEI: 529900JOSO3SXEDVE477 | Long             | DBT              | CORP              | US        |     110000 | PA      | $113065.48    | 0.06%             | 2034-05-15      | Variable      | 9.00%                 | 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      | $126297.22    | 0.07%             | 2051-10-25      | Variable      | 2.00%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                   | Province of Quebec Canada                                                        | CUSIP: 748148SE4<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |     153000 | PA      | $154994.51    | 0.08%             | 2033-09-08      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                  | CDX.NA.HY.45.V1 5YR RTP 105.5000                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   -1650000 | NC      | $-31797.12    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | CDX.NA.HY.45.V1 5YR RTP 105.0000                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    -500000 | NC      | $-10431.42    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| US TREASURY N/B                      | United States Treasury Note/Bond                                                 | CUSIP: 91282CPR6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     514800 | PA      | $512547.75    | 0.28%             | 2030-12-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| N/A                                  | CDX.NA.HY.45.V1 5YR RTP 106                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   -2000000 | NC      | $-12536.80    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | CDX.NA.HY.45.V1 5YR RTP 106.5000                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   -1000000 | NC      | $-4400.14     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                 | Bank of America Corp                                                             | CUSIP: 06051GJS9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      46000 | PA      | $45395.84     | 0.02%             | 2027-07-22      | Variable      | 1.73%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                 | Bank of America Corp                                                             | CUSIP: 06051GKJ7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      74000 | PA      | $72686.72     | 0.04%             | 2028-02-04      | Variable      | 2.55%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                      | United States Treasury Note/Bond                                                 | CUSIP: 91282CPS4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      92100 | PA      | $91923.72     | 0.05%             | 2027-12-31      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| VALE OVERSEAS LIMITED                | Vale Overseas Ltd                                                                | CUSIP: 91911TAS2<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |      31000 | PA      | $31606.79     | 0.02%             | 2054-06-28      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| N/A                                  | COP/USD FWD 20260109                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $-61.34       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | EUR C ZAR P 21.50000 EO                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |     -24000 | NC      | $-0.11        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                 | Bank of America Corp                                                             | CUSIP: 06051GMA4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      26000 | PA      | $27100.27     | 0.01%             | 2035-01-23      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                 | Bank of America Corp                                                             | CUSIP: 06051GMQ9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      32000 | PA      | $33429.76     | 0.02%             | 2036-02-12      | Variable      | 5.74%                 | No            |                  2 | On Loan: No      |
| VAR ENERGI ASA                       | Var Energi ASA                                                                   | CUSIP: 92212WAG5<br>LEI: 549300LIVN3FFOJN2K47 | Long             | DBT              | CORP              | NO        |     200000 | PA      | $211423.40    | 0.11%             | 2035-05-22      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                | Venture Global Plaquemines LNG LLC                                               | CUSIP: 922966AC0<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |      15000 | PA      | $15356.25     | 0.01%             | 2034-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                 | Bank of America Corp                                                             | CUSIP: 06055HAH6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |     273000 | PA      | $283920.00    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF HAWAII CORP                  | Bank of Hawaii Corp                                                              | CUSIP: 062540307<br>LEI: 5493006Q8BQ8AD8M2U33 | Long             | EP               | CORP              | US        |       4900 | NS      | $131075.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                | Venture Global Plaquemines LNG LLC                                               | CUSIP: 922966AE6<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |       5000 | PA      | $5081.25      | 0.00%             | 2030-12-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC               | Venture Global LNG Inc                                                           | CUSIP: 92332YAA9<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |      10000 | PA      | $10150.00     | 0.01%             | 2028-06-01      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| N/A                                  | EUR/NOK FWD 20260122                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $-1650.60     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | EUR/NOK FWD 20260122                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $9009.14      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                     | Bank of Montreal                                                                 | CUSIP: 06368L5Q5<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |     330000 | PA      | $349893.06    | 0.19%             | 2084-11-26      | Variable      | 7.30%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                     | Bank of Montreal                                                                 | CUSIP: 06368L8V1<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |     200000 | PA      | $205473.80    | 0.11%             | 2085-11-26      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| VERALTO CORP                         | Veralto Corp                                                                     | CUSIP: 92338CAF0<br>LEI: 635400FJE6GSOJUSNY27 | Long             | DBT              | CORP              | US        |      17000 | PA      | $17725.48     | 0.01%             | 2033-09-18      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| VERITIV OPERATING CO                 | Veritiv Operating Co                                                             | CUSIP: 92339LAA0<br>LEI: 5493004G8OK5L1UTIY12 | Long             | DBT              | CORP              | US        |      15000 | PA      | $16125.00     | 0.01%             | 2030-11-30      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP               | Bank of New York Mellon Corp/The                                                 | CUSIP: 06406RBZ9<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |      56000 | PA      | $58010.74     | 0.03%             | 2032-07-22      | Variable      | 5.06%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                  | Bank of Nova Scotia/The                                                          | CUSIP: 0641598S8<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |     200000 | PA      | $211968.60    | 0.11%             | 2082-10-27      | Variable      | 8.62%                 | No            |                  2 | On Loan: No      |
| N/A                                  | EUR/USD FWD 20260123                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $-437.87      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | EUR/USD FWD 20260123                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $-65.31       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VERISIGN INC                         | VeriSign Inc                                                                     | CUSIP: 92343EAQ5<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | DBT              | CORP              | US        |      45000 | PA      | $46200.47     | 0.02%             | 2032-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS               | Verizon Communications Inc                                                       | CUSIP: 92343VHH0<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      45000 | PA      | $44478.14     | 0.02%             | 2045-11-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                  | Bank of Nova Scotia/The                                                          | CUSIP: 06419GEE2<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |     245000 | PA      | $250557.58    | 0.14%             | 2085-10-27      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| NGL ENRGY OP/FIN CORP                | NGL Energy Operating LLC / NGL Energy Finance Corp                               | CUSIP: 62922LAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      10000 | PA      | $10362.50     | 0.01%             | 2029-02-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| VERISK ANALYTICS INC                 | Verisk Analytics Inc                                                             | CUSIP: 92345YAJ5<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |      37000 | PA      | $37838.72     | 0.02%             | 2034-06-05      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust           | Verus Securitization Trust 2025-12                                               | CUSIP: 92490FAN0<br>LEI: 2138009XAW9T934GL239 | Long             | ABS-MBS          | CORP              | US        |     500000 | PA      | $500953.15    | 0.27%             | 2070-12-25      | Variable      | 5.76%                 | No            |                  2 | On Loan: No      |
| PROJECT AURORA US FINCO              | Project Aurora US Finco Inc                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      20000 | PA      | $20125.00     | 0.01%             | 2032-09-30      | Floating      | 6.49%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE INSURANCE              | New York Life Insurance Co                                                       | CUSIP: 64952GAF5<br>LEI: TAE73CY392TBWJ3O3305 | Long             | DBT              | CORP              | US        |      15000 | PA      | $17110.02     | 0.01%             | 2039-11-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                    | Newell Brands Inc                                                                | CUSIP: 651229BF2<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |      10000 | PA      | $9750.00      | 0.01%             | 2030-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| VERTIV GROUP CORPORATION             | Vertiv Group Corp                                                                | CUSIP: 92535UAB0<br>LEI: 549300ZT8RQ5VK10E643 | Long             | DBT              | CORP              | US        |      17000 | PA      | $16745.00     | 0.01%             | 2028-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust           | Verus Securitization Trust 2025-4                                                | CUSIP: 92540UAG2<br>LEI: 2138009ZO3B2B5MAHZ49 | Long             | ABS-MBS          | CORP              | US        |     100000 | PA      | $99228.35     | 0.05%             | 2070-05-25      | Variable      | 7.43%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                    | Newell Brands Inc                                                                | CUSIP: 651229BG0<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |      50000 | PA      | $52062.50     | 0.03%             | 2028-06-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| NEWS CORP                            | News Corp                                                                        | CUSIP: 65249BAA7<br>LEI: 549300ITS31QK8VRBQ14 | Long             | DBT              | CORP              | US        |     280000 | PA      | $271888.68    | 0.15%             | 2029-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust           | Verus Securitization Trust 2025-R2                                               | CUSIP: 92541EAF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1000000 | PA      | $1002186.50   | 0.54%             | 2067-07-25      | Variable      | 5.82%                 | 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        |      71000 | PA      | $70922.33     | 0.04%             | 2029-12-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY INC                   | NextEra Energy Inc                                                               | CUSIP: 65339F119<br>LEI: 254900RHL9MEUS5NKX63 | Long             | EP               | CORP              | US        |       8650 | NS      | $421687.50    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| NISOURCE INC                         | NiSource Inc                                                                     | CUSIP: 65473PAQ8<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |      63000 | PA      | $64883.32     | 0.04%             | 2034-04-01      | Fixed         | 5.35%                 | 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      | $159445.94    | 0.09%             | 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        |     145000 | PA      | $146146.23    | 0.08%             | 2032-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                         | NiSource Inc                                                                     | CUSIP: 65473PAR6<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |      18000 | PA      | $18742.50     | 0.01%             | 2054-11-30      | Variable      | 6.95%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                         | NiSource Inc                                                                     | CUSIP: 65473PAU9<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |      30000 | PA      | $29922.48     | 0.02%             | 2055-04-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| PSEG POWER LLC                       | PSEG Power LLC                                                                   | CUSIP: 69362BBD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      24000 | PA      | $24529.06     | 0.01%             | 2030-05-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC             | Prudential Financial Inc                                                         | CUSIP: 74432QCK9<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |      44000 | PA      | $45097.23     | 0.02%             | 2035-03-14      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                   | VICI Properties LP                                                               | CUSIP: 925650AK9<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |     150000 | PA      | $153364.05    | 0.08%             | 2035-04-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Voya VACS Series HYB Fund            | Voya VACS Series HYB Fund                                                        | CUSIP: 92913L262<br>LEI: 549300IKJ54WGTW8EU42 | Long             | EC               | RF                | US        |     442420 | NS      | $4583472.91   | 2.47%             |  |  |  | No            |                  1 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE              | Nissan Motor Acceptance Co LLC                                                   | CUSIP: 65480CAL9<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |      20000 | PA      | $19983.64     | 0.01%             | 2030-09-30      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| ROCC Trust                           | ROCK Trust 2024-CNTR                                                             | CUSIP: 74970WAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     300000 | PA      | $313411.68    | 0.17%             | 2041-11-13      | Fixed         | 7.11%                 | No            |                  2 | On Loan: No      |
| VERITIV OPERATING CO                 | Veritiv Operating Co                                                             | CUSIP: 92338TAB2<br>LEI: 5493004G8OK5L1UTIY12 | Long             | LON              | CORP              | US        |      24837 | PA      | $24869.38     | 0.01%             | 2030-11-29      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| VESTIS CORP                          | Vestis Corp                                                                      | CUSIP: 92550HAE3<br>LEI: 254900QDW0TA2TMFAP59 | Long             | LON              | CORP              | US        |      44094 | PA      | $40621.37     | 0.02%             | 2031-02-24      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| ROCKET COS INC                       | Rocket Cos Inc                                                                   | CUSIP: 77311WAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      15000 | PA      | $15637.50     | 0.01%             | 2033-08-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| SBA TOWER TRUST                      | SBA Tower Trust                                                                  | CUSIP: 78403DAZ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     145000 | PA      | $148045.97    | 0.08%             | 2028-01-15      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ENTERPRIS             | Public Service Enterprise Group Inc                                              | CUSIP: 744573AV8<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |     143000 | PA      | $147409.69    | 0.08%             | 2027-11-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| QNITY ELECTRONICS INC                | Qnity Electronics Inc                                                            | CUSIP: 74743LAB6<br>LEI: 254900RSUG4J9TFFZX53 | Long             | DBT              | CORP              | US        |      15000 | PA      | $15525.00     | 0.01%             | 2033-08-15      | Fixed         | 6.25%                 | 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        |     354790 | PA      | $205818.38    | 0.11%             | 2036-03-25      | Variable      | 4.10%                 | No            |                  2 | On Loan: No      |
| SBA COMMUNICATIONS CORP              | SBA Communications Corp                                                          | CUSIP: 78410GAD6<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | DBT              | CORP              | US        |      50000 | PA      | $49500.00     | 0.03%             | 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        |     170000 | PA      | $162612.67    | 0.09%             | 2029-02-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| VICTORY CAPITAL HOLDINGS             | Victory Capital Holdings Inc                                                     | CUSIP: 92645DAM1<br>LEI: 549300BN5LH2CIPPHS71 | Long             | LON              | CORP              | US        |      15000 | PA      | $15105.38     | 0.01%             | 2032-09-23      | Floating      | 5.67%                 | 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        |      38997 | PA      | $38473.32     | 0.02%             | 2037-07-25      | Floating      | 4.39%                 | No            |                  2 | On Loan: No      |
| GSCG Trust                           | GSCG Trust 2019-600C                                                             | CUSIP: 36260TAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     183000 | PA      | $7325.49      | 0.00%             | 2034-09-06      | Variable      | 3.99%                 | 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        |     773381 | PA      | $3043.02      | 0.00%             | 2048-10-10      | Variable      | 1.81%                 | No            |                  2 | On Loan: No      |
| SM ENERGY CO                         | SM Energy Co                                                                     | CUSIP: 78454LAY6<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |      20000 | PA      | $19650.00     | 0.01%             | 2032-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| SCOTT Trust 2023-SFS                 | SCOTT Trust 2023-SFS                                                             | CUSIP: 810064AE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     100000 | PA      | $101730.01    | 0.05%             | 2040-03-10      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| SEALED AIR CORP                      | Sealed Air Corp                                                                  | CUSIP: 81211KBA7<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |      65000 | PA      | $65243.75     | 0.04%             | 2029-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SMRT                                 | SMRT 2022-MINI                                                                   | CUSIP: 78457JAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     250000 | PA      | $248906.43    | 0.13%             | 2039-01-15      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| SEMPRA                               | Sempra                                                                           | CUSIP: 816851BV0<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |     110000 | PA      | $111787.50    | 0.06%             | 2055-04-01      | Variable      | 6.55%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities        | GS Mortgage-Backed Securities Trust 2024-PJ4                                     | CUSIP: 36269RBU3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      96752 | PA      | $95971.48     | 0.05%             | 2054-08-25      | Variable      | 5.93%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities        | GS Mortgage-Backed Securities Trust 2025-9                                       | CUSIP: 36273FAU4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     238538 | PA      | $241631.31    | 0.13%             | 2056-03-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| US FOODS INC                         | US Foods Inc                                                                     | CUSIP: 90290MAJ0<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |      40000 | PA      | $40700.00     | 0.02%             | 2033-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust               | Sequoia Mortgage Trust 2025-2                                                    | CUSIP: 816935AU4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     148049 | PA      | $149969.37    | 0.08%             | 2055-03-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust               | Sequoia Mortgage Trust 2021-3                                                    | CUSIP: 81748VCF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     439597 | PA      | $366193.67    | 0.20%             | 2051-05-25      | Variable      | 2.65%                 | No            |                  2 | On Loan: No      |
| US BANCORP                           | US Bancorp                                                                       | CUSIP: 902973BC9<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EP               | CORP              | US        |     120000 | PA      | $116275.19    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                | Mexico Government International Bond                                             | CUSIP: 91087BAF7<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     250000 | PA      | $250978.00    | 0.14%             | 2029-04-22      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust               | Sequoia Mortgage Trust 2024-9                                                    | CUSIP: 81749PAV2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     110017 | PA      | $110201.65    | 0.06%             | 2054-10-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Servpro Master Issuer, LLC           | SERVPRO Master Issuer LLC                                                        | CUSIP: 817743AJ6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      98250 | PA      | $101461.46    | 0.05%             | 2054-01-25      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| UNITED NATURAL FOODS INC             | United Natural Foods Inc                                                         | CUSIP: 911163AA1<br>LEI: 549300GKGW6WPZ282D40 | Long             | DBT              | CORP              | US        |      70000 | PA      | $70000.00     | 0.04%             | 2028-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| UNITED OVERSEAS BANK LTD             | United Overseas Bank Ltd                                                         | CUSIP: 91127LAE0<br>LEI: IO66REGK3RCBAMA8HR66 | Long             | DBT              | CORP              | SG        |     200000 | PA      | $196167.80    | 0.11%             | 2031-10-14      | Variable      | 2.00%                 | No            |                  2 | On Loan: No      |
| PFP III                              | PFP 2024-11 Ltd                                                                  | CUSIP: 69291WAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      99553 | PA      | $99491.20     | 0.05%             | 2039-09-17      | Floating      | 6.27%                 | No            |                  2 | On Loan: No      |
| PETROBRAS GLOBAL FINANCE             | Petrobras Global Finance BV                                                      | CUSIP: 71647NBM0<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | NL        |      50000 | PA      | $49175.00     | 0.03%             | 2030-09-10      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AM              | United Rentals North America Inc                                                 | CUSIP: 911363AM1<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |     195000 | PA      | $185981.25    | 0.10%             | 2031-02-15      | Fixed         | 3.88%                 | 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      | $106425.00    | 0.06%             | 2030-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SIMMONS FIRST NTL CORP               | Simmons First National Corp                                                      | CUSIP: 828730AC5<br>LEI: 549300IVR5AJKUVOGN05 | Long             | DBT              | CORP              | US        |     130000 | PA      | $130759.98    | 0.07%             | 2035-10-01      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                  | Sirius XM Radio LLC                                                              | CUSIP: 82967NBG2<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |     235000 | PA      | $222956.25    | 0.12%             | 2030-07-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AM              | United Rentals North America Inc                                                 | CUSIP: 911365BS2<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |      10000 | PA      | $9987.50      | 0.01%             | 2033-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                      | United States Treasury Note/Bond                                                 | CUSIP: 912810QY7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      90000 | PA      | $69268.36     | 0.04%             | 2042-11-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| SLAM LLC                             | Slam Ltd                                                                         | CUSIP: 83100AAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     110366 | PA      | $110453.97    | 0.06%             | 2049-09-15      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| SMITH & NEPHEW PLC                   | Smith & Nephew PLC                                                               | CUSIP: 83192PAC2<br>LEI: 213800ZTMDN8S67S1H61 | Long             | DBT              | CORP              | GB        |      91000 | PA      | $92018.38     | 0.05%             | 2027-03-20      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                      | United States Treasury Note/Bond                                                 | CUSIP: 912810SF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1155000 | PA      | $852940.43    | 0.46%             | 2049-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                      | United States Treasury Note/Bond                                                 | CUSIP: 912810UM8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     249600 | PA      | $246090.00    | 0.13%             | 2055-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Tru       | SMB Private Education Loan Trust 2024-F                                          | CUSIP: 83207VAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      84063 | PA      | $85002.42     | 0.05%             | 2054-03-16      | Fixed         | 5.06%                 | No            |                  2 | On Loan: No      |
| TRAVEL + LEISURE CO                  | Travel + Leisure Co                                                              | CUSIP: 894164AA0<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | DBT              | CORP              | US        |     115000 | PA      | $111837.50    | 0.06%             | 2029-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                  | Petroleos Mexicanos                                                              | CUSIP: 71654QCC4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     100000 | PA      | $82250.00     | 0.04%             | 2047-09-21      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC               | Philip Morris International Inc                                                  | CUSIP: 718172DB2<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |      34000 | PA      | $35500.79     | 0.02%             | 2033-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                      | United States Treasury Note/Bond                                                 | CUSIP: 91282CAV3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    2350000 | PA      | $2054781.25   | 1.11%             | 2030-11-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                      | United States Treasury Note/Bond                                                 | CUSIP: 91282CEP2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      25000 | PA      | $23585.94     | 0.01%             | 2032-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| TRAVEL + LEISURE CO                  | Travel + Leisure Co                                                              | CUSIP: 894164AC6<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | DBT              | CORP              | US        |      55000 | PA      | $55687.50     | 0.03%             | 2033-09-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| TRAVELERS COS INC                    | Travelers Cos Inc/The                                                            | CUSIP: 89417EAU3<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |      14000 | PA      | $14254.66     | 0.01%             | 2055-07-24      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC               | Philip Morris International Inc                                                  | CUSIP: 718172DJ5<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |      33000 | PA      | $34029.90     | 0.02%             | 2034-02-13      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| QUANTA SERVICES INC                  | Quanta Services Inc                                                              | CUSIP: 74762EAL6<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |      32000 | PA      | $32931.33     | 0.02%             | 2034-08-09      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                      | United States Treasury Note/Bond                                                 | CUSIP: 91282CFF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     595000 | PA      | $555046.68    | 0.30%             | 2032-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                      | United States Treasury Note/Bond                                                 | CUSIP: 91282CGM7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     625000 | PA      | $607836.91    | 0.33%             | 2033-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TREASURY BILL                        | United States Treasury Bill                                                      | CUSIP: 912797SS7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    5000000 | PA      | $4973941.65   | 2.68%             | 2026-02-24      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| TREASURY CORP VICTORIA               | Treasury Corp of Victoria                                                        | CUSIP: EJ6963270<br>LEI: 549300ZJM7BQW1P9UV75 | Long             | DBT              | NUSS              | AU        |     205000 | PA      | $130992.82    | 0.07%             | 2032-12-20      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| QUEST DIAGNOSTICS INC                | Quest Diagnostics Inc                                                            | CUSIP: 74834LBE9<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |      87000 | PA      | $88074.97     | 0.05%             | 2027-12-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| PHILIPPINE GOVERNMENT                | Philippine Government Bond                                                       | CUSIP: BW4839732<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |   16710000 | PA      | $291032.40    | 0.16%             | 2029-05-19      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                      | United States Treasury Note/Bond                                                 | CUSIP: 91282CNT4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     160000 | PA      | $161356.25    | 0.09%             | 2035-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC               | UnitedHealth Group Inc                                                           | CUSIP: 91324PDE9<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |      77000 | PA      | $75829.45     | 0.04%             | 2027-10-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| TREASURY CORP VICTORIA               | Treasury Corp of Victoria                                                        | CUSIP: EK0887258<br>LEI: 549300ZJM7BQW1P9UV75 | Long             | DBT              | NUSS              | AU        |     140000 | PA      | $85444.79     | 0.05%             | 2040-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TREASURY CORP VICTORIA               | Treasury Corp of Victoria                                                        | CUSIP: BH7332159<br>LEI: 549300ZJM7BQW1P9UV75 | Long             | DBT              | NUSS              | AU        |     200000 | PA      | $82929.14     | 0.04%             | 2041-11-20      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| QUEENSLAND TREASURY CORP             | Queensland Treasury Corp                                                         | CUSIP: ZH5726810<br>LEI: 98INKCEEHOU5YJS0HQ88 | Long             | DBT              | NUSS              | AU        |     145000 | PA      | $95059.06     | 0.05%             | 2036-07-21      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PHILIPPINE GOVERNMENT                | Philippine Government Bond                                                       | CUSIP: BY9195128<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |   12890000 | PA      | $228827.89    | 0.12%             | 2032-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| UNITI GROUP/CSL CAPITAL              | Uniti Group LP / Uniti Group Finance 2019 Inc / CSL Capital LLC                  | CUSIP: 91327TAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      15000 | PA      | $14737.50     | 0.01%             | 2032-06-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS             | Univision Communications Inc                                                     | CUSIP: 914906AX0<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |      15000 | PA      | $15225.00     | 0.01%             | 2030-06-30      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| TREASURY CORP VICTORIA               | Treasury Corp of Victoria                                                        | CUSIP: BZ6602487<br>LEI: 549300ZJM7BQW1P9UV75 | Long             | DBT              | NUSS              | AU        |     230000 | PA      | $144764.96    | 0.08%             | 2036-09-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| TREASURY CORP VICTORIA               | Treasury Corp of Victoria                                                        | CUSIP: ZF3175469<br>LEI: 549300ZJM7BQW1P9UV75 | Long             | DBT              | NUSS              | AU        |     245000 | PA      | $156885.94    | 0.08%             | 2038-09-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| QUEENSLAND TREASURY CORP             | Queensland Treasury Corp                                                         | CUSIP: ZM7412517<br>LEI: 98INKCEEHOU5YJS0HQ88 | Long             | DBT              | NUSS              | AU        |     125000 | PA      | $77974.22     | 0.04%             | 2035-08-22      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| QUEENSLAND TREASURY CORP             | Queensland Treasury Corp                                                         | CUSIP: YL0100484<br>LEI: 98INKCEEHOU5YJS0HQ88 | Long             | DBT              | NUSS              | AU        |     135000 | PA      | $86818.53     | 0.05%             | 2038-08-13      | 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      | $160500.00    | 0.09%             | 2031-01-26      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                        | TransDigm Inc                                                                    | CUSIP: 89364MCA0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |      49188 | PA      | $49428.73     | 0.03%             | 2031-02-28      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| NEW ZEALAND GOVERNMENT               | New Zealand Government Bond                                                      | CUSIP: BK4327957<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |     405000 | PA      | $154159.65    | 0.08%             | 2041-05-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| NEW ZEALAND GOVERNMENT               | New Zealand Government Bond                                                      | CUSIP: BP9145262<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |     240000 | PA      | $122263.01    | 0.07%             | 2032-05-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AIR PRODUCTS & CHEMICALS             | Air Products and Chemicals Inc                                                   | CUSIP: 009158BN5<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |      86000 | PA      | $86853.03     | 0.05%             | 2028-06-11      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| PETSMART INC                         | PetSmart LLC                                                                     | CUSIP: 71677HAN5<br>LEI: 894500NGJMHSFNESGA67 | Long             | LON              | CORP              | US        |      35000 | PA      | $34901.65     | 0.02%             | 2032-08-18      | Floating      | 7.73%                 | No            |                  2 | On Loan: No      |
| PERU LNG SRL                         | Peru LNG Srl                                                                     | CUSIP: AR7830417<br>LEI: 254900F70J1LOALV5K70 | Long             | DBT              | CORP              | PE        |     150020 | PA      | $144769.30    | 0.08%             | 2030-03-22      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                  | United Kingdom Gilt                                                              | CUSIP: ZN9056328<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     125000 | PA      | $158316.15    | 0.09%             | 2033-01-31      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| NEW ZEALAND GOVERNMENT               | New Zealand Government Bond                                                      | CUSIP: BM0493585<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |     180000 | PA      | $96844.14     | 0.05%             | 2028-05-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                        | TransDigm Inc                                                                    | CUSIP: 89364MCD4<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |      39476 | PA      | $39678.52     | 0.02%             | 2032-01-20      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| SIGNIA AEROSPACE LLC                 | Signia Aerospace LLC                                                             | CUSIP: 82670NAG1<br>LEI: 254900S9ONE06XB1T251 | Long             | LON              | CORP              | US        |      26865 | PA      | $26997.61     | 0.01%             | 2031-12-11      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| AKER BP ASA                          | Aker BP ASA                                                                      | CUSIP: 00973RAN3<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |     150000 | PA      | $146798.40    | 0.08%             | 2034-10-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| ALABAMA POWER CO                     | Alabama Power Co                                                                 | CUSIP: 010392FY9<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |      98000 | PA      | $97984.12     | 0.05%             | 2027-09-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| NEW ZEALAND GOVERNMENT               | New Zealand Government Bond                                                      | CUSIP: ZN2715698<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |     870000 | PA      | $498790.47    | 0.27%             | 2034-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                     | Bank of Montreal                                                                 | CUSIP: 06368D8W7<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |     270000 | PA      | $207918.98    | 0.11%             | 2082-11-26      | Variable      | 7.33%                 | No            |                  2 | On Loan: No      |
| SIGNIA AEROSPACE LLC                 | Signia Aerospace LLC                                                             | CUSIP: 82670NAG1<br>LEI: 254900S9ONE06XB1T251 | Long             | LON              | CORP              | US        |      32835 | PA      | $32997.08     | 0.02%             | 2031-12-11      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| SIGNIA AEROSPACE LLC                 | Signia Aerospace LLC                                                             | CUSIP: 82670NAG1<br>LEI: 254900S9ONE06XB1T251 | Long             | LON              | CORP              | US        |       1164 | PA      | $1169.52      | 0.00%             | 2031-12-11      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                  | United Kingdom Gilt                                                              | CUSIP: ZF1280766<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     235000 | PA      | $316830.44    | 0.17%             | 2027-03-07      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| NEW ZEALAND GOVERNMENT               | New Zealand Government Bond                                                      | CUSIP: ZB1410586<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |     265000 | PA      | $153522.69    | 0.08%             | 2035-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SIGNIA AEROSPACE LLC                 | Signia Aerospace LLC                                                             | CUSIP: 82670NAG1<br>LEI: 254900S9ONE06XB1T251 | Long             | LON              | CORP              | US        |        831 | PA      | $835.39       | 0.00%             | 2031-12-11      | Floating      | 6.44%                 | No            |                  2 | On Loan: No      |
| SIGNIA AEROSPACE LLC                 | Signia Aerospace LLC                                                             | CUSIP: 82670NAH9<br>LEI: 254900S9ONE06XB1T251 | Long             | LON              | CORP              | US        |       3000 | PA      | $3014.79      | 0.00%             | 2031-12-11      | Floating      | 7.06%                 | No            |                  2 | On Loan: No      |
| NEW ZEALAND GOVERNMENT               | New Zealand Government Bond                                                      | CUSIP: YV1744767<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |     118000 | PA      | $66417.89     | 0.04%             | 2036-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                  | United Kingdom Gilt                                                              | CUSIP: ZB6713786<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |      90000 | PA      | $122419.02    | 0.07%             | 2029-07-22      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                        | TransDigm Inc                                                                    | CUSIP: 89364MCE2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |     135000 | PA      | $135714.83    | 0.07%             | 2032-08-19      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                        | TransDigm Inc                                                                    | CUSIP: 89364MCF9<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |      29625 | PA      | $29744.09     | 0.02%             | 2030-03-22      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| QUEENSLAND TREASURY CORP             | Queensland Treasury Corp                                                         | CUSIP: YQ2557201<br>LEI: 98INKCEEHOU5YJS0HQ88 | Long             | DBT              | NUSS              | AU        |     100000 | PA      | $116044.80    | 0.06%             | 2035-05-21      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ALBEMARLE CORP                       | Albemarle Corp                                                                   | CUSIP: 012653AD3<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | DBT              | CORP              | US        |      82000 | PA      | $82448.54     | 0.04%             | 2027-06-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| CPPIB CAPITAL INC                    | CPPIB Capital Inc                                                                | CUSIP: 12593CAR2<br>LEI: 549300KW9NB55HTDK075 | Long             | DBT              | CORP              | CA        |     100000 | PA      | $68657.61     | 0.04%             | 2031-12-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| PYE-BARKER FIRE & SAFETY             | Pye-Barker Fire & Safety LLC                                                     | CUSIP: 69380SAB9<br>LEI: 254900K8RDMGUBC44870 | Long             | LON              | CORP              | US        |      17400 | PA      | $17528.67     | 0.01%             | 2032-12-16      | Floating      | 6.21%                 | No            |                  2 | On Loan: No      |
| PYE-BARKER FIRE & SAFETY             | Pye-Barker Fire & Safety LLC                                                     | CUSIP: 69380SAC7<br>LEI: 254900K8RDMGUBC44870 | Long             | LON              | CORP              | US        |       2600 | PA      | $2619.23      | 0.00%             | 2032-12-16      | Floating      | 6.26%                 | No            |                  2 | On Loan: No      |
| NEW ZEALAND GOVERNMENT               | New Zealand Government Bond                                                      | CUSIP: QJ1094474<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |     615000 | PA      | $338896.42    | 0.18%             | 2033-04-14      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS             | Univision Communications Inc                                                     | CUSIP: 914908BG2<br>LEI: 549300YQDE2JSGTL8V47 | Long             | LON              | CORP              | US        |      70000 | PA      | $69945.40     | 0.04%             | 2029-01-31      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| SAVOR ACQUISITION INC                | Savor Acquisition Inc                                                            | CUSIP: 80536AAB8<br>LEI: 25490051R6ZOBEBPQ519 | Long             | LON              | CORP              | US        |      32744 | PA      | $32921.48     | 0.02%             | 2032-02-19      | Floating      | 6.84%                 | No            |                  2 | On Loan: No      |
| SAVOR ACQUISITION INC                | Savor Acquisition Inc                                                            | CUSIP: 80536AAB8<br>LEI: 25490051R6ZOBEBPQ519 | Long             | LON              | CORP              | US        |       3716 | PA      | $3736.30      | 0.00%             | 2032-02-19      | Floating      | 6.72%                 | 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        |    3887450 | PA      | $36225.98     | 0.02%             | 2050-11-15      | Variable      | 0.84%                 | 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        |    3954323 | PA      | $46504.81     | 0.03%             | 2051-08-15      | Variable      | 0.55%                 | No            |                  2 | On Loan: No      |
| SAVOR ACQUISITION INC                | Savor Acquisition Inc                                                            | CUSIP: 80536AAC6<br>LEI: 25490051R6ZOBEBPQ519 | Long             | LON              | CORP              | US        |       3448 | PA      | $3466.94      | 0.00%             | 2032-02-19      | Floating      | 7.56%                 | No            |                  2 | On Loan: No      |
| NEXSTAR MEDIA INC                    | Nexstar Media Inc                                                                | CUSIP: 65336RBB3<br>LEI: 5493006PK6I4I2OOT688 | Long             | LON              | CORP              | US        |        112 | PA      | $113.16       | 0.00%             | 2032-06-28      | Floating      | 6.22%                 | 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        |     347450 | PA      | $376.88       | 0.00%             | 2049-01-15      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| CRH AMERICA FINANCE INC              | CRH America Finance Inc                                                          | CUSIP: 12636YAH5<br>LEI: 549300WEVUODRJ4CWK56 | Long             | DBT              | CORP              | US        |      37000 | PA      | $36930.37     | 0.02%             | 2031-02-09      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| NEXSTAR MEDIA INC                    | Nexstar Media Inc                                                                | CUSIP: 65336RBB3<br>LEI: 5493006PK6I4I2OOT688 | Long             | LON              | CORP              | US        |      44775 | PA      | $45038.28     | 0.02%             | 2032-06-28      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AM              | United Rentals North America Inc                                                 | CUSIP: 91136EAN5<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | LON              | CORP              | US        |      58650 | PA      | $59009.18     | 0.03%             | 2031-02-14      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| CSX CORP                             | CSX Corp                                                                         | CUSIP: 126408HF3<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |      77000 | PA      | $60363.07     | 0.03%             | 2046-11-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| CPT MORTGAGE TRUST                   | Century Plaza Towers 2019-CPT                                                    | CUSIP: 12654YAL3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     130000 | PA      | $108545.66    | 0.06%             | 2039-11-13      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust         | CSMC Series 2019-NQM1                                                            | CUSIP: 12655VAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       3627 | PA      | $3612.31      | 0.00%             | 2059-10-25      | Variable      | 3.66%                 | No            |                  2 | On Loan: No      |
| CAMPBELLS COMPANY/THE                | Campbell's Company/The                                                           | CUSIP: 134429BP3<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |      36000 | PA      | $36685.58     | 0.02%             | 2034-03-21      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK               | Canadian Imperial Bank of Commerce                                               | CUSIP: 13607P7Y4<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |     200000 | PA      | $207497.60    | 0.11%             | 2085-10-28      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO             | Capital One Financial Corp                                                       | CUSIP: 14040HCH6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |      50000 | PA      | $49060.55     | 0.03%             | 2027-11-02      | Variable      | 1.88%                 | No            |                  2 | On Loan: No      |
| CAPITAL POWER US HOLDING             | Capital Power US Holdings Inc                                                    | CUSIP: 14041TAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      61000 | PA      | $62143.75     | 0.03%             | 2028-06-01      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| CAPSTONE COPPER CORP                 | Capstone Copper Corp                                                             | CUSIP: 14071LAA6<br>LEI: 549300III6KGKKC42W63 | Long             | DBT              | CORP              | CA        |      45000 | PA      | $46518.75     | 0.03%             | 2033-03-31      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CARDINAL HEALTH INC                  | Cardinal Health Inc                                                              | CUSIP: 14149YAW8<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |      35000 | PA      | $30627.70     | 0.02%             | 2043-03-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| CARDINAL HEALTH INC                  | Cardinal Health Inc                                                              | CUSIP: 14149YBB3<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |       5000 | PA      | $4287.29      | 0.00%             | 2044-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CARLISLE COS INC                     | Carlisle Cos Inc                                                                 | CUSIP: 142339AM2<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | DBT              | CORP              | US        |      14000 | PA      | $14172.10     | 0.01%             | 2040-09-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                        | Carnival Corp                                                                    | CUSIP: 143658BX9<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |      13000 | PA      | $13422.50     | 0.01%             | 2033-02-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                        | Carnival Corp                                                                    | CUSIP: 143658CA8<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |      15000 | PA      | $15393.75     | 0.01%             | 2032-08-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                        | Carnival Corp                                                                    | CUSIP: 143658CB6<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |      12000 | PA      | $12120.00     | 0.01%             | 2029-05-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CORNERSTONE BUILDING                 | Cornerstone Building Brands Inc                                                  | CUSIP: 21925DAB5<br>LEI: 549300IW41QEWQ6T0H29 | Long             | DBT              | CORP              | US        |      15000 | PA      | $11100.00     | 0.01%             | 2029-08-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| DB Master Finance LLC                | DB Master Finance LLC                                                            | CUSIP: 233046AW1<br>LEI: 549300F17UZJL70BPB08 | Long             | ABS-O            | CORP              | US        |      75000 | PA      | $75517.33     | 0.04%             | 2055-08-20      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| DBC 2025-DBC Mortgage Trust          | DBC 2025-DBC Mortgage Trust                                                      | CUSIP: 23306HAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     250000 | PA      | $250156.25    | 0.13%             | 2042-11-15      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| DARLING INGREDIENTS INC              | Darling Ingredients Inc                                                          | CUSIP: 237266AJ0<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | DBT              | CORP              | US        |     205000 | PA      | $208075.00    | 0.11%             | 2030-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DataBank Issuer LLC                  | DataBank Issuer                                                                  | CUSIP: 23802WAL5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     355000 | PA      | $353134.55    | 0.19%             | 2053-02-25      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| EQT CORP                             | EQT Corp                                                                         | CUSIP: 26884LAN9<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |     350000 | PA      | $328960.10    | 0.18%             | 2031-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| EQT CORP                             | EQT Corp                                                                         | CUSIP: 26884LAR0<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |      55000 | PA      | $57326.23     | 0.03%             | 2034-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| EMRLD BOR / EMRLD CO-ISS             | EMRLD Borrower LP / Emerald Co-Issuer Inc                                        | CUSIP: 29103CAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      30000 | PA      | $31237.50     | 0.02%             | 2030-12-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Empower CLO Ltd.                     | Empower CLO 2024-2 Ltd                                                           | CUSIP: 29244PAG4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     500000 | PA      | $501048.00    | 0.27%             | 2037-07-15      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                         | Enbridge Inc                                                                     | CUSIP: 29250NBT1<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     165000 | PA      | $187553.85    | 0.10%             | 2084-01-15      | Variable      | 8.50%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                         | Enbridge Inc                                                                     | CUSIP: 29250NCF0<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     140000 | PA      | $148750.00    | 0.08%             | 2054-06-27      | Variable      | 7.20%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                         | Enbridge Inc                                                                     | CUSIP: 29250NCH6<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |      69000 | PA      | $69726.57     | 0.04%             | 2028-06-20      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER             | Enterprise Products Operating LLC                                                | CUSIP: 29379VCJ0<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     100000 | PA      | $100893.50    | 0.05%             | 2028-06-20      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                          | Equinix Inc                                                                      | CUSIP: 29444UBM7<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |      58000 | PA      | $36334.68     | 0.02%             | 2051-09-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| ESSENTIAL PROPERTIES LP              | Essential Properties LP                                                          | CUSIP: 29670VAB5<br>LEI: 254900XX9FNFCDE1NX02 | Long             | DBT              | CORP              | US        |      20000 | PA      | $20019.78     | 0.01%             | 2035-12-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| EUSHI FINANCE INC                    | EUSHI Finance Inc                                                                | CUSIP: 29882DAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      80000 | PA      | $84498.96     | 0.05%             | 2054-12-15      | Variable      | 7.62%                 | No            |                  2 | On Loan: No      |
| EUSHI FINANCE INC                    | EUSHI Finance Inc                                                                | CUSIP: 29882DAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     150000 | PA      | $149981.10    | 0.08%             | 2056-04-01      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                    | Eversource Energy                                                                | CUSIP: 30040WAQ1<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |      61000 | PA      | $60109.64     | 0.03%             | 2027-03-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                          | Exelon Corp                                                                      | CUSIP: 30161NBQ3<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |     210000 | PA      | $218137.50    | 0.12%             | 2055-03-15      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                          | Exelon Corp                                                                      | CUSIP: 30161NBT7<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |     130000 | PA      | $129964.12    | 0.07%             | 2029-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| COSAN OVERSEAS LTD                   | Cosan Overseas Ltd                                                               | CUSIP: EI4473803<br>LEI: 222100V5GTJGKUH55655 | Long             | DBT              | CORP              | KY        |     200000 | PA      | $200500.00    | 0.11%             | 2026-02-05      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| ALLERGAN FUNDING SCS                 | Allergan Funding SCS                                                             | CUSIP: 018489AG9<br>LEI: 222100FLFVOSKCBCAR54 | Long             | DBT              | CORP              | LU        |     100000 | PA      | $114162.32    | 0.06%             | 2028-11-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| CANADIAN GOVERNMENT                  | Canadian Government Bond                                                         | CUSIP: 135087R89<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |      85000 | PA      | $63349.17     | 0.03%             | 2029-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AIRSERVICES AUSTRALIA                | Airservices Australia                                                            | CUSIP: BJ4434624<br>LEI: 984500E3D9SF5M749X15 | Long             | DBT              | CORP              | AU        |     210000 | PA      | $125211.55    | 0.07%             | 2030-05-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC                       | Czech Republic Government Bond                                                   | CUSIP: ZI2447426<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |    2220000 | PA      | $109167.67    | 0.06%             | 2032-11-11      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CANADIAN GOVERNMENT                  | Canadian Government Bond                                                         | CUSIP: 135087L44<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |      70000 | PA      | $45192.60     | 0.02%             | 2030-12-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| EUROPEAN BK RECON & DEV              | European Bank for Reconstruction & Development                                   | CUSIP: BR9632133<br>LEI: 549300HTGDOVDU6OGK19 | Long             | DBT              | CORP              | GB        |   11300000 | PA      | $124537.19    | 0.07%             | 2027-10-26      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| CANADIAN GOVERNMENT                  | Canadian Government Bond                                                         | CUSIP: 135087S88<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     170000 | PA      | $124280.65    | 0.07%             | 2027-05-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC                       | Czech Republic Government Bond                                                   | CUSIP: BU6855664<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |    8240000 | PA      | $369364.73    | 0.20%             | 2035-05-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AIRSERVICES AUSTRALIA                | Airservices Australia                                                            | CUSIP: ZN2068650<br>LEI: 984500E3D9SF5M749X15 | Long             | DBT              | CORP              | AU        |     200000 | PA      | $135894.18    | 0.07%             | 2028-11-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC                       | Czech Republic Government Bond                                                   | CUSIP: YP7773367<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |    3280000 | PA      | $156187.06    | 0.08%             | 2034-10-24      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CSN RESOURCES SA                     | CSN Resources SA                                                                 | CUSIP: BU2177212<br>LEI: 222100ZEX458NMOXZP08 | Long             | DBT              | CORP              | LU        |     200000 | PA      | $157000.00    | 0.08%             | 2032-04-08      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                     | CSC Holdings LLC                                                                 | CUSIP: 64072UAK8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | LON              | CORP              | US        |      13016 | PA      | $11407.78     | 0.01%             | 2027-04-15      | Floating      | 8.25%                 | No            |                  2 | On Loan: No      |
| CAMELOT US ACQUISITION LLC           | Camelot US Acquisition LLC                                                       | CUSIP: N/A<br>LEI: 549300U6VBJHQP2SFL81       | Long             | LON              | CORP              | US        |      23940 | PA      | $23667.48     | 0.01%             | 2031-01-31      | Floating      | 6.47%                 | No            |                  2 | On Loan: No      |
| COTIVITI INC                         | Cotiviti Inc                                                                     | CUSIP: 22164MAB3<br>LEI: 254900YAQHVRTG4IFI64 | Long             | LON              | CORP              | US        |      33881 | PA      | $32638.69     | 0.02%             | 2031-05-01      | Floating      | 6.62%                 | No            |                  2 | On Loan: No      |
| EMRLD BORROWER LP                    | Emrld Borrower LP                                                                | CUSIP: 26872NAD1<br>LEI: 5493000GJYE7GAQCUC61 | Long             | LON              | CORP              | US        |      14850 | PA      | $14898.02     | 0.01%             | 2031-08-04      | Floating      | 6.12%                 | No            |                  2 | On Loan: No      |
| ALERA GROUP INC                      | Alera Group Inc                                                                  | CUSIP: 01451PAB2<br>LEI: 2549003D76KZAKICNX26 | Long             | LON              | CORP              | US        |      45000 | PA      | $45267.53     | 0.02%             | 2032-05-28      | Floating      | 6.97%                 | No            |                  2 | On Loan: No      |
| CROWN FINANCE US INC                 | Crown Finance US Inc                                                             | CUSIP: 22834KAV3<br>LEI: 254900ABTWPQTCKKR839 | Long             | LON              | CORP              | US        |      54800 | PA      | $54149.50     | 0.03%             | 2031-12-02      | Floating      | 8.34%                 | No            |                  2 | On Loan: No      |
| Allied Universal Holdco LLC          | Allied Universal Holdco LLC, Senior Secured First Lien Term Loan                 | CUSIP: 01957TAX5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      40000 | PA      | $40256.20     | 0.02%             | 2032-08-20      | Floating      | 6.97%                 | No            |                  2 | On Loan: No      |
| CPI HOLDCO B LLC                     | CPI Holdco B LLC                                                                 | CUSIP: 1261MAAE0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      29950 | PA      | $30047.41     | 0.02%             | 2031-05-19      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| CAP SA                               | CAP SA                                                                           | CUSIP: BP2326778<br>LEI: 54930079GPG23NTBB003 | Long             | DBT              | CORP              | CL        |     200000 | PA      | $163750.00    | 0.09%             | 2031-04-27      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| EMPRESA ELECTRICA COCHRA             | Empresa Electrica Cochrane SpA                                                   | CUSIP: ZQ3807125<br>LEI: 5493000S11JF8TJHYT07 | Long             | DBT              | CORP              | CL        |      46400 | PA      | $46052.00     | 0.02%             | 2027-05-14      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP               | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPBT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      15000 | PA      | $14943.75     | 0.01%             | 2027-05-01      | Fixed         | 5.12%                 | 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        |      25000 | PA      | $23812.50     | 0.01%             | 2030-03-01      | Fixed         | 4.75%                 | 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        |       5000 | PA      | $4237.50      | 0.00%             | 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        |      15000 | PA      | $13650.00     | 0.01%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CCL INDUSTRIES INC                   | CCL Industries Inc                                                               | CUSIP: 124900AD3<br>LEI: 549300TD3EMSRRC0YH75 | Long             | DBT              | CORP              | CA        |      37000 | PA      | $34896.96     | 0.02%             | 2030-06-01      | Fixed         | 3.05%                 | 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        |    1293071 | PA      | $11106.96     | 0.01%             | 2050-05-10      | Variable      | 1.21%                 | 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        |     234720 | PA      | $368.23       | 0.00%             | 2058-05-10      | Variable      | 1.44%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE             | Caterpillar Financial Services Corp                                              | CUSIP: 14913UAY6<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |      56000 | PA      | $56566.89     | 0.03%             | 2028-03-03      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| CBAM CLO Management LLC              | CBAM 2017-1 Ltd                                                                  | CUSIP: 14987LAJ0<br>LEI: 254900JWJFDB3KD6V066 | Long             | ABS-CBDO         | CORP              | KY        |     250000 | PA      | $250279.60    | 0.14%             | 2038-01-20      | Floating      | 5.98%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                         | Centene Corp                                                                     | CUSIP: 15135BAT8<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |      45000 | PA      | $43624.13     | 0.02%             | 2029-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                         | Centene Corp                                                                     | CUSIP: 15135BAV3<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |     195000 | PA      | $179503.35    | 0.10%             | 2030-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                         | Centene Corp                                                                     | CUSIP: 15135BAW1<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |     210000 | PA      | $185945.34    | 0.10%             | 2030-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                         | Centene Corp                                                                     | CUSIP: 15135BAX9<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |     155000 | PA      | $133317.36    | 0.07%             | 2031-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CENOVUS ENERGY INC                   | Cenovus Energy Inc                                                               | CUSIP: 15135UAF6<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |     434000 | PA      | $477516.31    | 0.26%             | 2039-11-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CENOVUS ENERGY INC                   | Cenovus Energy Inc                                                               | CUSIP: 15135UAR0<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |     107000 | PA      | $98009.65     | 0.05%             | 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      | $72972.21     | 0.04%             | 2028-02-07      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY INC               | CenterPoint Energy Inc                                                           | CUSIP: 15189TBD8<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |     170000 | PA      | $186848.70    | 0.10%             | 2026-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY INC               | CenterPoint Energy Inc                                                           | CUSIP: 15189TBQ9<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |     130000 | PA      | $131782.30    | 0.07%             | 2028-08-01      | Fixed         | 3.00%                 | 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      | $498770.00    | 0.27%             | 2035-01-25      | Floating      | 7.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                           | Fannie Mae REMICS                                                                | CUSIP: 3136A2F99<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     257051 | PA      | $32611.55     | 0.02%             | 2041-12-25      | Floating      | 2.51%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                           | Fannie Mae REMICS                                                                | CUSIP: 3136A4GY9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     256016 | PA      | $28040.13     | 0.02%             | 2042-03-25      | Floating      | 2.46%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                           | Fannie Mae REMICS                                                                | CUSIP: 3136A6M68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     124425 | PA      | $13692.10     | 0.01%             | 2042-07-25      | Floating      | 2.01%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                           | Fannie Mae REMICS                                                                | CUSIP: 3136AJN51<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     563908 | PA      | $56478.66     | 0.03%             | 2044-05-25      | Floating      | 2.06%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                           | Fannie Mae REMICS                                                                | CUSIP: 3136AW4E4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     123425 | PA      | $24395.96     | 0.01%             | 2047-07-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                           | Fannie Mae Pool                                                                  | CUSIP: 3140QVRE6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     164982 | PA      | $169294.65    | 0.09%             | 2054-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                           | Fannie Mae Pool                                                                  | CUSIP: 3140QVWD2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     189797 | PA      | $191527.77    | 0.10%             | 2054-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                           | Fannie Mae Pool                                                                  | CUSIP: 3140QVXA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     292752 | PA      | $301959.26    | 0.16%             | 2054-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                           | Fannie Mae Pool                                                                  | CUSIP: 3140QVY81<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     186257 | PA      | $189437.77    | 0.10%             | 2055-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                           | Fannie Mae Pool                                                                  | CUSIP: 3140XPS42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2664902 | PA      | $2794855.05   | 1.51%             | 2054-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                           | Fannie Mae Pool                                                                  | CUSIP: 31418ES50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       3412 | PA      | $3473.78      | 0.00%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                  | NCL Corp Ltd                                                                     | CUSIP: 62886HBR1<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |     160000 | PA      | $163600.00    | 0.09%             | 2032-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                  | NCL Corp Ltd                                                                     | CUSIP: 62886HBY6<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |      10000 | PA      | $9950.00      | 0.01%             | 2031-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                  | NCL Corp Ltd                                                                     | CUSIP: 62886HBZ3<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |      10000 | PA      | $9987.50      | 0.01%             | 2033-09-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                     | Connecticut Avenue Securities Trust 2023-R03                                     | CUSIP: 20753AAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      65000 | PA      | $68388.91     | 0.04%             | 2043-04-25      | Floating      | 7.77%                 | No            |                  2 | On Loan: No      |
| NABORS INDUSTRIES INC                | Nabors Industries Inc                                                            | CUSIP: 62957HAP0<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |      10000 | PA      | $10475.00     | 0.01%             | 2030-01-31      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| NABORS INDUSTRIES INC                | Nabors Industries Inc                                                            | CUSIP: 62957HAR6<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |      10000 | PA      | $9787.50      | 0.01%             | 2032-11-15      | Fixed         | 7.62%                 | 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        |      40896 | PA      | $41420.76     | 0.02%             | 2042-09-25      | Floating      | 6.37%                 | 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        |     210000 | PA      | $214560.99    | 0.12%             | 2042-04-25      | Floating      | 6.87%                 | No            |                  2 | On Loan: No      |
| NATIONAL FUEL GAS CO                 | National Fuel Gas Co                                                             | CUSIP: 636180BU4<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |      15000 | PA      | $15668.34     | 0.01%             | 2035-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP             | National Rural Utilities Cooperative Finance Corp                                | CUSIP: 63743HFT4<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |      88000 | PA      | $88362.65     | 0.05%             | 2027-09-16      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                     | Connecticut Avenue Securities Trust 2023-R06                                     | CUSIP: 20754EAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      85000 | PA      | $87339.44     | 0.05%             | 2043-07-25      | Floating      | 6.57%                 | 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      | $311179.20    | 0.17%             | 2042-07-25      | Floating      | 7.47%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                     | Connecticut Avenue Securities Trust 2023-R01                                     | CUSIP: 207932AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      34760 | PA      | $35444.26     | 0.02%             | 2042-12-25      | Floating      | 6.27%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                         | UBS Group AG                                                                     | CUSIP: 225401BJ6<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     200000 | PA      | $205750.00    | 0.11%             | 2034-08-10      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC             | Builders FirstSource Inc                                                         | CUSIP: 12008RAS6<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |      35000 | PA      | $36137.50     | 0.02%             | 2034-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC             | Builders FirstSource Inc                                                         | CUSIP: 12008RAT4<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |      15000 | PA      | $15675.00     | 0.01%             | 2035-05-15      | Fixed         | 6.75%                 | 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        |     938166 | PA      | $35485.11     | 0.02%             | 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        |    1871075 | PA      | $62073.85     | 0.03%             | 2030-11-25      | Variable      | 0.84%                 | No            |                  2 | On Loan: No      |
| Natixis Commercial Mortgage Se       | Natixis Commercial Mortgage Securities Trust 2019-10K                            | CUSIP: 63874UAL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     100000 | PA      | $93125.62     | 0.05%             | 2039-05-15      | Variable      | 4.13%                 | 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        |      35647 | PA      | $33795.85     | 0.02%             | 2069-01-15      | Fixed         | 1.31%                 | No            |                  2 | On Loan: No      |
| BUNDESREPUB. DEUTSCHLAND             | Bundesrepublik Deutschland Bundesanleihe                                         | CUSIP: BJ3055610<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |      55000 | PA      | $49584.16     | 0.03%             | 2035-05-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Flagstar Mortgage Trust              | Flagstar Mortgage Trust 2018-6RR                                                 | CUSIP: 33851FBP1<br>LEI: 549300H3PON1KOB2RF56 | Long             | ABS-MBS          | CORP              | US        |     392276 | PA      | $382688.43    | 0.21%             | 2048-10-25      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| FLASH COMPUTE LLC                    | Flash Compute LLC                                                                | CUSIP: 33853QAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      15000 | PA      | $14812.50     | 0.01%             | 2030-12-31      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| GATX CORP                            | GATX Corp                                                                        | CUSIP: 361448AU7<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |      15000 | PA      | $14147.57     | 0.01%             | 2044-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| GARDA WORLD SECURITY                 | Garda World Security Corp                                                        | CUSIP: 36485MAN9<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |      45000 | PA      | $45562.50     | 0.02%             | 2032-08-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| GARDA WORLD SECURITY                 | Garda World Security Corp                                                        | CUSIP: 36485MAQ2<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |      15000 | PA      | $15300.00     | 0.01%             | 2031-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GARTNER INC                          | Gartner Inc                                                                      | CUSIP: 366651AE7<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |      90000 | PA      | $85440.51     | 0.05%             | 2030-10-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust           | Navient Private Education Refi Loan Trust 2020-B                                 | CUSIP: 63941GAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      61504 | PA      | $59004.50     | 0.03%             | 2069-01-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust           | Navient Private Education Refi Loan Trust 2019-G                                 | CUSIP: 63941JAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      26217 | PA      | $25470.61     | 0.01%             | 2068-10-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust           | Navient Private Education Refi Loan Trust 2021-A                                 | CUSIP: 63942BAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      34368 | PA      | $31690.31     | 0.02%             | 2069-05-15      | Fixed         | 0.84%                 | 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        |     298968 | PA      | $265218.43    | 0.14%             | 2070-02-18      | Fixed         | 1.11%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust           | Navient Private Education Refi Loan Trust 2021-B                                 | CUSIP: 63942LAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      30907 | PA      | $28285.85     | 0.02%             | 2069-07-15      | Fixed         | 0.94%                 | No            |                  2 | On Loan: No      |
| Navigator Aviation Ltd               | Navigator 2024-1 Aviation Ltd                                                    | CUSIP: 63943DAA7<br>LEI: 984500UF8C3O89B30652 | Long             | ABS-O            | CORP              | KY        |     226190 | PA      | $225604.60    | 0.12%             | 2049-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Neighborly Issuer LLC                | Neighborly Issuer LLC                                                            | CUSIP: 64016NAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     238750 | PA      | $228418.62    | 0.12%             | 2051-04-30      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| NEPTUNE BIDCO US INC                 | Neptune Bidco US Inc                                                             | CUSIP: 640695AC6<br>LEI: 549300VG15T3VCYZ4531 | Long             | DBT              | CORP              | US        |      10000 | PA      | $10200.00     | 0.01%             | 2031-05-15      | Fixed         | 10.38%                | No            |                  2 | On Loan: No      |
| NETAPP INC                           | NetApp Inc                                                                       | CUSIP: 64110DAM6<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | DBT              | CORP              | US        |      16000 | PA      | $16637.50     | 0.01%             | 2032-03-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NETFLIX INC                          | Netflix Inc                                                                      | CUSIP: 64110LBA3<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |      47000 | PA      | $45503.61     | 0.02%             | 2054-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| GOAT HOLDCO LLC                      | Goat Holdco LLC                                                                  | CUSIP: 38021MAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      20000 | PA      | $20500.00     | 0.01%             | 2032-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| KKR Financial CLO Ltd                | KKR Clo 33 Ltd                                                                   | CUSIP: 48254QAH7<br>LEI: 2549006GI7K365G4ZT50 | Long             | ABS-CBDO         | CORP              | KY        |     250000 | PA      | $249898.73    | 0.13%             | 2034-07-20      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART              | Kinder Morgan Energy Partners LP                                                 | CUSIP: 494550AW6<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |      16000 | PA      | $18039.02     | 0.01%             | 2038-01-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                    | Kinder Morgan Inc                                                                | CUSIP: 49456BAU5<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |      55000 | PA      | $53912.93     | 0.03%             | 2026-11-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| KODIAK GAS SERVICES LLC              | Kodiak Gas Services LLC                                                          | CUSIP: 50012LAC8<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |      30000 | PA      | $31012.50     | 0.02%             | 2029-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| LCM Ltd Partnership                  | LCM XXIV Ltd                                                                     | CUSIP: 50188YAJ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       7034 | PA      | $7035.97      | 0.00%             | 2030-03-20      | Floating      | 6.05%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd             | Neuberger Berman Loan Advisers Clo 44 Ltd                                        | CUSIP: 64133VAQ0<br>LEI: 549300HMTDFWN3B2DI35 | Long             | ABS-CBDO         | CORP              | KY        |     500000 | PA      | $497853.33    | 0.27%             | 2035-10-16      | Floating      | 6.54%                 | No            |                  2 | On Loan: No      |
| NBN CO LTD                           | NBN Co Ltd                                                                       | CUSIP: YV2538887<br>LEI: 2549007CRZ2NT7S96A24 | Long             | DBT              | CORP              | AU        |     480000 | PA      | $318522.22    | 0.17%             | 2031-08-28      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NEW S WALES TREASURY CRP             | New South Wales Treasury Corp                                                    | CUSIP: ZD5099407<br>LEI: TC7LRO17HPNPLTAV0H77 | Long             | DBT              | NUSS              | AU        |     365000 | PA      | $228215.73    | 0.12%             | 2037-02-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NEW S WALES TREASURY CRP             | New South Wales Treasury Corp                                                    | CUSIP: ZF3604757<br>LEI: TC7LRO17HPNPLTAV0H77 | Long             | DBT              | NUSS              | AU        |     420000 | PA      | $269488.27    | 0.15%             | 2035-09-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| VITAL ENERGY INC                     | Vital Energy Inc                                                                 | CUSIP: 516806AK2<br>LEI: 549300X0PTWU2QSLSL14 | Long             | DBT              | CORP              | US        |       5000 | PA      | $4912.50      | 0.00%             | 2032-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| FLAGSTAR BANK NA                     | Flagstar Bank NA                                                                 | CUSIP: 649445AC7<br>LEI: SS1TRMSN6BRNMOREEV51 | Long             | DBT              | CORP              | US        |      60000 | PA      | $57417.66     | 0.03%             | 2028-11-06      | Variable      | 6.93%                 | No            |                  2 | On Loan: No      |
| NEW S WALES TREASURY CRP             | New South Wales Treasury Corp                                                    | CUSIP: YQ1054523<br>LEI: TC7LRO17HPNPLTAV0H77 | Long             | DBT              | NUSS              | AU        |     145000 | PA      | $93979.15     | 0.05%             | 2038-02-24      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NEW S WALES TREASURY CRP             | New South Wales Treasury Corp                                                    | CUSIP: ZK3909205<br>LEI: TC7LRO17HPNPLTAV0H77 | Long             | DBT              | NUSS              | AU        |     355000 | PA      | $216118.68    | 0.12%             | 2036-02-20      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| TXNM ENERGY INC                      | TXNM Energy Inc                                                                  | CUSIP: 69349HAF4<br>LEI: 5493003JOBJGLZSDDQ28 | Long             | DBT              | CORP              | US        |     105000 | PA      | $140494.20    | 0.08%             | 2054-06-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management          | RCKT Mortgage Trust 2021-1                                                       | CUSIP: 749350BL7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     431063 | PA      | $366661.78    | 0.20%             | 2051-03-25      | Variable      | 2.71%                 | No            |                  2 | On Loan: No      |
| SURA ASSET MANAGEMENT                | SURA Asset Management SA                                                         | CUSIP: 78486LAB8<br>LEI: 549300013ETMS1C0EA22 | Long             | DBT              | CORP              | CO        |     200000 | PA      | $213250.00    | 0.12%             | 2032-05-13      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| SUZANO NETHERLANDS BV                | Suzano Netherlands BV                                                            | CUSIP: 86960YAA0<br>LEI: 9845009ZB9F5D6DB3602 | Long             | DBT              | CORP              | NL        |      21000 | PA      | $20818.62     | 0.01%             | 2036-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Switch ABS Issuer, LLC               | Switch ABS Issuer LLC                                                            | CUSIP: 871044AY9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     250000 | PA      | $250182.90    | 0.13%             | 2055-10-25      | Fixed         | 6.24%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                         | Synopsys Inc                                                                     | CUSIP: 871607AB3<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |      34000 | PA      | $34437.92     | 0.02%             | 2028-04-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| NBN CO LTD                           | NBN Co Ltd                                                                       | CUSIP: YR8699443<br>LEI: 2549007CRZ2NT7S96A24 | Long             | DBT              | CORP              | AU        |     190000 | PA      | $125688.64    | 0.07%             | 2035-03-06      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| CDP FINANCIAL INC                    | CDP Financial Inc                                                                | CUSIP: ZG3913420<br>LEI: 549300OXMGVYFCBFV096 | Long             | DBT              | NUSS              | CA        |     100000 | PA      | $76012.53     | 0.04%             | 2030-12-02      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| N/A                                  | US 5YR NOTE (CBT) Mar26                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        309 | NC      | $-33648.95    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| CENGAGE LEARNING INC                 | Cengage Learning Inc                                                             | CUSIP: 15131YAQ8<br>LEI: 549300BYGM0FWUSVXJ88 | Long             | LON              | CORP              | US        |       9142 | PA      | $9189.93      | 0.00%             | 2031-03-24      | Floating      | 7.23%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                     | T-Mobile USA Inc                                                                 | CUSIP: 87264ACQ6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      70000 | PA      | $62822.55     | 0.03%             | 2032-03-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                     | T-Mobile USA Inc                                                                 | CUSIP: 87264ADG7<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      37000 | PA      | $35068.38     | 0.02%             | 2055-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                     | T-Mobile USA Inc                                                                 | CUSIP: 87264ADN2<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      24000 | PA      | $21960.31     | 0.01%             | 2055-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                     | T-Mobile USA Inc                                                                 | CUSIP: 87264ADU6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      19000 | PA      | $19062.40     | 0.01%             | 2055-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| TPG Real Estate Finance              | TRTX 2022-FL5 Issuer Ltd                                                         | CUSIP: 87277JAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     100000 | PA      | $100109.68    | 0.05%             | 2039-02-15      | Floating      | 5.89%                 | No            |                  2 | On Loan: No      |
| Taco Bell Funding, LLC               | Taco Bell Funding LLC                                                            | CUSIP: 87342RAL8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     145000 | PA      | $144731.41    | 0.08%             | 2055-08-25      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| CENGAGE LEARNING INC                 | Cengage Learning Inc                                                             | CUSIP: 15131YAQ8<br>LEI: 549300BYGM0FWUSVXJ88 | Long             | LON              | CORP              | US        |      15547 | PA      | $15629.10     | 0.01%             | 2031-03-24      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| N/A                                  | NOK/USD FWD 20260122                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $32.71        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TALEN ENERGY SUPPLY LLC              | Talen Energy Supply LLC                                                          | CUSIP: 87422VAM0<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |      15000 | PA      | $15300.00     | 0.01%             | 2034-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| TALLGRASS NRG PRTNR/FIN              | Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp                     | CUSIP: 87470LAL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      15000 | PA      | $15412.50     | 0.01%             | 2029-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| N/A                                  | NOK/USD FWD 20260318                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $-419.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | NOK/USD FWD 20260318                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $163.57       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TALLGRASS NRG PRTNR/FIN              | Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp                     | CUSIP: 87470LAM3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      10000 | PA      | $9962.50      | 0.01%             | 2034-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| TAYLOR MORRISON COMM                 | Taylor Morrison Communities Inc                                                  | CUSIP: 87724RAK8<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |      20000 | PA      | $20525.00     | 0.01%             | 2032-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| TENNECO INC                          | Tenneco Inc                                                                      | CUSIP: 880349AU9<br>LEI: 549300U0EXXFAQFAD785 | Long             | DBT              | CORP              | US        |      30000 | PA      | $30075.00     | 0.02%             | 2028-11-17      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICALS NE              | Teva Pharmaceutical Finance Netherlands III BV                                   | CUSIP: 88167AAF8<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |      51000 | PA      | $38505.00     | 0.02%             | 2046-10-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| TOLL BROS FINANCE CORP               | Toll Brothers Finance Corp                                                       | CUSIP: 88947EAT7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      51000 | PA      | $51127.50     | 0.03%             | 2028-02-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                | Toronto-Dominion Bank/The                                                        | CUSIP: 89115A2W1<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |      73000 | PA      | $73873.01     | 0.04%             | 2027-04-05      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                | Toronto-Dominion Bank/The                                                        | CUSIP: 89115KAJ9<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |      18000 | PA      | $18000.65     | 0.01%             | 2035-10-15      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                | Toronto-Dominion Bank/The                                                        | CUSIP: 89117F8Z5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     205000 | PA      | $215073.91    | 0.12%             | 2082-10-31      | Variable      | 8.12%                 | No            |                  2 | On Loan: No      |
| N/A                                  | NZD/USD FWD 20260122                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $14.70        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | PEN/USD FWD 20260109                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $-0.61        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | US 2YR NOTE (CBT) Mar26                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        269 | NC      | $9485.32      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | US 10YR NOTE (CBT)Mar26                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        -18 | NC      | $7729.37      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | USDJPY 155.00C 2/2/26                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |   -2560000 | NC      | $-38888.96    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | US LONG BOND(CBT) Mar26                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        -10 | NC      | $15057.23     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TRANS-ALLEGHENY INTERSTA             | Trans-Allegheny Interstate Line Co                                               | CUSIP: 893045AF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      68000 | PA      | $69715.37     | 0.04%             | 2031-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                | TransCanada PipeLines Ltd                                                        | CUSIP: 89352HAD1<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |      95000 | PA      | $101526.12    | 0.05%             | 2037-10-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                | TransCanada PipeLines Ltd                                                        | CUSIP: 89352HAE9<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |      42000 | PA      | $48225.41     | 0.03%             | 2038-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                | TransCanada PipeLines Ltd                                                        | CUSIP: 89352HBG3<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |     170000 | PA      | $174887.50    | 0.09%             | 2065-06-01      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| TRIDENT TPI HOLDINGS INC             | Trident TPI Holdings Inc                                                         | CUSIP: 89616RAC3<br>LEI: 549300TPLK304J3RNC85 | Long             | DBT              | CORP              | US        |      15000 | PA      | $15356.25     | 0.01%             | 2028-12-31      | Fixed         | 12.75%                | 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        |      36000 | PA      | $32674.86     | 0.02%             | 2032-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust        | UBS Commercial Mortgage Trust 2017-C3                                            | CUSIP: 90276GAY8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     100000 | PA      | $96109.23     | 0.05%             | 2050-08-15      | Variable      | 4.36%                 | No            |                  2 | On Loan: No      |
| UKG INC                              | UKG Inc                                                                          | CUSIP: 90279XAA0<br>LEI: 529900FKHWSTQ1GXK240 | Long             | DBT              | CORP              | US        |      75000 | PA      | $76875.00     | 0.04%             | 2031-02-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust        | UBS Commercial Mortgage Trust 2018-C13                                           | CUSIP: 90353KBD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     100000 | PA      | $92938.18     | 0.05%             | 2051-10-15      | Variable      | 4.99%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                | Uber Technologies Inc                                                            | CUSIP: 90353TAP5<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |     144000 | PA      | $143891.00    | 0.08%             | 2034-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| N/A                                  | US LONG BOND(CBT) Mar26                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         56 | NC      | $-32872.64    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | US 10yr Ultra Fut Mar26                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        -48 | NC      | $19400.64     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | US 10yr Ultra Fut Mar26                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         13 | NC      | $-314.02      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | US ULTRA BOND CBT Mar26                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        -22 | NC      | $26826.16     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TSY INFL IX N/B                      | United States Treasury Inflation Indexed Bonds                                   | CUSIP: 91282CFR7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     241815 | PA      | $243647.70    | 0.13%             | 2027-10-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                      | United States Treasury Note/Bond                                                 | CUSIP: 91282CPJ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    2227000 | PA      | $2197770.63   | 1.19%             | 2035-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                      | United States Treasury Note/Bond                                                 | CUSIP: 91282CPQ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     748700 | PA      | $746067.85    | 0.40%             | 2032-12-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| VIPER ENERGY PARTNERS LL             | Viper Energy Partners LLC                                                        | CUSIP: 92764MAA2<br>LEI: 54930010ZZ02MRGRI973 | Long             | DBT              | CORP              | US        |      12000 | PA      | $12120.00     | 0.01%             | 2030-08-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                        | Carnival Corp                                                                    | CUSIP: ZB4914840<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     100000 | PA      | $125854.37    | 0.07%             | 2030-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO             | Virginia Electric and Power Co                                                   | CUSIP: 927804GS7<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |      25000 | PA      | $24216.45     | 0.01%             | 2054-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO             | Virginia Electric and Power Co                                                   | CUSIP: 927804GW8<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |      14000 | PA      | $13584.49     | 0.01%             | 2055-09-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC             | Vistra Operations Co LLC                                                         | CUSIP: 92840VAH5<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |      36000 | PA      | $35505.00     | 0.02%             | 2029-05-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| VMWARE LLC                           | VMware LLC                                                                       | CUSIP: 928563AC9<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |      66000 | PA      | $65978.95     | 0.04%             | 2027-08-21      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| VMED O2 UK FINAN                     | Vmed O2 UK Financing I PLC                                                       | CUSIP: 92858RAA8<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |     215000 | PA      | $194957.92    | 0.11%             | 2031-01-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| VMED O2 UK FINANCING I               | Vmed O2 UK Financing I PLC                                                       | CUSIP: 92858RAE0<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |     200000 | PA      | $199141.20    | 0.11%             | 2033-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| VOLCAN CIA MINERA SAA-CM             | Volcan Cia Minera SAA                                                            | CUSIP: 92863UAD8<br>LEI: 549300XKJ91C4SZLG750 | Long             | DBT              | CORP              | PE        |      25000 | PA      | $25610.18     | 0.01%             | 2032-10-28      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Voya VACS Series EMHCD Fund          | Voya VACS Series EMHCD Fund                                                      | CUSIP: 92919X104<br>LEI: 549300F0L4T7FY2BWJ84 | Long             | EC               | RF                | US        |     188771 | NS      | $2019851.41   | 1.09%             |  |  |  | No            |                  1 | On Loan: No      |
| WR GRACE HOLDING LLC                 | WR Grace Holdings LLC                                                            | CUSIP: 92943GAA9<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |      20000 | PA      | $18950.00     | 0.01%             | 2029-08-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| WBI OPERATING LLC                    | WBI Operating LLC                                                                | CUSIP: 92944BAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      25000 | PA      | $24906.25     | 0.01%             | 2033-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| WAYFAIR LLC                          | Wayfair LLC                                                                      | CUSIP: 94419NAC1<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |      10000 | PA      | $10212.50     | 0.01%             | 2032-11-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| WEATHERFORD INTERNATIONA             | Weatherford International Ltd                                                    | CUSIP: 947075AW7<br>LEI: 549300A2JKMG5PGOGF82 | Long             | DBT              | CORP              | BM        |      30000 | PA      | $30600.00     | 0.02%             | 2033-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC               | Williams Cos Inc/The                                                             | CUSIP: 969457CS7<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     136000 | PA      | $138000.29    | 0.07%             | 2035-09-30      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| WILLIS NORTH AMERICA INC             | Willis North America Inc                                                         | CUSIP: 970648AP6<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |      20000 | PA      | $20047.54     | 0.01%             | 2031-03-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| WINDSTREAM SERVICES/ESCR             | Windstream Services LLC / Windstream Escrow Finance Corp                         | CUSIP: 97381AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      10000 | PA      | $10475.00     | 0.01%             | 2031-10-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| WINDSTREAM SERVICES LLC              | Windstream Services LLC                                                          | CUSIP: 97382BAB5<br>LEI: 549300KT9GVEBYCD2N29 | Long             | DBT              | CORP              | US        |       5000 | PA      | $5131.25      | 0.00%             | 2033-10-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Wingstop Funding LLC                 | Wingstop Funding LLC                                                             | CUSIP: 974153AB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     246250 | PA      | $238682.29    | 0.13%             | 2050-12-05      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| WINTRUST FINANCIAL CORP              | Wintrust Financial Corp                                                          | CUSIP: 97650W702<br>LEI: Q774KI4AW80FHFW33O61 | Long             | EP               | CORP              | US        |       4250 | NS      | $110032.50    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| XPO INC                              | XPO Inc                                                                          | CUSIP: 98379KAB8<br>LEI: 54930096DB9LCLPN7H13 | Long             | DBT              | CORP              | US        |      30000 | PA      | $31237.50     | 0.02%             | 2031-06-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| YINSON BERGENIA PRODUCTI             | Yinson Bergenia Production BV                                                    | CUSIP: 98585VAA6<br>LEI: 549300JDIAWKPMZD5256 | Long             | DBT              | CORP              | NL        |     200000 | PA      | $209840.20    | 0.11%             | 2045-01-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| YUM! BRANDS INC                      | Yum! Brands Inc                                                                  | CUSIP: 988498AL5<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |     107000 | PA      | $106866.25    | 0.06%             | 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        |     325000 | PA      | $306312.50    | 0.17%             | 2031-03-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| YUM! BRANDS INC                      | Yum! Brands Inc                                                                  | CUSIP: 988498AP6<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |     125000 | PA      | $121875.00    | 0.07%             | 2032-01-31      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Zaxby's Funding LLC                  | Zaxbys Funding LLC                                                               | CUSIP: 98920MAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     143625 | PA      | $135231.08    | 0.07%             | 2051-07-30      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| ZIMMER BIOMET HOLDINGS               | Zimmer Biomet Holdings Inc                                                       | CUSIP: 98956PAZ5<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |      67000 | PA      | $68343.08     | 0.04%             | 2034-09-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ZIMMER BIOMET HOLDINGS               | Zimmer Biomet Holdings Inc                                                       | CUSIP: 98956PBA9<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |      95000 | PA      | $95803.23     | 0.05%             | 2027-02-19      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ZOETIS INC                           | Zoetis Inc                                                                       | CUSIP: 98978VAH6<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |      14000 | PA      | $12819.88     | 0.01%             | 2043-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                 | Indonesia Treasury Bond                                                          | CUSIP: EJ3390386<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 1779000000 | PA      | $109684.55    | 0.06%             | 2033-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| GOLD FIELDS OROGEN HOLD              | Gold Fields Orogen Holdings BVI Ltd                                              | CUSIP: ZS5391108<br>LEI: 213800CLGJ2E9KGU2F20 | Long             | DBT              | CORP              | VG        |     200000 | PA      | $210329.60    | 0.11%             | 2029-05-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA SECURED FIN             | Virgin Media Secured Finance PLC                                                 | CUSIP: ZR8707245<br>LEI: 213800X3RLP4NOTPY579 | Long             | DBT              | CORP              | GB        |     100000 | PA      | $123505.47    | 0.07%             | 2030-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                 | Indonesia Treasury Bond                                                          | CUSIP: BK8407086<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 5458000000 | PA      | $338150.51    | 0.18%             | 2031-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                 | Indonesia Treasury Bond                                                          | CUSIP: BQ3772713<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 5326000000 | PA      | $326618.75    | 0.18%             | 2032-04-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| TEVA PHARM FNC NL II                 | Teva Pharmaceutical Finance Netherlands II BV                                    | CUSIP: BS1759429<br>LEI: 549300HSQCIKJAOYIT23 | Long             | DBT              | CORP              | NL        |     135000 | PA      | $162692.67    | 0.09%             | 2030-05-09      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| VMED O2 UK FINANCING I               | Vmed O2 UK Financing I PLC                                                       | CUSIP: ZB0006997<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |     150000 | PA      | $177078.34    | 0.10%             | 2032-04-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| LETRA TESOURO NACIONAL               | Brazil Letras do Tesouro Nacional                                                | CUSIP: BX5046434<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |       5978 | PA      | $1090321.40   | 0.59%             | 2026-01-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ZIGGO FINANCING PARTNERS             | Ziggo Financing Partnership                                                      | CUSIP: N9833RAJ8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      10632 | PA      | $10649.14     | 0.01%             | 2028-04-28      | Floating      | 6.76%                 | No            |                  2 | On Loan: No      |
| X CORP                               | X Corp                                                                           | CUSIP: 90184NAG3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      89769 | PA      | $88390.63     | 0.05%             | 2029-10-29      | Floating      | 10.45%                | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA BRISTOL LLC             | Virgin Media Bristol LLC                                                         | CUSIP: N/A<br>LEI: 213800IQ982XX69LE276       | Long             | LON              | CORP              | US        |      45000 | PA      | $44654.85     | 0.02%             | 2031-03-31      | Floating      | 7.05%                 | No            |                  2 | On Loan: No      |
| MITCHELL INTERNATIONAL               | Mitchell International Inc                                                       | CUSIP: 60662WAW2<br>LEI: 5493002RDNIGEM7SSV41 | Long             | LON              | CORP              | US        |      62448 | PA      | $62729.61     | 0.03%             | 2031-06-17      | Floating      | 6.97%                 | No            |                  2 | On Loan: No      |
| FLEETCOR TECHNOLOGIES INC            | Corpay Technologies Operating Co LLC                                             | CUSIP: 33903RAZ2<br>LEI: 549300FKKKZCXLK48427 | Long             | LON              | CORP              | US        |       9925 | PA      | $9946.29      | 0.01%             | 2028-04-28      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| GOLDEN STATE FOODS LLC               | Golden State Foods LLC                                                           | CUSIP: 38121NAC7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       5368 | PA      | $5407.82      | 0.00%             | 2031-12-04      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| TRIDENT TPI HOLDINGS INC             | Trident TPI Holdings Inc                                                         | CUSIP: 00216EAL3<br>LEI: 549300TPLK304J3RNC85 | Long             | LON              | CORP              | US        |      24937 | PA      | $24014.61     | 0.01%             | 2028-09-18      | Floating      | 7.75%                 | No            |                  2 | On Loan: No      |
| GARDA WORLD SECURITY                 | Garda World Security Corp                                                        | CUSIP: C4000KAG9<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | LON              | CORP              | CA        |      14139 | PA      | $14217.09     | 0.01%             | 2029-02-01      | Floating      | 6.75%                 | No            |                  2 | On Loan: No      |
| X CORP                               | X Corp                                                                           | CUSIP: 90184NAK4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      30000 | PA      | $29951.70     | 0.02%             | 2029-10-29      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| TRUCORDIA INSURANCE HOLD             | Trucordia Insurance Holdings LLC                                                 | CUSIP: 89783WAB1<br>LEI: 254900KYYP47CV7DMK95 | Long             | LON              | CORP              | US        |      50000 | PA      | $49750.00     | 0.03%             | 2032-06-17      | Floating      | 7.21%                 | No            |                  2 | On Loan: No      |
| TEAM HEALTH HOLDINGS INC             | Team Health Holdings Inc                                                         | CUSIP: 87817JAH1<br>LEI: 549300PVTQ4UDTTMQT11 | Long             | LON              | CORP              | US        |      34912 | PA      | $35073.45     | 0.02%             | 2028-06-30      | Floating      | 8.34%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP INC               | Cloud Software Group Inc                                                         | CUSIP: 88632NBK5<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | LON              | CORP              | US        |        497 | PA      | $498.45       | 0.00%             | 2031-03-24      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| TALEN ENERGY SUPPLY LLC              | Talen Energy Supply LLC                                                          | CUSIP: 87422LBA7<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | LON              | CORP              | US        |      45000 | PA      | $45063.45     | 0.02%             | 2032-11-26      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| WYNDHAM WORLDWIDE CORP               | Travel + Leisure Co                                                              | CUSIP: 98309GAH9<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | LON              | CORP              | US        |     242764 | PA      | $243471.99    | 0.13%             | 2029-12-14      | Floating      | 5.74%                 | No            |                  2 | On Loan: No      |
| TECTA AMERICA CORP                   | Tecta America Corp                                                               | CUSIP: 87876GAN2<br>LEI: 54930083ULRH07WCC129 | Long             | LON              | CORP              | US        |      44888 | PA      | $45115.30     | 0.02%             | 2032-02-18      | Floating      | 6.47%                 | No            |                  2 | On Loan: No      |
| GNL QUINTERO SA                      | GNL Quintero SA                                                                  | CUSIP: EK4069044<br>LEI: 549300JJJIQXE6E1QY27 | Long             | DBT              | CORP              | CL        |      94160 | PA      | $94109.72     | 0.05%             | 2029-07-31      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Oceanview Mortgage Trust             | Bayview MSR Opportunity Master Fund Trust 2021-INV2                              | CUSIP: 07336NAU3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     380378 | PA      | $353660.47    | 0.19%             | 2051-12-25      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP              | John Deere Capital Corp                                                          | CUSIP: 24422EYD5<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |      69000 | PA      | $69753.89     | 0.04%             | 2028-06-05      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                   | Meta Platforms Inc                                                               | CUSIP: 30303M8V7<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |      68000 | PA      | $63522.34     | 0.03%             | 2054-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                 | FREMF 2019-KF71 Mortgage Trust                                                   | CUSIP: 30314GAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     126991 | PA      | $123766.34    | 0.07%             | 2029-10-25      | Floating      | 10.12%                | No            |                  2 | On Loan: No      |
| Freddiemac Strip                     | Freddie Mac Strips                                                               | CUSIP: 31325YQS0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3916523 | PA      | $205237.16    | 0.11%             | 2037-05-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                          | Freddie Mac REMICS                                                               | CUSIP: 3137ASD43<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     223794 | PA      | $20845.12     | 0.01%             | 2041-05-15      | Floating      | 1.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                          | Freddie Mac REMICS                                                               | CUSIP: 3137ASXM1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     301280 | PA      | $30759.23     | 0.02%             | 2042-08-15      | Floating      | 1.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                          | Freddie Mac REMICS                                                               | CUSIP: 3137B4QW9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     531152 | PA      | $401166.88    | 0.22%             | 2043-09-15      | Floating      | 1.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                          | Freddie Mac REMICS                                                               | CUSIP: 3137FU6G4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2137827 | PA      | $307928.05    | 0.17%             | 2050-07-25      | Floating      | 2.06%                 | 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        |     504060 | PA      | $52078.26     | 0.03%             | 2045-09-25      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                          | Freddie Mac REMICS                                                               | CUSIP: 31395UF22<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     128909 | PA      | $10248.67     | 0.01%             | 2035-05-15      | Floating      | 2.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                          | Freddie Mac REMICS                                                               | CUSIP: 31395VG29<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     138815 | PA      | $161122.78    | 0.09%             | 2034-08-15      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                          | Freddie Mac REMICS                                                               | CUSIP: 31397H6T0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     757191 | PA      | $68783.42     | 0.04%             | 2037-05-15      | Floating      | 2.31%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                          | Freddie Mac REMICS                                                               | CUSIP: 31397KBZ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     264659 | PA      | $19257.11     | 0.01%             | 2037-08-15      | Floating      | 1.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                  | Freddie Mac STACR REMIC Trust 2022-DNA6                                          | CUSIP: 35564KH36<br>LEI: 5493000IS30HKV5IAS29 | Long             | ABS-MBS          | CORP              | US        |      35735 | PA      | $35925.36     | 0.02%             | 2042-09-25      | Floating      | 6.02%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                  | Freddie Mac STACR REMIC Trust 2021-DNA5                                          | CUSIP: 35564KHE2<br>LEI: 5493000ISU5NYXNHD479 | Long             | ABS-MBS          | CORP              | US        |      93751 | PA      | $94069.90     | 0.05%             | 2034-01-25      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                  | Freddie Mac STACR REMIC Trust 2021-HQA4                                          | CUSIP: 35564KNS4<br>LEI: 5493000ISE4NWBTOSK36 | Long             | ABS-MBS          | CORP              | US        |     400000 | PA      | $404556.88    | 0.22%             | 2041-12-25      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                  | Freddie Mac STACR REMIC Trust 2021-HQA4                                          | CUSIP: 35564KPN3<br>LEI: 5493000ISE4NWBTOSK36 | Long             | ABS-MBS          | CORP              | US        |     700000 | PA      | $716345.35    | 0.39%             | 2041-12-25      | Floating      | 7.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                  | Freddie Mac STACR REMIC Trust 2022-DNA3                                          | CUSIP: 35564KUW7<br>LEI: 5493000IS4M3TZMRB410 | Long             | ABS-MBS          | CORP              | US        |      35331 | PA      | $35677.96     | 0.02%             | 2042-04-25      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                  | Freddie Mac STACR REMIC Trust 2022-DNA4                                          | CUSIP: 35564KWS4<br>LEI: 5493000IS4CDPWRMWB65 | Long             | ABS-MBS          | CORP              | US        |      64346 | PA      | $65012.57     | 0.04%             | 2042-05-25      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                  | Freddie Mac STACR REMIC Trust 2022-DNA4                                          | CUSIP: 35564KWT2<br>LEI: 5493000IS4CDPWRMWB65 | Long             | ABS-MBS          | CORP              | US        |     110000 | PA      | $113187.36    | 0.06%             | 2042-05-25      | Floating      | 7.22%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                  | Freddie Mac STACR REMIC Trust 2024-HQA1                                          | CUSIP: 35564NCA9<br>LEI: 529900PGKDI4ZEXFQ523 | Long             | ABS-MBS          | CORP              | US        |     185000 | PA      | $186441.69    | 0.10%             | 2044-03-25      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                  | Freddie Mac Stacr Remic Trust 2025-Hqa1                                          | CUSIP: 35564NGZ0<br>LEI: 529900MBUPRSJMB6GN48 | Long             | ABS-MBS          | CORP              | US        |      99391 | PA      | $99483.95     | 0.05%             | 2045-02-25      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                  | Freddie Mac Stacr Remic Trust 2025-Hqa1                                          | CUSIP: 35564NHA4<br>LEI: 529900MBUPRSJMB6GN48 | Long             | ABS-MBS          | CORP              | US        |     120000 | PA      | $120332.94    | 0.06%             | 2045-02-25      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                  | Freddie Mac STACR REMIC Trust 2025-DNA4                                          | CUSIP: 35564UBS5<br>LEI: 529900ZVQVVVNGMGDO97 | Long             | ABS-MBS          | CORP              | US        |      80000 | PA      | $80123.01     | 0.04%             | 2045-10-25      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE HOLD                | Freedom Mortgage Holdings LLC                                                    | CUSIP: 35641AAC2<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |       5000 | PA      | $5262.50      | 0.00%             | 2032-04-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC                 | Freeport-McMoRan Inc                                                             | CUSIP: 35671DBC8<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |     480000 | PA      | $466259.52    | 0.25%             | 2043-03-15      | Fixed         | 5.45%                 | 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      | $2440.00      | 0.00%             | 2035-07-15      | Floating      | 5.30%                 | 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        |    2132360 | PA      | $51212.46     | 0.03%             | 2052-09-10      | Variable      | 0.80%                 | 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        |    1453891 | PA      | $54546.50     | 0.03%             | 2053-05-12      | Variable      | 1.12%                 | 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        |     280648 | PA      | $231537.95    | 0.12%             | 2051-05-25      | Variable      | 2.50%                 | 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        |     234876 | PA      | $194910.68    | 0.11%             | 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        |    1131550 | PA      | $69379.06     | 0.04%             | 2053-12-12      | Variable      | 1.66%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust         | GSMS Trust 2024-Fair                                                             | CUSIP: 36270JAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     400000 | PA      | $411973.40    | 0.22%             | 2029-07-15      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| GUARDIAN LIFE GLOB FUND              | Guardian Life Global Funding                                                     | CUSIP: 40139LBK8<br>LEI: 635400NHILJ5JEKILC36 | Long             | DBT              | CORP              | US        |      30000 | PA      | $30639.54     | 0.02%             | 2030-04-28      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| GULFPORT ENERGY OP CORP              | Gulfport Energy Operating Corp                                                   | CUSIP: 402635AT3<br>LEI: 549300FJX18IDUFPHD40 | Long             | DBT              | CORP              | US        |      30000 | PA      | $30937.50     | 0.02%             | 2029-09-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GULFSTREAM NATURAL GAS               | Gulfstream Natural Gas System LLC                                                | CUSIP: 402740AG9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      21000 | PA      | $21532.92     | 0.01%             | 2035-07-23      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| HARVEST MIDSTREAM I LP               | Harvest Midstream I LP                                                           | CUSIP: 417558AB9<br>LEI: 549300DW5M17KJOXCY66 | Long             | DBT              | CORP              | US        |      30000 | PA      | $31200.00     | 0.02%             | 2032-05-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                    | Herc Holdings Inc                                                                | CUSIP: 42704LAF1<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |      15000 | PA      | $15731.25     | 0.01%             | 2030-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                    | Herc Holdings Inc                                                                | CUSIP: 42704LAH7<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |       5000 | PA      | $5056.25      | 0.00%             | 2031-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                    | Herc Holdings Inc                                                                | CUSIP: 42704LAK0<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |       5000 | PA      | $5068.75      | 0.00%             | 2034-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                       | Home Depot Inc/The                                                               | CUSIP: 437076DB5<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |      43000 | PA      | $43775.03     | 0.02%             | 2027-06-25      | Fixed         | 4.88%                 | 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        |      76218 | PA      | $74624.10     | 0.04%             | 2039-09-17      | Fixed         | 3.16%                 | No            |                  2 | On Loan: No      |
| HONDA MOTOR CO LTD                   | Honda Motor Co Ltd                                                               | CUSIP: 438127AD4<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | DBT              | CORP              | JP        |      82000 | PA      | $82769.98     | 0.04%             | 2028-07-08      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| Horizon Aircraft Finance I Lim       | Horizon Aircraft Finance IV Ltd                                                  | CUSIP: 43990EAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |     262500 | PA      | $264473.34    | 0.14%             | 2049-09-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| INTOWN Mortgage Trust                | INTOWN 2025-STAY Mortgage Trust                                                  | CUSIP: 46117WAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     115000 | PA      | $115071.51    | 0.06%             | 2042-03-15      | Floating      | 5.50%                 | 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        |     597469 | PA      | $1918.41      | 0.00%             | 2049-06-15      | Variable      | 1.48%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLD/FOOD/LUX CO             | JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl                       | CUSIP: 46590XAM8<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |      53000 | PA      | $50087.07     | 0.03%             | 2031-12-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLD/FOOD/LUX CO             | JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl                       | CUSIP: 46590XAU0<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |      90000 | PA      | $84191.31     | 0.05%             | 2032-01-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLD/FOOD/LUX CO             | JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl                       | CUSIP: 46590XAY2<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |      36000 | PA      | $37547.68     | 0.02%             | 2033-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust             | JP Morgan Mortgage Trust 2025-CCM1                                               | CUSIP: 46593MAB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     175345 | PA      | $176516.30    | 0.10%             | 2055-06-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                  | JPMorgan Chase & Co                                                              | CUSIP: 46647PDW3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      92000 | PA      | $93434.00     | 0.05%             | 2027-10-22      | Variable      | 6.07%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                  | JPMorgan Chase & Co                                                              | CUSIP: 46647PEP7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      88000 | PA      | $88763.40     | 0.05%             | 2028-10-22      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                  | JPMorgan Chase & Co                                                              | CUSIP: 46647PEV4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      31000 | PA      | $32035.90     | 0.02%             | 2031-01-24      | Variable      | 5.14%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                  | JPMorgan Chase & Co                                                              | CUSIP: 46647PEY8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      69000 | PA      | $71219.45     | 0.04%             | 2031-04-22      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                  | JPMorgan Chase & Co                                                              | CUSIP: 46647PFC5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      23000 | PA      | $23828.83     | 0.01%             | 2036-07-23      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                  | JPMorgan Chase & Co                                                              | CUSIP: 46647PFE1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      37000 | PA      | $36776.15     | 0.02%             | 2036-10-22      | Variable      | 4.81%                 | 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        |     147688 | PA      | $127949.87    | 0.07%             | 2050-11-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Jersey Mikes Funding LLC             | Jersey Mike's Funding LLC                                                        | CUSIP: 476681AD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     208425 | PA      | $211504.62    | 0.11%             | 2055-02-15      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| JETBLUE AIRWAYS/LOYALTY              | JetBlue Airways Corp / JetBlue Loyalty LP                                        | CUSIP: 476920AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     160000 | PA      | $161200.00    | 0.09%             | 2031-09-20      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                    | Johnson & Johnson                                                                | CUSIP: 478160DH4<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |      63000 | PA      | $64145.40     | 0.03%             | 2028-03-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| MFRA Trust                           | MFA 2020-NQM3 Trust                                                              | CUSIP: 552757AC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      50320 | PA      | $48489.85     | 0.03%             | 2065-01-26      | Variable      | 1.63%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortga       | MF1 2024-FL16                                                                    | CUSIP: 55287EAJ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     100000 | PA      | $99001.80     | 0.05%             | 2039-11-18      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortga       | MF1 2025-FL17 LLC                                                                | CUSIP: 55287HAJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     100000 | PA      | $99500.18     | 0.05%             | 2040-02-18      | Floating      | 6.48%                 | No            |                  2 | On Loan: No      |
| MC BRAZIL DWNSTRM                    | MC Brazil Downstream Trading SARL                                                | CUSIP: 55292WAA8<br>LEI: 213800T2A7R9TYNXZI63 | Long             | DBT              | CORP              | LU        |     181234 | PA      | $159712.21    | 0.09%             | 2031-06-30      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| MARS INC                             | Mars Inc                                                                         | CUSIP: 571676BA2<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |     155000 | PA      | $159037.44    | 0.09%             | 2035-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| MARS INC                             | Mars Inc                                                                         | CUSIP: 571676BC8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |      36000 | PA      | $35888.44     | 0.02%             | 2055-05-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC             | Marsh & McLennan Cos Inc                                                         | CUSIP: 571748BY7<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |      70000 | PA      | $70830.97     | 0.04%             | 2027-11-08      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| MATTEL INC                           | Mattel Inc                                                                       | CUSIP: 577081BG6<br>LEI: 549300VELLG24KHTJ564 | Long             | DBT              | CORP              | US        |      14000 | PA      | $14040.47     | 0.01%             | 2030-11-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MCGRAW-HILL EDUCATION                | McGraw-Hill Education Inc                                                        | CUSIP: 57767XAA8<br>LEI: 254900U6YJ9QZ4IQOR26 | Long             | DBT              | CORP              | US        |      20000 | PA      | $19975.00     | 0.01%             | 2028-08-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortga       | MF1 2024-FL15                                                                    | CUSIP: 58003MAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     100000 | PA      | $100062.30    | 0.05%             | 2041-08-18      | Floating      | 6.23%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                      | McDonald's Corp                                                                  | CUSIP: 58013MFW9<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |      32000 | PA      | $31128.26     | 0.02%             | 2053-08-14      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| MCGRAW-HILL EDUCATION                | McGraw-Hill Education Inc                                                        | CUSIP: 58064LAA2<br>LEI: 254900U6YJ9QZ4IQOR26 | Long             | DBT              | CORP              | US        |       5000 | PA      | $5262.50      | 0.00%             | 2031-09-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                       | Merck & Co Inc                                                                   | CUSIP: 58933YBT1<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |      44000 | PA      | $44429.79     | 0.02%             | 2055-09-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| MAVIS TIRE EXPRESS SERVI             | Mavis Tire Express Services Topco Corp                                           | CUSIP: 59155LAA0<br>LEI: 254900NVDM4GTLBL9E56 | Long             | DBT              | CORP              | US        |      10000 | PA      | $9900.00      | 0.01%             | 2029-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                          | MetLife Inc                                                                      | CUSIP: 59156RCQ9<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |      30000 | PA      | $31598.19     | 0.02%             | 2055-03-15      | Variable      | 6.35%                 | No            |                  2 | On Loan: No      |
| MetroNet Infrastructure Issuer       | MetroNet Infrastructure Issuer LLC                                               | CUSIP: 59170JAZ1<br>LEI: 5493000BIROCAEATAQ61 | Long             | ABS-O            | CORP              | US        |     135000 | PA      | $135625.82    | 0.07%             | 2055-08-20      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| MetroNet Infrastructure Issuer       | MetroNet Infrastructure Issuer LLC                                               | CUSIP: 59170JBH0<br>LEI: 5493000BIROCAEATAQ61 | Long             | ABS-O            | CORP              | US        |      70000 | PA      | $70342.70     | 0.04%             | 2055-12-20      | Fixed         | 7.11%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                  | Medline Borrower LP                                                              | CUSIP: 62482BAB8<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |      30000 | PA      | $30075.00     | 0.02%             | 2029-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                       | NRG Energy Inc                                                                   | CUSIP: 629377CW0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |      15000 | PA      | $15262.50     | 0.01%             | 2033-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                       | NRG Energy Inc                                                                   | CUSIP: 629377DD1<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     125000 | PA      | $126562.50    | 0.07%             | 2036-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA               | NXP BV / NXP Funding LLC / NXP USA Inc                                           | CUSIP: 62954HBG2<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |      28000 | PA      | $28101.58     | 0.02%             | 2032-08-19      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| NORTHERN OIL & GAS INC               | Northern Oil & Gas Inc                                                           | CUSIP: 665530AB7<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | DBT              | CORP              | US        |      45000 | PA      | $45337.50     | 0.02%             | 2031-06-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP                | Northrop Grumman Corp                                                            | CUSIP: 666807CM2<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |      63000 | PA      | $58912.25     | 0.03%             | 2054-06-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| NOVELIS CORP                         | Novelis Corp                                                                     | CUSIP: 670001AL0<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |      10000 | PA      | $10362.50     | 0.01%             | 2030-01-30      | Fixed         | 6.88%                 | 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        |        613 | PA      | $613.45       | 0.00%             | 2027-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR             | Occidental Petroleum Corp                                                        | CUSIP: 674599EL5<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     205000 | PA      | $208768.11    | 0.11%             | 2034-10-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: —       |
| OLIN CORP                            | Olin Corp                                                                        | CUSIP: 680665AN6<br>LEI: 549300GKK294V7W57P06 | Long             | DBT              | CORP              | US        |      10000 | PA      | $9900.00      | 0.01%             | 2033-04-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| POPULAR INC                          | Popular Inc                                                                      | CUSIP: 733174AL0<br>LEI: 5493008CARDZMVQ3LO89 | Long             | DBT              | CORP              | PR        |     140000 | PA      | $147481.32    | 0.08%             | 2028-03-13      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                    | Post Holdings Inc                                                                | CUSIP: 737446AR5<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |       5000 | PA      | $4737.50      | 0.00%             | 2031-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                    | Post Holdings Inc                                                                | CUSIP: 737446AV6<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |     320000 | PA      | $323200.00    | 0.17%             | 2033-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                    | Post Holdings Inc                                                                | CUSIP: 737446AY0<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |     105000 | PA      | $104868.75    | 0.06%             | 2036-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| QTS ISSUER ABS I LLC                 | QTS Issuer ABS I LLC                                                             | CUSIP: 74690DAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     250000 | PA      | $250507.62    | 0.14%             | 2055-05-25      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| QORVO INC                            | Qorvo Inc                                                                        | CUSIP: 74736KAJ0<br>LEI: 254900YAUJV2EUEVBR11 | Long             | DBT              | CORP              | US        |      32000 | PA      | $29640.00     | 0.02%             | 2031-04-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| QUEST DIAGNOSTICS INC                | Quest Diagnostics Inc                                                            | CUSIP: 74834LBG4<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |      69000 | PA      | $69843.73     | 0.04%             | 2034-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                | Quikrete Holdings Inc                                                            | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |      85000 | PA      | $88400.00     | 0.05%             | 2032-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                | Quikrete Holdings Inc                                                            | CUSIP: 74843PAB6<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |      85000 | PA      | $88400.00     | 0.05%             | 2033-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Social Professional Loan Progr       | Sofi Professional Loan Program 2018-C Trust                                      | CUSIP: 78490D104<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      10000 | PA      | $76319.46     | 0.04%             | 2048-01-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SEASPAN CORP                         | Seaspan Corp                                                                     | CUSIP: 81254UAK2<br>LEI: 5493007Z8Q1H45KT7W98 | Long             | DBT              | CORP              | MH        |      20000 | PA      | $18950.00     | 0.01%             | 2029-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SEAWORLD PARKS & ENTERTA             | SeaWorld Parks & Entertainment Inc                                               | CUSIP: 81282UAG7<br>LEI: 549300UZV72O3371JJ53 | Long             | DBT              | CORP              | US        |      50000 | PA      | $48437.50     | 0.03%             | 2029-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SNAP INC                             | Snap Inc                                                                         | CUSIP: 83304AAM8<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |      45000 | PA      | $46181.25     | 0.02%             | 2034-03-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Social Professional Loan Progr       | SoFi Professional Loan Program 2020-C Trust                                      | CUSIP: 83390UAF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      50819 | PA      | $47922.63     | 0.03%             | 2046-02-15      | Fixed         | 1.95%                 | 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      | $226823.32    | 0.12%             | 2047-02-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Helios Issuer, LLC                   | Sunnova Helios XI Issuer LLC                                                     | CUSIP: 86746AAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      86251 | PA      | $79960.43     | 0.04%             | 2050-05-20      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                        | TransDigm Inc                                                                    | CUSIP: 893647BT3<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     290000 | PA      | $304137.50    | 0.16%             | 2031-12-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                        | TransDigm Inc                                                                    | CUSIP: 893647BY2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |      55000 | PA      | $56375.00     | 0.03%             | 2033-05-31      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                        | TransDigm Inc                                                                    | CUSIP: 893647BZ9<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |      50000 | PA      | $51750.00     | 0.03%             | 2034-01-31      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                        | TransDigm Inc                                                                    | CUSIP: 893647CA3<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     100000 | PA      | $104000.00    | 0.06%             | 2034-01-31      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| NOTA DO TESOURO NACIONAL             | Brazil Notas do Tesouro Nacional Serie F                                         | CUSIP: AQ6084745<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     920000 | PA      | $163777.35    | 0.09%             | 2029-01-01      | Fixed         | 10.00%                | 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      | $7518.43      | 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      | $5694.37      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | FWDP 1Y RTP 3.250000 12-AUG-2027                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   -2991000 | NC      | $-1881.34     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | FWDP 1Y RTP 3.250000 12-AUG-2027                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   -1496000 | NC      | $-976.89      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | FWDP 1Y RTP 3.170000 23-AUG-2027                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   -1496000 | NC      | $-2372.66     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | FWDP 1Y RTP 3.160000 23-SEP-2027                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   -2992000 | NC      | $-1247.66     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | FWDP 1Y RTP 3.122500 25-OCT-2027                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   -2992000 | NC      | $-2504.30     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | FWDP 10Y RTP 3.860000 08-NOV-2027                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    -299200 | NC      | $-1384.40     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | FWDP 10Y RTR 3.860000 08-NOV-2027                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    -299200 | NC      | $-2943.83     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | FWDP 1Y RTP 3.109000 19-NOV-2026                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   -1496000 | NC      | $-179.52      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | FWDP 1Y RTP 3.107500 19-NOV-2026                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   -1496000 | NC      | $-167.55      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | FWDP 1Y RTP 3.161000 22-NOV-2027                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   -2992000 | NC      | $-2345.73     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | FWDP 1Y RTP 3.343000 16-DEC-2027                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   -1495500 | NC      | $-6663.95     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NORWEGIAN GOVERNMENT                 | Norway Government Bond                                                           | CUSIP: BN9945377<br>LEI: 549300L0BT3FJTN9MX24 | Long             | DBT              | NUSS              | NO        |    1905000 | PA      | $162834.03    | 0.09%             | 2031-09-17      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| INTL DEVELOPMENT ASSOC               | International Development Association                                            | CUSIP: BS0126323<br>LEI: P41R60HC414IWQA1XW02 | Long             | DBT              | CORP              | US        |     540000 | PA      | $52239.11     | 0.03%             | 2027-02-17      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| NORWEGIAN GOVERNMENT                 | Norway Government Bond                                                           | CUSIP: BU3225572<br>LEI: 549300L0BT3FJTN9MX24 | Long             | DBT              | NUSS              | NO        |    3335000 | PA      | $295885.30    | 0.16%             | 2032-05-18      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| N/A                                  | BRL/USD FWD 20260109                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $6061.73      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JAPAN (2 YEAR ISSUE)                 | Japan Government Two Year Bond                                                   | CUSIP: YT6422489<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   84200000 | PA      | $536199.83    | 0.29%             | 2026-12-01      | Fixed         | 0.60%                 | 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        |    4080000 | PA      | $720991.32    | 0.39%             | 2027-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| N/A                                  | CAD/USD FWD 20260318                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $-14959.76    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | CAD/USD FWD 20260318                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $15457.78     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | CAN 10YR BOND FUT Mar26                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | CA        |         -1 | NC      | $1128.07      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MILLICOM INTL CELLULAR               | Millicom International Cellular SA                                               | CUSIP: BM0208611<br>LEI: 549300CTHC1CP86P2G96 | Long             | DBT              | CORP              | LU        |     200000 | PA      | $186000.00    | 0.10%             | 2031-04-27      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN             | Hilton Domestic Operating Co Inc                                                 | CUSIP: 43289DAK9<br>LEI: 5493003EG7H0N1E4XV50 | Long             | LON              | CORP              | US        |     140000 | PA      | $141052.10    | 0.08%             | 2030-11-08      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                       | NRG Energy Inc                                                                   | CUSIP: 62937NBC0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | LON              | CORP              | US        |     327573 | PA      | $328941.07    | 0.18%             | 2031-04-16      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| JETBLUE AIRWAYS CORP                 | JetBlue Airways Corp                                                             | CUSIP: N/A<br>LEI: 54930070J9H97ZO93T57       | Long             | LON              | CORP              | US        |     157279 | PA      | $151342.16    | 0.08%             | 2029-08-27      | Floating      | 8.44%                 | No            |                  2 | On Loan: No      |
| JETBLUE AIRWAYS CORP                 | JetBlue Airways Corp                                                             | CUSIP: N/A<br>LEI: 54930070J9H97ZO93T57       | Long             | LON              | CORP              | US        |      16221 | PA      | $15608.94     | 0.01%             | 2029-08-27      | Floating      | 8.44%                 | No            |                  2 | On Loan: No      |
| HEXION HOLDINGS CORP                 | Hexion Holdings Corp                                                             | CUSIP: 00217XAE6<br>LEI: 549300LBB370MUHGLV84 | Long             | LON              | CORP              | US        |      26671 | PA      | $25789.88     | 0.01%             | 2029-03-15      | Floating      | 7.73%                 | No            |                  2 | On Loan: No      |
| MCAFEE CORP                          | McAfee Corp                                                                      | CUSIP: 57906HAF4<br>LEI: 2549009UKR8UEZYVCR93 | Long             | LON              | CORP              | US        |      28713 | PA      | $26592.06     | 0.01%             | 2029-03-01      | Floating      | 6.72%                 | No            |                  2 | On Loan: No      |
| FREEPORT LNG INVESTMENTS             | Freeport LNG Investments LLLP                                                    | CUSIP: 35670CAC2<br>LEI: 549300LR5YVRZH4YPQ33 | Long             | LON              | CORP              | US        |      52353 | PA      | $52631.71     | 0.03%             | 2028-12-21      | Floating      | 7.12%                 | No            |                  2 | On Loan: No      |
| KAMAN CORP                           | Kaman Corp                                                                       | CUSIP: 48354VAM4<br>LEI: 5493003YK076OLTEQF95 | Long             | LON              | CORP              | US        |       8980 | PA      | $9027.05      | 0.00%             | 2032-02-26      | Floating      | 6.54%                 | No            |                  2 | On Loan: No      |
| KAMAN CORP                           | Kaman Corp                                                                       | CUSIP: 48354VAM4<br>LEI: 5493003YK076OLTEQF95 | Long             | LON              | CORP              | US        |       4107 | PA      | $4128.71      | 0.00%             | 2032-02-26      | Floating      | 6.54%                 | No            |                  2 | On Loan: No      |
| KAMAN CORP                           | Kaman Corp                                                                       | CUSIP: 48354VAM4<br>LEI: 5493003YK076OLTEQF95 | Long             | LON              | CORP              | US        |       3003 | PA      | $3019.11      | 0.00%             | 2032-02-26      | Floating      | 6.54%                 | No            |                  2 | On Loan: No      |
| KAMAN CORP                           | Kaman Corp                                                                       | CUSIP: 48354VAM4<br>LEI: 5493003YK076OLTEQF95 | Long             | LON              | CORP              | US        |       3622 | PA      | $3640.85      | 0.00%             | 2032-02-26      | Floating      | 6.54%                 | No            |                  2 | On Loan: No      |
| KAMAN CORP                           | Kaman Corp                                                                       | CUSIP: 48354VAM4<br>LEI: 5493003YK076OLTEQF95 | Long             | LON              | CORP              | US        |       2996 | PA      | $3011.81      | 0.00%             | 2032-02-26      | Floating      | 6.54%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                | Quikrete Holdings Inc                                                            | CUSIP: 74839XAL3<br>LEI: 5493007KIN86DIZWZT22 | Long             | LON              | CORP              | US        |     403000 | PA      | $404698.59    | 0.22%             | 2032-02-10      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| FRONERI US INC                       | Froneri US Inc                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      29797 | PA      | $29838.41     | 0.02%             | 2032-09-30      | Floating      | 6.12%                 | No            |                  2 | On Loan: No      |
| FRONERI US INC                       | Froneri US Inc                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      12867 | PA      | $12884.76     | 0.01%             | 2032-09-30      | Floating      | 6.12%                 | No            |                  2 | On Loan: No      |
| FRONERI US INC                       | Froneri US Inc                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      17336 | PA      | $17360.53     | 0.01%             | 2032-09-30      | Floating      | 6.12%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                  | Medline Borrower LP                                                              | CUSIP: 58503UAJ2<br>LEI: 254900QT3R363TVK6F09 | Long             | LON              | CORP              | US        |     331817 | PA      | $333425.03    | 0.18%             | 2030-10-23      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| HIGHTOWER HOLDING LLC                | Hightower Holding LLC                                                            | CUSIP: 43117LAH6<br>LEI: 254900MKOSB7RTMA9K12 | Long             | LON              | CORP              | US        |     114314 | PA      | $114671.30    | 0.06%             | 2028-04-21      | Floating      | 6.65%                 | No            |                  2 | On Loan: No      |
| MEADE PIPELINE CO LLC                | Meade Pipeline Co LLC                                                            | CUSIP: 58307PAB8<br>LEI: 254900UZE9CEDHUYSZ47 | Long             | LON              | CORP              | US        |      35000 | PA      | $35240.63     | 0.02%             | 2032-09-22      | Floating      | 5.69%                 | No            |                  2 | On Loan: No      |
| ION PLATFORM FINANCE US              | ION Platform Finance US Inc                                                      | CUSIP: 46206RAC9<br>LEI: 213800FKHT3BRRKMCC89 | Long             | LON              | CORP              | US        |      59422 | PA      | $55941.86     | 0.03%             | 2032-09-30      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| ION PLATFORM FINANCE US              | ION Platform Finance US Inc                                                      | CUSIP: 46206RAC9<br>LEI: 213800FKHT3BRRKMCC89 | Long             | LON              | CORP              | US        |      10578 | PA      | $9958.24      | 0.01%             | 2032-09-30      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| NUMERICABLE US LLC                   | Numericable US LLC                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      61251 | PA      | $61315.18     | 0.03%             | 2031-05-15      | Floating      | 10.86%                | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                    | Herc Holdings Inc                                                                | CUSIP: 42705FAF3<br>LEI: 549300TP80QLITMSBP82 | Long             | LON              | CORP              | US        |      15000 | PA      | $15096.90     | 0.01%             | 2032-06-02      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| MINEJESA CAPITAL BV                  | Minejesa Capital BV                                                              | CUSIP: AO6253790<br>LEI: 549300KS7ERCP10BKC35 | Long             | DBT              | CORP              | NL        |     143840 | PA      | $143044.56    | 0.08%             | 2030-08-10      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| N/A                                  | Euro-OAT Future   Mar26                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |         -1 | NC      | $727.46       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NORDIC INVESTMENT BANK               | Nordic Investment Bank                                                           | CUSIP: YS5396330<br>LEI: 213800HYL1S7VAXG6Z48 | Long             | DBT              | CORP              | FI        |   13600000 | PA      | $152189.98    | 0.08%             | 2030-01-23      | Fixed         | 7.23%                 | No            |                  2 | On Loan: No      |
| JSW INFRASTRUCTURE                   | JSW Infrastructure Ltd                                                           | CUSIP: BT5111013<br>LEI: 3358003E3YFK92C9WX80 | Long             | DBT              | CORP              | IN        |     200000 | PA      | $200000.00    | 0.11%             | 2029-01-21      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| JSW HYDRO ENERGY LTD                 | JSW Hydro Energy Ltd                                                             | CUSIP: BP4638287<br>LEI: 3358006ZP5KO7VUH2790 | Long             | DBT              | CORP              | IN        |     278000 | PA      | $259235.00    | 0.14%             | 2031-05-18      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| N/A                                  | CDX.EM.44.V1 (BUY PROTECTION)                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |          1 | NC      | $23307.23     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | CDX.NA.HY.45.V1 (SELL PROTECTION)                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |          1 | NC      | $167131.88    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-02-27

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

**Signature:** /s/ Gaurav Chopra

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

**Title:** Assistant Treasurer