# EDGAR Filing Document

**Accession Number:** 0001160864
**File Stem:** 0001752724-25-204381
**Filing Date:** 2025-8
**Character Count:** 703915
**Document Hash:** 614d1b178522b8cbc7f89a0f34748c3e
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-204381.hdr.sgml**: 20250826

**ACCESSION NUMBER**: 0001752724-25-204381

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250630

**FILED AS OF DATE**: 20250826

**DATE AS OF CHANGE**: 20250826

**PERIOD START**: 20251231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** BLACKROCK CORE BOND TRUST
- **CENTRAL INDEX KEY:** 0001160864

**ORGANIZATION NAME:**
- **EIN:** 522346891
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1031

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-10543
- **FILM NUMBER:** 251254535

**BUSINESS ADDRESS:**
- **STREET 1:** 100 BELLEVUE PARKWAY
- **STREET 2:** MUTUAL FUND DEPARTMENT
- **CITY:** WILMINGTON
- **STATE:** DE
- **ZIP:** 19809
- **BUSINESS PHONE:** 888-825-2257

**MAIL ADDRESS:**
- **STREET 1:** 100 BELLEVUE PARKWAY
- **STREET 2:** MUTUAL FUND DEPARTMENT
- **CITY:** WILMINGTON
- **STATE:** DE
- **ZIP:** 19809

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** BlackRock Core Bond Trust

- **b. Investment Company Act file number:** 811-10543

- **c. CIK number of Registrant:** 0001160864

- **d. LEI of Registrant:** CC8M7XFKTNG56DXMAR33

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

  - **Street Address 1:** 100 Bellevue Parkway

  - **City:** Wilmington

  - **State:** DE

  - **Foreign country:** US

  - **Zip / Postal Code:** 19809

  - **Telephone number:** 800-441-7762

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

- **a. Name of Series:** BlackRock Core Bond Trust

- **c. LEI of Series:** CC8M7XFKTNG56DXMAR33

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

- **a. Date of fiscal year-end:** 2025-12-31

- **b. Date as of which information is reported:** 2025-06-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $971926435.90

**Total Liabilities:** $245471101.11

**Net Assets:** $726455334.79

**Delayed Delivery Securities:** $3409895.35

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 21810.21000000 | **1-Year:** 6223.55000000 | **5-Year:** 75948.52000000 | **10-Year:** 99638.00000000 | **30-Year:** 99556.37000000

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

- **3-Month:** 4730.63000000 | **1-Year:** 6970.99000000 | **5-Year:** 48019.39000000 | **10-Year:** 3650.83000000 | **30-Year:** 3557.62000000

**Monthly Return Information**

| Class        | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID N/A | -0.44%               | -0.53%               | 0.07%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-300324.28              | $-3457414.03                               |
| Month 2  | $-131953.52              | $-3427912.87                               |
| Month 3  | $151828.44               | $10934975.02                               |

**Designated Index Information**

- **Index Name:** Fund`s Designated Reference Portfolio is the Fund`s Securities Portfolio

- **Index Identifier:** Fund`s Designated Reference Portfolio is the Fund`s Securities Portfolio

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| CHS/COMMUNITY HEALTH SYS                                | CHS/Community Health Systems Inc                                                 | CUSIP: 12543DBH2<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    406000 | PA      | $390518.53    | 0.05%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| JANE STREET GRP/JSG FIN                                 | Jane Street Group / JSG Finance Inc                                              | CUSIP: 47077WAE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    111000 | PA      | $114130.87    | 0.02%             | 2033-05-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Sabre GLBL Inc                                          | Sabre GLBL Inc 2022 Term Loan B                                                  | CUSIP: 78571YBH2<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | LON              | CORP              | US        |      3183 | PA      | $3132.09      | 0.00%             | 2028-06-30      | Floating      | 8.68%                 | No            |                  2 | On Loan: No      |
| MATADOR RESOURCES CO                                    | Matador Resources Co                                                             | CUSIP: 576485AG1<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |    159000 | PA      | $159082.80    | 0.02%             | 2032-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                  | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     80000 | PA      | $73122.42     | 0.01%             | 2033-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3133KYXJ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    138758 | PA      | $130669.29    | 0.02%             | 2042-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO LLC                                  | RRP MARSH + MCL                                                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | Short            | RA               | CORP              | US        |  -1507500 | PA      | $-1507500.00  | -0.21%            |  |  |  | No            |                  2 | On Loan: No      |
| OUTFRONT MEDIA CAP LLC/C                                | Outfront Media Capital LLC / Outfront Media Capital Corp                         | CUSIP: 69007TAC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     66000 | PA      | $63037.39     | 0.01%             | 2030-03-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| HERENS HOLDCO SARL                                      | Herens Holdco Sarl                                                               | CUSIP: 427169AA5<br>LEI: 2221002FZ55AMAUX4G64 | Long             | DBT              | CORP              | LU        |    200000 | PA      | $179495.00    | 0.02%             | 2028-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Liberty Mutual Group Inc                                | Liberty Mutual Group Inc                                                         | CUSIP: 53079EAZ7<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2009143.22   | 0.28%             | 2042-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ILIAD SA                                                | iliad SA                                                                         | CUSIP: 000000000<br>LEI: 969500FZ9BTRZS3JNB97 | Long             | DBT              | CORP              | FR        |    100000 | PA      | $125856.37    | 0.02%             | 2030-02-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| AssuredPartners Inc                                     | AssuredPartners Inc 2024 Incremental Term Loan B5                                | CUSIP: 04621HAW3<br>LEI: 549300HNDSDQWQ3L2P80 | Long             | LON              | CORP              | US        |     33986 | PA      | $34064.88     | 0.00%             | 2031-02-14      | Floating      | 7.83%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                                | Hilcorp Energy I LP / Hilcorp Finance Co                                         | CUSIP: 431318AS3<br>LEI: 549300ITPIHLG0LHEC09 | Long             | DBT              | CORP              | US        |     70000 | PA      | $70162.19     | 0.01%             | 2028-11-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Lehman Brothers Holdings Inc                            | LEHMAN BRTH HLD                                                                  | CUSIP: 524ESCR36<br>LEI: 549300FDK6ZP3YIHRJ47 | Long             | DBT              | CORP              | US        |    225000 | PA      | $0.02         | 0.00%             | 2017-07-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| STARWOOD PROPERTY TRUST                                 | Starwood Property Trust Inc                                                      | CUSIP: 85571BBB0<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              |  | US        |     94000 | PA      | $98871.12     | 0.01%             | 2029-04-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| PERFORMANCE FOOD GROUP I                                | Performance Food Group Inc                                                       | CUSIP: 71376LAF7<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |    223000 | PA      | $228114.28    | 0.03%             | 2032-09-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| ANTERO MIDSTREAM PART/FI                                | Antero Midstream Partners LP / Antero Midstream Finance Corp                     | CUSIP: 03690AAK2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     76000 | PA      | $78496.60     | 0.01%             | 2032-02-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| VIKING OCEAN CRUISES SHI                                | Viking Ocean Cruises Ship VII Ltd                                                | CUSIP: 92682RAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    111000 | PA      | $110458.66    | 0.02%             | 2029-02-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac REMICS                                                               | CUSIP: 3137BMWG7<br>LEI: 254900HROIFWPRGM1V77 | Long             | ABS-MBS          | USGSE             | US        |   2602102 | PA      | $2524623.08   | 0.35%             | 2045-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                      | Union Pacific Corp                                                               | CUSIP: 907818FY9<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    350000 | PA      | $271741.49    | 0.04%             | 2042-02-14      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| HANESBRANDS INC                                         | Hanesbrands Inc                                                                  | CUSIP: 410345AQ5<br>LEI: GX5LWVWZLL5S4W1L2F20 | Long             | DBT              | CORP              | US        |      8000 | PA      | $8469.80      | 0.00%             | 2031-02-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                        | CIFC Funding 2019-I Ltd                                                          | CUSIP: 12553DBA4<br>LEI: 254900RRJV30GDUWIX97 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $501217.70    | 0.07%             | 2037-10-20      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| STATION CASINOS LLC                                     | Station Casinos LLC                                                              | CUSIP: 857691AG4<br>LEI: 5493004E7Q60TX54WL62 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6864.23      | 0.00%             | 2028-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Amentum Government Services Holdings LLC                | Amentum Government Services Holdings LLC 2024 Term Loan B                        | CUSIP: 02351XAB4<br>LEI: 2549009FJIBLW40CU216 | Long             | LON              | CORP              | US        |     16645 | PA      | $16603.79     | 0.00%             | 2031-09-29      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| ALLIED UNIVERSAL HOLDCO                                 | Allied Universal Holdco LLC                                                      | CUSIP: 019576AD9<br>LEI: 98450038B4549046D794 | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1828211.00   | 0.25%             | 2031-02-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| NEPTUNE BIDCO US INC                                    | Neptune Bidco US Inc                                                             | CUSIP: 640695AA0<br>LEI: 549300VG15T3VCYZ4531 | Long             | DBT              | CORP              | US        |    321000 | PA      | $312552.89    | 0.04%             | 2029-04-15      | Fixed         | 9.29%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL                      | SWAP/CDSWAP/SCDS: (CMACG)                                                        | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              |  | XX        |     20000 | OU      | $1851.88      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LIGHTNING POWER LLC                                     | Lightning Power LLC                                                              | CUSIP: 53229KAA7<br>LEI: 254900BWCHJ03XRL8K59 | Long             | DBT              | CORP              | US        |     49000 | PA      | $51570.09     | 0.01%             | 2032-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust                         | BRAVO Residential Funding Trust 2021-NQM1                                        | CUSIP: 10569TAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    458499 | PA      | $428555.28    | 0.06%             | 2049-02-25      | Variable      | 0.94%                 | 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        |     78000 | PA      | $76272.39     | 0.01%             | 2035-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                            | Barclays PLC                                                                     | CUSIP: 06738ECN3<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    640000 | PA      | $710853.12    | 0.10%             | 2029-12-15      | Fixed         | 9.63%                 | No            |                  2 | On Loan: No      |
| ARDAGH PKG FIN/HLDGS USA                                | Ardagh Packaging Finance PLC / Ardagh Holdings USA Inc                           | CUSIP: 03969AAN0<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    402000 | PA      | $377425.74    | 0.05%             | 2026-08-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| ACURIS FIN US/ACURIS FIN                                | Acuris Finance US Inc / Acuris Finance SARL                                      | CUSIP: 00511BAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    272000 | PA      | $259561.82    | 0.04%             | 2028-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                               | Nelnet Student Loan Trust 2021-B                                                 | CUSIP: 64034QAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1982529 | PA      | $1744817.63   | 0.24%             | 2062-04-20      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON & CO                                   | Becton Dickinson & Co                                                            | CUSIP: 075887BG3<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    600000 | PA      | $522148.78    | 0.07%             | 2044-12-15      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| ADLER FINANCING SARL                                    | Adler Financing Sarl                                                             | CUSIP: 000000000<br>LEI: 213800BAQB59IVKP7S93 | Long             | DBT              | CORP              | LU        |      4000 | PA      | $4959.17      | 0.00%             | 2029-12-31      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                                | Madison Park Funding XXXVIII Ltd                                                 | CUSIP: 55821KAG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250439.30    | 0.03%             | 2034-07-17      | Floating      | 6.44%                 | No            |                  2 | On Loan: No      |
| OUTFRONT MEDIA CAP LLC/C                                | Outfront Media Capital LLC / Outfront Media Capital Corp                         | CUSIP: 69007TAE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    264000 | PA      | $252561.86    | 0.03%             | 2029-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES USA, INC.                               | RRP FNMA 15YR U                                                                  | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | Short            | RA               | CORP              | US        |  -1904654 | PA      | $-1904653.88  | -0.26%            |  |  |  | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                | JP Morgan Mortgage Trust 2024-INV1                                               | CUSIP: 46658PAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1734041 | PA      | $1723251.44   | 0.24%             | 2055-04-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| M6 ETX Holdings II Midco LLC                            | M6 ETX Holdings II Midco LLC Term Loan B                                         | CUSIP: 55285DAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2029-09-19      | Floating      | 8.92%                 | No            |                  2 | On Loan: No      |
| Citigroup Capital XIII                                  | Citigroup Capital XIII                                                           | CUSIP: 173080201<br>LEI: N/A                  | Long             | EP               | CORP              | US        |     29583 | NS      | $870331.86    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| CLARIOS GLOBAL LP                                       | Clarios Global LP 2025 USD Term Loan B                                           | CUSIP: 000000000<br>LEI: 549300474L1ZLXZY2P98 | Long             | LON              | CORP              | US        |    249005 | PA      | $249161.87    | 0.03%             | 2032-01-28      | Floating      | 7.08%                 | No            |                  2 | On Loan: No      |
| ASBURY AUTOMOTIVE GROUP                                 | Asbury Automotive Group Inc                                                      | CUSIP: 043436AU8<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9863.27      | 0.00%             | 2028-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                                | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                   | CUSIP: 01883LAD5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1093000 | PA      | $1077434.70   | 0.15%             | 2029-11-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ARDONAGH FINCO LTD                                      | Ardonagh Finco Ltd                                                               | CUSIP: 000000000<br>LEI: 254900D2T84O1K03BA28 | Long             | DBT              | CORP              | JE        |    200000 | PA      | $242079.17    | 0.03%             | 2031-02-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings Inc                      | Clear Channel Outdoor Holdings Inc 2024 Term Loan                                | CUSIP: 18452RAF2<br>LEI: 254900XBEE6V1ENYS150 | Long             | LON              | CORP              | US        |    293371 | PA      | $290331.44    | 0.04%             | 2028-08-23      | Floating      | 8.44%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140QQH99<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1562590 | PA      | $1583099.86   | 0.22%             | 2037-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS CORP                            | Frontier Communications Corp 2025 Term Loan B                                    | CUSIP: 35906EAU4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     40795 | PA      | $40744.27     | 0.01%             | 2031-07-01      | Floating      | 6.79%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd                                             | OCP CLO 2016-11 Ltd                                                              | CUSIP: 67110DBE6<br>LEI: 254900QIJ8IQOK988683 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $502064.05    | 0.07%             | 2036-04-26      | Floating      | 6.23%                 | No            |                  2 | On Loan: No      |
| MAGYAR EXPORT-IMPORT BAN                                | Magyar Export-Import Bank Zrt                                                    | CUSIP: 000000000<br>LEI: 529900O4UGETQ9Q3AA63 | Long             | DBT              | NUSS              | HU        |    100000 | PA      | $126924.77    | 0.02%             | 2029-05-16      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ZF EUROPE FINANCE BV                                    | ZF Europe Finance BV                                                             | CUSIP: 000000000<br>LEI: 549300RI533US2G6G542 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $118049.50    | 0.02%             | 2030-06-12      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                  | US 10YR ULTRA FUT SEP25                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       412 | NC      | $1320908.09   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Golden State Tobacco Securitization Corp                | GOLDEN ST TOBACCO SECURITIZATION CORP CA TOBACCO SETTLEMENT                      | CUSIP: 38122NB68<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2610000 | PA      | $1951538.73   | 0.27%             | 2042-06-01      | Fixed         | 3.29%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140QPNB9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    184805 | PA      | $184506.40    | 0.03%             | 2037-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DISH NETWORK CORP                                       | DISH Network Corp                                                                | CUSIP: 25470MAG4<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |    755000 | PA      | $778273.63    | 0.11%             | 2027-11-15      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| DELUXE CORP                                             | Deluxe Corp                                                                      | CUSIP: 248019AW1<br>LEI: KWGNKB8TX9LE5TV29231 | Long             | DBT              | CORP              | US        |     70000 | PA      | $72244.76     | 0.01%             | 2029-09-15      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| FIESTA PURCHASER INC                                    | Fiesta Purchaser Inc                                                             | CUSIP: 31659AAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15000 | PA      | $15918.08     | 0.00%             | 2031-03-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| E.ON INTL FINANCE BV                                    | E.ON International Finance BV                                                    | CUSIP: 268789AB0<br>LEI: 549300TG53AWJ719M814 | Long             | DBT              | CORP              | NL        |   2000000 | PA      | $2206743.56   | 0.30%             | 2038-04-30      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| KEHE DIST/FIN / NEXTWAVE                                | KeHE Distributors LLC / KeHE Finance Corp / NextWave Distribution Inc            | CUSIP: 487526AC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     86000 | PA      | $89066.16     | 0.01%             | 2029-02-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| MELCO RESORTS FINANCE                                   | Melco Resorts Finance Ltd                                                        | CUSIP: 58547DAH2<br>LEI: 5493000FQDBWKDBZEF60 | Long             | DBT              | CORP              | KY        |    400000 | PA      | $404800.00    | 0.06%             | 2032-04-17      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| STANDARD INDUSTRI INC/NY                                | Standard Industries Inc/NY                                                       | CUSIP: 853496AG2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |    170000 | PA      | $160963.04    | 0.02%             | 2030-07-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ANYWHERE REAL EST/CO-ISS                                | Anywhere Real Estate Group LLC / Anywhere Co-Issuer Corp                         | CUSIP: 75606DAT8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    157600 | PA      | $147236.51    | 0.02%             | 2030-04-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CRE                                  | Blackstone Private Credit Fund                                                   | CUSIP: 09261HBW6<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |    495000 | PA      | $484036.82    | 0.07%             | 2034-11-22      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES USA, INC.                               | RRP FNMA 15YR U                                                                  | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | Short            | RA               | CORP              | US        |  -1161015 | PA      | $-1161015.20  | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                          | Home Depot Inc/The                                                               | CUSIP: 437076AS1<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   1660000 | PA      | $1780175.17   | 0.25%             | 2036-12-16      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INC                                            | QUALCOMM Inc                                                                     | CUSIP: 747525BQ5<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    445000 | PA      | $440058.05    | 0.06%             | 2032-05-20      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Cloudera Inc                                            | Cloudera Inc 2021 Term Loan                                                      | CUSIP: 74339VAB4<br>LEI: 549300PGONC4JOI0RG62 | Long             | LON              | CORP              | US        |     54437 | PA      | $52150.98     | 0.01%             | 2028-10-08      | Floating      | 8.18%                 | No            |                  2 | On Loan: No      |
| WILDFIRE INTERMEDIATE HO                                | Wildfire Intermediate Holdings LLC                                               | CUSIP: 96812HAA6<br>LEI: 5493003RHEMQJZEXIR02 | Long             | DBT              | CORP              | US        |    133000 | PA      | $132118.42    | 0.02%             | 2029-10-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| VIAVI SOLUTIONS INC                                     | Viavi Solutions Inc                                                              | CUSIP: 925550AF2<br>LEI: 5493006K3E3N1QOBF092 | Long             | DBT              | CORP              | US        |     26000 | PA      | $24294.69     | 0.00%             | 2029-10-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                | OBX 2023-NQM1 Trust                                                              | CUSIP: 670855AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    539640 | PA      | $538996.67    | 0.07%             | 2062-11-25      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| TECHEM VERWALTUNGSGES                                   | Techem Verwaltungsgesellschaft 674 mbH                                           | CUSIP: 000000000<br>LEI: 549300W2QKB8BC676O97 | Long             | DBT              | CORP              | DE        |     87920 | PA      | $103565.19    | 0.01%             | 2026-07-30      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CLEVELAND ELECTRIC ILLUM                                | Cleveland Electric Illuminating Co/The                                           | CUSIP: 186108CE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    434000 | PA      | $452177.13    | 0.06%             | 2036-12-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Texas Natural Gas Securitization Finance Corp           | TEXAS NATURAL GAS SECURITIZTN FIN CORP REVENUE                                   | CUSIP: 88258MAB1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1500000 | PA      | $1514297.70   | 0.21%             | 2041-04-01      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                  | Venture Global LNG Inc                                                           | CUSIP: 92332YAD3<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    803000 | PA      | $867210.29    | 0.12%             | 2032-02-01      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| BLUE RACER MID LLC/FINAN                                | Blue Racer Midstream LLC / Blue Racer Finance Corp                               | CUSIP: 095796AK4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     97000 | PA      | $102786.73    | 0.01%             | 2032-07-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners CLO, LTD                         | Golub Capital Partners CLO 55B LTD                                               | CUSIP: 38178QAA6<br>LEI: 254900ZZ9HHZTOQ1XK24 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250206.83    | 0.03%             | 2034-07-20      | Floating      | 11.09%                | No            |                  2 | On Loan: No      |
| ATOS SE                                                 | Atos SE                                                                          | CUSIP: 000000000<br>LEI: 5493001EZOOA66PTBR68 | Long             | SN               | CORP              | FR        |     23000 | PA      | $23022.57     | 0.00%             | 2030-12-18      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                            | GS Mortgage Securities Corp Trust 2025-800D                                      | CUSIP: 36273XAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    400000 | PA      | $400074.60    | 0.06%             | 2041-11-25      | Floating      | 7.76%                 | No            |                  2 | On Loan: No      |
| RAISING CANE'S RESTAURAN                                | Raising Cane's Restaurants LLC                                                   | CUSIP: 75103AAA3<br>LEI: 254900V6ADXFWHYOED66 | Long             | DBT              | CORP              | US        |     90000 | PA      | $94978.53     | 0.01%             | 2029-05-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| AMWINS GROUP INC                                        | AmWINS Group Inc                                                                 | CUSIP: 031921AC3<br>LEI: 549300SJE7MUB8NMRG61 | Long             | DBT              | CORP              | US        |     85000 | PA      | $86635.06     | 0.01%             | 2029-02-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| PBF HOLDING CO LLC                                      | PBF Holding Co LLC / PBF Finance Corp                                            | CUSIP: 69318FAL2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    112000 | PA      | $100552.03    | 0.01%             | 2030-09-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| MOLINA HEALTHCARE INC                                   | Molina Healthcare Inc                                                            | CUSIP: 60855RAM2<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |     32000 | PA      | $32572.76     | 0.00%             | 2033-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| VIKING CRUISES LTD                                      | Viking Cruises Ltd                                                               | CUSIP: 92676XAF4<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |     34000 | PA      | $34298.18     | 0.00%             | 2029-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| COMMSCOPE LLC                                           | CommScope LLC                                                                    | CUSIP: 203372AX5<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |    510000 | PA      | $497904.44    | 0.07%             | 2029-09-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                             | RRP MADISON IAQ                                                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -202120 | PA      | $-202120.00   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| WOM NEW HOLDCO COMMON                                   | WOM NEW HOLDCO COMMON                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       465 | NS      | $13020.00     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| BOFA SECURITIES INC                                     | RRP USI INC 7.5                                                                  | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -226908 | PA      | $-226907.50   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                        | SMB Private Education Loan Trust 2023-C                                          | CUSIP: 83207DAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1197098 | PA      | $1228727.04   | 0.17%             | 2052-11-15      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| LGI HOMES INC                                           | LGI Homes Inc                                                                    | CUSIP: 50187TAH9<br>LEI: 549300W02B4WNV8CV109 | Long             | DBT              | CORP              | US        |     56000 | PA      | $58214.18     | 0.01%             | 2028-12-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| 1011778 BC / NEW RED FIN                                | 1011778 BC ULC / New Red Finance Inc                                             | CUSIP: 68245XAT6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     53000 | PA      | $53748.51     | 0.01%             | 2029-09-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| SG Capital Partners                                     | SG Residential Mortgage Trust 2022-2                                             | CUSIP: 78434KAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    585826 | PA      | $584642.99    | 0.08%             | 2062-08-25      | Variable      | 5.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae REMICS                                                                | CUSIP: 3136APDF6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1636000 | PA      | $1480958.08   | 0.20%             | 2045-07-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                                | CHS/Community Health Systems Inc                                                 | CUSIP: 12543DBK5<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    235000 | PA      | $200897.41    | 0.03%             | 2031-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 31410F2Q7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    378773 | PA      | $383141.65    | 0.05%             | 2034-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CCP4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  27500000 | PA      | $26529980.40  | 3.65%             | 2026-07-31      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| WYNN RESORTS FINANCE LLC                                | Wynn Resorts Finance LLC / Wynn Resorts Capital Corp                             | CUSIP: 983133AD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    242000 | PA      | $243551.70    | 0.03%             | 2033-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                       | SWAP/CDSWAP/SCDS: (SESGFP)                                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              |  | DE        |      4000 | OU      | $-222.79      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HAH GROUP HOLDING CO LLC                                | HAH Group Holding Co LLC                                                         | CUSIP: 40518JAA7<br>LEI: 254900FFJQHW9R90FL74 | Long             | DBT              | CORP              | US        |    116000 | PA      | $115003.93    | 0.02%             | 2031-10-01      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| US FOODS INC                                            | US Foods Inc                                                                     | CUSIP: 90290MAH4<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |    164000 | PA      | $172699.22    | 0.02%             | 2032-01-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                  | NextEra Energy Capital Holdings Inc                                              | CUSIP: 65339KBK5<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   4750000 | PA      | $4731814.77   | 0.65%             | 2079-05-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| CITY FOOTBALL GROUP LIMITED                             | City Football Group Limited 2024 Term Loan                                       | CUSIP: 17781XAD8<br>LEI: 213800K6VVWALRH9UJ69 | Long             | LON              | CORP              | GB        |     98952 | PA      | $98291.96     | 0.01%             | 2030-07-22      | Floating      | 8.04%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                                | Prudential Financial Inc                                                         | CUSIP: 74432QAK1<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    500000 | PA      | $517704.42    | 0.07%             | 2036-03-17      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| TALLGRASS NRG PRTNR/FIN                                 | Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp                     | CUSIP: 87470LAJ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2000 | PA      | $1962.43      | 0.00%             | 2030-12-31      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC                                    | RRP INTEL CORPO                                                                  | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | Short            | RA               | CORP              | US        |   -803750 | PA      | $-803750.00   | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| AMER AIRLN 15-2 A PASS T                                | American Airlines 2015-2 Class A Pass Through Trust                              | CUSIP: 02377BAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    860426 | PA      | $827925.31    | 0.11%             | 2027-09-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TENNECO INC                                             | Tenneco Inc                                                                      | CUSIP: 880349AU9<br>LEI: 549300U0EXXFAQFAD785 | Long             | DBT              | CORP              | US        |    185000 | PA      | $182946.02    | 0.03%             | 2028-11-17      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| LAMB WESTON HLD                                         | Lamb Weston Holdings Inc                                                         | CUSIP: 513272AD6<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |     90000 | PA      | $85823.67     | 0.01%             | 2030-01-31      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                            | ING Groep NV                                                                     | CUSIP: 456837AZ6<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |   1500000 | PA      | $1254896.70   | 0.17%             | 2031-05-16      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| KINETIK HOLDINGS LP                                     | Kinetik Holdings LP                                                              | CUSIP: 49461MAA8<br>LEI: 549300RD6AJIMYC0HY12 | Long             | DBT              | CORP              | US        |     11000 | PA      | $11093.28     | 0.00%             | 2030-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| MATADOR RESOURCES CO                                    | Matador Resources Co                                                             | CUSIP: 576485AF3<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |    139000 | PA      | $141741.48    | 0.02%             | 2028-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                                  | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC            | CUSIP: 013092AB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     62000 | PA      | $61937.78     | 0.01%             | 2028-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| COMSTOCK RESOURCES INC                                  | Comstock Resources Inc                                                           | CUSIP: 205768AU8<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |     72000 | PA      | $71776.86     | 0.01%             | 2029-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| STAR HOLDING LLC                                        | Star Holding LLC 2024 1st Lien Term Loan B                                       | CUSIP: 85512FAC2<br>LEI: 254900BDGPE9N1WAKD59 | Long             | LON              | CORP              | US        |     95036 | PA      | $90463.08     | 0.01%             | 2031-07-31      | Floating      | 8.83%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                | RTX Corp                                                                         | CUSIP: 913017BT5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    300000 | PA      | $265537.27    | 0.04%             | 2042-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                        | BAT Capital Corp                                                                 | CUSIP: 05526DBF1<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1211733.09   | 0.17%             | 2047-08-15      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| MATIV HOLDINGS INC                                      | Mativ Holdings Inc                                                               | CUSIP: 808541AC0<br>LEI: 549300Z1FU4IDULG1R21 | Long             | DBT              | CORP              | US        |     80000 | PA      | $72486.12     | 0.01%             | 2029-10-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| CALPINE CORP                                            | Calpine Corp                                                                     | CUSIP: 131347CQ7<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29677.17     | 0.00%             | 2031-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TIDEWATER INC                                           | Tidewater Inc                                                                    | CUSIP: 88642RAE9<br>LEI: 2549000JA5GRUPLMUH98 | Long             | DBT              | CORP              | US        |    109000 | PA      | $112145.69    | 0.02%             | 2030-07-15      | Fixed         | 9.13%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                     | GS Mortgage-Backed Securities Trust 2021-PJ6                                     | CUSIP: 36262LAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    827351 | PA      | $673903.24    | 0.09%             | 2051-11-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP/US FIN                                | Clarios Global LP / Clarios US Finance Co                                        | CUSIP: 18060TAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    525000 | PA      | $538887.83    | 0.07%             | 2028-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| NOMURA SECURITIES INTERNATIONAL INC                     | RRP LOWES COMPA                                                                  | CUSIP: 000000000<br>LEI: OXTKY6Q8X53C9ILVV871 | Short            | RA               | CORP              | US        |   -930000 | PA      | $-930000.00   | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                        | CIFC Funding 2018-I Ltd                                                          | CUSIP: 17181NAC8<br>LEI: 635400VBVF8AYJQBI411 | Long             | ABS-CBDO         | CORP              | KY        |   1036000 | PA      | $1038590.00   | 0.14%             | 2038-01-18      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                            | CSMC 2020-FACT                                                                   | CUSIP: 126395AL6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    900000 | PA      | $854579.70    | 0.12%             | 2037-10-15      | Floating      | 8.64%                 | No            |                  2 | On Loan: No      |
| KRONOS ACQUISITION HOLDI                                | Kronos Acquisition Holdings Inc                                                  | CUSIP: 50106GAG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     32000 | PA      | $29058.64     | 0.00%             | 2031-06-30      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES USA, INC.                               | RRP FHLMC 30YR                                                                   | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | Short            | RA               | CORP              | US        |  -1431754 | PA      | $-1431753.99  | -0.20%            |  |  |  | No            |                  2 | On Loan: No      |
| SHIFT4 PAYMENTS LLC                                     | SHIFT4 PAYMENTS LLC 2025 TERM LOAN                                               | CUSIP: 000000000<br>LEI: 254900GTEMR7L40VPI74 | Long             | LON              | CORP              | US        |     65000 | PA      | $65507.65     | 0.01%             | 2032-05-07      | Floating      | 7.08%                 | No            |                  2 | On Loan: No      |
| VEGAS Trust                                             | VEGAS 2024-GCS                                                                   | CUSIP: 92254BAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    650000 | PA      | $613585.25    | 0.08%             | 2036-07-10      | Variable      | 6.42%                 | No            |                  2 | On Loan: No      |
| Truist Insurance Holdings LLC                           | Truist Insurance Holdings LLC 2nd Lien Term Loan                                 | CUSIP: 89788VAE2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    409941 | PA      | $414298.72    | 0.06%             | 2032-05-06      | Floating      | 9.05%                 | No            |                  2 | On Loan: No      |
| Gracie Point International Funding                      | GRACIE POINT INTERNATIONAL FUNDING 2023-1                                        | CUSIP: 383931AD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    162000 | PA      | $161982.73    | 0.02%             | 2026-09-01      | Floating      | 8.85%                 | No            |                  2 | On Loan: No      |
| VISTRA CORP                                             | Vistra Corp                                                                      | CUSIP: 92840MAC6<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |    141000 | PA      | $142696.65    | 0.02%             | 2026-12-15      | Fixed         | 7.00%                 | 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        |    736000 | PA      | $655177.63    | 0.09%             | 2034-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                       | Post Holdings Inc                                                                | CUSIP: 737446AR5<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |      9000 | PA      | $8353.88      | 0.00%             | 2031-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140MTFY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    133845 | PA      | $133367.87    | 0.02%             | 2037-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Trimaran Advisors CAVU 2019-2                           | Trimaran CAVU 2019-2 Ltd                                                         | CUSIP: 89624JAJ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $500322.20    | 0.07%             | 2032-11-26      | Floating      | 9.25%                 | No            |                  2 | On Loan: No      |
| SHIFT4 PAYMENTS LLC/FIN                                 | Shift4 Payments LLC / Shift4 Payments Finance Sub Inc                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    145000 | PA      | $176680.17    | 0.02%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECH INC                                       | L3Harris Technologies Inc                                                        | CUSIP: 502431AN9<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    300000 | PA      | $259492.22    | 0.04%             | 2031-01-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| COUGAR JV SUBSIDIARY LLC                                | Cougar JV Subsidiary LLC                                                         | CUSIP: 22208WAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    108000 | PA      | $115114.72    | 0.02%             | 2032-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| CHORD ENERGY CORP                                       | Chord Energy Corp                                                                | CUSIP: 674215AN8<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | DBT              | CORP              | US        |     58000 | PA      | $59254.13     | 0.01%             | 2033-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO                                     | Sherwin-Williams Co/The                                                          | CUSIP: 824348BK1<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    350000 | PA      | $257322.07    | 0.04%             | 2049-08-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Regatta XVIII Funding Ltd                               | Regatta XVIII Funding Ltd                                                        | CUSIP: 75884EAS1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    850000 | PA      | $850717.83    | 0.12%             | 2038-04-15      | Floating      | 5.81%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                 | Bristol-Myers Squibb Co                                                          | CUSIP: 110122AX6<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    350000 | PA      | $305054.40    | 0.04%             | 2044-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                             | Oracle Corp                                                                      | CUSIP: 68389XCA1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    600000 | PA      | $442856.78    | 0.06%             | 2051-03-25      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                | Burlington Northern Santa Fe LLC                                                 | CUSIP: 12189LAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1890000 | PA      | $1811613.65   | 0.25%             | 2041-03-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bonds                 | Colombia Government International Bonds                                          | CUSIP: 195325EF8<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    200000 | PA      | $206900.00    | 0.03%             | 2033-04-20      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| 522 Funding CLO Ltd                                     | ASSURANT CLO I LTD                                                               | CUSIP: 33836JAG4<br>LEI: 635400A6LSLGJQHVOZ36 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $501529.85    | 0.07%             | 2034-10-20      | Floating      | 6.68%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                           | TransDigm Inc                                                                    | CUSIP: 893647BT3<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    292000 | PA      | $305933.66    | 0.04%             | 2031-12-01      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| Galaxy US Opco Inc                                      | Galaxy US Opco Inc Term Loan                                                     | CUSIP: 36321DAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    137359 | PA      | $127229.16    | 0.02%             | 2030-07-31      | Floating      | 10.03%                | No            |                  2 | On Loan: No      |
| ICAHN ENTERPRISES/FIN                                   | Icahn Enterprises LP / Icahn Enterprises Finance Corp                            | CUSIP: 451102CF2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    110000 | PA      | $106857.53    | 0.01%             | 2029-01-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| WALGREENS BOOTS ALLIANCE                                | Walgreens Boots Alliance Inc                                                     | CUSIP: 931427AC2<br>LEI: 549300RPTUOIXG4LIH86 | Long             | DBT              | CORP              | US        |    140000 | PA      | $133700.00    | 0.02%             | 2044-11-18      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| NOVELIS SHEET INGOT GMBH                                | Novelis Sheet Ingot GmbH                                                         | CUSIP: 000000000<br>LEI: 9845005E95899E77AY49 | Long             | DBT              | CORP              | DE        |    100000 | PA      | $114269.54    | 0.02%             | 2029-04-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| LYB INT FINANCE III                                     | LYB International Finance III LLC                                                | CUSIP: 50249AAP8<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41516.48     | 0.01%             | 2035-05-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| IVORY COAST                                             | Ivory Coast Government International Bond                                        | CUSIP: 000000000<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |    192000 | PA      | $213656.69    | 0.03%             | 2031-10-17      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BlackRock Liquidity Funds                               | BlackRock Liquidity Funds: T-Fund, Institutional Shares                          | CUSIP: 09248U718<br>LEI: 5493007YVNX55LTRQ706 | Long             | STIV             | RF                | US        |   8232852 | NS      | $8232852.36   | 1.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae REMICS                                                                | CUSIP: 3136BMXA1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  14500000 | PA      | $13052756.45  | 1.80%             | 2052-05-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES USA, INC.                               | RRP FNMA 15YR U                                                                  | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | Short            | RA               | CORP              | US        |  -1191285 | PA      | $-1191285.04  | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| VOYAGER PARENT LLC                                      | Voyager Parent LLC                                                               | CUSIP: 92921EAA0<br>LEI: 2549002DYVI4ACSV4V71 | Long             | DBT              | CORP              | US        |    229000 | PA      | $238257.71    | 0.03%             | 2032-07-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140QQ6M2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1198806 | PA      | $1232728.34   | 0.17%             | 2037-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                        | COLT 2022-5 Mortgage Loan Trust                                                  | CUSIP: 19688LAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1317514 | PA      | $1320205.65   | 0.18%             | 2067-04-25      | Variable      | 4.55%                 | No            |                  2 | On Loan: No      |
| ZI TECH LLC/ZI FIN CORP                                 | ZoomInfo Technologies LLC/ZoomInfo Finance Corp                                  | CUSIP: 98981BAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    147000 | PA      | $138208.83    | 0.02%             | 2029-02-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| HUNGARY                                                 | Hungary Government International Bond                                            | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |     66000 | PA      | $83745.86     | 0.01%             | 2033-09-12      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                   | Wells Fargo & Co                                                                 | CUSIP: 95000U3D3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1124000 | PA      | $1150129.76   | 0.16%             | 2034-04-24      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                            | Comcast Corp                                                                     | CUSIP: 20030NCM1<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2575294.98   | 0.35%             | 2048-10-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                    | Edison International                                                             | CUSIP: 281020AS6<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |   3020000 | PA      | $2843395.23   | 0.39%             | 2026-03-09      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                       | Post Holdings Inc                                                                | CUSIP: 737446AU8<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    118000 | PA      | $121266.74    | 0.02%             | 2032-02-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                | OBX 2022-INV3 Trust                                                              | CUSIP: 67116EAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    612288 | PA      | $520229.49    | 0.07%             | 2052-02-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                             | RRP PNC FINANCI                                                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |  -1164465 | PA      | $-1164465.00  | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| NATIONSTAR MTG HLD INC                                  | Nationstar Mortgage Holdings Inc                                                 | CUSIP: 63861CAF6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    472000 | PA      | $490264.04    | 0.07%             | 2032-02-01      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| TWILIO INC                                              | Twilio Inc                                                                       | CUSIP: 90138FAC6<br>LEI: 5493004W8TRGD63APX93 | Long             | DBT              | CORP              | US        |     73000 | PA      | $69499.17     | 0.01%             | 2029-03-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| AVANTOR FUNDING INC                                     | Avantor Funding Inc                                                              | CUSIP: 05352TAA7<br>LEI: 5493003VM0XB4U8YD238 | Long             | DBT              | CORP              | US        |    115000 | PA      | $112925.30    | 0.02%             | 2028-07-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| BUCKEYE PARTNERS LP                                     | Buckeye Partners LP                                                              | CUSIP: 118230AV3<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |     11000 | PA      | $11396.24     | 0.00%             | 2029-07-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE HOLD                                   | Freedom Mortgage Holdings LLC                                                    | CUSIP: 35641AAB4<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |    162000 | PA      | $166986.73    | 0.02%             | 2031-05-15      | Fixed         | 9.13%                 | No            |                  2 | On Loan: No      |
| SIX FLAGS ENT/SIX FLAG                                  | Six Flags Entertainment Corp /Six Flags Theme Parks Inc/ Canada's Wonderland Co  | CUSIP: 83002YAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    160000 | PA      | $165029.54    | 0.02%             | 2032-05-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| NOMURA SECURITIES INTERNATIONAL INC                     | RRP SABRE GLBL                                                                   | CUSIP: 000000000<br>LEI: OXTKY6Q8X53C9ILVV871 | Short            | RA               | CORP              | US        |    -42435 | PA      | $-42435.00    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| COMMSCOPE LLC                                           | CommScope LLC                                                                    | CUSIP: 20338MAA0<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |     45000 | PA      | $47124.56     | 0.01%             | 2031-12-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| OFFICE CHERIFIEN DES PHO                                | OCP SA                                                                           | CUSIP: 67091TAG0<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |    200000 | PA      | $199294.00    | 0.03%             | 2054-05-02      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                        | SMB Private Education Loan Trust 2021-A                                          | CUSIP: 78448YAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    156761 | PA      | $152120.20    | 0.02%             | 2053-01-15      | Fixed         | 2.31%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                              | Verus Securitization Trust 2024-8                                                | CUSIP: 92540PAA6<br>LEI: 213800RZ8QGNZ38DSP77 | Long             | ABS-MBS          | CORP              | US        |   1599284 | PA      | $1598322.90   | 0.22%             | 2069-10-25      | Variable      | 5.36%                 | No            |                  2 | On Loan: No      |
| AXALTA COATING SYSTEMS                                  | Axalta Coating Systems LLC                                                       | CUSIP: 05453GAC9<br>LEI: 549300G80QONCHILSF69 | Long             | DBT              | CORP              | US        |    198000 | PA      | $187545.30    | 0.03%             | 2029-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CUSHMAN & WAKEFIELD US                                  | Cushman & Wakefield US Borrower LLC                                              | CUSIP: 23166MAC7<br>LEI: 549300870CMN3WI5IF97 | Long             | DBT              | CORP              | US        |    213000 | PA      | $228726.85    | 0.03%             | 2031-09-01      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST                                 | Starwood Property Trust Inc                                                      | CUSIP: 85571BBE4<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              |  | US        |    198000 | PA      | $204423.12    | 0.03%             | 2030-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                          | Lowe's Cos Inc                                                                   | CUSIP: 548661DN4<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $743910.99    | 0.10%             | 2046-04-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                               | Morgan Stanley Bank of America Merrill Lynch Trust 2015-C22                      | CUSIP: 61690FAM5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    284028 | PA      | $279063.61    | 0.04%             | 2048-04-15      | Fixed         | 3.31%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES USA, INC.                               | RRP FNMA 15YR U                                                                  | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | Short            | RA               | CORP              | US        |  -1248108 | PA      | $-1248107.51  | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| ARSENAL AIC PARENT LLC                                  | Arsenal AIC Parent LLC                                                           | CUSIP: 04288BAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    649000 | PA      | $727485.52    | 0.10%             | 2031-10-01      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| VIVION INVESTMENTS                                      | Vivion Investments Sarl                                                          | CUSIP: 000000000<br>LEI: 529900SJ7X71ESJK9N76 | Long             | DBT              | CORP              | LU        |    100750 | PA      | $116601.66    | 0.02%             | 2028-08-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                    | Bank of America Corp                                                             | CUSIP: 06055HAH6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   7650000 | PA      | $7922745.45   | 1.09%             | 2030-05-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                       | HSBC Holdings PLC                                                                | CUSIP: 404280CQ0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    275000 | PA      | $249273.53    | 0.03%             | 2031-03-09      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                     | JPMorgan Chase & Co                                                              | CUSIP: 46647PEC6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    540000 | PA      | $552760.06    | 0.08%             | 2035-01-23      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| CINEMARK USA INC                                        | Cinemark USA Inc                                                                 | CUSIP: 172441BH9<br>LEI: 54930008H2137JSCPQ09 | Long             | DBT              | CORP              | US        |     41000 | PA      | $42564.77     | 0.01%             | 2032-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| KeySpan Gas East Corp                                   | KeySpan Gas East Corp                                                            | CUSIP: 49338CAA1<br>LEI: K8TS3HOE1568DUBUJL44 | Long             | DBT              | CORP              | US        |   1010000 | PA      | $973515.82    | 0.13%             | 2041-04-01      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| Trestles CLO LTD                                        | TRESTLES CLO 2017-1 Ltd                                                          | CUSIP: 89531FBE6<br>LEI: 254900QSBDX181YYBH38 | Long             | ABS-CBDO         | CORP              | KY        |   1750000 | PA      | $1758128.75   | 0.24%             | 2037-07-25      | Floating      | 6.38%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC / FIN INC                                  | Acrisure LLC / Acrisure Finance Inc                                              | CUSIP: 004961AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    108000 | PA      | $109530.68    | 0.02%             | 2032-07-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                                    | Las Vegas Sands Corp                                                             | CUSIP: 517834AN7<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |     95000 | PA      | $98008.95     | 0.01%             | 2030-06-14      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS L                                | First Quantum Minerals Ltd                                                       | CUSIP: 335934AV7<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $211930.00    | 0.03%             | 2029-03-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                     | RRP CAESARS ENT                                                                  | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -128858 | PA      | $-128857.50   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO LLC                                  | RRP WYNN RESORT                                                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | Short            | RA               | CORP              | US        |   -109650 | PA      | $-109650.00   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| GRAY MEDIA INC                                          | Gray Media Inc                                                                   | CUSIP: 389375AM8<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |    354000 | PA      | $380293.35    | 0.05%             | 2029-07-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| AXON ENTERPRISE INC                                     | Axon Enterprise Inc                                                              | CUSIP: 05464CAD3<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |     97000 | PA      | $99877.18     | 0.01%             | 2033-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| IMPULSORA PIPELINE                                      | Impulsora Pipeline                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1514856 | PA      | $1304598.88   | 0.18%             | 2043-01-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                        | CIFC Funding 2020-I Ltd                                                          | CUSIP: 12555QAW6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $502357.05    | 0.07%             | 2036-07-15      | Floating      | 7.62%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust                         | BRAVO Residential Funding Trust 2023-NQM3                                        | CUSIP: 10568EAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    377548 | PA      | $375269.50    | 0.05%             | 2062-09-25      | Variable      | 4.85%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAIN INC                                   | Caesars Entertainment Inc                                                        | CUSIP: 12769GAC4<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |    166000 | PA      | $170335.22    | 0.02%             | 2032-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GOAT HOLDCO LLC                                         | Goat Holdco LLC                                                                  | CUSIP: 38021MAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    109000 | PA      | $110802.86    | 0.02%             | 2032-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GENESEE & WYOMING INC                                   | Genesee & Wyoming Inc                                                            | CUSIP: 371559AB1<br>LEI: G617XSG94Z7G0RMW3L02 | Long             | DBT              | CORP              | US        |    140000 | PA      | $142852.22    | 0.02%             | 2032-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| HOWARD MIDSTREAM ENERGY                                 | Howard Midstream Energy Partners LLC                                             | CUSIP: 442722AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     27000 | PA      | $28395.85     | 0.00%             | 2032-07-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| CART                                                    | CONE Trust 2024-DFW1                                                             | CUSIP: 20682AAL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    660000 | PA      | $658287.30    | 0.09%             | 2041-08-15      | Floating      | 7.35%                 | No            |                  2 | On Loan: No      |
| ROCKETMTGE CO-ISSUER INC                                | Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc                              | CUSIP: 77313LAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     64000 | PA      | $57258.76     | 0.01%             | 2033-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| KAIXO BONDCO TELECOM SA                                 | Kaixo Bondco Telecom SA                                                          | CUSIP: 000000000<br>LEI: 959800ULWB3MZHZ69055 | Long             | DBT              | CORP              | ES        |    100000 | PA      | $119417.10    | 0.02%             | 2029-09-30      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                | BX Trust 2024-CNYN                                                               | CUSIP: 05612HAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    671395 | PA      | $672444.10    | 0.09%             | 2041-04-15      | Floating      | 6.25%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                          | Microsoft Corp                                                                   | CUSIP: 594918CC6<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $988750.21    | 0.14%             | 2050-06-01      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| ROCKET COS INC                                          | Rocket Cos Inc                                                                   | CUSIP: 77311WAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    767000 | PA      | $781596.01    | 0.11%             | 2030-08-01      | Fixed         | 6.13%                 | 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        |    302000 | PA      | $310389.86    | 0.04%             | 2029-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                             | RRP BANK OF AME                                                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |  -2987040 | PA      | $-2987040.00  | -0.41%            |  |  |  | No            |                  2 | On Loan: No      |
| MOHEGAN TRIBAL / MS DIG                                 | Mohegan Tribal Gaming Authority / MS Digital Entertainment Holdings LLC          | CUSIP: 60832QAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    133000 | PA      | $137283.66    | 0.02%             | 2030-04-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| MH Sub I LLC                                            | MH Sub I LLC 2023 Term Loan                                                      | CUSIP: 45567YAN5<br>LEI: 2549005VFKP807SR8N49 | Long             | LON              | CORP              | US        |    176726 | PA      | $165626.11    | 0.02%             | 2028-05-03      | Floating      | 8.58%                 | No            |                  2 | On Loan: No      |
| FANTASIA HOLDINGS GROUP                                 | Fantasia Holdings Group Co Ltd                                                   | CUSIP: 000000000<br>LEI: 5493005JQNLB3I01JW62 | Long             | DBT              | CORP              | KY        |    300000 | PA      | $8250.00      | 0.00%             | 2023-07-28      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| DAVITA INC                                              | DaVita Inc                                                                       | CUSIP: 23918KAW8<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |     94000 | PA      | $97400.92     | 0.01%             | 2032-09-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INC                                            | QUALCOMM Inc                                                                     | CUSIP: 747525BS1<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    250000 | PA      | $263573.56    | 0.04%             | 2033-05-20      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| DOLCETTO HOLDCO SPA                                     | Dolcetto Holdco SpA                                                              | CUSIP: 000000000<br>LEI: 81560029E819F2CE4A42 | Long             | DBT              | CORP              | IT        |    100000 | PA      | $118680.24    | 0.02%             | 2032-07-14      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                     | RRP CHS/COMMUNI                                                                  | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -150694 | PA      | $-150693.75   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                                | Prudential Financial Inc                                                         | CUSIP: 74432QBD6<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |   1625000 | PA      | $1819562.78   | 0.25%             | 2037-12-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| WALKER & DUNLOP INC                                     | Walker & Dunlop Inc                                                              | CUSIP: 93148PAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     76000 | PA      | $77993.70     | 0.01%             | 2033-04-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                      | Energy Transfer LP                                                               | CUSIP: 29273VAX8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    342000 | PA      | $363848.33    | 0.05%             | 2054-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                        | COLT 2020-2 Mortgage Loan Trust                                                  | CUSIP: 19688JAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3050000 | PA      | $3058827.92   | 0.42%             | 2065-03-25      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| Sabre GLBL Inc                                          | Sabre GLBL Inc 2021 Term Loan B1                                                 | CUSIP: 78571YBG4<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | LON              | CORP              | US        |     19010 | PA      | $18643.70     | 0.00%             | 2027-12-17      | Floating      | 7.94%                 | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                                  | WESCO Distribution Inc                                                           | CUSIP: 95081QAS3<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |    137000 | PA      | $141600.72    | 0.02%             | 2033-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| AMSTED INDUSTRIES                                       | Amsted Industries Inc                                                            | CUSIP: 032177AK3<br>LEI: N2VLGYMEEBIU3PFSUY86 | Long             | DBT              | CORP              | US        |     66000 | PA      | $67086.82     | 0.01%             | 2033-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CQP HOLDCO LP/BIP-V CHIN                                | CQP Holdco LP / BIP-V Chinook Holdco LLC                                         | CUSIP: 12657NAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $493948.10    | 0.07%             | 2031-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CORVIAS CAMPUS USG L CORP BOND 5.3 7/1/50               | CORVIAS CAMPUS USG L CORP BOND 5.3 7/1/50                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5475516 | PA      | $1916430.52   | 0.26%             | 2050-07-01      | Fixed         | 5.30%                 | No            |                  3 | On Loan: No      |
| Angel Oak Mortgage Trust                                | Angel Oak Mortgage Trust 2024-10                                                 | CUSIP: 034933AA9<br>LEI: 254900QN92XYN8GJBJ44 | Long             | ABS-MBS          | CORP              | US        |   1594767 | PA      | $1591240.43   | 0.22%             | 2069-10-25      | Variable      | 5.35%                 | No            |                  2 | On Loan: No      |
| MFRA Trust                                              | MFA 2023-NQM1 Trust                                                              | CUSIP: 55285PAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    694201 | PA      | $692364.33    | 0.10%             | 2067-11-25      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| VITAL ENERGY INC                                        | Vital Energy Inc                                                                 | CUSIP: 516806AJ5<br>LEI: 549300X0PTWU2QSLSL14 | Long             | DBT              | CORP              | US        |    152000 | PA      | $137579.50    | 0.02%             | 2030-10-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                            | Broadcom Inc                                                                     | CUSIP: 11135FBJ9<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    700000 | PA      | $554783.61    | 0.08%             | 2041-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Homeward Opportunities Fund I Trust                     | Homeward Opportunities Fund Trust 2022-1                                         | CUSIP: 43789KAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1010985 | PA      | $1005466.95   | 0.14%             | 2067-07-25      | Variable      | 5.08%                 | No            |                  2 | On Loan: No      |
| ASCEND LEARNING LLC                                     | Ascend Learning LLC 2025 Repriced Term Loan B                                    | CUSIP: 04349HAN4<br>LEI: 549300T466HKRLVCD610 | Long             | LON              | CORP              | US        |     20959 | PA      | $20946.13     | 0.00%             | 2028-12-11      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FIN                                  | Berkshire Hathaway Finance Corp                                                  | CUSIP: 084664BU4<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |    500000 | PA      | $462462.39    | 0.06%             | 2042-05-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| PANTHER ESCROW ISSUER                                   | Panther Escrow Issuer LLC                                                        | CUSIP: 69867RAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1624000 | PA      | $1686931.62   | 0.23%             | 2031-06-01      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| Romark CLO Ltd                                          | Romark CLO Ltd                                                                   | CUSIP: 77587UAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $501119.50    | 0.07%             | 2030-10-23      | Floating      | 6.69%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                 | Oncor Electric Delivery Co LLC                                                   | CUSIP: 68233JCF9<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $964958.52    | 0.13%             | 2032-06-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| UNITED NATURAL FOODS INC                                | United Natural Foods Inc                                                         | CUSIP: 911163AA1<br>LEI: 549300GKGW6WPZ282D40 | Long             | DBT              | CORP              | US        |    135000 | PA      | $133239.87    | 0.02%             | 2028-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| LION/POLARIS LUX 4 SA                                   | Lion/Polaris Lux 4 SA                                                            | CUSIP: 000000000<br>LEI: 984500BFD3F99A7UB874 | Long             | DBT              | CORP              | LU        |    100000 | PA      | $118330.44    | 0.02%             | 2029-07-01      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                                  | WESCO Distribution Inc                                                           | CUSIP: 95081QAR5<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |    111000 | PA      | $115347.87    | 0.02%             | 2032-03-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| CNX RESOURCES CORP                                      | CNX Resources Corp                                                               | CUSIP: 12653CAL2<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |     60000 | PA      | $62124.72     | 0.01%             | 2032-03-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Fairstone Financial Issuance Trust I                    | Fairstone Financial Issuance Trust I                                             | CUSIP: 30575PAS5<br>LEI: 549300LY2ZF7LX6T3F37 | Long             | ABS-O            | CORP              | CA        |    170000 | PA      | $122836.94    | 0.02%             | 2039-10-20      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                        | SMB Private Education Loan Trust 2021-D                                          | CUSIP: 78449MAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    772833 | PA      | $721595.32    | 0.10%             | 2053-03-17      | Fixed         | 1.34%                 | No            |                  2 | On Loan: No      |
| State of Hawaii                                         | HAWAII ST                                                                        | CUSIP: 419792K96<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1074620.82   | 0.15%             | 2038-10-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Cedar Funding Ltd                                       | Cedar Funding XV CLO Ltd                                                         | CUSIP: 15032QAC6<br>LEI: 5493002XZZZCKFWQIL45 | Long             | ABS-CBDO         | CORP              | KY        |    400000 | PA      | $400544.88    | 0.06%             | 2035-04-20      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| ABANCA CORP BANCARIA SA                                 | Abanca Corp Bancaria SA                                                          | CUSIP: 000000000<br>LEI: 54930056IRBXK0Q1FP96 | Long             | DBT              | CORP              | ES        |    100000 | PA      | $120138.01    | 0.02%             | 2036-12-11      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| NORTHERN OIL & GAS INC                                  | Northern Oil & Gas Inc                                                           | CUSIP: 665531AG4<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | DBT              | CORP              | US        |    478000 | PA      | $482247.51    | 0.07%             | 2028-03-01      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| CABLE ONE INC                                           | Cable One Inc                                                                    | CUSIP: 12685JAE5<br>LEI: 549300648QS85T0XSH18 | Long             | DBT              | CORP              | US        |     62000 | PA      | $58658.20     | 0.01%             | 2026-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Starwood Residential Mortgage Trust                     | STAR 2021-1 Trust                                                                | CUSIP: 85573GAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2050000 | PA      | $1807810.13   | 0.25%             | 2065-05-25      | Variable      | 2.36%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                            | Ecopetrol SA                                                                     | CUSIP: 279158AS8<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |    175000 | PA      | $180250.00    | 0.02%             | 2033-01-13      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Canyon Capital CLO Ltd                                  | Canyon Capital CLO 2021-2 Ltd                                                    | CUSIP: 13876XAN1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $498716.95    | 0.07%             | 2034-04-15      | Floating      | 7.87%                 | No            |                  2 | On Loan: No      |
| UZBEKISTAN INTL BOND                                    | Republic of Uzbekistan International Bond                                        | CUSIP: 000000000<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |    100000 | PA      | $120666.91    | 0.02%             | 2027-05-29      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| FIBERCOP SPA                                            | Fibercop SpA                                                                     | CUSIP: 683879AD2<br>LEI: 8156007022402E114A31 | Long             | DBT              | CORP              | IT        |    200000 | PA      | $187168.20    | 0.03%             | 2034-09-30      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                            | Broadcom Inc                                                                     | CUSIP: 11135FBA8<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2529866.53   | 0.35%             | 2029-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Duke Energy Florida LLC                                 | Duke Energy Florida LLC                                                          | CUSIP: 341099CN7<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    770000 | PA      | $789492.00    | 0.11%             | 2040-04-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| ICAHN ENTERPRISES/FIN                                   | Icahn Enterprises LP / Icahn Enterprises Finance Corp                            | CUSIP: 451102CC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     94000 | PA      | $79014.32     | 0.01%             | 2029-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| OUTFRONT MEDIA CAP LLC/C                                | Outfront Media Capital LLC / Outfront Media Capital Corp                         | CUSIP: 69007TAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     46000 | PA      | $45770.17     | 0.01%             | 2027-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Trestles CLO LTD                                        | TRESTLES CLO 2017-1 Ltd                                                          | CUSIP: 89531FBG1<br>LEI: 254900QSBDX181YYBH38 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $249868.20    | 0.03%             | 2037-07-25      | Floating      | 7.43%                 | No            |                  2 | On Loan: No      |
| FAIR ISAAC CORP                                         | Fair Isaac Corp                                                                  | CUSIP: 303250AG9<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |    828000 | PA      | $835589.27    | 0.12%             | 2033-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Radian Mortgage Capital Trust                           | Radian Mortgage Capital Trust 2024-J2                                            | CUSIP: 75023WAF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    680660 | PA      | $675554.99    | 0.09%             | 2055-03-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER                                 | American Electric Power Co Inc                                                   | CUSIP: 025537AX9<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3118624.83   | 0.43%             | 2033-03-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| VIKING CRUISES LTD                                      | Viking Cruises Ltd                                                               | CUSIP: 92676XAG2<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |    257000 | PA      | $276789.26    | 0.04%             | 2031-07-15      | Fixed         | 9.13%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                   | Level 3 Financing Inc                                                            | CUSIP: 527298CM3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |   1137000 | PA      | $1156923.67   | 0.16%             | 2033-06-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                                | Marsh & McLennan Cos Inc                                                         | CUSIP: 571748AK8<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1600859.25   | 0.22%             | 2033-08-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ALLIED UNIVERSAL                                        | Allied Universal Holdco LLC / Allied Universal Finance Corp                      | CUSIP: 019576AC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    898000 | PA      | $873368.49    | 0.12%             | 2029-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NABORS INDUSTRIES INC                                   | Nabors Industries Inc                                                            | CUSIP: 62957HAJ4<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |    103000 | PA      | $101712.27    | 0.01%             | 2027-05-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                                   | Quikrete Holdings Inc                                                            | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |    857000 | PA      | $881270.17    | 0.12%             | 2032-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| WASTE PRO USA INC                                       | Waste Pro USA Inc                                                                | CUSIP: 94107JAC7<br>LEI: 549300BY1QXU5BI3UF28 | Long             | DBT              | CORP              | US        |    631000 | PA      | $655052.46    | 0.09%             | 2033-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA BUYER/ATLANTI                                | California Buyer Ltd / Atlantica Sustainable Infrastructure PLC                  | CUSIP: 13005HAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    150000 | PA      | $150244.50    | 0.02%             | 2032-02-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                                  | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC            | CUSIP: 013092AF8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     34000 | PA      | $33531.76     | 0.00%             | 2026-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                                   | Venture Global Plaquemines LNG LLC                                               | CUSIP: 922966AB2<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    309000 | PA      | $334468.40    | 0.05%             | 2035-05-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                        | Crown Castle Inc                                                                 | CUSIP: 22822VAW1<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |   1000000 | PA      | $857965.52    | 0.12%             | 2031-04-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140QQXG5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1211368 | PA      | $1207587.17   | 0.17%             | 2037-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ROSSINI SARL                                            | Rossini Sarl                                                                     | CUSIP: 000000000<br>LEI: 549300EC5JCCW6F83R11 | Long             | DBT              | CORP              | LU        |     42427 | PA      | $50460.66     | 0.01%             | 2029-12-31      | Floating      | 5.86%                 | No            |                  2 | On Loan: No      |
| LABL INC                                                | LABL Inc                                                                         | CUSIP: 50168QAC9<br>LEI: 5493004FUZN8R6Y3VB98 | Long             | DBT              | CORP              | US        |     32000 | PA      | $27982.75     | 0.00%             | 2028-11-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                              | AbbVie Inc                                                                       | CUSIP: 00287YAV1<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   2670000 | PA      | $2518023.57   | 0.35%             | 2036-05-14      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CAMELOT US ACQUISITION LLC                              | CAMELOT US ACQUISITION LLC 2025 INCREMENTAL TERM LOAN B                          | CUSIP: 000000000<br>LEI: 549300U6VBJHQP2SFL81 | Long             | LON              | CORP              | US        |    143000 | PA      | $143000.00    | 0.02%             | 2031-01-31      | Floating      | 7.58%                 | No            |                  2 | On Loan: No      |
| CONNECT FINCO SARL/CONNE                                | Connect Finco SARL / Connect US Finco LLC                                        | CUSIP: 20752TAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    220000 | PA      | $221128.16    | 0.03%             | 2029-09-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| AMER AIRLN 15-2 AA PTT                                  | American Airlines 2015-2 Class AA Pass Through Trust                             | CUSIP: 02377BAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    860422 | PA      | $837098.83    | 0.12%             | 2027-09-22      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| CommScope Inc                                           | CommScope Inc 2024 Term Loan                                                     | CUSIP: 000000000<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | LON              | CORP              | US        |    137485 | PA      | $138989.09    | 0.02%             | 2029-12-17      | Floating      | 9.83%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                              | Navient Private Education Refi Loan Trust 2023-A                                 | CUSIP: 638961AA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    127802 | PA      | $130602.64    | 0.02%             | 2071-10-15      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                         | SWAP/CDSWAP/ICE: (CDX.NA.IG.44.V1)                                               | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |   2210000 | OU      | $-49677.77    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                        | SMB Private Education Loan Trust 2021-C                                          | CUSIP: 83208AAF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    108162 | PA      | $93760.84     | 0.01%             | 2053-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SEALED AIR CORP                                         | Sealed Air Corp                                                                  | CUSIP: 81211KBA7<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |     38000 | PA      | $37585.99     | 0.01%             | 2029-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3132DNHH9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1598072 | PA      | $1495540.97   | 0.21%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                               | Towd Point Mortgage Trust 2017-4                                                 | CUSIP: 89173UAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     47894 | PA      | $46661.91     | 0.01%             | 2057-06-25      | Variable      | 2.75%                 | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                                        | CSC Holdings LLC                                                                 | CUSIP: 126307AQ0<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    200000 | PA      | $190949.31    | 0.03%             | 2027-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                     | RRP ROCKET MORT                                                                  | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -146250 | PA      | $-146250.00   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                        | SMB Private Education Loan Trust 2021-C                                          | CUSIP: 83208AAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     53424 | PA      | $47475.22     | 0.01%             | 2053-01-15      | Fixed         | 3.93%                 | No            |                  2 | On Loan: No      |
| 1261229 BC LTD                                          | 1261229 BC Ltd                                                                   | CUSIP: 68288AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   1882000 | PA      | $1898505.08   | 0.26%             | 2032-04-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                                  | Egypt Government International Bond                                              | CUSIP: 03846JAC4<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    219000 | PA      | $159158.25    | 0.02%             | 2061-02-16      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                                 | Dryden 53 CLO Ltd                                                                | CUSIP: 26243EAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1320000 | PA      | $1319756.06   | 0.18%             | 2031-01-15      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| FOCUS FINANCIAL PARTNERS LLC                            | Focus Financial Partners LLC 2025 Incremental Term Loan B                        | CUSIP: 34416DBD9<br>LEI: 5493007L0E0VKRC2CP39 | Long             | LON              | CORP              | US        |     41000 | PA      | $40902.83     | 0.01%             | 2031-09-15      | Floating      | 7.06%                 | No            |                  2 | On Loan: No      |
| VERITAS SERIES G PREFERRED STO                          | VERITAS SERIES G PREFERRED STO                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |       428 | NS      | $9630.00      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| HSBC SECURITIES USA, INC.                               | RRP FNMA 30YR U                                                                  | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | Short            | RA               | CORP              | US        |   -874053 | PA      | $-874052.55   | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| XEROX CORPORATION                                       | Xerox Corp                                                                       | CUSIP: 984121CS0<br>LEI: 4KF48RN45X1OO8UBLY20 | Long             | DBT              | CORP              | US        |     62000 | PA      | $64910.57     | 0.01%             | 2030-10-15      | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                                | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                   | CUSIP: 01883LAE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     71000 | PA      | $72178.96     | 0.01%             | 2028-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP                                           | EchoStar Corp                                                                    | CUSIP: 278768AC0<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |    703503 | PA      | $724608.09    | 0.10%             | 2029-11-30      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| BOEING CO                                               | Boeing Co/The                                                                    | CUSIP: 097023CN3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    800000 | PA      | $741646.24    | 0.10%             | 2030-02-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| ASSUREDPARTNERS INC                                     | AssuredPartners Inc                                                              | CUSIP: 04624VAC3<br>LEI: 549300HNDSDQWQ3L2P80 | Long             | DBT              | CORP              | US        |    287000 | PA      | $307527.10    | 0.04%             | 2032-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                  | US ULTRA BOND CBT SEP25                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       936 | NC      | $2819718.20   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                  | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15000 | PA      | $13968.64     | 0.00%             | 2032-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MAXAM PRILL SARL                                        | Maxam Prill Sarl                                                                 | CUSIP: 000000000<br>LEI: 984500C4C5B820A6B691 | Long             | DBT              | CORP              | LU        |    100000 | PA      | $117088.29    | 0.02%             | 2030-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SABRE GLBL INC                                          | Sabre GLBL Inc                                                                   | CUSIP: 78573NAL6<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |    274000 | PA      | $281547.62    | 0.04%             | 2029-11-15      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| Atlas CC Acquisition Corp                               | Atlas CC Acquisition Corp Term Loan C                                            | CUSIP: 04921TAC8<br>LEI: 6HHLXIOGCDNZ4IRAIW26 | Long             | LON              | CORP              | US        |     14408 | PA      | $7450.10      | 0.00%             | 2028-05-25      | Floating      | 8.84%                 | No            |                  2 | On Loan: No      |
| CHOBANI LLC                                             | Chobani LLC 2025 Repriced Term Loan B                                            | CUSIP: 17026YAK5<br>LEI: 549300ISVDMZ91KNTR38 | Long             | LON              | CORP              | US        |      6965 | PA      | $6980.95      | 0.00%             | 2027-10-25      | Floating      | 6.83%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                       | HSBC Holdings PLC                                                                | CUSIP: 404280AM1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    610000 | PA      | $645803.71    | 0.09%             | 2042-01-14      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| GGAM FINANCE LTD                                        | GGAM Finance Ltd                                                                 | CUSIP: 36170JAD8<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |     86000 | PA      | $88909.21     | 0.01%             | 2029-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| HAT HOLDINGS I LLC/HAT                                  | HAT Holdings I LLC / HAT Holdings II LLC                                         | CUSIP: 418751AL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    130000 | PA      | $135437.77    | 0.02%             | 2027-06-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Bausch & Lomb Corporation                               | Bausch & Lomb Corporation Term Loan                                              | CUSIP: 000000000<br>LEI: 549300NY6OZM39SO6475 | Long             | LON              | CORP              | CA        |    159656 | PA      | $159310.66    | 0.02%             | 2027-05-10      | Floating      | 8.67%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES USA, INC.                               | RRP FHLMC 10YR                                                                   | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | Short            | RA               | CORP              | US        |  -3995966 | PA      | $-3995965.78  | -0.55%            |  |  |  | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                     | RRP ABBVIE INC                                                                   | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |  -1788606 | PA      | $-1788606.25  | -0.25%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3138ELX73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1763986 | PA      | $1754536.50   | 0.24%             | 2042-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                              | Navient Private Education Refi Loan Trust 2021-E                                 | CUSIP: 63942EAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    715710 | PA      | $640353.62    | 0.09%             | 2069-12-16      | Fixed         | 0.97%                 | No            |                  2 | On Loan: No      |
| DARLING GLOBAL FINANCE                                  | Darling Global Finance BV                                                        | CUSIP: 000000000<br>LEI: 724500R2BQXOR6YG2Y67 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $119218.92    | 0.02%             | 2032-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PREMIER ENTERTAINMENT SU                                | Premier Entertainment Sub LLC / Premier Entertainment Finance Corp               | CUSIP: 74052HAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     63000 | PA      | $36067.50     | 0.00%             | 2029-09-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| CALPINE CORP                                            | Calpine Corp                                                                     | CUSIP: 131347CN4<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |     92000 | PA      | $91896.92     | 0.01%             | 2028-03-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Eaton Vance CDO Ltd                                     | Eaton Vance Clo 2015-1 Ltd                                                       | CUSIP: 27830KAU8<br>LEI: 5493008YP5U5LTXAO749 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1000059.90   | 0.14%             | 2030-01-20      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| LABL INC                                                | LABL Inc                                                                         | CUSIP: 50168QAF2<br>LEI: 5493004FUZN8R6Y3VB98 | Long             | DBT              | CORP              | US        |    132000 | PA      | $112908.60    | 0.02%             | 2031-10-01      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                       | Iron Mountain Inc                                                                | CUSIP: 46284VAJ0<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              |  | US        |     13000 | PA      | $12822.19     | 0.00%             | 2030-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| TALLGRASS NRG PRTNR/FIN                                 | Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp                     | CUSIP: 87470LAK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     67000 | PA      | $65381.68     | 0.01%             | 2031-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOURC OPTG LLC                                | Permian Resources Operating LLC                                                  | CUSIP: 27034RAA1<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |    189000 | PA      | $193233.60    | 0.03%             | 2027-04-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                       | NatWest Group PLC                                                                | CUSIP: 780097BQ3<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   1575000 | PA      | $1572412.75   | 0.22%             | 2025-12-29      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bonds                                                              | CUSIP: 912810SC3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1900000 | PA      | $1441550.79   | 0.20%             | 2048-05-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| NATIONSTAR MTG HLD INC                                  | Nationstar Mortgage Holdings Inc                                                 | CUSIP: 63861CAG4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    174000 | PA      | $177733.00    | 0.02%             | 2029-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| WILSONART LLC                                           | Wilsonart LLC 2024 Term Loan B                                                   | CUSIP: 97246FAM8<br>LEI: 549300SAZRUMYKDJBY14 | Long             | LON              | CORP              | US        |     81136 | PA      | $79792.60     | 0.01%             | 2031-08-05      | Floating      | 8.55%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                                | Electricite de France SA                                                         | CUSIP: 268317AE4<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |   2800000 | PA      | $2742084.07   | 0.38%             | 2040-01-27      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                | BX Trust 2024-PAT                                                                | CUSIP: 05612FAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    170000 | PA      | $170000.00    | 0.02%             | 2041-03-15      | Floating      | 7.35%                 | No            |                  2 | On Loan: No      |
| SABLE INTL FINANCE LTD                                  | Sable International Finance Ltd                                                  | CUSIP: 785712AK6<br>LEI: 2138009IE9A35LO5JS73 | Long             | DBT              | CORP              | KY        |    260000 | PA      | $260731.25    | 0.04%             | 2032-10-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bonds                   | Panama Government International Bonds                                            | CUSIP: 698299BX1<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    200000 | PA      | $212800.00    | 0.03%             | 2031-03-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                              | Navient Private Education Refi Loan Trust 2019-D                                 | CUSIP: 63941CAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    358400 | PA      | $347750.84    | 0.05%             | 2059-12-15      | Fixed         | 3.01%                 | No            |                  2 | On Loan: No      |
| EUTELSAT SA                                             | Eutelsat SA                                                                      | CUSIP: 000000000<br>LEI: 549300MCOOY1V7P2PG30 | Long             | DBT              | CORP              | FR        |    100000 | PA      | $126977.19    | 0.02%             | 2029-04-13      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| CoreLogic Inc                                           | CoreLogic Inc Term Loan                                                          | CUSIP: 21870FBA6<br>LEI: 54930086CD8K2UIL0516 | Long             | LON              | CORP              | US        |     84036 | PA      | $83064.12     | 0.01%             | 2028-06-02      | Floating      | 7.94%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140QQ6G5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1390926 | PA      | $1426455.24   | 0.20%             | 2038-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                    | OneMain Finance Corp                                                             | CUSIP: 85172FAQ2<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     26000 | PA      | $26849.65     | 0.00%             | 2028-01-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Canyon Capital CLO Ltd                                  | Canyon Capital CLO 2016-1 Ltd                                                    | CUSIP: 13887PAP0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250551.00    | 0.03%             | 2031-07-15      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                      | Dominican Republic International Bond                                            | CUSIP: 25714PET1<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    150000 | PA      | $157230.00    | 0.02%             | 2031-02-03      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| Halliburton Co                                          | Halliburton Co                                                                   | CUSIP: 406216BE0<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |    500000 | PA      | $433566.21    | 0.06%             | 2043-08-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ATI INC                                                 | ATI Inc                                                                          | CUSIP: 01741RAN2<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |    255000 | PA      | $267215.27    | 0.04%             | 2030-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                               | Amgen Inc                                                                        | CUSIP: 031162DQ0<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    800000 | PA      | $824305.50    | 0.11%             | 2030-03-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BCP MODULAR SERVICES                                    | BCP V Modular Services Finance II PLC                                            | CUSIP: 000000000<br>LEI: 213800227GGD6UI7PI97 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $115639.82    | 0.02%             | 2028-11-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION                                  | Clydesdale Acquisition Holdings Inc                                              | CUSIP: 18972EAB1<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |    312000 | PA      | $319121.09    | 0.04%             | 2030-04-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                                | Hilcorp Energy I LP / Hilcorp Finance Co                                         | CUSIP: 431318AU8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    104000 | PA      | $102646.63    | 0.01%             | 2029-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| GGAM FINANCE LTD                                        | GGAM Finance Ltd                                                                 | CUSIP: 36170JAB2<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |     30000 | PA      | $30307.41     | 0.00%             | 2026-05-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| PROGRESSIVE CORP                                        | Progressive Corp/The                                                             | CUSIP: 743315AZ6<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |    750000 | PA      | $684026.88    | 0.09%             | 2032-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GrafTech Finance Inc                                    | GrafTech Finance Inc 2024 Term Loan                                              | CUSIP: 000000000<br>LEI: 1Z010BU876CF2HDBIN43 | Long             | LON              | CORP              | US        |     59408 | PA      | $59556.61     | 0.01%             | 2029-12-21      | Floating      | 10.32%                | No            |                  2 | On Loan: No      |
| VERITAS SERIES G 1 PREFERRED                            | VERITAS SERIES G 1 PREFERRED                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |       296 | NS      | $6660.00      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| ARCHKEY SOLUTIONS LLC                                   | Archkey Solutions LLC 2024 Term Loan B                                           | CUSIP: 48205CAC9<br>LEI: 254900FACU3AJQKAQ270 | Long             | LON              | CORP              | US        |     37941 | PA      | $38187.92     | 0.01%             | 2031-11-01      | Floating      | 9.05%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                   | Wells Fargo & Co                                                                 | CUSIP: 95000U2Q5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   2250000 | PA      | $1700256.62   | 0.23%             | 2041-04-30      | Fixed         | 3.07%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                           | Citigroup Inc                                                                    | CUSIP: 172967PJ4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2577705.00   | 0.35%             | 2029-05-15      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                               | Boeing Co/The                                                                    | CUSIP: 097023CD5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1840000 | PA      | $1751488.33   | 0.24%             | 2029-03-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Air Comm Corporation LLC                                | Air Comm Corporation LLC 2024 Term Loan                                          | CUSIP: 82670NAB2<br>LEI: 254900S9ONE06XB1T251 | Long             | LON              | CORP              | US        |     76272 | PA      | $76557.54     | 0.01%             | 2031-12-11      | Floating      | 7.30%                 | No            |                  3 | On Loan: No      |
| CSC HOLDINGS LLC                                        | CSC Holdings LLC                                                                 | CUSIP: 126307BN6<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    400000 | PA      | $380462.32    | 0.05%             | 2029-01-31      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| THE 2023-MIC Trust                                      | 2023-MIC Trust/THE                                                               | CUSIP: 87256GAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    234000 | PA      | $255251.18    | 0.04%             | 2038-12-05      | Variable      | 9.86%                 | No            |                  2 | On Loan: No      |
| FIESTA PURCHASER INC                                    | Fiesta Purchaser Inc                                                             | CUSIP: 31659AAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     48000 | PA      | $50648.06     | 0.01%             | 2032-09-15      | Fixed         | 9.63%                 | No            |                  2 | On Loan: No      |
| ADVANCED DRAINAGE SYSTEM                                | Advanced Drainage Systems Inc                                                    | CUSIP: 00790RAB0<br>LEI: 6QQTOZ5MF5DHM7K92I60 | Long             | DBT              | CORP              | US        |    153000 | PA      | $156481.82    | 0.02%             | 2030-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                       | State Street Corp                                                                | CUSIP: 857477CH4<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |     77000 | PA      | $80410.48     | 0.01%             | 2029-03-15      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| CRESCENT ENERGY FINANCE                                 | Crescent Energy Finance LLC                                                      | CUSIP: 45344LAG8<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |    202000 | PA      | $202126.13    | 0.03%             | 2034-01-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Amneal Pharmaceuticals LLC                              | Amneal Pharmaceuticals LLC 2023 Term Loan B                                      | CUSIP: 03167DAQ7<br>LEI: 54930037VIXE7LRZ1M66 | Long             | LON              | CORP              | US        |     19350 | PA      | $19648.54     | 0.00%             | 2028-05-04      | Floating      | 9.83%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3133KY4C0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  13624055 | PA      | $13662227.80  | 1.88%             | 2044-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| RAKUTEN GROUP INC                                       | Rakuten Group Inc                                                                | CUSIP: 75102WAG3<br>LEI: 529900IMXUCQKUL1H943 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $217172.68    | 0.03%             | 2027-02-15      | Fixed         | 11.25%                | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                        | Crown Castle Inc                                                                 | CUSIP: 22822VAX9<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |    350000 | PA      | $250311.26    | 0.03%             | 2041-04-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| BIG RIVER STEEL/BRS FIN                                 | Big River Steel LLC / BRS Finance Corp                                           | CUSIP: 08949LAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    302000 | PA      | $304437.74    | 0.04%             | 2029-01-31      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                             | RRP CCO HOLDING                                                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -821700 | PA      | $-821700.00   | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| ASCENT RESOURCES/ARU FIN                                | Ascent Resources Utica Holdings LLC / ARU Finance Corp                           | CUSIP: 04364VAU7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      6000 | PA      | $6010.20      | 0.00%             | 2029-06-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                       | Post Holdings Inc                                                                | CUSIP: 737446AV6<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    235000 | PA      | $237142.50    | 0.03%             | 2033-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                           | DISH DBS Corp                                                                    | CUSIP: 25470XBF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    373000 | PA      | $322878.13    | 0.04%             | 2028-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                               | Amgen Inc                                                                        | CUSIP: 031162DJ6<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $959824.34    | 0.13%             | 2033-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES USA, INC.                               | RRP FNMA 40YR R                                                                  | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | Short            | RA               | CORP              | US        |   -703163 | PA      | $-703163.12   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                   | Tenet Healthcare Corp                                                            | CUSIP: 88033GDU1<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    212000 | PA      | $219332.87    | 0.03%             | 2031-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ATI INC                                                 | ATI Inc                                                                          | CUSIP: 01741RAM4<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |    110000 | PA      | $107507.50    | 0.01%             | 2031-10-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                                     | Medline Borrower LP                                                              | CUSIP: 62482BAA0<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |     67000 | PA      | $64269.15     | 0.01%             | 2029-04-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ALPHA GENERATION LLC                                    | Alpha Generation LLC                                                             | CUSIP: 02073LAA9<br>LEI: 254900K5V62L4YGVKF49 | Long             | DBT              | CORP              | US        |    181000 | PA      | $186582.95    | 0.03%             | 2032-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SOMNIGROUP INTL INC                                     | Somnigroup International Inc                                                     | CUSIP: 88023UAJ0<br>LEI: 549300HFEKVR3US71V91 | Long             | DBT              | CORP              | US        |     45000 | PA      | $40912.38     | 0.01%             | 2031-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| GOODYEAR TIRE & RUBBER                                  | Goodyear Tire & Rubber Co/The                                                    | CUSIP: 382550BJ9<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |      6000 | PA      | $5762.27      | 0.00%             | 2031-04-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BALTIMORE GAS & ELECTRIC                                | Baltimore Gas and Electric Co                                                    | CUSIP: 059165EH9<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |    800000 | PA      | $587030.81    | 0.08%             | 2046-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BELRON UK FINANCE PLC                                   | Belron UK Finance PLC                                                            | CUSIP: 080782AA3<br>LEI: 9845006BC9D1A77B8178 | Long             | DBT              | CORP              | GB        |    218000 | PA      | $219818.84    | 0.03%             | 2029-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 31410KXV1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    198517 | PA      | $204158.54    | 0.03%             | 2038-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR CO                                         | Nissan Motor Co Ltd                                                              | CUSIP: 654744AD3<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $183484.14    | 0.03%             | 2030-09-17      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| CHURCHILL DOWNS INC                                     | Churchill Downs Inc                                                              | CUSIP: 12511VAA6<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |    149000 | PA      | $149485.57    | 0.02%             | 2030-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| State of California                                     | CALIFORNIA ST                                                                    | CUSIP: 13063D3S5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $998199.54    | 0.14%             | 2038-03-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| COLUMBIA UNIVERSITY                                     | Trustees of Columbia University in the City of New York/The                      | CUSIP: 198643AD0<br>LEI: 54930058W39DHS3GTG15 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $958540.36    | 0.13%             | 2035-10-01      | Fixed         | 4.36%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                     | American Tower Corp                                                              | CUSIP: 03027XBA7<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |   2500000 | PA      | $2329554.83   | 0.32%             | 2030-01-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORPORATION                                | Devon Energy Corp                                                                | CUSIP: 25179MAV5<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1002676.25   | 0.14%             | 2025-12-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                           | Carnival Corp                                                                    | CUSIP: 143658BR2<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     78000 | PA      | $78814.48     | 0.01%             | 2029-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Co                                    | Kraft Heinz Foods Co                                                             | CUSIP: 50077LAB2<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    200000 | PA      | $161805.58    | 0.02%             | 2046-06-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                 | Romanian Government International Bond                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     56000 | PA      | $66423.04     | 0.01%             | 2034-09-10      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| GARDA WORLD SECURITY                                    | Garda World Security Corp                                                        | CUSIP: 36485MAM1<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |    108000 | PA      | $111732.78    | 0.02%             | 2028-02-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                | BX Trust 2022-VAMF                                                               | CUSIP: 05609TAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1300000 | PA      | $1299187.50   | 0.18%             | 2039-01-15      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                | BX Commercial Mortgage Trust 2024-XL4                                            | CUSIP: 05611VAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     94697 | PA      | $94933.70     | 0.01%             | 2039-02-15      | Floating      | 6.50%                 | No            |                  2 | On Loan: No      |
| SCHAEFFLER AG                                           | Schaeffler AG                                                                    | CUSIP: 000000000<br>LEI: 549300Q7E782X7GC1P43 | Long             | DBT              | CORP              | DE        |    100000 | PA      | $118529.95    | 0.02%             | 2028-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| LABL Inc                                                | LABL Inc 2021 USD 1st Lien Term Loan                                             | CUSIP: 50168EAN2<br>LEI: 5493004FUZN8R6Y3VB98 | Long             | LON              | CORP              | US        |    141878 | PA      | $127466.05    | 0.02%             | 2028-10-30      | Floating      | 9.43%                 | No            |                  2 | On Loan: No      |
| CIM Trust                                               | CIM Trust 2023-I2                                                                | CUSIP: 12570HAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    921559 | PA      | $927746.81    | 0.13%             | 2067-12-25      | Variable      | 6.64%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                | BX Commercial Mortgage Trust 2021-CIP                                            | CUSIP: 12434FAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    532185 | PA      | $531852.66    | 0.07%             | 2038-12-15      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| NGL ENRGY OP/FIN CORP                                   | NGL Energy Operating LLC / NGL Energy Finance Corp                               | CUSIP: 62922LAD0<br>LEI: 5299005YSRP46BE8Z459 | Long             | DBT              | CORP              | US        |    596000 | PA      | $597789.79    | 0.08%             | 2032-02-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| JP MORGAN SECURITIES LLC                                | RRP CITIGROUP I                                                                  | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | Short            | RA               | CORP              | US        |  -1606175 | PA      | $-1606175.00  | -0.22%            |  |  |  | No            |                  2 | On Loan: No      |
| VERISURE HOLDING AB                                     | Verisure Holding AB                                                              | CUSIP: 000000000<br>LEI: 549300VQQCWGISM3N408 | Long             | DBT              | CORP              | SE        |     80000 | PA      | $98201.23     | 0.01%             | 2027-10-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                          | Lowe's Cos Inc                                                                   | CUSIP: 548661EL7<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1010539.90   | 0.14%             | 2033-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AVANTOR FUNDING INC                                     | Avantor Funding Inc                                                              | CUSIP: 05352TAB5<br>LEI: 5493003VM0XB4U8YD238 | Long             | DBT              | CORP              | US        |     17000 | PA      | $16095.62     | 0.00%             | 2029-11-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                          | NRG Energy Inc                                                                   | CUSIP: 629377CU4<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    340000 | PA      | $377546.78    | 0.05%             | 2028-03-15      | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO Ltd                         | Benefit Street Partners CLO VIII Ltd                                             | CUSIP: 08180XAS1<br>LEI: 549300D98ZLKNSI8CN63 | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1500468.15   | 0.21%             | 2031-01-20      | Floating      | 5.98%                 | No            |                  2 | On Loan: No      |
| OLYMPUS WTR US HLDG CORP                                | Olympus Water US Holding Corp                                                    | CUSIP: 681639AD2<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |    320000 | PA      | $326400.00    | 0.04%             | 2031-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| BFLD Trust                                              | BFLD Commercial Mortgage Trust 2024-UNIV                                         | CUSIP: 08861RAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    630000 | PA      | $630787.50    | 0.09%             | 2041-11-15      | Floating      | 7.00%                 | No            |                  2 | On Loan: No      |
| APOLLO DEBT SOLUTIONS BD                                | Apollo Debt Solutions BDC                                                        | CUSIP: 03770DAE3<br>LEI: 549300UMUGX092P8DW87 | Long             | DBT              | CORP              | US        |     24000 | PA      | $24513.44     | 0.00%             | 2032-03-15      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO 21 Ltd                                      | Elmwood CLO 21 Ltd                                                               | CUSIP: 289907AS6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $503297.65    | 0.07%             | 2036-10-20      | Floating      | 6.97%                 | No            |                  2 | On Loan: No      |
| MACQUARIE AIRFINANCE HLD                                | Macquarie Airfinance Holdings Ltd                                                | CUSIP: 55609NAD0<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |     95000 | PA      | $100539.83    | 0.01%             | 2031-03-26      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3133LPTN7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4410552 | PA      | $4146249.78   | 0.57%             | 2031-05-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| INDIA CLEANTECH ENERGY                                  | India Cleantech Energy                                                           | CUSIP: 45410BAA2<br>LEI: 254900DGTS4HHR3Q6F66 | Long             | DBT              | CORP              | MU        |    197500 | PA      | $194290.63    | 0.03%             | 2026-08-10      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| BEACH ACQUISITION BIDCO LLC                             | BEACH ACQUISITION BIDCO LLC USD TERM LOAN B                                      | CUSIP: 000000000<br>LEI: 254900F2FNX3GBTB6202 | Long             | LON              | CORP              | US        |    149000 | PA      | $149745.00    | 0.02%             | 2032-06-25      | Floating      | 7.56%                 | No            |                  3 | On Loan: No      |
| MORGAN STANLEY                                          | Morgan Stanley                                                                   | CUSIP: 61747YFG5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    735000 | PA      | $752935.84    | 0.10%             | 2034-07-21      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| Boxer Parent Company Inc.                               | Boxer Parent Company Inc 2024 2nd Lien Term Loan                                 | CUSIP: 05988HAL1<br>LEI: 5493006T045HLTF7YX04 | Long             | LON              | CORP              | US        |    115000 | PA      | $111622.45    | 0.02%             | 2032-07-30      | Floating      | 10.08%                | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HO                                | Clear Channel Outdoor Holdings Inc                                               | CUSIP: 18453HAA4<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |    245000 | PA      | $242212.88    | 0.03%             | 2027-08-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| PG&E CORP                                               | PG&E Corp                                                                        | CUSIP: 69331CAM0<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |   1723000 | PA      | $1631715.72   | 0.22%             | 2055-03-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| DUN & BRADSTREET CORP                                   | Dun & Bradstreet Corp/The                                                        | CUSIP: 26483EAL4<br>LEI: RI37BMPWE56BCJ747E14 | Long             | DBT              | CORP              | US        |    226000 | PA      | $231650.00    | 0.03%             | 2029-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                | RTX Corp                                                                         | CUSIP: 75513ECN9<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $870114.14    | 0.12%             | 2032-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| FAIR ISAAC CORP                                         | Fair Isaac Corp                                                                  | CUSIP: 303250AF1<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |     45000 | PA      | $43797.11     | 0.01%             | 2028-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                         | CVS Health Corp                                                                  | CUSIP: 126650EH9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   1305000 | PA      | $1345990.36   | 0.19%             | 2055-03-10      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                   | Norfolk Southern Corp                                                            | CUSIP: 655844CR7<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1859287.01   | 0.26%             | 2030-08-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| FOCUS FINANCIAL PARTNERS                                | Focus Financial Partners LLC                                                     | CUSIP: 34417VAA5<br>LEI: 5493007L0E0VKRC2CP39 | Long             | DBT              | CORP              | US        |    167000 | PA      | $170467.59    | 0.02%             | 2031-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Northwell Healthcare Inc                                | Northwell Healthcare Inc                                                         | CUSIP: 667274AC8<br>LEI: 54930073NUTKK4QD3P47 | Long             | DBT              | CORP              | US        |    725000 | PA      | $576324.92    | 0.08%             | 2047-11-01      | Fixed         | 4.26%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP INC                                  | Cloud Software Group Inc                                                         | CUSIP: 18912UAC6<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |   1036000 | PA      | $1102541.24   | 0.15%             | 2032-06-30      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                       | Iron Mountain Inc                                                                | CUSIP: 46284VAL5<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              |  | US        |     62000 | PA      | $61507.21     | 0.01%             | 2032-07-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| MCAFEE CORP                                             | McAfee Corp                                                                      | CUSIP: 579063AB4<br>LEI: 2549009UKR8UEZYVCR93 | Long             | DBT              | CORP              | US        |    431000 | PA      | $407029.39    | 0.06%             | 2030-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAIN INC                                   | Caesars Entertainment Inc                                                        | CUSIP: 12769GAA8<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1909.07      | 0.00%             | 2029-10-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                            | GS Mortgage Securities Corp Trust 2025-800D                                      | CUSIP: 36273XAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    216000 | PA      | $216386.06    | 0.03%             | 2041-11-25      | Floating      | 6.96%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140QQJC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    882850 | PA      | $891999.97    | 0.12%             | 2037-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DIGITAL REALTY TRUST LP                                 | Digital Realty Trust LP                                                          | CUSIP: 25389JAX4<br>LEI: CD4SPTZ3YBTHY0C1AH38 | Long             | DBT              |  | US        |     45000 | PA      | $47313.00     | 0.01%             | 2029-11-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| WR GRACE HOLDING LLC                                    | WR Grace Holdings LLC                                                            | CUSIP: 92943GAE1<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |    152000 | PA      | $155650.74    | 0.02%             | 2031-03-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                      | Alternative Loan Trust 2005-64CB                                                 | CUSIP: 12668AA21<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    314974 | PA      | $280488.39    | 0.04%             | 2035-12-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| KAISER ALUMINUM CORP                                    | Kaiser Aluminum Corp                                                             | CUSIP: 483007AL4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    331000 | PA      | $309654.01    | 0.04%             | 2031-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC                                    | LifePoint Health Inc 2024 Incremental Term Loan B1                               | CUSIP: 75915TAL6<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | LON              | CORP              | US        |     82789 | PA      | $81385.34     | 0.01%             | 2031-05-19      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| ITT HOLDINGS LLC                                        | ITT Holdings LLC                                                                 | CUSIP: 45074JAA2<br>LEI: 549300TH2PHOLK31LB42 | Long             | DBT              | CORP              | US        |    364000 | PA      | $346146.20    | 0.05%             | 2029-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Cotiviti Corporation                                    | Cotiviti Corporation 2024 Fixed Term Loan B                                      | CUSIP: 22164MAD9<br>LEI: 254900YAQHVRTG4IFI64 | Long             | LON              | CORP              | US        |   1666000 | PA      | $1672247.50   | 0.23%             | 2031-05-01      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| CHEMOURS CO                                             | Chemours Co/The                                                                  | CUSIP: 163851AJ7<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |     94000 | PA      | $88022.38     | 0.01%             | 2033-01-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| ADLER FINANCING SARL                                    | Adler Financing Sarl                                                             | CUSIP: 000000000<br>LEI: 213800BAQB59IVKP7S93 | Long             | DBT              | CORP              | LU        |     25836 | PA      | $31879.03     | 0.00%             | 2028-12-31      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Foundation Building Materials Holding Company LLC       | Foundation Building Materials Holding Company LLC 2025 Term Loan                 | CUSIP: 35039KAE6<br>LEI: 549300ZVE6MONHB01I28 | Long             | LON              | CORP              | US        |     44200 | PA      | $43509.60     | 0.01%             | 2031-01-29      | Floating      | 9.58%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140FXCQ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    788057 | PA      | $734594.41    | 0.10%             | 2056-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Tenneco Inc                                             | Tenneco Inc 2022 Term Loan B                                                     | CUSIP: 88037HAP9<br>LEI: 549300U0EXXFAQFAD785 | Long             | LON              | CORP              | US        |     65987 | PA      | $64271.34     | 0.01%             | 2028-11-17      | Floating      | 9.42%                 | No            |                  2 | On Loan: No      |
| CDP Financial Inc                                       | CDP Financial Inc                                                                | CUSIP: 125094AC6<br>LEI: 549300OXMGVYFCBFV096 | Long             | DBT              | NUSS              | CA        |   5890000 | PA      | $6062465.15   | 0.83%             | 2039-11-25      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| ASCENT RESOURCES/ARU FIN                                | Ascent Resources Utica Holdings LLC / ARU Finance Corp                           | CUSIP: 04364VAK9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     91000 | PA      | $111247.50    | 0.02%             | 2027-11-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| QXO BUILDING PRODUCTS                                   | QXO Building Products Inc                                                        | CUSIP: 74825NAA5<br>LEI: 549300HDXQWWCBOYXP31 | Long             | DBT              | CORP              | US        |    652000 | PA      | $671691.70    | 0.09%             | 2032-04-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                             | Oracle Corp                                                                      | CUSIP: 68389XBX2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    400000 | PA      | $279737.07    | 0.04%             | 2050-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| DIRECTV FIN LLC/COINC                                   | Directv Financing LLC / Directv Financing Co-Obligor Inc                         | CUSIP: 25461LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    699000 | PA      | $696718.62    | 0.10%             | 2027-08-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| RAKUTEN GROUP INC                                       | Rakuten Group Inc                                                                | CUSIP: 75102WAK4<br>LEI: 529900IMXUCQKUL1H943 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $219075.75    | 0.03%             | 2029-04-15      | Fixed         | 9.75%                 | 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        |   1100000 | PA      | $1000287.98   | 0.14%             | 2048-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| EOG Resources Inc                                       | EOG Resources Inc                                                                | CUSIP: 26875PAQ4<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199145.40    | 0.03%             | 2036-01-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                              | Navient Private Education Refi Loan Trust 2021-C                                 | CUSIP: 63942JAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    591136 | PA      | $531916.41    | 0.07%             | 2069-10-15      | Fixed         | 1.06%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN INC                                          | Transocean Inc                                                                   | CUSIP: 893830BY4<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | KY        |     75000 | PA      | $69340.66     | 0.01%             | 2029-05-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                                 | Walt Disney Co/The                                                               | CUSIP: 254687EZ5<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    500000 | PA      | $627422.33    | 0.09%             | 2045-12-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| BLUE OWL CREDIT INCOME                                  | Blue Owl Credit Income Corp                                                      | CUSIP: 69120VAP6<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |    155000 | PA      | $162583.84    | 0.02%             | 2027-09-16      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC                                    | RRP MARATHON PE                                                                  | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | Short            | RA               | CORP              | US        |  -1109750 | PA      | $-1109750.00  | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| New York City Municipal Water Finance Authority         | NEW YORK CITY NY MUNI WTR FIN AUTH WTR & SWR SYS REVENUE                         | CUSIP: 64972FL20<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1036758.65   | 0.14%             | 2042-06-15      | Fixed         | 6.01%                 | No            |                  2 | On Loan: No      |
| NATIONSTAR MTG HLD INC                                  | Nationstar Mortgage Holdings Inc                                                 | CUSIP: 63861CAE9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     71000 | PA      | $72107.03     | 0.01%             | 2031-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| STATION CASINOS LLC                                     | Station Casinos LLC                                                              | CUSIP: 857691AJ8<br>LEI: 5493004E7Q60TX54WL62 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102251.22    | 0.01%             | 2032-03-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| QUALCOMM Inc                                            | QUALCOMM Inc                                                                     | CUSIP: 747525AV5<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    700000 | PA      | $586625.58    | 0.08%             | 2047-05-20      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Greensky Home Improvement Issuer Trust                  | GreenSky Home Improvement Issuer Trust 2024-2                                    | CUSIP: 39571XAF1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $100888.80    | 0.01%             | 2059-10-27      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| DELEK LOG PART/FINANCE                                  | Delek Logistics Partners LP / Delek Logistics Finance Corp                       | CUSIP: 24665FAE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    219000 | PA      | $217979.57    | 0.03%             | 2033-06-30      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                           | TransDigm Inc                                                                    | CUSIP: 893647BV8<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |   1733000 | PA      | $1794336.94   | 0.25%             | 2032-03-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                       | Newell Brands Inc                                                                | CUSIP: 651229BG0<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |    106000 | PA      | $111322.37    | 0.02%             | 2028-06-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| MITCHELL INTERNATIONAL INC                              | Mitchell International Inc 2024 1st Lien Term Loan                               | CUSIP: 60662WAW2<br>LEI: 5493002RDNIGEM7SSV41 | Long             | LON              | CORP              | US        |     96957 | PA      | $96801.98     | 0.01%             | 2031-06-17      | Floating      | 7.58%                 | No            |                  2 | On Loan: No      |
| EMPIRE COMMUNITIES CORP                                 | Empire Communities Corp                                                          | CUSIP: 29163VAG8<br>LEI: 549300JM1L6KK2QFP273 | Long             | DBT              | CORP              | CA        |     28000 | PA      | $28634.11     | 0.00%             | 2029-05-01      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Warwick Capital CLO Ltd                                 | Warwick Capital CLO 5 Ltd                                                        | CUSIP: 93656FAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    750000 | PA      | $752185.95    | 0.10%             | 2038-01-20      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| CONSTELLIUM SE                                          | Constellium SE                                                                   | CUSIP: 21039CAD6<br>LEI: 724500KRJEMC79KAAU28 | Long             | DBT              | CORP              | FR        |    250000 | PA      | $254157.50    | 0.03%             | 2032-08-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                  | Verizon Communications Inc                                                       | CUSIP: 92343VBG8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $3990088.95   | 0.55%             | 2042-11-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| GRAY MEDIA INC                                          | Gray Media Inc                                                                   | CUSIP: 389284AA8<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |    171000 | PA      | $170923.43    | 0.02%             | 2027-05-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| OLYMPUS WTR US HLDG CORP                                | Olympus Water US Holding Corp                                                    | CUSIP: 000000000<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |    100000 | PA      | $123684.82    | 0.02%             | 2028-11-15      | Fixed         | 9.63%                 | No            |                  2 | On Loan: No      |
| UBS AG STAMFORD CT                                      | UBS AG/Stamford CT                                                               | CUSIP: 22550L2K6<br>LEI: 254900R882POXXVAK772 | Long             | DBT              | CORP              | CH        |    900000 | PA      | $913900.84    | 0.13%             | 2027-07-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES USA, INC.                               | RRP FNMA 30YR                                                                    | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | Short            | RA               | CORP              | US        |   -369311 | PA      | $-369310.85   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| BX Trust                                                | BX Commercial Mortgage Trust 2021-SOAR                                           | CUSIP: 05608WAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1481687 | PA      | $1481223.87   | 0.20%             | 2038-06-15      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| CRESCENT ENERGY FINANCE                                 | Crescent Energy Finance LLC                                                      | CUSIP: 45344LAD5<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |    210000 | PA      | $205044.04    | 0.03%             | 2032-04-01      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| TCI-Symphony CLO                                        | TCI-Symphony CLO 2017-1 Ltd                                                      | CUSIP: 87232BAF9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    229335 | PA      | $229461.92    | 0.03%             | 2030-07-15      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                     | JPMorgan Chase & Co                                                              | CUSIP: 46647PEJ1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3054786.81   | 0.42%             | 2030-07-22      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TRIUMPH GROUP INC                                       | Triumph Group Inc                                                                | CUSIP: 896818AU5<br>LEI: 5493007L6S47Q14SL582 | Long             | DBT              | CORP              | US        |    428000 | PA      | $447277.12    | 0.06%             | 2028-03-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| ILIAD HOLDING SAS                                       | Iliad Holding SASU                                                               | CUSIP: 449691AF1<br>LEI: 9695009PXA7OI9NXN582 | Long             | DBT              | CORP              | FR        |    400000 | PA      | $427850.00    | 0.06%             | 2031-04-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Zayo Group Holdings Inc                                 | Zayo Group Holdings Inc USD Term Loan                                            | CUSIP: 98919XAB7<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | LON              | CORP              | US        |    716687 | PA      | $680278.95    | 0.09%             | 2027-03-09      | Floating      | 7.44%                 | No            |                  2 | On Loan: No      |
| WILLIAMS SCOTSMAN INC                                   | Williams Scotsman Inc                                                            | CUSIP: 96949VAN3<br>LEI: 549300DAKDS8SCO1OT57 | Long             | DBT              | CORP              | US        |    163000 | PA      | $169316.41    | 0.02%             | 2030-04-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| NEW ENTERPRISE STONE & L                                | New Enterprise Stone & Lime Co Inc                                               | CUSIP: 644274AG7<br>LEI: 549300O5DQ5Y61B8VF38 | Long             | DBT              | CORP              | US        |     89000 | PA      | $89207.73     | 0.01%             | 2028-07-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 31418EKR0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    951523 | PA      | $857046.31    | 0.12%             | 2052-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HOWDEN UK REFINANCE / US                                | Howden UK Refinance PLC / Howden UK Refinance 2 PLC / Howden US Refinance LLC    | CUSIP: 44287DAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    586000 | PA      | $609451.13    | 0.08%             | 2032-02-15      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                | OBX 2023-NQM6 Trust                                                              | CUSIP: 67117VAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    914071 | PA      | $921200.38    | 0.13%             | 2063-07-25      | Variable      | 6.52%                 | No            |                  2 | On Loan: No      |
| CONTOURGLOBAL POWER HLDG                                | ContourGlobal Power Holdings SA                                                  | CUSIP: 21220LAB9<br>LEI: 549300O5AGIFK0PQ1516 | Long             | DBT              | CORP              | LU        |    200000 | PA      | $206072.00    | 0.03%             | 2030-02-28      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| MGM CHINA HOLDINGS LTD                                  | MGM China Holdings Ltd                                                           | CUSIP: 000000000<br>LEI: 529900VZFN87OS7WJM66 | Long             | DBT              | CORP              | KY        |    450000 | PA      | $450045.00    | 0.06%             | 2026-05-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 31418ESQ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1014704 | PA      | $914331.47    | 0.13%             | 2053-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BAUSCH + LOMB CORP                                      | Bausch + Lomb Corp                                                               | CUSIP: 071705AA5<br>LEI: 549300NY6OZM39SO6475 | Long             | DBT              | CORP              | CA        |    958000 | PA      | $999912.50    | 0.14%             | 2028-10-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| FORTRESS TRANS & INFRAST                                | Fortress Transportation and Infrastructure Investors LLC                         | CUSIP: 34960PAF8<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |    193000 | PA      | $199838.96    | 0.03%             | 2031-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| GREAT CAN GAMING/RAPTOR                                 | Great Canadian Gaming Corp/Raptor LLC                                            | CUSIP: 389925AA6<br>LEI: 549300FU60SSFLTE0M84 | Long             | DBT              | CORP              | XX        |    215000 | PA      | $210446.15    | 0.03%             | 2029-11-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| COREWEAVE INC                                           | CoreWeave Inc                                                                    | CUSIP: 21873SAB4<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |    233000 | PA      | $238203.67    | 0.03%             | 2030-06-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| EOC Borrower LLC                                        | EOC Borrower LLC Term Loan B                                                     | CUSIP: 26875YAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    166487 | PA      | $166538.61    | 0.02%             | 2032-03-24      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| Gainwell Acquisition Corp                               | Gainwell Acquisition Corp Term Loan B                                            | CUSIP: 59909TAC8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    280010 | PA      | $269299.25    | 0.04%             | 2027-10-01      | Floating      | 8.40%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                                | Alexandria Real Estate Equities Inc                                              | CUSIP: 015271BA6<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              |  | US        |    140000 | PA      | $133932.86    | 0.02%             | 2035-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| A&D Mortgage Trust                                      | A&D Mortgage Trust 2024-NQM5                                                     | CUSIP: 00039KAC4<br>LEI: 9845006Z1DC68561N347 | Long             | ABS-MBS          | CORP              | US        |   1426667 | PA      | $1432292.82   | 0.20%             | 2069-11-25      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Peru Government International Bonds                     | Peru Government International Bonds                                              | CUSIP: 715638DF6<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     70000 | PA      | $62837.25     | 0.01%             | 2031-01-23      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| CHART INDUSTRIES INC                                    | Chart Industries Inc                                                             | CUSIP: 16115QAG5<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | DBT              | CORP              | US        |     61000 | PA      | $65112.01     | 0.01%             | 2031-01-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN                                | Hilton Domestic Operating Co Inc                                                 | CUSIP: 432833AL5<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |     79000 | PA      | $74277.73     | 0.01%             | 2031-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| EG GLOBAL FINANCE PLC                                   | eG Global Finance PLC                                                            | CUSIP: 28228PAC5<br>LEI: 549300TL8Q5207VYET27 | Long             | DBT              | CORP              | GB        |    209000 | PA      | $230709.67    | 0.03%             | 2028-11-30      | Fixed         | 12.00%                | No            |                  2 | On Loan: No      |
| UNITI GROUP/CSL CAPITAL                                 | Uniti Group LP / Uniti Group Finance 2019 Inc / CSL Capital LLC                  | CUSIP: 91327TAA9<br>LEI: N/A                  | Long             | DBT              |  | US        |   1146000 | PA      | $1214808.72   | 0.17%             | 2028-02-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 31418EW55<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3823988 | PA      | $3951155.50   | 0.54%             | 2053-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Carval CLO LTD                                          | CarVal CLO VC Ltd                                                                | CUSIP: 14687MAG7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $249032.38    | 0.03%             | 2034-10-15      | Floating      | 7.77%                 | No            |                  2 | On Loan: No      |
| FedEx Corp                                              | FedEx Corp                                                                       | CUSIP: 31428XBB1<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $955572.33    | 0.13%             | 2045-02-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES USA, INC.                               | RRP FNMA 30YR U                                                                  | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | Short            | RA               | CORP              | US        |  -3819479 | PA      | $-3819478.77  | -0.53%            |  |  |  | No            |                  2 | On Loan: No      |
| Great Canadian Gaming Corporation                       | Great Canadian Gaming Corporation 2024 Term Loan B                               | CUSIP: 000000000<br>LEI: 549300FU60SSFLTE0M84 | Long             | LON              | CORP              | CA        |     57223 | PA      | $55792.53     | 0.01%             | 2029-11-01      | Floating      | 9.07%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                        | COLT 2023-2 Mortgage Loan Trust                                                  | CUSIP: 12598UAA4<br>LEI: 213800IHRVKO9R6JZ883 | Long             | ABS-MBS          | CORP              | US        |    953678 | PA      | $960741.04    | 0.13%             | 2068-07-25      | Variable      | 6.60%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN INC                                          | Transocean Inc                                                                   | CUSIP: 893830BL2<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | KY        |    309000 | PA      | $304401.74    | 0.04%             | 2027-02-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                                               | IQVIA Inc                                                                        | CUSIP: 46266TAG3<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |    553000 | PA      | $567498.66    | 0.08%             | 2032-06-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                | Virginia Electric and Power Co                                                   | CUSIP: 927804FE9<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |   3920000 | PA      | $4217076.89   | 0.58%             | 2037-11-30      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| COHERENT CORP                                           | Coherent Corp                                                                    | CUSIP: 902104AC2<br>LEI: 549300O5C25A0MMHHU33 | Long             | DBT              | CORP              | US        |    121000 | PA      | $118837.98    | 0.02%             | 2029-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SPIRIT AEROSYSTEMS INC                                  | Spirit AeroSystems Inc                                                           | CUSIP: 85205TAR1<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | DBT              | CORP              | US        |    342000 | PA      | $377175.04    | 0.05%             | 2030-11-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Kaman Corporation                                       | Kaman Corporation 2025 Term Loan B                                               | CUSIP: 48354VAM4<br>LEI: 5493003YK076OLTEQF95 | Long             | LON              | CORP              | US        |    100496 | PA      | $100339.49    | 0.01%             | 2032-02-26      | Floating      | 7.08%                 | No            |                  2 | On Loan: No      |
| JW Commercial Mortgage Trust 2024-MRCO                  | JW Commercial Mortgage Trust 2024-MRCO                                           | CUSIP: 46657XAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    800000 | PA      | $798003.92    | 0.11%             | 2039-06-15      | Floating      | 6.70%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                            | NiSource Inc                                                                     | CUSIP: 65473PAL9<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    400000 | PA      | $342472.80    | 0.05%             | 2031-02-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| PERRIGO FINANCE UNLIMITE                                | Perrigo Finance Unlimited Co                                                     | CUSIP: 71429MAD7<br>LEI: 549300E86RB6YCTMRM83 | Long             | DBT              | CORP              | IE        |    127000 | PA      | $128218.06    | 0.02%             | 2032-09-30      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Churchill Downs Inc                                     | Churchill Downs Inc                                                              | CUSIP: 171484AE8<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34548.82     | 0.00%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                   | Mexico Government International Bonds                                            | CUSIP: 91087BAV2<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    200000 | PA      | $204500.00    | 0.03%             | 2035-02-09      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| OCADO GROUP PLC                                         | Ocado Group PLC                                                                  | CUSIP: 000000000<br>LEI: 213800LO8F61YB8MBC74 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $133508.81    | 0.02%             | 2030-06-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| XPLR INFRAST OPERATING                                  | XPLR Infrastructure Operating Partners LP                                        | CUSIP: 65342QAL6<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |     41000 | PA      | $40056.68     | 0.01%             | 2026-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                | BX Commercial Mortgage Trust 2021-XL2                                            | CUSIP: 05609KAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    148744 | PA      | $148697.66    | 0.02%             | 2038-10-15      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORP                                       | Ares Capital Corp                                                                | CUSIP: 04010LBK8<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    130000 | PA      | $129596.41    | 0.02%             | 2030-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                        | COLT 2022-7 Mortgage Loan Trust                                                  | CUSIP: 12663GAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1622113 | PA      | $1614247.67   | 0.22%             | 2067-04-25      | Variable      | 5.16%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                                | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                   | CUSIP: 01883LAH6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    493000 | PA      | $508191.30    | 0.07%             | 2032-10-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                                | CenterPoint Energy Houston Electric LLC                                          | CUSIP: 15189XAZ1<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    750000 | PA      | $734292.38    | 0.10%             | 2032-10-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| SHIFT4 PAYMENTS INC                                     | Shift4 Payments Inc                                                              | CUSIP: 82452JAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    112000 | PA      | $141400.00    | 0.02%             | 2025-12-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| RFC PRINCIPAL STRIP                                     | Resolution Funding Corp Principal Strip                                          | CUSIP: 76116FAC1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   6055000 | PA      | $4992807.01   | 0.69%             | 2030-04-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| INSIGHT ENTERPRS                                        | Insight Enterprises Inc                                                          | CUSIP: 45765UAC7<br>LEI: 529900S8991TYW6YP792 | Long             | DBT              | CORP              | US        |     78000 | PA      | $80350.61     | 0.01%             | 2032-05-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| WINDSTREAM SERVICES LLC                                 | Windstream Services LLC 2024 Term Loan B                                         | CUSIP: 97381JAJ2<br>LEI: 549300KT9GVEBYCD2N29 | Long             | LON              | CORP              | US        |     65000 | PA      | $65243.75     | 0.01%             | 2031-10-01      | Floating      | 9.18%                 | No            |                  3 | On Loan: No      |
| OLYMPUS WTR US HLDG CORP                                | Olympus Water US Holding Corp                                                    | CUSIP: 25259KAA8<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |    363000 | PA      | $382249.89    | 0.05%             | 2028-11-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INFO MGMT                                 | Iron Mountain Information Management Services Inc                                | CUSIP: 46285MAA8<br>LEI: N/A                  | Long             | DBT              |  | US        |     54000 | PA      | $51778.90     | 0.01%             | 2032-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                             | RRP TREASURY BO                                                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |  -1578000 | PA      | $-1578000.00  | -0.22%            |  |  |  | No            |                  2 | On Loan: No      |
| Buckhorn Park CLO, Ltd.                                 | Buckhorn Park CLO Ltd                                                            | CUSIP: 118382BA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2500000 | PA      | $2500192.50   | 0.34%             | 2034-07-18      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS                                 | Frontier Communications Holdings LLC                                             | CUSIP: 35908MAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1093000 | PA      | $1143137.27   | 0.16%             | 2030-05-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                                | American Water Capital Corp                                                      | CUSIP: 03040WBA2<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |   1350000 | PA      | $1332689.04   | 0.18%             | 2032-06-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD PPTY REIT INC                                | Brookfield Property REIT Inc / BPR Cumulus LLC / BPR Nimbus LLC / GGSI Sellco LL | CUSIP: 11284DAC9<br>LEI: N/A                  | Long             | DBT              |  | US        |    109000 | PA      | $106059.93    | 0.01%             | 2027-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ESAB CORP                                               | Esab Corp                                                                        | CUSIP: 29605JAA4<br>LEI: 549300ZNV0SWBXEIWT04 | Long             | DBT              | CORP              | US        |    145000 | PA      | $148459.85    | 0.02%             | 2029-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                           | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-721.64      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deerfield Dakota Holding LLC                            | Deerfield Dakota Holding LLC 2021 USD 2nd Lien Term Loan                         | CUSIP: 24440EAG2<br>LEI: 549300FDREJLOIGXY104 | Long             | LON              | CORP              | US        |    124027 | PA      | $118135.72    | 0.02%             | 2028-04-07      | Floating      | 11.31%                | No            |                  2 | On Loan: No      |
| Polaris Newco LLC                                       | Polaris Newco LLC USD Term Loan B                                                | CUSIP: 73108RAB4<br>LEI: 254900LEPDAG7EDOA064 | Long             | LON              | CORP              | US        |    174341 | PA      | $169716.17    | 0.02%             | 2028-06-02      | Floating      | 8.29%                 | No            |                  2 | On Loan: No      |
| ROCKETMTGE CO-ISSUER INC                                | Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc                              | CUSIP: 77313LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $195053.90    | 0.03%             | 2026-10-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| GULFPORT ENERGY OP CORP                                 | Gulfport Energy Operating Corp                                                   | CUSIP: 402635AT3<br>LEI: 549300FJX18IDUFPHD40 | Long             | DBT              | CORP              | US        |     99000 | PA      | $101460.41    | 0.01%             | 2029-09-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                     | RRP WELLS FARGO                                                                  | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |  -1265812 | PA      | $-1265812.50  | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| NAVIENT CORP                                            | Navient Corp                                                                     | CUSIP: 63938CAQ1<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |    189000 | PA      | $196559.78    | 0.03%             | 2032-06-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| RHP HOTEL PPTY/RHP FINAN                                | RHP Hotel Properties LP / RHP Finance Corp                                       | CUSIP: 749571AJ4<br>LEI: N/A                  | Long             | DBT              |  | US        |     72000 | PA      | $74521.22     | 0.01%             | 2028-07-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| GARDA WORLD SECURITY                                    | Garda World Security Corp                                                        | CUSIP: 36485MAL3<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |     34000 | PA      | $33185.84     | 0.00%             | 2029-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                     | RRP COHERENT CO                                                                  | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |    -90448 | PA      | $-90447.50    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| ROCKIES EXPRESS PIPELINE                                | Rockies Express Pipeline LLC                                                     | CUSIP: 77340RAR8<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |     36000 | PA      | $35341.03     | 0.00%             | 2029-07-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| TWILIO INC                                              | Twilio Inc                                                                       | CUSIP: 90138FAD4<br>LEI: 5493004W8TRGD63APX93 | Long             | DBT              | CORP              | US        |     73000 | PA      | $68274.78     | 0.01%             | 2031-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                      | Alternative Loan Trust 2007-OA10                                                 | CUSIP: 02149QAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3580295 | PA      | $516831.29    | 0.07%             | 2047-09-25      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| US BANCORP INVESTMENTS INC                              | RRP COMCAST COR                                                                  | CUSIP: 000000000<br>LEI: H85Z6XZP8B10ES0M2G89 | Short            | RA               | CORP              | US        |  -2662500 | PA      | $-2662500.00  | -0.37%            |  |  |  | No            |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION                                  | Clydesdale Acquisition Holdings Inc                                              | CUSIP: 18972EAC9<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |    157000 | PA      | $160497.60    | 0.02%             | 2030-01-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                | Rogers Communications Inc                                                        | CUSIP: 775109AL5<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |   2325000 | PA      | $2686197.35   | 0.37%             | 2038-08-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| LAMAR MEDIA CORP                                        | Lamar Media Corp                                                                 | CUSIP: 513075BT7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     21000 | PA      | $20061.26     | 0.00%             | 2030-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DAVITA INC                                              | DaVita Inc                                                                       | CUSIP: 23918KAY4<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |    147000 | PA      | $151791.76    | 0.02%             | 2033-07-15      | Fixed         | 6.75%                 | 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        |     62000 | PA      | $60065.75     | 0.01%             | 2030-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                              | US Bancorp                                                                       | CUSIP: 902973AZ9<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1898918.33   | 0.26%             | 2027-04-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                    | OneMain Finance Corp                                                             | CUSIP: 682691AE0<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    188000 | PA      | $199763.07    | 0.03%             | 2030-03-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| SMYRNA READY MIX CONCRET                                | Smyrna Ready Mix Concrete LLC                                                    | CUSIP: 83283WAE3<br>LEI: 549300S7RFWHQFOIOY93 | Long             | DBT              | CORP              | US        |    126000 | PA      | $132105.56    | 0.02%             | 2031-11-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| City of Los Angeles CA                                  | LOS ANGELES CA                                                                   | CUSIP: 544351RH4<br>LEI: 549300E7TO710PTXPJ65 | Long             | DBT              | MUN               | US        |   2000000 | PA      | $1928331.90   | 0.27%             | 2042-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TELECOM ITALIA CAPITAL                                  | Telecom Italia Capital SA                                                        | CUSIP: 87927VAV0<br>LEI: 549300777DJZOR5C4L39 | Long             | DBT              | CORP              | LU        |    196000 | PA      | $211197.92    | 0.03%             | 2038-06-04      | Fixed         | 7.72%                 | No            |                  2 | On Loan: No      |
| WOM MOBILE SA                                           | WOM Mobile SA                                                                    | CUSIP: 97810LAA7<br>LEI: 549300T600VUO0QJ3063 | Long             | DBT              | CORP              | CL        |     85582 | PA      | $84174.18     | 0.01%             | 2031-04-01      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3133WJ5E5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    212377 | PA      | $212014.66    | 0.03%             | 2037-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS                                 | Frontier Communications Holdings LLC                                             | CUSIP: 35908MAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    198000 | PA      | $210376.53    | 0.03%             | 2031-03-15      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| Marathon Petroleum Corp                                 | Marathon Petroleum Corp                                                          | CUSIP: 56585AAF9<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1200528.37   | 0.17%             | 2041-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                        | CIFC Funding 2017-I Ltd                                                          | CUSIP: 17181PAG4<br>LEI: 549300X1SKS4LNS5LQ62 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1006255.00   | 0.14%             | 2037-04-21      | Floating      | 6.72%                 | No            |                  2 | On Loan: No      |
| NOMURA SECURITIES INTERNATIONAL INC                     | RRP INTERPUBLIC                                                                  | CUSIP: 000000000<br>LEI: OXTKY6Q8X53C9ILVV871 | Short            | RA               | CORP              | US        |   -291979 | PA      | $-291978.75   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| US ACUTE CARE SOLUTIONS                                 | US Acute Care Solutions LLC                                                      | CUSIP: 90367UAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    143000 | PA      | $147495.63    | 0.02%             | 2029-05-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECH INC                                       | L3Harris Technologies Inc                                                        | CUSIP: 502431AF6<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1126532.68   | 0.16%             | 2029-12-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| MARKET BIDCO FINCO PLC                                  | Market Bidco Finco PLC                                                           | CUSIP: 000000000<br>LEI: 549300UGYX6EBVHRVG53 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $117188.18    | 0.02%             | 2027-11-04      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SEAGATE HDD CAYMAN                                      | Seagate HDD Cayman                                                               | CUSIP: 81180WBP5<br>LEI: 529900BD50TRWEG1SF63 | Long             | DBT              | CORP              | KY        |    111000 | PA      | $119123.09    | 0.02%             | 2031-07-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| XHR LP                                                  | XHR LP                                                                           | CUSIP: 98372MAE5<br>LEI: 549300M88BPT83ZL2164 | Long             | DBT              |  | US        |     64000 | PA      | $65207.49     | 0.01%             | 2030-05-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| USA COM PART/USA COM FIN                                | USA Compression Partners LP / USA Compression Finance Corp                       | CUSIP: 91740PAG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    134000 | PA      | $137340.89    | 0.02%             | 2029-03-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bonds                                                              | CUSIP: 912810RP5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  54500000 | PA      | $41520058.73  | 5.72%             | 2045-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                               | Apple Inc                                                                        | CUSIP: 037833BH2<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $883474.82    | 0.12%             | 2045-05-13      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER/MEDL CO                                | Medline Borrower LP/Medline Co-Issuer Inc                                        | CUSIP: 58506DAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    334000 | PA      | $343112.86    | 0.05%             | 2029-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CITGO PETROLEUM CORP                                    | CITGO Petroleum Corp                                                             | CUSIP: 17302XAN6<br>LEI: YX52P86PXMLYDOTUQ225 | Long             | DBT              | CORP              | US        |    322000 | PA      | $334927.98    | 0.05%             | 2029-01-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| SABINE PASS LIQUEFACTION                                | Sabine Pass Liquefaction LLC                                                     | CUSIP: 785592AS5<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1760505.15   | 0.24%             | 2027-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Minejesa Capital BV                                     | Minejesa Capital BV                                                              | CUSIP: 602736AB6<br>LEI: 549300KS7ERCP10BKC35 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $191375.00    | 0.03%             | 2037-08-10      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                   | Level 3 Financing Inc                                                            | CUSIP: 527298CD3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    181562 | PA      | $164313.61    | 0.02%             | 2030-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BREAD FINANCIAL HLDGS                                   | Bread Financial Holdings Inc                                                     | CUSIP: 018581AQ1<br>LEI: 549300G8S4PO686J7H97 | Long             | DBT              | CORP              | US        |     22000 | PA      | $22151.21     | 0.00%             | 2035-06-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| ITELYUM REGENERATION SPA                                | Itelyum Regeneration Spa                                                         | CUSIP: 000000000<br>LEI: 815600051FBC23AA8A45 | Long             | DBT              | CORP              | IT        |    100000 | PA      | $118803.39    | 0.02%             | 2030-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAIN INC                                   | Caesars Entertainment Inc                                                        | CUSIP: 12769GAB6<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |    481000 | PA      | $498114.94    | 0.07%             | 2030-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Carval CLO LTD                                          | CarVal CLO II Ltd                                                                | CUSIP: 14686AAY5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    390502 | PA      | $390256.98    | 0.05%             | 2032-04-20      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                     | JPMorgan Chase & Co                                                              | CUSIP: 46647PDH6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1381000 | PA      | $1388994.98   | 0.19%             | 2033-07-25      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| Oxea Holding Drei GmbH                                  | Oxea Holding Drei GmbH 2017 USD Term Loan B2                                     | CUSIP: 000000000<br>LEI: 529900MSP24R2FE9U796 | Long             | LON              | CORP              | US        |     17727 | PA      | $16627.93     | 0.00%             | 2031-04-08      | Floating      | 8.75%                 | No            |                  2 | On Loan: No      |
| CONSTELLIUM SE                                          | Constellium SE                                                                   | CUSIP: 21039CAB0<br>LEI: 724500KRJEMC79KAAU28 | Long             | DBT              | CORP              | FR        |    591000 | PA      | $555349.88    | 0.08%             | 2029-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CA MAGNUM HOLDINGS                                      | CA Magnum Holdings                                                               | CUSIP: 12674CAA1<br>LEI: 549300ZRDHFR078MFZ78 | Long             | DBT              | CORP              | MU        |    278000 | PA      | $275560.55    | 0.04%             | 2026-10-31      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC                                    | RRP PNC FINANCI                                                                  | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | Short            | RA               | CORP              | US        |   -189250 | PA      | $-189250.00   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                                | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                   | CUSIP: 01883LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    546000 | PA      | $545677.87    | 0.08%             | 2027-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| NAVIENT CORP                                            | Navient Corp                                                                     | CUSIP: 63938CAN8<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |    100000 | PA      | $110301.10    | 0.02%             | 2030-07-25      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| Jeld-Wen Inc                                            | JELD-WEN Inc                                                                     | CUSIP: 475795AD2<br>LEI: 549300XWE6NM0N1HFW16 | Long             | DBT              | CORP              | US        |     39000 | PA      | $36156.13     | 0.00%             | 2027-12-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                   | Level 3 Financing Inc                                                            | CUSIP: 527298CH4<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |      7928 | PA      | $6778.44      | 0.00%             | 2031-04-15      | Fixed         | 4.00%                 | 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        |     39000 | PA      | $37988.29     | 0.01%             | 2028-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Upgrade Master Pass-Thru Trust                          | Upgrade Master Pass-Thru Trust Series 2025-ST4                                   | CUSIP: 91533MAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    202000 | PA      | $202000.00    | 0.03%             | 2032-08-16      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BANGKOK BANK PCL/HK                                     | Bangkok Bank PCL/Hong Kong                                                       | CUSIP: 000000000<br>LEI: 549300CCL2BKJGMYXV60 | Long             | DBT              | CORP              | TH        |    500000 | PA      | $498400.00    | 0.07%             | 2025-09-23      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Apidos CLO Ltd                                          | Apidos CLO XXII                                                                  | CUSIP: 03765XAN6<br>LEI: 5493003SQW0Q40KVFQ19 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $251441.75    | 0.03%             | 2031-04-20      | Floating      | 7.48%                 | No            |                  2 | On Loan: No      |
| PRIME HEALTHCARE SERVICE                                | Prime Healthcare Services Inc                                                    | CUSIP: 74165HAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     63000 | PA      | $62527.50     | 0.01%             | 2029-09-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                                  | BP Capital Markets America Inc                                                   | CUSIP: 10373QBT6<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    620000 | PA      | $554316.99    | 0.08%             | 2032-01-12      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| WYNN RESORTS FINANCE LLC                                | Wynn Resorts Finance LLC / Wynn Resorts Capital Corp                             | CUSIP: 983133AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    139000 | PA      | $137996.77    | 0.02%             | 2029-10-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| VALARIS LTD                                             | Valaris Ltd                                                                      | CUSIP: 91889FAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    300000 | PA      | $307792.20    | 0.04%             | 2030-04-30      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                       | NatWest Group PLC                                                                | CUSIP: 639057AQ1<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    225000 | PA      | $242697.15    | 0.03%             | 2033-11-10      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| Standard Chartered PLC                                  | Standard Chartered PLC                                                           | CUSIP: 853254BK5<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    500000 | PA      | $497500.00    | 0.07%             | 2033-03-15      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                | OBX 2024-NQM17 Trust                                                             | CUSIP: 673911AC7<br>LEI: 254900HMH8TR6ZSMCB34 | Long             | ABS-MBS          | CORP              | US        |   1148202 | PA      | $1151374.72   | 0.16%             | 2064-11-25      | Variable      | 5.61%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOURC OPTG LLC                                | Permian Resources Operating LLC                                                  | CUSIP: 19416MAB5<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |    170000 | PA      | $170658.75    | 0.02%             | 2029-07-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| LIGHT & WONDER INTL INC                                 | Light & Wonder International Inc                                                 | CUSIP: 80874YBE9<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |     96000 | PA      | $98904.55     | 0.01%             | 2029-11-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Palmer Square CLO Ltd                                   | Palmer Square CLO 2020-3 Ltd                                                     | CUSIP: 69701RAY3<br>LEI: 549300IUW4WDDDVSMS20 | Long             | ABS-CBDO         | CORP              | JE        |    250000 | PA      | $251025.50    | 0.03%             | 2036-11-15      | Floating      | 5.98%                 | No            |                  2 | On Loan: No      |
| DIAMOND FRGN/DIAMOND FIN                                | Diamond Foreign Asset Co / Diamond Finance LLC                                   | CUSIP: 25260WAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     89000 | PA      | $92670.09     | 0.01%             | 2030-10-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| SITIO ROYAL OP / SIT FIN                                | Sitio Royalties Operating Partnership LP / Sitio Finance Corp                    | CUSIP: 82983MAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    313000 | PA      | $327732.79    | 0.05%             | 2028-11-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                              | Verus Securitization Trust 2023-5                                                | CUSIP: 924934AA0<br>LEI: 984500BADC7CFE3B0756 | Long             | ABS-MBS          | CORP              | US        |    826919 | PA      | $831751.93    | 0.11%             | 2068-06-25      | Variable      | 6.48%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                               | Block Inc                                                                        | CUSIP: 852234AN3<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |    248000 | PA      | $242800.18    | 0.03%             | 2026-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ALTICE FINANCING SA                                     | Altice Financing SA                                                              | CUSIP: 02154CAH6<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | DBT              | CORP              | LU        |    200000 | PA      | $146036.10    | 0.02%             | 2029-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| VMED O2 UK FINAN                                        | Vmed O2 UK Financing I PLC                                                       | CUSIP: 92858RAA8<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |    600000 | PA      | $549671.52    | 0.08%             | 2031-01-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| KODIAK GAS SERVICES LLC                                 | Kodiak Gas Services LLC                                                          | CUSIP: 50012LAC8<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |    385000 | PA      | $398248.24    | 0.05%             | 2029-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| WRANGLER HOLDCO CORP                                    | Wrangler Holdco Corp                                                             | CUSIP: 37441QAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     86000 | PA      | $89531.25     | 0.01%             | 2032-04-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| STAR PARENT INC                                         | Star Parent Inc                                                                  | CUSIP: 855170AA4<br>LEI: 254900GRGCJYRMDRWT73 | Long             | DBT              | CORP              | US        |    362000 | PA      | $380758.40    | 0.05%             | 2030-10-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| STAR HOLDING LLC                                        | Star Holding LLC                                                                 | CUSIP: 85513AAA6<br>LEI: 254900BDGPE9N1WAKD59 | Long             | DBT              | CORP              | US        |    138000 | PA      | $130046.62    | 0.02%             | 2031-08-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES USA, INC.                               | RRP FHLMC 20YR                                                                   | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | Short            | RA               | CORP              | US        |   -124983 | PA      | $-124983.07   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                     | RRP SINCLAIR TE                                                                  | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -265219 | PA      | $-265218.75   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140FXDJ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1812434 | PA      | $1689471.92   | 0.23%             | 2056-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SUMMER BC HOLDCO B SARL                                 | Summer (BC) Holdco B Sa rl 2024 USD Term Loan B                                  | CUSIP: 000000000<br>LEI: 984500NRF59D5DB9B654 | Long             | LON              | CORP              | LU        |     43918 | PA      | $44027.90     | 0.01%             | 2029-02-15      | Floating      | 9.56%                 | No            |                  3 | On Loan: No      |
| WILLIAMS SCOTSMAN INC                                   | Williams Scotsman Inc                                                            | CUSIP: 96949VAM5<br>LEI: 549300DAKDS8SCO1OT57 | Long             | DBT              | CORP              | US        |     19000 | PA      | $19503.94     | 0.00%             | 2029-06-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| IHO VERWALTUNGS GMBH                                    | IHO Verwaltungs GmbH                                                             | CUSIP: 000000000<br>LEI: 529900JL0HDVGZMUJF32 | Long             | DBT              | CORP              | DE        |    100000 | PA      | $124298.28    | 0.02%             | 2031-11-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CRESCENT ENERGY FINANCE                                 | Crescent Energy Finance LLC                                                      | CUSIP: 45344LAE3<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |    356000 | PA      | $340266.79    | 0.05%             | 2033-01-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| DANA INC                                                | Dana Inc                                                                         | CUSIP: 235825AJ5<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | DBT              | CORP              | US        |     70000 | PA      | $68425.58     | 0.01%             | 2032-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NOMURA SECURITIES INTERNATIONAL INC                     | RRP COLOMBIA (R                                                                  | CUSIP: 000000000<br>LEI: OXTKY6Q8X53C9ILVV871 | Short            | RA               | CORP              | US        |   -196182 | PA      | $-196182.39   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                            | Barclays PLC                                                                     | CUSIP: 06738EBU8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   3000000 | PA      | $2909173.68   | 0.40%             | 2027-11-24      | Fixed         | 2.28%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                      | Union Pacific Corp                                                               | CUSIP: 907818FV5<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    800000 | PA      | $536312.04    | 0.07%             | 2061-05-20      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| MPT OPER PARTNERSP/FINL                                 | MPT Operating Partnership LP / MPT Finance Corp                                  | CUSIP: 55342UAQ7<br>LEI: N/A                  | Long             | DBT              |  | US        |    537000 | PA      | $562000.57    | 0.08%             | 2032-02-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                             | RRP MAUSER PACK                                                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |  -1350552 | PA      | $-1350552.50  | -0.19%            |  |  |  | No            |                  2 | On Loan: No      |
| TRANSURBAN FINANCE CO                                   | Transurban Finance Co Pty Ltd                                                    | CUSIP: 89400PAE3<br>LEI: 54930081LPJMUMEA6E57 | Long             | DBT              | CORP              | AU        |    580000 | PA      | $578466.60    | 0.08%             | 2026-02-02      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| CHEMOURS CO                                             | Chemours Co/The                                                                  | CUSIP: 163851AF5<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |    354000 | PA      | $331806.01    | 0.05%             | 2028-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BRINK'S CO/THE                                          | Brink's Co/The                                                                   | CUSIP: 109696AD6<br>LEI: XFP140TFNOQMIVFTVQ13 | Long             | DBT              | CORP              | US        |     56000 | PA      | $58318.23     | 0.01%             | 2032-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                                   | Bausch Health Cos Inc                                                            | CUSIP: 071734AQ0<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |    624000 | PA      | $617760.00    | 0.09%             | 2028-09-30      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| CABLEVISION LIGHTPATH                                   | Cablevision Lightpath LLC                                                        | CUSIP: 12687GAA7<br>LEI: 5493002ZVBLRLGES1R71 | Long             | DBT              | CORP              | US        |    220000 | PA      | $212038.66    | 0.03%             | 2027-09-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MAUSER PACKAGING SOLUT                                  | Mauser Packaging Solutions Holding Co                                            | CUSIP: 57763RAC1<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99298.85     | 0.01%             | 2027-04-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| EMRLD BOR / EMRLD CO-ISS                                | EMRLD Borrower LP / Emerald Co-Issuer Inc                                        | CUSIP: 000000000<br>LEI: 98450099EE3A0ZD5F786 | Long             | DBT              | CORP              | US        |    110000 | PA      | $136103.16    | 0.02%             | 2030-12-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                        | COLT 2020-3 Mortgage Loan Trust                                                  | CUSIP: 12597QAD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3820000 | PA      | $3648967.14   | 0.50%             | 2065-04-27      | Variable      | 3.36%                 | No            |                  2 | On Loan: No      |
| SCOTTS MIRACLE-GRO CO                                   | Scotts Miracle-Gro Co/The                                                        | CUSIP: 810186AW6<br>LEI: 2TH9E0JTOUXOEGI2R879 | Long             | DBT              | CORP              | US        |     22000 | PA      | $20201.76     | 0.00%             | 2032-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Trimaran CAVU Ltd                                       | Trimaran CAVU 2023-1 Ltd                                                         | CUSIP: 89624XAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $501153.15    | 0.07%             | 2036-07-20      | Floating      | 13.21%                | No            |                  2 | On Loan: No      |
| HSBC SECURITIES USA, INC.                               | RRP FNMA 15YR U                                                                  | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | Short            | RA               | CORP              | US        |   -858950 | PA      | $-858949.86   | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                        | SMB Private Education Loan Trust 2019-B                                          | CUSIP: 83192CAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    140467 | PA      | $137076.00    | 0.02%             | 2037-06-15      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| WALGREENS BOOTS ALLIANCE                                | Walgreens Boots Alliance Inc                                                     | CUSIP: 931427AW8<br>LEI: 549300RPTUOIXG4LIH86 | Long             | DBT              | CORP              | US        |     79000 | PA      | $83785.51     | 0.01%             | 2029-08-15      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| NEW GOLD INC                                            | New Gold Inc                                                                     | CUSIP: 644535AJ5<br>LEI: 5493005G0GNCHP0H6L96 | Long             | DBT              | CORP              | CA        |    162000 | PA      | $166953.47    | 0.02%             | 2032-04-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES USA, INC.                               | RRP FHLMC 30YR                                                                   | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | Short            | RA               | CORP              | US        |  -1434810 | PA      | $-1434809.50  | -0.20%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED AIRLINES INC                                     | United Airlines Inc                                                              | CUSIP: 90932LAH0<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |    252000 | PA      | $244607.63    | 0.03%             | 2029-04-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| RAYMOND JAMES FINANCIAL                                 | Raymond James Financial Inc                                                      | CUSIP: 754730AF6<br>LEI: RGUZHJ05YTITL6D76949 | Long             | DBT              | CORP              | US        |    400000 | PA      | $359422.43    | 0.05%             | 2046-07-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners XXII Ltd                    | Octagon Investment Partners XXII Ltd                                             | CUSIP: 67572YBW1<br>LEI: 549300MQ9W5DWZ8QX450 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $500811.90    | 0.07%             | 2030-01-22      | Floating      | 7.28%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                     | NEW YORK NY                                                                      | CUSIP: 64966SNH5<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |    600000 | PA      | $629734.31    | 0.09%             | 2045-02-01      | Fixed         | 6.29%                 | No            |                  2 | On Loan: No      |
| WAND NEWCO 3 INC                                        | Wand NewCo 3 Inc 2025 Repriced Term Loan B                                       | CUSIP: 93369PAM6<br>LEI: 549300Y3VZEWMSQW8494 | Long             | LON              | CORP              | US        |    231666 | PA      | $230479.53    | 0.03%             | 2031-01-30      | Floating      | 6.83%                 | No            |                  2 | On Loan: No      |
| KINGDOM OF MOROCCO                                      | Morocco Government International Bond                                            | CUSIP: 617726AK0<br>LEI: 529900F3MBW9XY5K1X07 | Long             | DBT              | NUSS              | MA        |    200000 | PA      | $188250.00    | 0.03%             | 2027-12-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                   | Wells Fargo Commercial Mortgage Trust 2016-LC25                                  | CUSIP: 95000JAV0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1700000 | PA      | $1672242.23   | 0.23%             | 2059-12-15      | Fixed         | 3.64%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                | J.P. Morgan Mortgage Trust 2023-DSC1                                             | CUSIP: 46656NAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    277635 | PA      | $270170.18    | 0.04%             | 2063-07-25      | Variable      | 4.63%                 | No            |                  2 | On Loan: No      |
| VERITIV OPERATING CO                                    | Veritiv Operating Co                                                             | CUSIP: 92339LAA0<br>LEI: 5493004G8OK5L1UTIY12 | Long             | DBT              | CORP              | US        |     91000 | PA      | $98507.05     | 0.01%             | 2030-11-30      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                     | RRP DEUTSCHE BA                                                                  | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -838338 | PA      | $-838338.00   | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| GOODYEAR TIRE & RUBBER                                  | Goodyear Tire & Rubber Co/The                                                    | CUSIP: 382550BK6<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |     81000 | PA      | $77554.08     | 0.01%             | 2033-04-30      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                           | Boeing Co/The                                                                    | CUSIP: 097023DS1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    550000 | PA      | $597590.63    | 0.08%             | 2034-05-01      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| Whetstone Park CLO Ltd                                  | Whetstone Park CLO Ltd                                                           | CUSIP: 96329YAC1<br>LEI: 549300M54M5QSBMB3780 | Long             | ABS-CBDO         | CORP              | KY        |    725000 | PA      | $726110.77    | 0.10%             | 2035-01-20      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140FXCK6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2412924 | PA      | $2329927.02   | 0.32%             | 2055-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Bayview Commercial Asset Trust                          | Bayview Commercial Asset Trust 2007-2                                            | CUSIP: 07325XAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    494027 | PA      | $455414.56    | 0.06%             | 2037-07-25      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| Ellucian Holdings, Inc.                                 | Ellucian Holdings Inc 2024 2nd Lien Term Loan                                    | CUSIP: 28917XAE0<br>LEI: 549300RP8NIJ7FY7OS79 | Long             | LON              | CORP              | US        |    363000 | PA      | $370260.00    | 0.05%             | 2032-11-22      | Floating      | 9.08%                 | No            |                  3 | On Loan: No      |
| HSBC SECURITIES USA, INC.                               | RRP FNMA 15YR U                                                                  | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | Short            | RA               | CORP              | US        |   -760329 | PA      | $-760329.15   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| General Motors Co                                       | General Motors Co                                                                | CUSIP: 37045VAF7<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |   2506000 | PA      | $2458075.88   | 0.34%             | 2043-10-02      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CAMELOT FINANCE SA                                      | Camelot Finance SA                                                               | CUSIP: 13323AAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     70000 | PA      | $68925.79     | 0.01%             | 2026-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SMYRNA READY MIX CONCRET                                | Smyrna Ready Mix Concrete LLC                                                    | CUSIP: 85236FAA1<br>LEI: 549300S7RFWHQFOIOY93 | Long             | DBT              | CORP              | US        |    191000 | PA      | $190534.11    | 0.03%             | 2028-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GETTY IMAGES INC                                        | Getty Images Inc                                                                 | CUSIP: 374276AM5<br>LEI: 5493005NV20IG4VEKZ40 | Long             | DBT              | CORP              | US        |     95000 | PA      | $94287.50     | 0.01%             | 2030-02-21      | Fixed         | 11.25%                | No            |                  2 | On Loan: No      |
| Trimaran CAVU Ltd                                       | Trimaran Cavu 2021-2 Ltd                                                         | CUSIP: 89624UAJ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $505416.25    | 0.07%             | 2034-10-25      | Floating      | 7.79%                 | No            |                  2 | On Loan: No      |
| ARSENAL AIC PARENT LLC                                  | Arsenal AIC Parent LLC                                                           | CUSIP: 04288BAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    161000 | PA      | $171817.59    | 0.02%             | 2030-10-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| AXON ENTERPRISE INC                                     | Axon Enterprise Inc                                                              | CUSIP: 05464CAC5<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |     44000 | PA      | $45247.84     | 0.01%             | 2030-03-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| BLUE OWL CAPITAL CORP II                                | Blue Owl Capital Corp II                                                         | CUSIP: 69121DAD2<br>LEI: 549300MMNWZO5XKDDX47 | Long             | DBT              | CORP              | US        |     66000 | PA      | $68565.26     | 0.01%             | 2026-11-15      | Fixed         | 8.45%                 | No            |                  2 | On Loan: No      |
| Eaton Corp                                              | Eaton Corp                                                                       | CUSIP: 278062AE4<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |    500000 | PA      | $430309.90    | 0.06%             | 2042-11-02      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| BLUE OWL CAPITAL CORP                                   | Blue Owl Capital Corp                                                            | CUSIP: 69121KAJ3<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |    311000 | PA      | $314165.03    | 0.04%             | 2030-07-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                                | Madison Park Funding XXIII Ltd                                                   | CUSIP: 55820TAN8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    600000 | PA      | $601330.20    | 0.08%             | 2031-07-27      | Floating      | 6.54%                 | No            |                  2 | On Loan: No      |
| RHP HOTEL PPTY/RHP FINAN                                | RHP Hotel Properties LP / RHP Finance Corp                                       | CUSIP: 749571AK1<br>LEI: N/A                  | Long             | DBT              |  | US        |    188000 | PA      | $193348.04    | 0.03%             | 2032-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| The Huntington National Bank                            | Huntington Bank Auto Credit-Linked Notes Series 2024-2                           | CUSIP: 44644NAG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    630107 | PA      | $636025.46    | 0.09%             | 2032-10-20      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| MELCO RESORTS FINANCE                                   | Melco Resorts Finance Ltd                                                        | CUSIP: 58547DAD1<br>LEI: 5493000FQDBWKDBZEF60 | Long             | DBT              | CORP              | KY        |    600000 | PA      | $562902.00    | 0.08%             | 2029-12-04      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140QNDE9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1767764 | PA      | $1530505.43   | 0.21%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                     | JPMorgan Chase & Co                                                              | CUSIP: 46647PBM7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    800000 | PA      | $613151.42    | 0.08%             | 2041-04-22      | Fixed         | 3.11%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                        | SMB Private Education Loan Trust 2022-C                                          | CUSIP: 78449CAA6<br>LEI: 549300XC4C7GRVLU6076 | Long             | ABS-O            | CORP              | US        |    257440 | PA      | $255869.37    | 0.04%             | 2050-05-16      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| EQUIPMENTSHARE.COM INC                                  | EquipmentShare.com Inc                                                           | CUSIP: 29450YAC3<br>LEI: 254900PWJK48CGPKPI80 | Long             | DBT              | CORP              | US        |     73000 | PA      | $76474.44     | 0.01%             | 2033-03-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                      | Energy Transfer LP                                                               | CUSIP: 29273VAN0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   4275000 | PA      | $4294100.40   | 0.59%             | 2026-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SAMARCO MINERACAO SA                                    | Samarco Mineracao SA                                                             | CUSIP: 000000000<br>LEI: 529900U8HKV15GJC4O60 | Long             | DBT              | CORP              | BR        |     24751 | PA      | $24271.45     | 0.00%             | 2031-06-30      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                     | Elevance Health Inc                                                              | CUSIP: 94973VBK2<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1303525.55   | 0.18%             | 2044-08-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| CNX MIDSTREAM PART LP                                   | CNX Midstream Partners LP                                                        | CUSIP: 12654AAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     66000 | PA      | $62341.84     | 0.01%             | 2030-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| DIRECTV FINANCING LLC                                   | DirecTV Financing LLC 2025 Term Loan B                                           | CUSIP: 25460HAF9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    398560 | PA      | $379229.84    | 0.05%             | 2031-02-17      | Floating      | 9.83%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                        | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |         1 | NC      | $-2802.92     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MADISON IAQ LLC                                         | Madison IAQ LLC                                                                  | CUSIP: 55760LAB3<br>LEI: 549300IXDNBXNHUPBU73 | Long             | DBT              | CORP              | US        |    351000 | PA      | $345304.71    | 0.05%             | 2029-06-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| GENESIS ENERGY LP/FIN                                   | Genesis Energy LP / Genesis Energy Finance Corp                                  | CUSIP: 37185LAR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     75000 | PA      | $78414.15     | 0.01%             | 2033-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                         | CVS Health Corp                                                                  | CUSIP: 126650EE6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    700000 | PA      | $691880.78    | 0.10%             | 2044-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                            | UBS Group AG                                                                     | CUSIP: 902613BE7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    200000 | PA      | $231282.20    | 0.03%             | 2033-11-13      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| State of Illinois                                       | ILLINOIS ST                                                                      | CUSIP: 452151LF8<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |   1745098 | PA      | $1749129.77   | 0.24%             | 2033-06-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| ARDAGH PKG FIN/HLDGS USA                                | Ardagh Packaging Finance PLC / Ardagh Holdings USA Inc                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    200000 | PA      | $225513.47    | 0.03%             | 2026-08-15      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| OPTION CARE HEALTH INC                                  | Option Care Health Inc                                                           | CUSIP: 68404LAA0<br>LEI: 549300DI3Q5ACSYJRI17 | Long             | DBT              | CORP              | US        |     76000 | PA      | $73142.18     | 0.01%             | 2029-10-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| INTERPUBLIC GROUP COS                                   | Interpublic Group of Cos Inc/The                                                 | CUSIP: 460690BQ2<br>LEI: 5493008IUOJ5VWTRC333 | Long             | DBT              | CORP              | US        |    500000 | PA      | $464881.43    | 0.06%             | 2048-10-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa Government International Bonds | Republic of South Africa Government International Bonds                          | CUSIP: 836205BB9<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    252000 | PA      | $189252.00    | 0.03%             | 2049-09-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                          | NRG Energy Inc                                                                   | CUSIP: 629377CY6<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     81000 | PA      | $81104.07     | 0.01%             | 2029-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES USA, INC.                               | RRP FNMA 30YR U                                                                  | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | Short            | RA               | CORP              | US        |  -1461014 | PA      | $-1461014.43  | -0.20%            |  |  |  | No            |                  2 | On Loan: No      |
| EQT CORP                                                | EQT Corp                                                                         | CUSIP: 26884LAW9<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |     13000 | PA      | $12841.98     | 0.00%             | 2029-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PENNYMAC FIN SVCS INC                                   | PennyMac Financial Services Inc                                                  | CUSIP: 70932MAF4<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |    104000 | PA      | $106600.00    | 0.01%             | 2033-02-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| PENNYMAC FIN SVCS INC                                   | PennyMac Financial Services Inc                                                  | CUSIP: 70932MAG2<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |    263000 | PA      | $268909.61    | 0.04%             | 2032-05-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae I Pool                                                                | CUSIP: 36202VEV9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     18425 | PA      | $18598.92     | 0.00%             | 2033-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ATOS SE                                                 | Atos SE                                                                          | CUSIP: 000000000<br>LEI: 5493001EZOOA66PTBR68 | Long             | SN               | CORP              | FR        |     18088 | PA      | $23762.06     | 0.00%             | 2029-12-18      | Variable      | 9.00%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HO                                | Clear Channel Outdoor Holdings Inc                                               | CUSIP: 18453HAE6<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |    697000 | PA      | $730332.59    | 0.10%             | 2028-09-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE HOLD                                   | Freedom Mortgage Holdings LLC                                                    | CUSIP: 35641AAC2<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |    103000 | PA      | $104110.03    | 0.01%             | 2032-04-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| RYAN SPECIALTY GROUP                                    | Ryan Specialty LLC                                                               | CUSIP: 78351MAA0<br>LEI: 549300K52N7QBO3PYY45 | Long             | DBT              | CORP              | US        |     60000 | PA      | $58032.11     | 0.01%             | 2030-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS                                | Univision Communications Inc                                                     | CUSIP: 914906AY8<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |    454000 | PA      | $460709.67    | 0.06%             | 2028-08-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust                      | Ellington Financial Mortgage Trust 2020-1                                        | CUSIP: 31574PAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1526129.85   | 0.21%             | 2065-05-25      | Variable      | 5.24%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES USA, INC.                               | RRP FGOLD 20YR                                                                   | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | Short            | RA               | CORP              | US        |  -3591519 | PA      | $-3591518.76  | -0.49%            |  |  |  | No            |                  2 | On Loan: No      |
| GGAM FINANCE LTD                                        | GGAM Finance Ltd                                                                 | CUSIP: 36170JAA4<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |    113000 | PA      | $119522.25    | 0.02%             | 2028-06-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                               | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F060675<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   5500000 | PA      | $5588675.62   | 0.77%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                     | GS Mortgage-Backed Securities Corp Trust 2022-PJ2                                | CUSIP: 36267EAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    934028 | PA      | $760502.99    | 0.10%             | 2052-06-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| WAND NEWCO 3 INC                                        | Wand NewCo 3 Inc                                                                 | CUSIP: 933940AA6<br>LEI: 549300Y3VZEWMSQW8494 | Long             | DBT              | CORP              | US        |    333000 | PA      | $349959.36    | 0.05%             | 2032-01-30      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| Deerfield Dakota Holding LLC                            | Deerfield Dakota Holding LLC 2020 USD Term Loan B                                | CUSIP: 24440EAB3<br>LEI: 549300FDREJLOIGXY104 | Long             | LON              | CORP              | US        |     50733 | PA      | $49216.57     | 0.01%             | 2027-04-09      | Floating      | 8.05%                 | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                     | RRP CRESCENT EN                                                                  | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -114194 | PA      | $-114193.75   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                 | Oncor Electric Delivery Co LLC                                                   | CUSIP: 68233JCK8<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $987357.81    | 0.14%             | 2032-09-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| REWORLD HOLDING CORP                                    | Reworld Holding Corp                                                             | CUSIP: 22303XAA3<br>LEI: 40XIFLS8XDQGGHGPGC04 | Long             | DBT              | CORP              | US        |     92000 | PA      | $87523.63     | 0.01%             | 2029-12-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                                  | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC            | CUSIP: 013092AE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     52000 | PA      | $51116.81     | 0.01%             | 2030-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Endo Luxembourg Finance Company I S.a r.l.              | Endo Luxembourg Finance Company I Sa rl 2024 1st Lien Term Loan                  | CUSIP: 29280UAD5<br>LEI: 222100B15VY0VVCTG251 | Long             | LON              | CORP              | US        |     92515 | PA      | $92307.29     | 0.01%             | 2031-04-23      | Floating      | 8.33%                 | No            |                  2 | On Loan: No      |
| Corning Inc                                             | Corning Inc                                                                      | CUSIP: 219350BF1<br>LEI: 549300X2937PB0CJ7I56 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1604803.96   | 0.22%             | 2057-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| MOLINA HEALTHCARE INC                                   | Molina Healthcare Inc                                                            | CUSIP: 60855RAK6<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |     62000 | PA      | $57604.21     | 0.01%             | 2030-11-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                                | Madison Park Funding XXIII Ltd                                                   | CUSIP: 55820TAJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    548353 | PA      | $548764.28    | 0.08%             | 2031-07-27      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                                        | CSC Holdings LLC 2019 Term Loan B5                                               | CUSIP: 64072UAK8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | LON              | CORP              | US        |    321495 | PA      | $312827.61    | 0.04%             | 2027-04-15      | Floating      | 9.00%                 | No            |                  2 | On Loan: No      |
| CORELOGIC INC                                           | CoreLogic Inc                                                                    | CUSIP: 21871DAD5<br>LEI: 54930086CD8K2UIL0516 | Long             | DBT              | CORP              | US        |    592000 | PA      | $564698.32    | 0.08%             | 2028-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TAKEDA PHARMACEUTICAL                                   | Takeda Pharmaceutical Co Ltd                                                     | CUSIP: 874060AX4<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |    500000 | PA      | $447799.68    | 0.06%             | 2030-03-31      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| BPR Trust                                               | BPR Commercial Mortgage Trust 2024-PARK                                          | CUSIP: 05593UAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $203944.60    | 0.03%             | 2039-11-05      | Variable      | 7.23%                 | No            |                  2 | On Loan: No      |
| CPT MORTGAGE TRUST                                      | Century Plaza Towers 2019-CPT                                                    | CUSIP: 12654YAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $218512.93    | 0.03%             | 2039-11-13      | Variable      | 3.10%                 | No            |                  2 | On Loan: No      |
| SASOL Financing USA LLC                                 | Sasol Financing USA LLC                                                          | CUSIP: 80386WAB1<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | US        |    200000 | PA      | $189800.00    | 0.03%             | 2028-09-27      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| DARLING GLOBAL FINANCE                                  | Darling Global Finance BV                                                        | CUSIP: 000000000<br>LEI: 724500R2BQXOR6YG2Y67 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $119218.92    | 0.02%             | 2032-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WHIRLPOOL CORP                                          | Whirlpool Corp                                                                   | CUSIP: 963320BE5<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |    174000 | PA      | $174557.19    | 0.02%             | 2033-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                         | SWAP/CDSWAP/ICE: (CDX.NA.IG.41.V1)                                               | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |  21650000 | OU      | $-476479.05   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| SUBWAY FUNDING LLC                                      | Subway Funding LLC                                                               | CUSIP: 864300AA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    293525 | PA      | $298484.90    | 0.04%             | 2054-07-30      | Fixed         | 6.03%                 | No            |                  2 | On Loan: No      |
| Concord Music Royalties, LLC                            | Concord Music Royalties LLC                                                      | CUSIP: 20633KAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    164000 | PA      | $164431.91    | 0.02%             | 2074-10-20      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| SEALED AIR CORP                                         | Sealed Air Corp                                                                  | CUSIP: 81211KAY6<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |     38000 | PA      | $37087.01     | 0.01%             | 2027-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Apidos CLO Ltd                                          | Apidos CLO XVIII-R                                                               | CUSIP: 03767NBA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    777000 | PA      | $778641.49    | 0.11%             | 2038-01-22      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| AMERIGAS PART/FIN CORP                                  | AmeriGas Partners LP / AmeriGas Finance Corp                                     | CUSIP: 030981AP9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    106000 | PA      | $109972.67    | 0.02%             | 2030-06-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                    | Bank of America Corp                                                             | CUSIP: 06051GHM4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3986823.52   | 0.55%             | 2029-07-23      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3132DNBL6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1642275 | PA      | $1500907.41   | 0.21%             | 2052-04-01      | Fixed         | 3.50%                 | 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              |  | US        |    121000 | PA      | $124441.06    | 0.02%             | 2030-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                                | Madison Park Funding XXXVII Ltd                                                  | CUSIP: 55817EAY2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1003572.70   | 0.14%             | 2037-04-15      | Floating      | 6.21%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                              | Navient Private Education Refi Loan Trust 2021-D                                 | CUSIP: 63942CAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    406718 | PA      | $379687.75    | 0.05%             | 2060-04-15      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| CHOBANI HOLDCO II LLC                                   | Chobani Holdco II LLC                                                            | CUSIP: 169918AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    607461 | PA      | $650512.37    | 0.09%             | 2029-10-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| AXALTA COATING SYSTEMS D                                | Axalta Coating Systems Dutch Holding B BV                                        | CUSIP: 05455JAA5<br>LEI: 5493007DMEBZH3CQ5E51 | Long             | DBT              | CORP              | NL        |    173000 | PA      | $182391.67    | 0.03%             | 2031-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| GENESIS ENERGY LP/FIN                                   | Genesis Energy LP / Genesis Energy Finance Corp                                  | CUSIP: 37185LAL6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    118000 | PA      | $119745.64    | 0.02%             | 2028-02-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Palmer Square CLO Ltd                                   | Palmer Square CLO 2020-3 Ltd                                                     | CUSIP: 69701RBA4<br>LEI: 549300IUW4WDDDVSMS20 | Long             | ABS-CBDO         | CORP              | JE        |    250000 | PA      | $251608.65    | 0.03%             | 2036-11-15      | Floating      | 6.63%                 | No            |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC                                    | LifePoint Health Inc                                                             | CUSIP: 53219LAW9<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |    441000 | PA      | $486509.44    | 0.07%             | 2030-10-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| ZEBRA TECHNOLOGIES CORP                                 | Zebra Technologies Corp                                                          | CUSIP: 989207AD7<br>LEI: PO0I32GKZ3HZMMDPZZ08 | Long             | DBT              | CORP              | US        |     77000 | PA      | $79177.33     | 0.01%             | 2032-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                           | DISH DBS Corp                                                                    | CUSIP: 25470XBE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    717000 | PA      | $650677.50    | 0.09%             | 2026-12-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                    | Cleveland-Cliffs Inc                                                             | CUSIP: 185899AQ4<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |    272000 | PA      | $267794.61    | 0.04%             | 2029-11-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                              | Intel Corp                                                                       | CUSIP: 458140BU3<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $859009.16    | 0.12%             | 2031-08-12      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| EMRLD BOR / EMRLD CO-ISS                                | EMRLD Borrower LP / Emerald Co-Issuer Inc                                        | CUSIP: 000000000<br>LEI: 98450099EE3A0ZD5F786 | Long             | DBT              | CORP              | US        |    100000 | PA      | $123730.15    | 0.02%             | 2030-12-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Discovery Purchaser Corporation                         | Discovery Purchaser Corporation Term Loan                                        | CUSIP: 25471NAC0<br>LEI: 2549001LSO1ZBIPA5D65 | Long             | LON              | CORP              | US        |    254102 | PA      | $253545.72    | 0.03%             | 2029-10-04      | Floating      | 8.02%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES USA, INC.                               | RRP FNMA 15YR U                                                                  | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | Short            | RA               | CORP              | US        |   -177393 | PA      | $-177393.33   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Octagon Investment Partners XVII LTD                    | Octagon Investment Partners XVII Ltd                                             | CUSIP: 67590GBL2<br>LEI: 54930007Y57X4ONHQV20 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $500066.05    | 0.07%             | 2031-01-25      | Floating      | 5.94%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                | AT&T Inc                                                                         | CUSIP: 00206RMT6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    560000 | PA      | $575972.70    | 0.08%             | 2034-02-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Radiate Holdco LLC                                      | Radiate Holdco LLC 2021 Term Loan B                                              | CUSIP: 75025KAH1<br>LEI: 5493000GQJ5RDX9DNJ71 | Long             | LON              | CORP              | US        |    158458 | PA      | $137603.54    | 0.02%             | 2026-09-25      | Floating      | 7.69%                 | No            |                  2 | On Loan: No      |
| NELNET STUDENT LOAN TRUST                               | Nelnet Student Loan Trust 2021-C                                                 | CUSIP: 64035GAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    258427 | PA      | $257062.41    | 0.04%             | 2062-04-20      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| Golden State Tobacco Securitization Corp                | GOLDEN ST TOBACCO SECURITIZATION CORP CA TOBACCO SETTLEMENT                      | CUSIP: 38122ND58<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $767685.09    | 0.11%             | 2041-06-01      | Fixed         | 3.71%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                                  | ConocoPhillips Co                                                                | CUSIP: 20826FBC9<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    600000 | PA      | $479944.70    | 0.07%             | 2042-03-15      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| KLA Corp                                                | KLA Corp                                                                         | CUSIP: 482480AH3<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |    500000 | PA      | $461435.71    | 0.06%             | 2049-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HOMES Trust                                             | Homes 2024-Nqm2 Trust                                                            | CUSIP: 43761CAA0<br>LEI: 254900MQRASV1D1NGZ28 | Long             | ABS-MBS          | CORP              | US        |    548330 | PA      | $550829.94    | 0.08%             | 2069-10-25      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                     | RRP UNITED AIRL                                                                  | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -170669 | PA      | $-170668.75   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| OPAL BIDCO SAS                                          | OPAL BIDCO                                                                       | CUSIP: 68348BAA1<br>LEI: 969500R96XT7XY2UJ564 | Long             | DBT              | CORP              | FR        |    400000 | PA      | $408245.20    | 0.06%             | 2032-03-31      | Fixed         | 6.50%                 | 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        |     75000 | PA      | $78398.70     | 0.01%             | 2032-08-01      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE FINANCIAL                                | JPMorgan Chase Financial Co LLC                                                  | CUSIP: 48133DL24<br>LEI: 549300NJFDJOFYVV6789 | Long             | DBT              | CORP              | US        |    191000 | PA      | $219841.00    | 0.03%             | 2027-06-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| VITAL ENERGY INC                                        | Vital Energy Inc                                                                 | CUSIP: 516806AH9<br>LEI: 549300X0PTWU2QSLSL14 | Long             | DBT              | CORP              | US        |     59000 | PA      | $52104.92     | 0.01%             | 2029-07-31      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| DANA INC                                                | Dana Inc                                                                         | CUSIP: 235825AH9<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | DBT              | CORP              | US        |     46000 | PA      | $45337.97     | 0.01%             | 2030-09-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                | JP Morgan Mortgage Trust 2006-S3                                                 | CUSIP: 46629AAM3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     41542 | PA      | $12726.28     | 0.00%             | 2036-08-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC                                    | RRP HSBC HOLDIN                                                                  | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | Short            | RA               | CORP              | US        |  -1024720 | PA      | $-1024719.90  | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                    | Glencore Funding LLC                                                             | CUSIP: 378272CB2<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    600000 | PA      | $606512.30    | 0.08%             | 2055-04-01      | Fixed         | 6.14%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                | Lloyds Banking Group PLC                                                         | CUSIP: 53944YAJ2<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    595000 | PA      | $598154.10    | 0.08%             | 2026-06-27      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bonds                                                              | CUSIP: 912810UA4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  31000000 | PA      | $30108750.00  | 4.14%             | 2054-05-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Titan Acquisition Limited                               | Titan Acquisition Limited 2024 Term Loan B                                       | CUSIP: 000000000<br>LEI: 5493003ZDHRVP2N4C109 | Long             | LON              | CORP              | CA        |    476787 | PA      | $477721.33    | 0.07%             | 2029-02-15      | Floating      | 8.80%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                          | Morgan Stanley                                                                   | CUSIP: 61747YFL4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    600000 | PA      | $613830.09    | 0.08%             | 2035-01-18      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| MIDCAP FINANCIAL ISSR TR                                | Midcap Financial Issuer Trust                                                    | CUSIP: 59567LAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $198109.73    | 0.03%             | 2028-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                        | T-Mobile USA Inc                                                                 | CUSIP: 87264ABN4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    500000 | PA      | $331867.16    | 0.05%             | 2051-02-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| SOTERA HEALTH HLDGS LLC                                 | Sotera Health Holdings LLC                                                       | CUSIP: 83600WAE9<br>LEI: 549300OVT7MBXFLOFU20 | Long             | DBT              | CORP              | US        |    105000 | PA      | $109246.52    | 0.02%             | 2031-06-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                        | T-Mobile USA Inc                                                                 | CUSIP: 87264ACB9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    500000 | PA      | $447613.49    | 0.06%             | 2031-02-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| HUB INTERNATIONAL LTD                                   | HUB International Ltd                                                            | CUSIP: 44332PAJ0<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |   2427000 | PA      | $2539439.10   | 0.35%             | 2032-01-31      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| AthenaHealth Group Inc                                  | Athenahealth Group Inc 2022 Term Loan B                                          | CUSIP: 04686RAB9<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | LON              | CORP              | US        |    427449 | PA      | $426782.02    | 0.06%             | 2029-02-15      | Floating      | 7.08%                 | No            |                  2 | On Loan: No      |
| CIM Trust                                               | CIM Trust 2023-I1                                                                | CUSIP: 12570DAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    972597 | PA      | $972419.04    | 0.13%             | 2058-04-25      | Variable      | 6.03%                 | No            |                  2 | On Loan: No      |
| GARDA WORLD SECURITY                                    | Garda World Security Corp                                                        | CUSIP: 36485MAK5<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |    106000 | PA      | $105342.88    | 0.01%             | 2027-02-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 31416BZF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    165651 | PA      | $173658.85    | 0.02%             | 2038-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                        | Altria Group Inc                                                                 | CUSIP: 02209SBL6<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    200000 | PA      | $172495.54    | 0.02%             | 2032-02-04      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Whitebox CLO Ltd                                        | Whitebox Clo I Ltd                                                               | CUSIP: 96467FBC3<br>LEI: 549300E4AC0513DYO913 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $499164.20    | 0.07%             | 2036-07-24      | Floating      | 7.38%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                                      | Vodafone Group PLC                                                               | CUSIP: 92857WBS8<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    700000 | PA      | $602233.74    | 0.08%             | 2049-06-19      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| B&M EUROPEAN VALUE RET                                  | B&M European Value Retail SA                                                     | CUSIP: 000000000<br>LEI: 213800UK7ZRLY2K1X530 | Long             | DBT              | CORP              | LU        |    100000 | PA      | $138160.44    | 0.02%             | 2031-11-27      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP INC                                  | Cloud Software Group Inc                                                         | CUSIP: 18912UAA0<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |   2090000 | PA      | $2166338.09   | 0.30%             | 2029-09-30      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| PUG LLC                                                 | PUG LLC 2024 Extended Term Loan B                                                | CUSIP: 74530DAH8<br>LEI: 549300NL9JUFIOARLW93 | Long             | LON              | CORP              | US        |    283421 | PA      | $274445.12    | 0.04%             | 2030-03-15      | Floating      | 9.08%                 | No            |                  2 | On Loan: No      |
| Cedar Funding Ltd                                       | Cedar Funding XIV CLO Ltd                                                        | CUSIP: 15034AAN5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $501056.55    | 0.07%             | 2037-10-15      | Floating      | 5.96%                 | No            |                  2 | On Loan: No      |
| MAUSER PACKAGING SOLUT                                  | Mauser Packaging Solutions Holding Co                                            | CUSIP: 57763RAD9<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |   1850000 | PA      | $1880325.20   | 0.26%             | 2027-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                       | Post Holdings Inc                                                                | CUSIP: 737446AQ7<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |     67000 | PA      | $64402.69     | 0.01%             | 2030-04-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| VISTRA CORP                                             | Vistra Corp                                                                      | CUSIP: 92840MAB8<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102424.80    | 0.01%             | 2026-10-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                                 | Simon Property Group LP                                                          | CUSIP: 828807CE5<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              |  | US        |   1670000 | PA      | $1887226.97   | 0.26%             | 2040-02-01      | Fixed         | 6.75%                 | 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        |   1000000 | PA      | $831462.84    | 0.11%             | 2049-07-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                        | COLT 2024-6 Mortgage Loan Trust                                                  | CUSIP: 19688XAA4<br>LEI: 213800U2X2TO1PQH1O75 | Long             | ABS-MBS          | CORP              | US        |   1179734 | PA      | $1180536.93   | 0.16%             | 2069-11-25      | Variable      | 5.39%                 | No            |                  2 | On Loan: No      |
| Viking Cruises Ltd                                      | Viking Cruises Ltd                                                               | CUSIP: 92676XAD9<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |     95000 | PA      | $95053.11     | 0.01%             | 2027-09-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Wireless PropCo Funding LLC                             | Wireless PropCo Funding LLC                                                      | CUSIP: 97655EAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    725000 | PA      | $680346.51    | 0.09%             | 2055-06-25      | Fixed         | 4.30%                 | No            |                  3 | On Loan: No      |
| RCI BANQUE SA                                           | RCI Banque SA                                                                    | CUSIP: 000000000<br>LEI: 96950001WI712W7PQG45 | Long             | DBT              | CORP              | FR        |    100000 | PA      | $118841.16    | 0.02%             | 2037-03-24      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                            | Alphabet Inc                                                                     | CUSIP: 02079KAN7<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    600000 | PA      | $587485.28    | 0.08%             | 2065-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                             | Oracle Corp                                                                      | CUSIP: 68389XBW4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   3025000 | PA      | $2421140.55   | 0.33%             | 2040-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Extended Stay America Trust                             | Extended Stay America Trust 2021-ESH                                             | CUSIP: 30227FAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1655415 | PA      | $1657483.83   | 0.23%             | 2038-07-15      | Floating      | 6.68%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                                   | TransCanada PipeLines Ltd                                                        | CUSIP: 893526DF7<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    500000 | PA      | $507626.23    | 0.07%             | 2034-03-31      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Whitebox CLO Ltd                                        | Whitebox CLO III Ltd                                                             | CUSIP: 96467JAE2<br>LEI: 549300JXCQSPB1A61C68 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250334.00    | 0.03%             | 2035-10-15      | Floating      | 9.91%                 | No            |                  2 | On Loan: No      |
| MONG DUONG FIN HLDGS BV                                 | Mong Duong Finance Holdings BV                                                   | CUSIP: 000000000<br>LEI: 549300995KGQFMWSV879 | Long             | DBT              | CORP              | NL        |    390297 | PA      | $380686.32    | 0.05%             | 2029-05-07      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                  | UnitedHealth Group Inc                                                           | CUSIP: 91324PER9<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    340000 | PA      | $350313.00    | 0.05%             | 2033-02-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| ANTERO MIDSTREAM PART/FI                                | Antero Midstream Partners LP / Antero Midstream Finance Corp                     | CUSIP: 03690AAH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    140000 | PA      | $138948.05    | 0.02%             | 2029-06-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES USA, INC.                               | RRP FHLMC 20YR                                                                   | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | Short            | RA               | CORP              | US        | -13111874 | PA      | $-13111873.59 | -1.80%            |  |  |  | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                          | NRG Energy Inc                                                                   | CUSIP: 629377CX8<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    143000 | PA      | $145695.27    | 0.02%             | 2034-11-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ROCKET COS INC                                          | Rocket Cos Inc                                                                   | CUSIP: 77311WAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    668000 | PA      | $683497.95    | 0.09%             | 2033-08-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                        | SMB Private Education Loan Trust 2023-B                                          | CUSIP: 78449HAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    171595 | PA      | $174925.34    | 0.02%             | 2056-10-16      | Floating      | 6.10%                 | No            |                  2 | On Loan: No      |
| SCOTTS MIRACLE-GRO CO                                   | Scotts Miracle-Gro Co/The                                                        | CUSIP: 810186AS5<br>LEI: 2TH9E0JTOUXOEGI2R879 | Long             | DBT              | CORP              | US        |     13000 | PA      | $12555.13     | 0.00%             | 2029-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                                    | Lockheed Martin Corp                                                             | CUSIP: 539830BD0<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    800000 | PA      | $630343.45    | 0.09%             | 2045-03-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| FORTRESS TRANS & INFRAST                                | Fortress Transportation and Infrastructure Investors LLC                         | CUSIP: 34960PAG6<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |    337000 | PA      | $347961.93    | 0.05%             | 2032-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| SAZERAC COMPANY INC                                     | SAZERAC COMPANY INC TERM LOAN B                                                  | CUSIP: 000000000<br>LEI: 9QU0CG1O4LSOB6IFK895 | Long             | LON              | CORP              | US        |    170000 | PA      | $169787.50    | 0.02%             | 2032-06-25      | Floating      | 6.81%                 | No            |                  3 | On Loan: No      |
| BNP PARIBAS                                             | RRP TREASURY NO                                                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |  -8043750 | PA      | $-8043750.00  | -1.11%            |  |  |  | No            |                  2 | On Loan: No      |
| KOBE US MIDCO 2 INC                                     | Kobe US Midco 2 Inc                                                              | CUSIP: 499894AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    213929 | PA      | $191466.46    | 0.03%             | 2026-11-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Deephaven Residential Mortgage Trust                    | Deephaven Residential Mortgage Trust 2022-2                                      | CUSIP: 24380XAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    218978 | PA      | $211862.93    | 0.03%             | 2067-03-25      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| STANDARD INDUSTRI INC/NY                                | Standard Industries Inc/NY                                                       | CUSIP: 853496AD9<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2966.66      | 0.00%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP                                   | Northrop Grumman Corp                                                            | CUSIP: 666807CH3<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    400000 | PA      | $398772.84    | 0.05%             | 2033-03-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| City & County Honolulu HI Wastewater System Revenue     | HONOLULU CITY & CNTY HI WSTWTR SYS REVENUE                                       | CUSIP: 4387012C7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $671100.08    | 0.09%             | 2045-07-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| STENA INTERNATIONAL SA                                  | Stena International SA                                                           | CUSIP: 000000000<br>LEI: 213800A4LTGG4W55QP46 | Long             | DBT              | CORP              | LU        |    200000 | PA      | $200619.60    | 0.03%             | 2031-01-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| JONES DESLAURIERS INSURA                                | Jones Deslauriers Insurance Management Inc                                       | CUSIP: 48020RAA3<br>LEI: 549300JQIWNFU00E5424 | Long             | DBT              | CORP              | CA        |    316000 | PA      | $336795.30    | 0.05%             | 2030-12-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| PRESTIGEBIDCO GMBH                                      | PrestigeBidCo GmbH                                                               | CUSIP: 000000000<br>LEI: 529900CSF1DNOCHMI763 | Long             | DBT              | CORP              | DE        |    100000 | PA      | $118354.59    | 0.02%             | 2029-07-01      | Floating      | 6.03%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                            | Broadcom Inc                                                                     | CUSIP: 11135FBT7<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1445013.30   | 0.20%             | 2032-04-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                  | Venture Global LNG Inc                                                           | CUSIP: 92332YAC5<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |   1385000 | PA      | $1508788.53   | 0.21%             | 2029-02-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                   | Level 3 Financing Inc 2025 Term Loan B                                           | CUSIP: 52729KAT3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | LON              | CORP              | US        |    530000 | PA      | $535411.30    | 0.07%             | 2032-03-27      | Floating      | 8.58%                 | No            |                  2 | On Loan: No      |
| Voya CLO Ltd                                            | VOYA CLO 2017-2                                                                  | CUSIP: 92915UAJ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $251048.40    | 0.03%             | 2030-06-07      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Hess Corp                                               | Hess Corp                                                                        | CUSIP: 42809HAG2<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1097420.18   | 0.15%             | 2027-04-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| UKG INC                                                 | UKG Inc                                                                          | CUSIP: 90279XAA0<br>LEI: 529900FKHWSTQ1GXK240 | Long             | DBT              | CORP              | US        |   1444000 | PA      | $1498258.30   | 0.21%             | 2031-02-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Flagstar Mortgage Trust                                 | Flagstar Mortgage Trust 2021-4                                                   | CUSIP: 33852FAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2232551 | PA      | $1821971.78   | 0.25%             | 2051-06-01      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL                      | SWAP/CDSWAP/SCDS: (ADLERR)                                                       | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              |  | XX        |      4021 | OU      | $314.15       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ACADIA HEALTHCARE CO INC                                | Acadia Healthcare Co Inc                                                         | CUSIP: 00404AAQ2<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |     64000 | PA      | $65934.85     | 0.01%             | 2033-03-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| PROOFPOINT INC                                          | PROOFPOINT INC 2025 FUNGIBLE TERM LOAN                                           | CUSIP: 74345HAJ0<br>LEI: 529900C5FODDK0WSR085 | Long             | LON              | CORP              | US        |     28000 | PA      | $28003.08     | 0.00%             | 2028-08-31      | Floating      | 7.31%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                                   | GFL Environmental Inc                                                            | CUSIP: 36168QAQ7<br>LEI: 549300FYK4MBXWIVZU26 | Long             | DBT              | CORP              | CA        |    123000 | PA      | $128710.03    | 0.02%             | 2031-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GENERAL ELECTRIC CO                                     | General Electric Co                                                              | CUSIP: 36962G3A0<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |   2150000 | PA      | $2334009.71   | 0.32%             | 2037-08-07      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| LINDBLAD EXPEDITIONS LLC                                | Lindblad Expeditions LLC                                                         | CUSIP: 53523LAA8<br>LEI: 549300MPUWOG67Y2R254 | Long             | DBT              | CORP              | US        |     68000 | PA      | $68400.79     | 0.01%             | 2027-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SAMARCO MINERACAO SA                                    | Samarco Mineracao SA                                                             | CUSIP: 79588YAA7<br>LEI: 529900U8HKV15GJC4O60 | Long             | DBT              | CORP              | BR        |      8552 | PA      | $8386.31      | 0.00%             | 2031-06-30      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| JH NORTH AMERICA HOLDING                                | JH North America Holdings Inc                                                    | CUSIP: 46593WAB1<br>LEI: 254900A6FXA0D81TL967 | Long             | DBT              | CORP              | US        |    167000 | PA      | $169772.87    | 0.02%             | 2032-07-31      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| COVIA HOLDINGS CORPORATION                              | Covia Holdings Corporation 2025 Term Loan B                                      | CUSIP: 000000000<br>LEI: 213800IE4YGTGVTQ1806 | Long             | LON              | CORP              | US        |     15211 | PA      | $15236.40     | 0.00%             | 2032-02-26      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| Regatta 30 Funding Ltd.                                 | Regatta 30 Funding Ltd                                                           | CUSIP: 75903UAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1700000 | PA      | $1703727.25   | 0.23%             | 2038-01-25      | Floating      | 5.96%                 | No            |                  2 | On Loan: No      |
| MIDAS OPCO HOLDINGS LLC                                 | Stagwell Global LLC                                                              | CUSIP: 59565JAA9<br>LEI: 984500904E015Z0C1F82 | Long             | DBT              | CORP              | US        |     69000 | PA      | $66000.20     | 0.01%             | 2029-08-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| VISTA OIL & GAS ARGENTIN                                | Vista Energy Argentina SAU                                                       | CUSIP: 92841RAB6<br>LEI: 549300FE4UJNCG1DB123 | Long             | DBT              | CORP              | AR        |     25000 | PA      | $25181.25     | 0.00%             | 2033-06-10      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC                                    | Waste Management Inc                                                             | CUSIP: 94106LBR9<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    350000 | PA      | $259182.73    | 0.04%             | 2041-06-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Gold Pool                                                            | CUSIP: 31335B6T8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    458188 | PA      | $456578.12    | 0.06%             | 2047-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3132DPAR9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1452260 | PA      | $1364412.66   | 0.19%             | 2052-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                        | COLT 2022-9 Mortgage Loan Trust                                                  | CUSIP: 19688PAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    245362 | PA      | $245722.47    | 0.03%             | 2067-12-25      | Variable      | 6.79%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                        | CIFC Funding 2013-I Ltd                                                          | CUSIP: 12549AAS9<br>LEI: 549300PC4RPZFE70AI24 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $506460.60    | 0.07%             | 2030-07-16      | Floating      | 8.07%                 | No            |                  2 | On Loan: No      |
| RR DONNELLEY & SONS CO                                  | RR Donnelley & Sons Co                                                           | CUSIP: 257867BJ9<br>LEI: SU4X0P4WWRGOQDTSV032 | Long             | DBT              | CORP              | US        |    370000 | PA      | $370000.00    | 0.05%             | 2029-08-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                  | UnitedHealth Group Inc                                                           | CUSIP: 91324PBN1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    600000 | PA      | $612749.99    | 0.08%             | 2040-10-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Spruce Hill Mortgage Loan Trust                         | Spruce Hill Mortgage Loan Trust 2022-SH1                                         | CUSIP: 85213XAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    613068 | PA      | $602649.16    | 0.08%             | 2057-07-25      | Variable      | 4.10%                 | No            |                  2 | On Loan: No      |
| VERTIV GROUP CORPORATION                                | Vertiv Group Corp                                                                | CUSIP: 92535UAB0<br>LEI: 549300ZT8RQ5VK10E643 | Long             | DBT              | CORP              | US        |    204000 | PA      | $198897.06    | 0.03%             | 2028-11-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| ZEGONA FINANCE PLC                                      | Zegona Finance PLC                                                               | CUSIP: 000000000<br>LEI: 254900B3KC1SS7T2TE92 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $125157.26    | 0.02%             | 2029-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                          | SWAP/CDSWAP/CDS: (ITRAXX.XO.42.V2 20-35%)                                        | CUSIP: 000000000<br>LEI: QHSFEYI7HUOXXZ413E03 | N/A              | DCR              |  | FR        |     18000 | OU      | $2760.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VORTEX OPCO LLC                                         | Vortex Opco LLC Second Out Term Loan                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | KY        |     78071 | PA      | $33882.92     | 0.00%             | 2028-12-17      | Floating      | 8.66%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140QQJE6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1950364 | PA      | $1977750.25   | 0.27%             | 2037-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TEACHERS INSUR & ANNUITY                                | Teachers Insurance & Annuity Association of America                              | CUSIP: 878091BF3<br>LEI: O06XD7BJ4EPXNABVFN69 | Long             | DBT              | CORP              | US        |    700000 | PA      | $568270.14    | 0.08%             | 2047-05-15      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| FANTASIA HOLDINGS GROUP                                 | Fantasia Holdings Group Co Ltd                                                   | CUSIP: 000000000<br>LEI: 5493005JQNLB3I01JW62 | Long             | DBT              | CORP              | KY        |    400000 | PA      | $11000.00     | 0.00%             | 2023-06-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3133BBF87<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    517792 | PA      | $485444.13    | 0.07%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GREENKO DUTCH BV                                        | Greenko Dutch BV                                                                 | CUSIP: 000000000<br>LEI: 724500PT585P4JPVRP08 | Long             | DBT              | CORP              | NL        |    176000 | PA      | $172568.00    | 0.02%             | 2026-03-29      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| OZLM Ltd                                                | OZLM XXI Ltd                                                                     | CUSIP: 67112AAG6<br>LEI: 5493002HF6D1C4B1AK86 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $999293.20    | 0.14%             | 2031-01-20      | Floating      | 7.20%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES USA, INC.                               | RRP FNMA 15YR U                                                                  | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | Short            | RA               | CORP              | US        |  -1524513 | PA      | $-1524512.93  | -0.21%            |  |  |  | No            |                  2 | On Loan: No      |
| MPLX LP                                                 | MPLX LP                                                                          | CUSIP: 55336VAS9<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    500000 | PA      | $504783.27    | 0.07%             | 2029-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Cantor Commercial Real Estate Lending                   | Cantor Commercial Real Estate Lending 2019-CF2                                   | CUSIP: 12528YAF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    550000 | PA      | $510767.18    | 0.07%             | 2052-11-15      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                | Vistra Operations Co LLC                                                         | CUSIP: 92840VAP7<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    144000 | PA      | $153049.46    | 0.02%             | 2031-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Federal National Mortgage Association                                            | CUSIP: 313586752<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | EP               | USGSE             | US        |     10000 | NS      | $150000.00    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| NEOGEN FOOD SAFE CORP                                   | Neogen Food Safety Corp                                                          | CUSIP: 365417AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    128000 | PA      | $132395.14    | 0.02%             | 2030-07-20      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd                                             | OCP CLO 2017-13 Ltd                                                              | CUSIP: 67097LAV8<br>LEI: 254900M77QLN2EBJHE11 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1003763.20   | 0.14%             | 2037-11-26      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                    | OneMain Finance Corp                                                             | CUSIP: 682691AK6<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    297000 | PA      | $307474.89    | 0.04%             | 2032-09-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| Banc of America Funding Corporation                     | Banc of America Funding 2007-2 Trust                                             | CUSIP: 05951GAQ5<br>LEI: 54930023UHZHF7UJ8596 | Long             | ABS-MBS          | CORP              | US        |    183023 | PA      | $144214.55    | 0.02%             | 2037-03-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ARCHROCK PARTNERS LP/FIN                                | Archrock Partners LP / Archrock Partners Finance Corp                            | CUSIP: 03959KAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     79000 | PA      | $79080.66     | 0.01%             | 2027-04-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS                                | Univision Communications Inc                                                     | CUSIP: 914906AZ5<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |    292000 | PA      | $292323.44    | 0.04%             | 2031-07-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| BARNES GROUP INC                                        | Barnes Group Inc 2025 Term Loan B                                                | CUSIP: 38021CAC2<br>LEI: G1MSYD2DQZX30V5DMX12 | Long             | LON              | CORP              | US        |     81954 | PA      | $82035.55     | 0.01%             | 2032-01-27      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| Altria Group Inc                                        | Altria Group Inc                                                                 | CUSIP: 02209SAR4<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1888200.40   | 0.26%             | 2044-01-31      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| AZORRA FINANCE                                          | Azorra Finance Ltd                                                               | CUSIP: 05480AAA3<br>LEI: 254900MC1HXDAVUUP395 | Long             | DBT              | CORP              | KY        |     92000 | PA      | $95507.50     | 0.01%             | 2030-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICALS NE                                 | Teva Pharmaceutical Finance Netherlands III BV                                   | CUSIP: 88167AAE1<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |    163000 | PA      | $159383.03    | 0.02%             | 2026-10-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| JH NORTH AMERICA HOLDING                                | JH North America Holdings Inc                                                    | CUSIP: 46593WAA3<br>LEI: 254900A6FXA0D81TL967 | Long             | DBT              | CORP              | US        |    127000 | PA      | $128108.96    | 0.02%             | 2031-01-31      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| AHP HEALTH PARTN                                        | AHP Health Partners Inc                                                          | CUSIP: 00150LAB7<br>LEI: 549300QMM8MQ6SM5KX05 | Long             | DBT              | CORP              | US        |    153000 | PA      | $149200.38    | 0.02%             | 2029-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| FANTASIA HOLDINGS GROUP                                 | Fantasia Holdings Group Co Ltd                                                   | CUSIP: 000000000<br>LEI: 5493005JQNLB3I01JW62 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $5500.00      | 0.00%             | 2022-04-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| COMSTOCK RESOURCES INC                                  | Comstock Resources Inc                                                           | CUSIP: 205768AT1<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |    201000 | PA      | $195235.18    | 0.03%             | 2030-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                    | OneMain Finance Corp                                                             | CUSIP: 682691AH3<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    111000 | PA      | $114002.66    | 0.02%             | 2029-05-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                       | SWAP/CDSWAP/SCDS: (EOFP)                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              |  | DE        |     13000 | OU      | $1031.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mello Mortgage Capital Acceptance Trust                 | Mello Mortgage Capital Acceptance 2022-INV2                                      | CUSIP: 58549JAF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    700807 | PA      | $594344.44    | 0.08%             | 2052-04-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| ENTEGRIS INC                                            | Entegris Inc                                                                     | CUSIP: 29365BAA1<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |    183000 | PA      | $180970.62    | 0.02%             | 2029-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PRAIRIE ACQUIROR LP                                     | Prairie Acquiror LP                                                              | CUSIP: 73943NAA4<br>LEI: 254900Q6KU2LVSIISH22 | Long             | DBT              | CORP              | US        |    113000 | PA      | $117702.62    | 0.02%             | 2029-08-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Coral-US Co-Borrower, LLC                               | Coral-US Co-Borrower LLC 2025 Term Loan B7                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     86000 | PA      | $84951.66     | 0.01%             | 2032-02-02      | Floating      | 7.51%                 | No            |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION                                  | Clydesdale Acquisition Holdings Inc                                              | CUSIP: 18972EAD7<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |    626000 | PA      | $642444.31    | 0.09%             | 2032-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOURC OPTG LLC                                | Permian Resources Operating LLC                                                  | CUSIP: 71424VAA8<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |    144000 | PA      | $149282.21    | 0.02%             | 2032-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                     | RRP GOLDMAN SAC                                                                  | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |  -3775000 | PA      | $-3775000.00  | -0.52%            |  |  |  | No            |                  2 | On Loan: No      |
| WILLIAMS SCOTSMAN INC                                   | Williams Scotsman Inc                                                            | CUSIP: 96949VAL7<br>LEI: 549300DAKDS8SCO1OT57 | Long             | DBT              | CORP              | US        |    235000 | PA      | $247360.77    | 0.03%             | 2031-10-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| BARBADOS GOVT OF                                        | Barbados Government International Bond                                           | CUSIP: 067070AK8<br>LEI: 529900UD1KUUS4SFD905 | Long             | DBT              | NUSS              | BB        |     35000 | PA      | $35210.00     | 0.00%             | 2035-06-26      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                     | RRP CLOUD SOFTW                                                                  | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -575891 | PA      | $-575891.25   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                     | RRP CLARIVATE S                                                                  | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -164738 | PA      | $-164737.50   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| RTX CORP                                                | RTX Corp                                                                         | CUSIP: 75513ECR0<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    900000 | PA      | $919959.66    | 0.13%             | 2033-02-27      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                     | RRP CLEAR CHANN                                                                  | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -219542 | PA      | $-219542.50   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                                    | SWAP/CDSWAP/SCDS: (VMED)                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              |  | XX        |     10000 | OU      | $243.81       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PetSmart Inc                                            | PetSmart Inc 2021 Term Loan B                                                    | CUSIP: 71677HAL9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    141746 | PA      | $140003.84    | 0.02%             | 2028-02-11      | Floating      | 8.18%                 | No            |                  2 | On Loan: No      |
| Bausch & Lomb Corporation                               | Bausch & Lomb Corporation 2023 Incremental Term Loan                             | CUSIP: 000000000<br>LEI: 549300NY6OZM39SO6475 | Long             | LON              | CORP              | CA        |    126742 | PA      | $126584.07    | 0.02%             | 2028-09-29      | Floating      | 8.33%                 | 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              | XX        |    190000 | PA      | $197559.53    | 0.03%             | 2030-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| State of California                                     | CALIFORNIA ST                                                                    | CUSIP: 13063A5G5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1500000 | PA      | $1798192.76   | 0.25%             | 2039-04-01      | Fixed         | 7.55%                 | No            |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC                                    | LifePoint Health Inc                                                             | CUSIP: 53219LAV1<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |    113000 | PA      | $122232.89    | 0.02%             | 2030-08-15      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| NOMURA SECURITIES INTERNATIONAL INC                     | RRP TREASURY NO                                                                  | CUSIP: 000000000<br>LEI: OXTKY6Q8X53C9ILVV871 | Short            | RA               | CORP              | US        | -26468750 | PA      | $-26468750.00 | -3.64%            |  |  |  | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                     | RRP COMCAST COR                                                                  | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |  -1235625 | PA      | $-1235625.00  | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                             | RRP UNIVISION C                                                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |    -97950 | PA      | $-97950.00    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                     | Petroleos Mexicanos                                                              | CUSIP: 71654QDP4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     47000 | PA      | $50304.10     | 0.01%             | 2033-02-07      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS                                | Univision Communications Inc                                                     | CUSIP: 914906AX0<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |    120000 | PA      | $117928.21    | 0.02%             | 2030-06-30      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                             | RRP VENTURE GLO                                                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -603750 | PA      | $-603750.00   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA NA                                      | SWAP/CDSWAP/SCDS: (ADLERR)                                                       | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              |  | XX        |      5404 | OU      | $422.20       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DC Commercial Mortgage Trust                            | DC Trust 2024-HLTN                                                               | CUSIP: 24022FAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    220000 | PA      | $219832.54    | 0.03%             | 2040-04-13      | Variable      | 7.29%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS                                 | Frontier Communications Holdings LLC                                             | CUSIP: 35906ABF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    293000 | PA      | $292876.65    | 0.04%             | 2028-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                | Celanese US Holdings LLC                                                         | CUSIP: 15089QBA1<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |     95000 | PA      | $95986.67     | 0.01%             | 2033-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                       | HSBC Holdings PLC                                                                | CUSIP: 404280BL2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    235000 | PA      | $234762.30    | 0.03%             | 2027-05-22      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust           | J.P. Morgan Chase Commercial Mortgage Securities Trust 2022-ACB                  | CUSIP: 46593EAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1700000 | PA      | $1700000.00   | 0.23%             | 2039-03-15      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| BRINK'S CO/THE                                          | Brink's Co/The                                                                   | CUSIP: 109696AC8<br>LEI: XFP140TFNOQMIVFTVQ13 | Long             | DBT              | CORP              | US        |     85000 | PA      | $87617.46     | 0.01%             | 2029-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES USA, INC.                               | RRP FNMA 40YR R                                                                  | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | Short            | RA               | CORP              | US        |  -2231136 | PA      | $-2231136.39  | -0.31%            |  |  |  | No            |                  2 | On Loan: No      |
| RESIDEO FUNDING INC                                     | Resideo Funding Inc                                                              | CUSIP: 76119LAD3<br>LEI: 5493000IFJ6XJKH66598 | Long             | DBT              | CORP              | US        |    105000 | PA      | $107571.66    | 0.01%             | 2032-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| International Paper Co                                  | International Paper Co                                                           | CUSIP: 460146CH4<br>LEI: 824LMFJDH41EY779Q875 | Long             | DBT              | CORP              | US        |    870000 | PA      | $882812.61    | 0.12%             | 2041-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SCC POWER PLC                                           | SCC Power PLC                                                                    | CUSIP: 78397YAC6<br>LEI: 529900IYGYC6VSDSDF37 | Long             | DBT              | CORP              | GB        |    140238 | PA      | $33657.12     | 0.00%             | 2032-05-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ARDONAGH FINCO LTD                                      | Ardonagh Finco Ltd                                                               | CUSIP: 039853AA4<br>LEI: 254900D2T84O1K03BA28 | Long             | DBT              | CORP              | JE        |    893000 | PA      | $933603.82    | 0.13%             | 2031-02-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| OI EUROPEAN GROUP BV                                    | OI European Group BV                                                             | CUSIP: 000000000<br>LEI: 72450053F5WRDY8CDZ66 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $121623.40    | 0.02%             | 2028-05-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                                 | Walt Disney Co/The                                                               | CUSIP: 254687DT0<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    385000 | PA      | $425773.34    | 0.06%             | 2028-11-30      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2013-1 A PTT                                 | United Airlines 2013-1 Class A Pass Through Trust                                | CUSIP: 909319AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1913828 | PA      | $1911512.10   | 0.26%             | 2025-08-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| GENESIS ENERGY LP/FIN                                   | Genesis Energy LP / Genesis Energy Finance Corp                                  | CUSIP: 37185LAQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    155000 | PA      | $161160.63    | 0.02%             | 2032-05-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| PHOENIX AVIATION CAPITAL                                | Phoenix Aviation Capital Ltd                                                     | CUSIP: 71910DAA9<br>LEI: 8945008YQAKXZQ3VYJ15 | Long             | DBT              | CORP              | IE        |    236000 | PA      | $244434.04    | 0.03%             | 2030-07-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                 | HCA Inc                                                                          | CUSIP: 404119BV0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1090000 | PA      | $1012894.09   | 0.14%             | 2047-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AZORRA FINANCE                                          | Azorra Finance Ltd                                                               | CUSIP: 05480AAB1<br>LEI: 254900MC1HXDAVUUP395 | Long             | DBT              | CORP              | KY        |    145000 | PA      | $148033.75    | 0.02%             | 2031-01-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC                                    | RRP PNC FINANCI                                                                  | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | Short            | RA               | CORP              | US        |   -119228 | PA      | $-119227.50   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| US BANCORP INVESTMENTS INC                              | RRP INTERNATION                                                                  | CUSIP: 000000000<br>LEI: H85Z6XZP8B10ES0M2G89 | Short            | RA               | CORP              | US        |   -551375 | PA      | $-551375.00   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                              | Verus Securitization Trust 2022-INV2                                             | CUSIP: 924923AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    378562 | PA      | $378398.55    | 0.05%             | 2067-10-25      | Variable      | 6.79%                 | No            |                  2 | On Loan: No      |
| MGM CHINA HOLDINGS LTD                                  | MGM China Holdings Ltd                                                           | CUSIP: 55300RAG6<br>LEI: 529900VZFN87OS7WJM66 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $198250.00    | 0.03%             | 2027-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| LIMA METRO LINE 2 FIN LT                                | Lima Metro Line 2 Finance Ltd                                                    | CUSIP: 532522AA7<br>LEI: 5493009BVQNQT1UKQ352 | Long             | DBT              | CORP              | KY        |   1988298 | PA      | $2016133.67   | 0.28%             | 2034-07-05      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| WILSONART LLC                                           | Wilsonart LLC                                                                    | CUSIP: 97246JAA6<br>LEI: 549300SAZRUMYKDJBY14 | Long             | DBT              | CORP              | US        |    194000 | PA      | $176254.04    | 0.02%             | 2032-08-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| Whitebox CLO Ltd                                        | Whitebox CLO III Ltd                                                             | CUSIP: 96467HAU0<br>LEI: 549300JXCQSPB1A61C68 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $249329.48    | 0.03%             | 2035-10-15      | Floating      | 7.11%                 | No            |                  2 | On Loan: No      |
| ALBION FINANCING 1SARL /                                | Albion Financing 1 SARL / Aggreko Holdings Inc                                   | CUSIP: 01330AAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    452000 | PA      | $461278.32    | 0.06%             | 2030-05-21      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| PERFORMANCE FOOD GROUP I                                | Performance Food Group Inc                                                       | CUSIP: 71376LAE0<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |     34000 | PA      | $32784.46     | 0.00%             | 2029-08-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                                     | NCL Corp Ltd                                                                     | CUSIP: 62886HBP5<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |     38000 | PA      | $38324.30     | 0.01%             | 2030-03-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| LGI HOMES INC                                           | LGI Homes Inc                                                                    | CUSIP: 50187TAK2<br>LEI: 549300W02B4WNV8CV109 | Long             | DBT              | CORP              | US        |     69000 | PA      | $65670.75     | 0.01%             | 2032-11-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140QQJA4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    779804 | PA      | $789557.90    | 0.11%             | 2037-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ICAHN ENTERPRISES/FIN                                   | Icahn Enterprises LP / Icahn Enterprises Finance Corp                            | CUSIP: 451102CK1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    165000 | PA      | $163353.98    | 0.02%             | 2029-11-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| JELD-WEN INC                                            | JELD-WEN Inc                                                                     | CUSIP: 47580PAA1<br>LEI: 549300XWE6NM0N1HFW16 | Long             | DBT              | CORP              | US        |    202000 | PA      | $158155.90    | 0.02%             | 2032-09-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HO                                | Clear Channel Outdoor Holdings Inc                                               | CUSIP: 18453HAF3<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |    395000 | PA      | $407736.38    | 0.06%             | 2030-04-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Municipal Electric Authority of Georgia                 | MUNI ELEC AUTH OF GEORGIA                                                        | CUSIP: 626207YF5<br>LEI: JA0WNILDDF2KUPS83B16 | Long             | DBT              | MUN               | US        |    987000 | PA      | $1066705.72   | 0.15%             | 2057-04-01      | Fixed         | 6.64%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                | Vistra Operations Co LLC                                                         | CUSIP: 92840VAR3<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    220000 | PA      | $230006.04    | 0.03%             | 2032-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| SERVICE CORP INTL                                       | Service Corp International/US                                                    | CUSIP: 817565CF9<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4595.63      | 0.00%             | 2030-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CLARIV SCI HLD CORP                                     | Clarivate Science Holdings Corp                                                  | CUSIP: 18064PAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    230000 | PA      | $216568.44    | 0.03%             | 2029-07-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| GCAT                                                    | GCAT 2024-INV4 Trust                                                             | CUSIP: 367919AB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    921223 | PA      | $915537.63    | 0.13%             | 2054-12-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                     | RRP WELLS FARGO                                                                  | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |  -1589062 | PA      | $-1589062.50  | -0.22%            |  |  |  | No            |                  2 | On Loan: No      |
| RITHM CAPITAL CORP                                      | Rithm Capital Corp                                                               | CUSIP: 64828TAC6<br>LEI: 549300WNTHGEO5LP2G31 | Long             | DBT              |  | US        |     71000 | PA      | $71355.00     | 0.01%             | 2030-07-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| RESIDEO FUNDING INC                                     | Resideo Funding Inc                                                              | CUSIP: 76119LAB7<br>LEI: 5493000IFJ6XJKH66598 | Long             | DBT              | CORP              | US        |     42000 | PA      | $39589.22     | 0.01%             | 2029-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                       | SWAP/CDSWAP/SCDS: (ADLERR)                                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              |  | XX        |      3249 | OU      | $253.85       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC                                    | RRP CELANESE US                                                                  | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | Short            | RA               | CORP              | US        |    -81819 | PA      | $-81818.75    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                       | Post Holdings Inc                                                                | CUSIP: 737446AX2<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    133000 | PA      | $133755.31    | 0.02%             | 2034-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                     | RRP ALLIED UNIV                                                                  | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -502560 | PA      | $-502560.00   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| State Board of Administration Finance Corp              | FLORIDA ST BRD OF ADMIN FIN CORP REVENUE                                         | CUSIP: 341271AH7<br>LEI: 549300S34SOJ0RULXM35 | Long             | DBT              | MUN               | US        |   1500000 | PA      | $1541477.75   | 0.21%             | 2034-07-01      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                  | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCT8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1204000 | PA      | $1256265.64   | 0.17%             | 2031-03-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                                     | Sirius XM Radio LLC                                                              | CUSIP: 82967NBL1<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |     21000 | PA      | $20603.83     | 0.00%             | 2026-09-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| MOODY'S CORPORATION                                     | Moody's Corp                                                                     | CUSIP: 615369AV7<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |    350000 | PA      | $247356.84    | 0.03%             | 2041-08-19      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                               | Block Inc                                                                        | CUSIP: 852234AP8<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |     23000 | PA      | $21097.17     | 0.00%             | 2031-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ELLUCIAN HOLDINGS INC                                   | Ellucian Holdings Inc                                                            | CUSIP: 289178AA3<br>LEI: 549300RP8NIJ7FY7OS79 | Long             | DBT              | CORP              | US        |    172000 | PA      | $175903.37    | 0.02%             | 2029-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                     | RRP SBA COMMUNI                                                                  | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -140332 | PA      | $-140332.50   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                       | SWAP/CDSWAP/SCDS: (ADLERR)                                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              |  | XX        |      9132 | OU      | $713.49       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                                | Neuberger Berman Loan Advisers CLO 34 Ltd                                        | CUSIP: 64132YAS1<br>LEI: 5493009EGZQAPYYVLD80 | Long             | ABS-CBDO         | CORP              | KY        |    400000 | PA      | $400328.80    | 0.06%             | 2035-01-20      | Floating      | 6.02%                 | No            |                  2 | On Loan: No      |
| EMRLD BOR / EMRLD CO-ISS                                | EMRLD Borrower LP / Emerald Co-Issuer Inc                                        | CUSIP: 26873CAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    122000 | PA      | $126269.39    | 0.02%             | 2031-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| PLAYTIKA HOLDING CORP                                   | Playtika Holding Corp                                                            | CUSIP: 72815LAA5<br>LEI: 254900E35Z4TKA4UFG64 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6352.57      | 0.00%             | 2029-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| LORCA TELECOM BONDCO                                    | Lorca Telecom Bondco SA                                                          | CUSIP: 000000000<br>LEI: 9598004HFBAS82YM7X35 | Long             | DBT              | CORP              | ES        |    100000 | PA      | $122989.24    | 0.02%             | 2029-04-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ACURIS FIN US/ACURIS FIN                                | Acuris Finance US Inc / Acuris Finance SARL                                      | CUSIP: 00511BAE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $204491.18    | 0.03%             | 2029-08-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Buckeye Partners LP                                     | Buckeye Partners LP                                                              | CUSIP: 118230AP6<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |     59000 | PA      | $49754.56     | 0.01%             | 2044-10-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| MOLINA HEALTHCARE INC                                   | Molina Healthcare Inc                                                            | CUSIP: 60855RAJ9<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |      6000 | PA      | $5864.52      | 0.00%             | 2028-06-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| GSR Mortgage Loan Trust                                 | GSR Mortgage Loan Trust 2007-4F                                                  | CUSIP: 362669AK9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     72874 | PA      | $46176.35     | 0.01%             | 2037-07-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CLEARWAY ENERGY OP LLC                                  | Clearway Energy Operating LLC                                                    | CUSIP: 18539UAC9<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |     93000 | PA      | $91892.01     | 0.01%             | 2028-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Boxer Parent Company Inc                                | Boxer Parent Company Inc 2025 USD Term Loan B                                    | CUSIP: 05988HAQ0<br>LEI: 5493006T045HLTF7YX04 | Long             | LON              | CORP              | US        |    169720 | PA      | $168542.44    | 0.02%             | 2031-07-30      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC                                | Builders FirstSource Inc                                                         | CUSIP: 12008RAS6<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |     99000 | PA      | $100888.23    | 0.01%             | 2034-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| HUSKY INJECTION / TITAN                                 | Husky Injection Molding Systems Ltd / Titan Co-Borrower LLC                      | CUSIP: 44805RAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    537000 | PA      | $561459.27    | 0.08%             | 2029-02-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| RAND PARENT LLC                                         | Rand Parent LLC                                                                  | CUSIP: 753272AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    127000 | PA      | $127528.32    | 0.02%             | 2030-02-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                        | CSC Holdings LLC                                                                 | CUSIP: 126307BM8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199247.30    | 0.03%             | 2028-05-15      | Fixed         | 11.25%                | No            |                  2 | On Loan: No      |
| FORTRESS TRANS & INFRAST                                | Fortress Transportation and Infrastructure Investors LLC                         | CUSIP: 34960PAH4<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |    154000 | PA      | $152061.08    | 0.02%             | 2033-04-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Starwood Mortgage Residential Trust                     | Starwood Mortgage Residential Trust 2020-3                                       | CUSIP: 85573MAD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1771608.80   | 0.24%             | 2065-04-25      | Variable      | 3.54%                 | No            |                  2 | On Loan: No      |
| SOTHEBY'S                                               | Sotheby's                                                                        | CUSIP: 835898AH0<br>LEI: 549300P5BAAMQQ7VL735 | Long             | DBT              | CORP              | US        |    665000 | PA      | $657344.64    | 0.09%             | 2027-10-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                            | CSMC 2022-NQM5 Trust                                                             | CUSIP: 12663DAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2305660 | PA      | $2297037.67   | 0.32%             | 2067-05-25      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                 | Romanian Government International Bond                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     59000 | PA      | $70038.40     | 0.01%             | 2032-07-11      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                        | Crown Castle Inc                                                                 | CUSIP: 22822VBF7<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |    750000 | PA      | $756748.34    | 0.10%             | 2029-09-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Dewolf Park clo, ltd                                    | Dewolf Park CLO Ltd                                                              | CUSIP: 25211AAL3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    280000 | PA      | $279988.97    | 0.04%             | 2030-10-15      | Floating      | 7.37%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                                | Madison Park Funding XLVIII Ltd                                                  | CUSIP: 55821WAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $500370.20    | 0.07%             | 2033-04-19      | Floating      | 10.78%                | No            |                  2 | On Loan: No      |
| ARCOSA INC                                              | Arcosa Inc                                                                       | CUSIP: 039653AA8<br>LEI: 549300WFHLTCZV7D6V29 | Long             | DBT              | CORP              | US        |    117000 | PA      | $113179.20    | 0.02%             | 2029-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| MAGNOLIA OIL GAS/MAG FIN                                | Magnolia Oil & Gas Operating LLC / Magnolia Oil & Gas Finance Corp               | CUSIP: 559665AB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     78000 | PA      | $78551.54     | 0.01%             | 2032-12-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                            | CSMC 2021-BHAR                                                                   | CUSIP: 12659VAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    300000 | PA      | $295922.70    | 0.04%             | 2038-11-15      | Floating      | 6.43%                 | No            |                  2 | On Loan: No      |
| NOBLE FINANCE II LLC                                    | Noble Finance II LLC                                                             | CUSIP: 65505PAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    105000 | PA      | $106913.40    | 0.01%             | 2030-04-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                               | Amgen Inc                                                                        | CUSIP: 031162DR8<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    600000 | PA      | $614413.61    | 0.08%             | 2033-03-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners XV Ltd                      | Octagon Investment Partners XV Ltd                                               | CUSIP: 67590EBG8<br>LEI: 549300VYCI9AZ4NZBX86 | Long             | ABS-CBDO         | CORP              | KY        |    362623 | PA      | $362985.88    | 0.05%             | 2030-07-19      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| Voya CLO Ltd                                            | Voya CLO 2018-2 Ltd                                                              | CUSIP: 92917JAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1000451.40   | 0.14%             | 2031-07-15      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| AON GLOBAL LTD                                          | Aon Global Ltd                                                                   | CUSIP: 00185AAG9<br>LEI: VVT2B79I2Z4U3R6BY589 | Long             | DBT              | CORP              | GB        |    500000 | PA      | $433809.30    | 0.06%             | 2044-06-14      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| SINCLAIR TELEVISION GROU                                | Sinclair Television Group Inc                                                    | CUSIP: 829259BH2<br>LEI: 549300CQGEN0CH65UD62 | Long             | DBT              | CORP              | US        |    439000 | PA      | $443485.00    | 0.06%             | 2033-02-15      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| GATES CORPORATION/DE                                    | Gates Corp/DE                                                                    | CUSIP: 367398AA2<br>LEI: 984500F43C791F4C7894 | Long             | DBT              | CORP              | US        |     90000 | PA      | $93453.03     | 0.01%             | 2029-07-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GUATEMALA                                   | Guatemala Government Bond                                                        | CUSIP: 401494AS8<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |    200000 | PA      | $195250.00    | 0.03%             | 2032-04-24      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ARDONAGH GROUP FINANCE                                  | Ardonagh Group Finance Ltd                                                       | CUSIP: 039956AA5<br>LEI: 254900SRT1BTAJ76NW62 | Long             | DBT              | CORP              | JE        |    936000 | PA      | $984903.31    | 0.14%             | 2032-02-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                     | JPMorgan Chase & Co                                                              | CUSIP: 46647PCR5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $880343.98    | 0.12%             | 2032-11-08      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                              | Verus Securitization Trust 2022-3                                                | CUSIP: 92538UAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2411775 | PA      | $2306176.87   | 0.32%             | 2067-02-25      | Variable      | 4.13%                 | No            |                  2 | On Loan: No      |
| Aruba Investments Holdings LLC                          | Aruba Investments Holdings LLC 2020 2nd Lien Term Loan                           | CUSIP: 04317JAF5<br>LEI: 254900GMIYFF4FZ0A357 | Long             | LON              | CORP              | US        |     64400 | PA      | $60214.00     | 0.01%             | 2028-11-24      | Floating      | 12.18%                | No            |                  2 | On Loan: No      |
| GARDA WORLD SECURITY                                    | Garda World Security Corp                                                        | CUSIP: 36485MAP4<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |    695000 | PA      | $713910.26    | 0.10%             | 2032-11-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                             | RRP SOTHEBYS 7.                                                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -413269 | PA      | $-413268.75   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Altice France SA                                        | Altice France SA 2023 USD Term Loan B14                                          | CUSIP: 000000000<br>LEI: 5493001ZMCICV4N02J21 | Long             | LON              | CORP              | FR        |     91592 | PA      | $82763.26     | 0.01%             | 2028-08-15      | Floating      | 9.76%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                            | UBS Group AG                                                                     | CUSIP: 902613AJ7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   2000000 | PA      | $1945290.40   | 0.27%             | 2027-02-12      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                | OBX 2023-NQM5 Trust                                                              | CUSIP: 673919AL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1127956 | PA      | $1136306.63   | 0.16%             | 2063-06-25      | Variable      | 6.57%                 | No            |                  2 | On Loan: No      |
| Birch Grove CLO Ltd.                                    | Birch Grove CLO 3 Ltd                                                            | CUSIP: 09076VAY7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $251431.13    | 0.03%             | 2038-01-19      | Floating      | 7.12%                 | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                     | RRP MORGAN STAN                                                                  | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |  -2940000 | PA      | $-2940000.00  | -0.40%            |  |  |  | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                                | Hilcorp Energy I LP / Hilcorp Finance Co                                         | CUSIP: 431318BE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    131000 | PA      | $125475.94    | 0.02%             | 2034-05-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Bausch & Lomb Corporation                               | BAUSCH + LOMB CORPORATION 2025 TERM LOAN B                                       | CUSIP: 000000000<br>LEI: 549300NY6OZM39SO6475 | Long             | LON              | CORP              | CA        |     83037 | PA      | $83089.08     | 0.01%             | 2030-06-26      | Floating      | 8.57%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                | Enterprise Products Operating LLC                                                | CUSIP: 29379VAG8<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1490567.76   | 0.21%             | 2039-10-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                | AT&T Inc                                                                         | CUSIP: 00206RDF6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    520000 | PA      | $540048.92    | 0.07%             | 2040-08-15      | Fixed         | 6.00%                 | 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        |    121000 | PA      | $123772.11    | 0.02%             | 2029-11-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                     | RRP CLEAR CHANN                                                                  | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -294140 | PA      | $-294140.00   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| NGL ENRGY OP/FIN CORP                                   | NGL Energy Operating LLC / NGL Energy Finance Corp                               | CUSIP: 62922LAC2<br>LEI: 5299005YSRP46BE8Z459 | Long             | DBT              | CORP              | US        |    163000 | PA      | $164679.06    | 0.02%             | 2029-02-15      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                                   | GFL Environmental Inc                                                            | CUSIP: 36168QAL8<br>LEI: 549300FYK4MBXWIVZU26 | Long             | DBT              | CORP              | CA        |    269000 | PA      | $260909.93    | 0.04%             | 2028-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CHURCHILL DOWNS INC                                     | Churchill Downs Inc                                                              | CUSIP: 171484AJ7<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |    223000 | PA      | $229204.31    | 0.03%             | 2031-05-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE MORTGAGE TR                                  | Blackstone Mortgage Trust Inc                                                    | CUSIP: 09257WAD2<br>LEI: 549300OLDJ20R2Y2UW20 | Long             | DBT              |  | US        |    149000 | PA      | $144889.81    | 0.02%             | 2027-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| PLUSPETROL CAM/PLUS LOTE                                | Pluspetrol Camisea SA / Pluspetrol Lote 56 SA                                    | CUSIP: 72941KAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | PE        |     50000 | PA      | $51382.50     | 0.01%             | 2036-07-03      | Fixed         | 6.24%                 | No            |                  2 | On Loan: No      |
| BEAZER HOMES USA                                        | Beazer Homes USA Inc                                                             | CUSIP: 07556QBR5<br>LEI: 549300DUPYT2T0F60I45 | Long             | DBT              | CORP              | US        |     28000 | PA      | $28054.46     | 0.00%             | 2027-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ARCHROCK PARTNERS LP/FIN                                | Archrock Partners LP / Archrock Partners Finance Corp                            | CUSIP: 03959KAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    157000 | PA      | $159957.49    | 0.02%             | 2032-09-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                                  | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC            | CUSIP: 013092AG6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     32000 | PA      | $30316.15     | 0.00%             | 2029-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MAGNERA CORP                                            | Magnera Corp                                                                     | CUSIP: 55939AAA5<br>LEI: 549300LDQLQBT38QDY28 | Long             | DBT              | CORP              | US        |     75000 | PA      | $70717.50     | 0.01%             | 2031-11-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| New Jersey Turnpike Authority                           | NEW JERSEY ST TURNPIKE AUTH TURNPIKE REVENUE                                     | CUSIP: 646139X83<br>LEI: 5493005YN67D71KSMI84 | Long             | DBT              | MUN               | US        |   1750000 | PA      | $2002216.20   | 0.28%             | 2041-01-01      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| CHOBANI LLC/FINANCE CORP                                | Chobani LLC / Chobani Finance Corp Inc                                           | CUSIP: 17027NAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    934000 | PA      | $973285.91    | 0.13%             | 2029-07-01      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                          | Lowe's Cos Inc                                                                   | CUSIP: 548661DY0<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1392782.26   | 0.19%             | 2030-10-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC                                    | RRP AMERICAN TO                                                                  | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | Short            | RA               | CORP              | US        |  -2203125 | PA      | $-2203125.00  | -0.30%            |  |  |  | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                     | RRP PRIME SECUR                                                                  | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -111469 | PA      | $-111468.75   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac REMICS                                                               | CUSIP: 3137BBHG8<br>LEI: 254900HROIFWPRGM1V77 | Long             | ABS-MBS          | USGSE             | US        |   1324540 | PA      | $1286534.90   | 0.18%             | 2044-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ZIGGO BV                                                | Ziggo BV                                                                         | CUSIP: 98955DAA8<br>LEI: 213800TQASLF9JXH5J59 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $186804.72    | 0.03%             | 2030-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ATI INC                                                 | ATI Inc                                                                          | CUSIP: 01741RAH5<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |     97000 | PA      | $97084.58     | 0.01%             | 2027-12-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                           | TransDigm Inc                                                                    | CUSIP: 893647BW6<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    870000 | PA      | $874727.41    | 0.12%             | 2033-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Murphy Oil Corp                                         | Murphy Oil Corp                                                                  | CUSIP: 626717AG7<br>LEI: QBKYQD0ODE7DC7PDIN91 | Long             | DBT              | CORP              | US        |     18000 | PA      | $14613.53     | 0.00%             | 2042-12-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Burlington Resources LLC                                | Burlington Resources LLC                                                         | CUSIP: 20825VAB8<br>LEI: 0FJ5X7MVCTSE8OEPQE56 | Long             | DBT              | CORP              | US        |    685000 | PA      | $723348.90    | 0.10%             | 2036-10-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GROUP INC                                | Cloud Software Group Inc 2024 1st Lien Term Loan B                               | CUSIP: 88632NBF6<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | LON              | CORP              | US        |    143811 | PA      | $143909.12    | 0.02%             | 2029-03-29      | Floating      | 7.80%                 | No            |                  2 | On Loan: No      |
| PENNYMAC FIN SVCS INC                                   | PennyMac Financial Services Inc                                                  | CUSIP: 70932MAE7<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |    149000 | PA      | $154421.37    | 0.02%             | 2030-11-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| BALL CORP                                               | Ball Corp                                                                        | CUSIP: 000000000<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |    100000 | PA      | $119345.58    | 0.02%             | 2032-07-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ENPRO INC                                               | Enpro Inc                                                                        | CUSIP: 29355XAH0<br>LEI: 549300Y5CFT2LKCFDN54 | Long             | DBT              | CORP              | US        |     85000 | PA      | $86897.34     | 0.01%             | 2033-06-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| BEACH ACQUISITION BIDCO                                 | Beach Acquisition Bidco LLC                                                      | CUSIP: 07337JAC1<br>LEI: 254900F2FNX3GBTB6202 | Long             | DBT              | CORP              | US        |    653000 | PA      | $676844.30    | 0.09%             | 2033-07-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HO                                | Clear Channel Outdoor Holdings Inc                                               | CUSIP: 18453HAD8<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |    752000 | PA      | $695523.00    | 0.10%             | 2029-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| VOLCAN CIA MINERA SAA-CM                                | Volcan Cia Minera SAA                                                            | CUSIP: 92863UAC0<br>LEI: 549300XKJ91C4SZLG750 | Long             | DBT              | CORP              | PE        |     43000 | PA      | $42596.88     | 0.01%             | 2030-01-24      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| NOMURA SECURITIES INTERNATIONAL INC                     | RRP CLYDESDALE                                                                   | CUSIP: 000000000<br>LEI: OXTKY6Q8X53C9ILVV871 | Short            | RA               | CORP              | US        |   -220500 | PA      | $-220500.00   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Ballyrock Ltd                                           | Ballyrock CLO 28 Ltd                                                             | CUSIP: 05876HAE2<br>LEI: 2549006FL37LMQQU3H44 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $500722.90    | 0.07%             | 2038-01-20      | Floating      | 6.03%                 | No            |                  2 | On Loan: No      |
| SERVICE CORP INTL                                       | Service Corp International/US                                                    | CUSIP: 817565CG7<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18713.58     | 0.00%             | 2031-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                                     | Medline Borrower LP                                                              | CUSIP: 62482BAB8<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |    828000 | PA      | $821545.57    | 0.11%             | 2029-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                              | AbbVie Inc                                                                       | CUSIP: 00287YAY5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    500000 | PA      | $495219.43    | 0.07%             | 2026-05-14      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                | International Business Machines Corp                                             | CUSIP: 459200KU4<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    500000 | PA      | $492951.97    | 0.07%             | 2032-07-27      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES USA, INC.                               | RRP FHLMC 30YR                                                                   | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | Short            | RA               | CORP              | US        |   -333306 | PA      | $-333306.38   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| EFESTO BIDCO SPA/US LLC                                 | EFESTO BIDCO SPA/US LLC                                                          | CUSIP: 28201XAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | IT        |    701000 | PA      | $709766.79    | 0.10%             | 2032-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Sterling Bank Trust                                     | Sterling COOFS Trust 2004-2                                                      | CUSIP: 859245AB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    286081 | PA      | $0.03         | 0.00%             | 2030-03-30      | Fixed         | 2.08%                 | No            |                  3 | On Loan: No      |
| STANDARD BUILDING SOLUTI                                | Standard Building Solutions Inc                                                  | CUSIP: 853191AA2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |    292000 | PA      | $299193.13    | 0.04%             | 2032-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ROCKETMTGE CO-ISSUER INC                                | Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc                              | CUSIP: 74841CAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     29000 | PA      | $26883.55     | 0.00%             | 2031-03-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                          | Morgan Stanley                                                                   | CUSIP: 61747YFQ3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3116132.22   | 0.43%             | 2030-04-18      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| Howden Group Holdings Ltd                               | Howden Group Holdings Ltd 2024 USD Term Loan B                                   | CUSIP: 000000000<br>LEI: 875500V3HPKZIQP10J32 | Long             | LON              | CORP              | GB        |     16957 | PA      | $17036.67     | 0.00%             | 2030-04-18      | Floating      | 7.83%                 | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                     | RRP BERKSHIRE H                                                                  | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -435000 | PA      | $-435000.00   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES USA, INC.                               | RRP FNMA 30YR                                                                    | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | Short            | RA               | CORP              | US        |   -196257 | PA      | $-196257.35   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS L                                | First Quantum Minerals Ltd                                                       | CUSIP: 335934AW5<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $205062.00    | 0.03%             | 2033-03-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| TGNR INTERMEDIATE HOLDIN                                | TGNR Intermediate Holdings LLC                                                   | CUSIP: 77289KAA3<br>LEI: 5493007AZNVKZ5HEMT23 | Long             | DBT              | CORP              | US        |    119000 | PA      | $115321.10    | 0.02%             | 2029-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JETBLUE AIRWAYS/LOYALTY                                 | JetBlue Airways Corp / JetBlue Loyalty LP                                        | CUSIP: 476920AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    110000 | PA      | $107016.94    | 0.01%             | 2031-09-20      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| HERTZ CORP/THE                                          | Hertz Corp/The                                                                   | CUSIP: 428040DC0<br>LEI: 549300PD0C69OJ0NLB27 | Long             | DBT              | CORP              | US        |     81000 | PA      | $84706.43     | 0.01%             | 2029-07-15      | Fixed         | 12.63%                | No            |                  2 | On Loan: No      |
| Apple Inc                                               | Apple Inc                                                                        | CUSIP: 037833DD9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    700000 | PA      | $552352.76    | 0.08%             | 2047-09-12      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                                | CHS/Community Health Systems Inc                                                 | CUSIP: 12543DBG4<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    227000 | PA      | $223590.57    | 0.03%             | 2027-03-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                                        | CSC Holdings LLC                                                                 | CUSIP: 126307AS6<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    607000 | PA      | $555742.55    | 0.08%             | 2028-02-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                      | NEW YORK ST DORM AUTH ST PERSONAL INCOME TAX REVENUE                             | CUSIP: 64990FMT8<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |   1100000 | PA      | $1126375.34   | 0.16%             | 2039-03-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| PRKCM Trust                                             | PRKCM 2023-AFC3 Trust                                                            | CUSIP: 693984AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1340355 | PA      | $1352658.56   | 0.19%             | 2058-09-25      | Variable      | 6.58%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                       | NatWest Group PLC                                                                | CUSIP: 639057AF5<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   1000000 | PA      | $1021318.93   | 0.14%             | 2028-09-30      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| APTIV SWISS HOLDINGS LTD                                | Aptiv Swiss Holdings Ltd                                                         | CUSIP: 03835VAH9<br>LEI: 254900HTTDFIJZ32GX53 | Long             | DBT              | CORP              | JE        |    465000 | PA      | $398018.31    | 0.05%             | 2049-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Bryant Park Funding Ltd                                 | Bryant Park Funding 2024-22 Ltd                                                  | CUSIP: 11766CAG9<br>LEI: 5493000N8L82QL1KEO96 | Long             | ABS-CBDO         | CORP              | KY        |   1200000 | PA      | $1207855.56   | 0.17%             | 2037-04-15      | Floating      | 6.86%                 | No            |                  2 | On Loan: No      |
| Applied Systems Inc                                     | Applied Systems Inc 2024 2nd Lien Term Loan                                      | CUSIP: 03827FBC4<br>LEI: 549300NSKGF0SY5SWQ62 | Long             | LON              | CORP              | US        |     97704 | PA      | $99975.62     | 0.01%             | 2032-02-23      | Floating      | 8.80%                 | No            |                  2 | On Loan: No      |
| SBA COMMUNICATIONS CORP                                 | SBA Communications Corp                                                          | CUSIP: 78410GAG9<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | DBT              |  | US        |    198000 | PA      | $187006.60    | 0.03%             | 2029-02-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Sabre GLBL Inc                                          | Sabre GLBL Inc 2021 Term Loan B2                                                 | CUSIP: 78571YBF6<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | LON              | CORP              | US        |     10944 | PA      | $10732.87     | 0.00%             | 2027-12-17      | Floating      | 7.94%                 | No            |                  2 | On Loan: No      |
| B&G FOODS INC                                           | B&G Foods Inc                                                                    | CUSIP: 05508WAC9<br>LEI: 549300TRW1LZMDJZAQ78 | Long             | DBT              | CORP              | US        |     48000 | PA      | $46213.78     | 0.01%             | 2028-09-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |         1 | NC      | $-3252.69     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                          | Morgan Stanley                                                                   | CUSIP: 61747YFA8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3052365.51   | 0.42%             | 2029-02-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                               | Nelnet Student Loan Trust 2021-A                                                 | CUSIP: 64035DAG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    460000 | PA      | $409796.06    | 0.06%             | 2062-04-20      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| STANDARD INDUSTRI INC/NY                                | Standard Industries Inc/NY                                                       | CUSIP: 853496AH0<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |     28000 | PA      | $25110.29     | 0.00%             | 2031-01-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN TITAN FIN LTD                                | Transocean Titan Financing Ltd                                                   | CUSIP: 89386MAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     49762 | PA      | $50546.27     | 0.01%             | 2028-02-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| BEACH ACQUISITION BIDCO                                 | Beach Acquisition Bidco LLC                                                      | CUSIP: 000000000<br>LEI: 254900F2FNX3GBTB6202 | Long             | DBT              | CORP              | US        |    270000 | PA      | $320432.03    | 0.04%             | 2032-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GRYPHON DEBT MERGER SUB INC                             | GRYPHON DEBT MERGER SUB INC TERM LOAN B                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    155000 | PA      | $154871.35    | 0.02%             | 2032-06-18      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                        | COLT 2024-INV4 Mortgage Loan Trust                                               | CUSIP: 19688QAA9<br>LEI: 2138008UGM66WOAUY633 | Long             | ABS-MBS          | CORP              | US        |   1171916 | PA      | $1176266.23   | 0.16%             | 2069-05-25      | Variable      | 5.61%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                   | Level 3 Financing Inc                                                            | CUSIP: 527298CB7<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    536500 | PA      | $500956.88    | 0.07%             | 2029-06-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                | BX Commercial Mortgage Trust 2024-MF                                             | CUSIP: 05612EAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    451582 | PA      | $452569.66    | 0.06%             | 2039-02-15      | Floating      | 6.25%                 | No            |                  2 | On Loan: No      |
| CACI INTERNATIONAL INC                                  | CACI International Inc                                                           | CUSIP: 127190AE6<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | DBT              | CORP              | US        |    180000 | PA      | $185750.64    | 0.03%             | 2033-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                                   | Duke Energy Carolinas LLC                                                        | CUSIP: 26442CAA2<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    640000 | PA      | $680897.98    | 0.09%             | 2037-06-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| NIDDA HEALTHCARE HOLDING                                | Nidda Healthcare Holding GmbH                                                    | CUSIP: 000000000<br>LEI: 549300Q89C4WAO6L0L19 | Long             | DBT              | CORP              | DE        |    100000 | PA      | $122955.67    | 0.02%             | 2030-02-21      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| KRUNG THAI BANK/CAYMAN                                  | Krung Thai Bank PCL/Cayman Islands                                               | CUSIP: 000000000<br>LEI: 54930007ZQMYCRFQGE36 | Long             | DBT              | CORP              | TH        |    252000 | PA      | $248094.00    | 0.03%             | 2026-03-25      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| GoldenTree Loan Management US CLO, LTD                  | Goldentree Loan Management US Clo 11 Ltd                                         | CUSIP: 38138KAL4<br>LEI: 549300TMEEKUOKVHYV65 | Long             | ABS-CBDO         | CORP              | KY        |    470000 | PA      | $470336.85    | 0.06%             | 2034-10-20      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| BRAND INDUSTRIAL SERVICE                                | Brand Industrial Services Inc                                                    | CUSIP: 104931AA8<br>LEI: 549300B658W2BPDQMW42 | Long             | DBT              | CORP              | US        |    675000 | PA      | $622779.52    | 0.09%             | 2030-08-01      | Fixed         | 10.38%                | No            |                  2 | On Loan: No      |
| FORTREA HOLDINGS INC                                    | Fortrea Holdings Inc                                                             | CUSIP: 34965KAA5<br>LEI: 5493000FIVFABOVCDU97 | Long             | DBT              | CORP              | US        |     63000 | PA      | $57026.05     | 0.01%             | 2030-07-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                           | Carnival Corp                                                                    | CUSIP: 143658BX9<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    609000 | PA      | $623099.57    | 0.09%             | 2033-02-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| NOMURA SECURITIES INTERNATIONAL INC                     | RRP BLOCK INC                                                                    | CUSIP: 000000000<br>LEI: OXTKY6Q8X53C9ILVV871 | Short            | RA               | CORP              | US        |    -98978 | PA      | $-98977.50    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BLOCK INC                                               | Block Inc                                                                        | CUSIP: 852234AS2<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |    536000 | PA      | $553003.53    | 0.08%             | 2032-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                | OBX 2022-NQM9 Trust                                                              | CUSIP: 67118LAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    406774 | PA      | $406738.74    | 0.06%             | 2062-09-25      | Variable      | 6.45%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd                                             | OCP CLO 2024-38 Ltd                                                              | CUSIP: 67120KAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1003015.00   | 0.14%             | 2038-01-21      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| GARDA WORLD SECURITY                                    | Garda World Security Corp                                                        | CUSIP: 36485MAN9<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |    268000 | PA      | $275022.40    | 0.04%             | 2032-08-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| LSF12 Crown US Commercial Bidco LLC                     | LSF12 Crown US Commercial Bidco LLC Term Loan B                                  | CUSIP: 50221UAC5<br>LEI: 254900FI2OCFTJ9PAJ18 | Long             | LON              | CORP              | US        |    125000 | PA      | $125547.50    | 0.02%             | 2031-12-02      | Floating      | 8.57%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                        | BAT Capital Corp                                                                 | CUSIP: 05526DBJ3<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    394000 | PA      | $388528.29    | 0.05%             | 2026-09-06      | Fixed         | 3.22%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CJF9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7800000 | PA      | $8080312.50   | 1.11%             | 2028-10-31      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| HA SUSTAINABLE INF CAP                                  | HA Sustainable Infrastructure Capital Inc                                        | CUSIP: 41068XAF7<br>LEI: 254900ZZRL7MWL1X8E92 | Long             | DBT              | CORP              | US        |    109000 | PA      | $109006.76    | 0.02%             | 2034-07-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                             | Prologis LP                                                                      | CUSIP: 74340XBT7<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |   1000000 | PA      | $994969.29    | 0.14%             | 2033-01-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| EXCELERATE ENERGY LP                                    | Excelerate Energy LP                                                             | CUSIP: 30069UAA6<br>LEI: LGL4IE90TNTFYJ55BK06 | Long             | DBT              | CORP              | US        |    100000 | PA      | $105415.85    | 0.01%             | 2030-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                           | UBS Commercial Mortgage Trust 2019-C18                                           | CUSIP: 90278PBA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1200000 | PA      | $1105240.80   | 0.15%             | 2052-12-15      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| CLARIV SCI HLD CORP                                     | Clarivate Science Holdings Corp                                                  | CUSIP: 18064PAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    585000 | PA      | $560736.87    | 0.08%             | 2028-07-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                             | RRP LIFEPOINT H                                                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -131582 | PA      | $-131582.50   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                | Lloyds Banking Group PLC                                                         | CUSIP: 539439AU3<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   1750000 | PA      | $1754698.75   | 0.24%             | 2025-09-27      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| MELCO RESORTS FINANCE                                   | Melco Resorts Finance Ltd                                                        | CUSIP: 58547DAE9<br>LEI: 5493000FQDBWKDBZEF60 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $195676.00    | 0.03%             | 2028-07-21      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Voya CLO Ltd                                            | Voya CLO 2014-2 Ltd                                                              | CUSIP: 92912VAY1<br>LEI: 549300L8S87K3SMP0R77 | Long             | ABS-CBDO         | CORP              | KY        |      1001 | PA      | $1001.35      | 0.00%             | 2030-04-17      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                  | PURCHASED USD / SOLD CAD                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |         1 | NC      | $532.52       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FORTRESS TRANS & INFRAST                                | Fortress Transportation and Infrastructure Investors LLC                         | CUSIP: 34960PAD3<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |      9000 | PA      | $8951.56      | 0.00%             | 2028-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SEAGATE DATA STOR                                       | Seagate Data Storage Technology Pte Ltd                                          | CUSIP: 81180LAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |    132000 | PA      | $133970.63    | 0.02%             | 2030-07-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| WYNN MACAU LTD                                          | Wynn Macau Ltd                                                                   | CUSIP: 98313RAE6<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $191208.00    | 0.03%             | 2029-12-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140QQ6J9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1260984 | PA      | $1291651.35   | 0.18%             | 2038-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Massachusetts Educational Financing Authority           | MASSACHUSETTS ST EDUCTNL FING AUTH                                               | CUSIP: 57563RUF4<br>LEI: 5493007K5OP7V6CL0Y88 | Long             | DBT              | MUN               | US        |   2500000 | PA      | $2522977.83   | 0.35%             | 2050-07-01      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| ARENA LUX FIN SARL                                      | Arena Luxembourg Finance Sarl                                                    | CUSIP: 000000000<br>LEI: 222100KX2LPK5KRSIG74 | Long             | DBT              | CORP              | LU        |    100000 | PA      | $118725.87    | 0.02%             | 2030-05-01      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| BALTIMORE GAS & ELECTRIC                                | Baltimore Gas and Electric Co                                                    | CUSIP: 059165EJ5<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |    500000 | PA      | $378758.81    | 0.05%             | 2047-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| LCM INVESTMENTS HOLDINGS                                | LCM Investments Holdings II LLC                                                  | CUSIP: 50190EAC8<br>LEI: 549300P5V78NNQTG4428 | Long             | DBT              | CORP              | US        |    299000 | PA      | $317891.72    | 0.04%             | 2031-08-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Aetna Inc                                               | Aetna Inc                                                                        | CUSIP: 00817YAJ7<br>LEI: 549300QKBENKLBXQ8968 | Long             | DBT              | CORP              | US        |    575000 | PA      | $470430.81    | 0.06%             | 2042-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VITAL ENERGY INC                                        | Vital Energy Inc                                                                 | CUSIP: 516806AK2<br>LEI: 549300X0PTWU2QSLSL14 | Long             | DBT              | CORP              | US        |    362000 | PA      | $309517.49    | 0.04%             | 2032-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| TCI Communications Inc                                  | TCI Communications Inc                                                           | CUSIP: 872287AF4<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    610000 | PA      | $621978.91    | 0.09%             | 2026-02-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| MATCH GROUP HLD II LLC                                  | Match Group Holdings II LLC                                                      | CUSIP: 57665RAL0<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18703.73     | 0.00%             | 2030-08-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                          | Amazon.com Inc                                                                   | CUSIP: 023135BT2<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $901513.14    | 0.12%             | 2050-06-03      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MERITAGE HOMES CORP                                     | Meritage Homes Corp                                                              | CUSIP: 59001ABF8<br>LEI: 52990044W9UMFJO2FB97 | Long             | DBT              | CORP              | US        |    206000 | PA      | $199454.35    | 0.03%             | 2028-05-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| STUDIO CITY CO LTD                                      | Studio City Co Ltd                                                               | CUSIP: 000000000<br>LEI: 984500V5401EFT095A58 | Long             | DBT              | CORP              | VG        |    200000 | PA      | $200377.00    | 0.03%             | 2027-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                                  | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC            | CUSIP: 01309QAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    118000 | PA      | $121637.47    | 0.02%             | 2033-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ENCINO ACQUISITION PARTN                                | Encino Acquisition Partners Holdings LLC                                         | CUSIP: 29254BAB3<br>LEI: 549300BUKUEKT2UE4T49 | Long             | DBT              | CORP              | US        |    142000 | PA      | $156818.55    | 0.02%             | 2031-05-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| BAIN CAPITAL SPECIALTY F                                | Bain Capital Specialty Finance Inc                                               | CUSIP: 05684BAD9<br>LEI: 549300V2JL72R0EYBK64 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39541.10     | 0.01%             | 2030-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                     | Petroleos Mexicanos                                                              | CUSIP: 71654QDE9<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     70000 | PA      | $63112.00     | 0.01%             | 2031-01-28      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                                 | Dryden 50 Senior Loan Fund                                                       | CUSIP: 262431AD1<br>LEI: 5493008NBEE3C4AF3K95 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250666.90    | 0.03%             | 2030-07-15      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| UNDER ARMOUR INC                                        | Under Armour Inc                                                                 | CUSIP: 904311AD9<br>LEI: 549300D4549QKWETZ406 | Long             | DBT              | CORP              | US        |    120000 | PA      | $121524.68    | 0.02%             | 2030-07-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                | Electricite de France SA                                                         | CUSIP: 000000000<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $223271.82    | 0.03%             | 2030-06-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| WYNN MACAU LTD                                          | Wynn Macau Ltd                                                                   | CUSIP: 98313RAH9<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |    800000 | PA      | $784600.00    | 0.11%             | 2028-08-26      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| ORION US FINCO INC.                                     | Orion US Finco Inc 1st Lien Term Loan                                            | CUSIP: 68631KAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     45000 | PA      | $45135.00     | 0.01%             | 2032-05-20      | Floating      | 7.81%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                                   | GFL Environmental Inc                                                            | CUSIP: 36168QAN4<br>LEI: 549300FYK4MBXWIVZU26 | Long             | DBT              | CORP              | CA        |    148000 | PA      | $146027.09    | 0.02%             | 2029-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Ventas Realty LP                                        | Ventas Realty LP                                                                 | CUSIP: 92277GAJ6<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |    870000 | PA      | $856401.64    | 0.12%             | 2026-10-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ZAYO GROUP HOLDINGS INC                                 | Zayo Group Holdings Inc                                                          | CUSIP: 98919VAB1<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | DBT              | CORP              | US        |    264000 | PA      | $227825.09    | 0.03%             | 2028-03-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES USA, INC.                               | RRP FNMA 30YR U                                                                  | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | Short            | RA               | CORP              | US        |  -2160767 | PA      | $-2160767.47  | -0.30%            |  |  |  | No            |                  2 | On Loan: No      |
| BX Trust                                                | BX Commercial Mortgage Trust 2022-LP2                                            | CUSIP: 05610HAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    932315 | PA      | $931732.68    | 0.13%             | 2039-02-15      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| LUMEN TECHNOLOGIES INC                                  | Lumen Technologies Inc                                                           | CUSIP: 550241AC7<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |    139242 | PA      | $135760.95    | 0.02%             | 2030-04-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON & CO                                   | Becton Dickinson & Co                                                            | CUSIP: 075887CP2<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    750000 | PA      | $727601.27    | 0.10%             | 2032-08-22      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Allied Universal Holdco LLC                             | Allied Universal Holdco LLC 2021 USD Incremental Term Loan B                     | CUSIP: 01957TAH0<br>LEI: 98450038B4549046D794 | Long             | LON              | CORP              | US        |    113517 | PA      | $114019.09    | 0.02%             | 2028-05-12      | Floating      | 8.18%                 | No            |                  2 | On Loan: No      |
| SNAP INC                                                | Snap Inc                                                                         | CUSIP: 83304AAL0<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |    474000 | PA      | $486383.71    | 0.07%             | 2033-03-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                             | Equinix Inc                                                                      | CUSIP: 29444UBS4<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              |  | US        |    500000 | PA      | $442990.74    | 0.06%             | 2031-05-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                                      | Ford Motor Co                                                                    | CUSIP: 345370CQ1<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1537888.16   | 0.21%             | 2043-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                                | Alexandria Real Estate Equities Inc                                              | CUSIP: 015271AQ2<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              |  | US        |    550000 | PA      | $460608.93    | 0.06%             | 2049-04-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| CARVANA CO                                              | Carvana Co                                                                       | CUSIP: 146869AN2<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |    343105 | PA      | $360722.90    | 0.05%             | 2030-06-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                                     | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | US        |         1 | NC      | $-1560.42     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOFTBANK GROUP CORP                                     | SoftBank Group Corp                                                              | CUSIP: 000000000<br>LEI: 5493003BZYYYCDIO0R13 | Long             | DBT              | CORP              | JP        |    100000 | PA      | $106899.02    | 0.01%             | 2032-07-06      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| NCL FINANCE LTD                                         | NCL Finance Ltd                                                                  | CUSIP: 62888HAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |     84000 | PA      | $85366.51     | 0.01%             | 2028-03-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bonds                    | Chile Government International Bonds                                             | CUSIP: 168863DY1<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    200000 | PA      | $173100.00    | 0.02%             | 2042-03-07      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| 595 EXPRESS LLC 12/31/2031                              | i-595 Express LLC                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    591195 | PA      | $563012.65    | 0.08%             | 2031-12-31      | Fixed         | 3.31%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                           | TransDigm Inc                                                                    | CUSIP: 893647BR7<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    177000 | PA      | $180741.78    | 0.02%             | 2028-08-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST                                 | Starwood Property Trust Inc                                                      | CUSIP: 85571BBC8<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              |  | US        |     48000 | PA      | $48549.26     | 0.01%             | 2030-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| VMED O2 UK FINAN                                        | Vmed O2 UK Financing I PLC                                                       | CUSIP: 000000000<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $122852.15    | 0.02%             | 2031-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Co                                    | Kraft Heinz Foods Co                                                             | CUSIP: 50076QAE6<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    500000 | PA      | $450990.36    | 0.06%             | 2042-06-04      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| IMOLA MERGER CORP                                       | Imola Merger Corp                                                                | CUSIP: 45258LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     40000 | PA      | $38619.70     | 0.01%             | 2029-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN INC                                          | Transocean Inc                                                                   | CUSIP: 893830BX6<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | KY        |     19200 | PA      | $19744.20     | 0.00%             | 2030-02-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Marble Point CLO XXIII Ltd.                             | Marble Point CLO XXIII Ltd                                                       | CUSIP: 56607TAN5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $249158.85    | 0.03%             | 2035-01-22      | Floating      | 8.18%                 | No            |                  2 | On Loan: No      |
| EIRCOM FINANCE DAC                                      | eircom Finance DAC                                                               | CUSIP: 000000000<br>LEI: 254900NA4DUH50UERM85 | Long             | DBT              | CORP              | IE        |    100000 | PA      | $118089.55    | 0.02%             | 2031-04-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                              | AbbVie Inc                                                                       | CUSIP: 00287YBD0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   2095000 | PA      | $1896807.57   | 0.26%             | 2048-11-14      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| RAVEN ACQUISITION HOLDIN                                | Raven Acquisition Holdings LLC                                                   | CUSIP: 75420NAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     56000 | PA      | $56002.36     | 0.01%             | 2031-11-15      | Fixed         | 6.88%                 | 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        |    134606 | PA      | $125754.56    | 0.02%             | 2030-04-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Lonza Group AG                                          | Lonza Group AG USD Term Loan B                                                   | CUSIP: 000000000<br>LEI: 549300Y0CIXN5D40L888 | Long             | LON              | CORP              | US        |    183124 | PA      | $166560.34    | 0.02%             | 2028-07-03      | Floating      | 8.22%                 | No            |                  2 | On Loan: No      |
| WEX INC                                                 | WEX Inc                                                                          | CUSIP: 96208TAD6<br>LEI: T9M5IGROL1TL1G5OV478 | Long             | DBT              | CORP              | US        |    263000 | PA      | $265341.23    | 0.04%             | 2033-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                        | CSC Holdings LLC                                                                 | CUSIP: 126307BF3<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    200000 | PA      | $138577.81    | 0.02%             | 2031-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CLEAN HARBORS INC                                       | Clean Harbors Inc                                                                | CUSIP: 184496AQ0<br>LEI: 5493000SJVZVZJKHJF48 | Long             | DBT              | CORP              | US        |      6000 | PA      | $6147.14      | 0.00%             | 2031-02-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                                | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                   | CUSIP: 01883LAF0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    297000 | PA      | $307219.77    | 0.04%             | 2031-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| PREMIER ENTERTAINMENT SU                                | Premier Entertainment Sub LLC / Premier Entertainment Finance Corp               | CUSIP: 74052HAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    107000 | PA      | $58582.50     | 0.01%             | 2031-09-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| JP MORGAN SECURITIES LLC                                | RRP CLARIOS US                                                                   | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | Short            | RA               | CORP              | US        |   -915040 | PA      | $-915040.00   | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| Cornerstone Building Brands Inc                         | Cornerstone Building Brands Inc 2024 Term Loan B                                 | CUSIP: 72431HAE0<br>LEI: 549300IW41QEWQ6T0H29 | Long             | LON              | CORP              | US        |     29003 | PA      | $24507.64     | 0.00%             | 2031-05-15      | Floating      | 8.81%                 | No            |                  2 | On Loan: No      |
| OWENS-BROCKWAY                                          | Owens-Brockway Glass Container Inc                                               | CUSIP: 69073TAT0<br>LEI: V2UQUCDZJ9WY98W8QU33 | Long             | DBT              | CORP              | US        |     27000 | PA      | $27012.34     | 0.00%             | 2027-05-13      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| TK Elevator Holdco GmbH                                 | TK Elevator Holdco GmbH                                                          | CUSIP: 000000000<br>LEI: 2549008GCHWX9EEMIS56 | Long             | DBT              | CORP              | DE        |     90900 | PA      | $107343.40    | 0.01%             | 2028-07-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                     | RRP BARCLAYS PL                                                                  | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |  -2756940 | PA      | $-2756940.00  | -0.38%            |  |  |  | No            |                  2 | On Loan: No      |
| HOWARD MIDSTREAM ENERGY                                 | Howard Midstream Energy Partners LLC                                             | CUSIP: 442722AB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     80000 | PA      | $83987.31     | 0.01%             | 2028-07-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| ONESKY FLIGHT LLC                                       | OneSky Flight LLC                                                                | CUSIP: 68278CAA3<br>LEI: 549300PM6NEPXGG5B882 | Long             | DBT              | CORP              | US        |    133000 | PA      | $138485.05    | 0.02%             | 2029-12-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| ITR Concession Co LLC                                   | ITR Concession Co LLC                                                            | CUSIP: 450636AA3<br>LEI: 5493007GBY3OBTILCX44 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3998471.76   | 0.55%             | 2025-07-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| MADISON IAQ LLC                                         | Madison IAQ LLC                                                                  | CUSIP: 55760LAA5<br>LEI: 549300IXDNBXNHUPBU73 | Long             | DBT              | CORP              | US        |    172000 | PA      | $167093.08    | 0.02%             | 2028-06-30      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                  | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    157000 | PA      | $146665.23    | 0.02%             | 2031-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CARPENTER TECHNOLOGY                                    | Carpenter Technology Corp                                                        | CUSIP: 144285AM5<br>LEI: DX6I6ZD3X5WNNCDJKP85 | Long             | DBT              | CORP              | US        |    151000 | PA      | $156253.44    | 0.02%             | 2030-03-15      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| CNTRL PARENT/CDK GLB INC                                | Central Parent Inc / CDK Global Inc                                              | CUSIP: 15477CAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     95000 | PA      | $77202.72     | 0.01%             | 2029-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| EMRLD BOR / EMRLD CO-ISS                                | EMRLD Borrower LP / Emerald Co-Issuer Inc                                        | CUSIP: 29103CAA6<br>LEI: 98450099EE3A0ZD5F786 | Long             | DBT              | CORP              | US        |    956000 | PA      | $977196.43    | 0.13%             | 2030-12-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| SENSATA TECHNOLOGIES INC                                | Sensata Technologies Inc                                                         | CUSIP: 81728UAB0<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |    529000 | PA      | $482195.09    | 0.07%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                | AT&T Inc                                                                         | CUSIP: 00206RDG4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1276935.16   | 0.18%             | 2041-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES INC                                   | American Airlines Inc                                                            | CUSIP: 023771T40<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | DBT              | CORP              | US        |    260000 | PA      | $272618.84    | 0.04%             | 2029-05-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                             | Oracle Corp                                                                      | CUSIP: 68389XDC6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    600000 | PA      | $600604.70    | 0.08%             | 2065-08-03      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| ARDAGH METAL PACKAGING                                  | Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance PLC      | CUSIP: 03969YAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |   1066000 | PA      | $973126.88    | 0.13%             | 2029-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                        | BAT Capital Corp                                                                 | CUSIP: 054989AC2<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    500000 | PA      | $550687.39    | 0.08%             | 2043-08-02      | Fixed         | 7.08%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                       | Herc Holdings Inc                                                                | CUSIP: 42704LAG9<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |    104000 | PA      | $108971.33    | 0.02%             | 2033-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| SC GAMES HOLDIN/US FINCO                                | Scientific Games Holdings LP/Scientific Games US FinCo Inc                       | CUSIP: 80874DAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    157000 | PA      | $151294.38    | 0.02%             | 2030-03-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                      | Dominican Republic International Bond                                            | CUSIP: 25714PED6<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    226000 | PA      | $214700.00    | 0.03%             | 2030-01-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL INFO SERV                                 | Fidelity National Information Services Inc                                       | CUSIP: 31620MAU0<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $822140.33    | 0.11%             | 2046-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Palmer Square CLO Ltd                                   | Palmer Square CLO 2024-4 Ltd                                                     | CUSIP: 69703WAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    920000 | PA      | $922783.28    | 0.13%             | 2038-01-15      | Floating      | 5.98%                 | No            |                  2 | On Loan: No      |
| Aramark Services Inc                                    | Aramark Services Inc                                                             | CUSIP: 038522AQ1<br>LEI: 42YMHYH0XMHJEXDUB065 | Long             | DBT              | CORP              | US        |    122000 | PA      | $121509.06    | 0.02%             | 2028-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                   | Level 3 Financing Inc                                                            | CUSIP: 527298BS1<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     33000 | PA      | $28215.00     | 0.00%             | 2029-01-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| OCEANEERING INTL INC                                    | Oceaneering International Inc                                                    | CUSIP: 675232AD4<br>LEI: 549300L6PH74701W0R30 | Long             | DBT              | CORP              | US        |     45000 | PA      | $45370.94     | 0.01%             | 2028-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO LLC                                  | RRP FISERV INC                                                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | Short            | RA               | CORP              | US        |   -373125 | PA      | $-373125.00   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| HESS MIDSTREAM OPERATION                                | Hess Midstream Operations LP                                                     | CUSIP: 428102AG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    138000 | PA      | $141920.44    | 0.02%             | 2029-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Gray Television Inc                                     | Gray Television Inc 2024 Term Loan B                                             | CUSIP: 389376BC7<br>LEI: 529900TM5726KDN7UU35 | Long             | LON              | CORP              | US        |     27125 | PA      | $27080.96     | 0.00%             | 2029-06-04      | Floating      | 9.57%                 | No            |                  2 | On Loan: No      |
| TRANSMONTAIGNE PARTNERS                                 | TransMontaigne Partners LLC                                                      | CUSIP: 89377AAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30000 | PA      | $31208.85     | 0.00%             | 2030-06-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bonds                                                              | CUSIP: 912810PW2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1600000 | PA      | $1598187.50   | 0.22%             | 2038-02-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| STL HOLDING CO LLC                                      | STL Holding Co LLC                                                               | CUSIP: 861036AB7<br>LEI: 984500BC2I63E7F48656 | Long             | DBT              | CORP              | US        |     76000 | PA      | $79399.25     | 0.01%             | 2029-02-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| LUMEN TECHNOLOGIES INC                                  | Lumen Technologies Inc                                                           | CUSIP: 550241AK9<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |    115818 | PA      | $118279.13    | 0.02%             | 2032-10-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| FORTRESS INTERMEDIATE 3 INC                             | Fortress Intermediate 3 Inc Term Loan B                                          | CUSIP: 34966LAB0<br>LEI: 254900NLAZ3JQJW5JP75 | Long             | LON              | CORP              | US        |     61250 | PA      | $61327.00     | 0.01%             | 2031-06-27      | Floating      | 7.83%                 | No            |                  3 | On Loan: No      |
| SELF Commercial Mortgage Trust                          | SELF Commercial Mortgage Trust 2024-STRG                                         | CUSIP: 81631WAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    270000 | PA      | $272093.85    | 0.04%             | 2034-11-15      | Floating      | 7.25%                 | No            |                  2 | On Loan: No      |
| Apidos CLO Ltd                                          | Apidos CLO XVIII-R                                                               | CUSIP: 03767NAW6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1295000 | PA      | $1298246.57   | 0.18%             | 2038-01-22      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| JONES DESLAURIERS INSURA                                | Jones Deslauriers Insurance Management Inc                                       | CUSIP: 48020RAB1<br>LEI: 549300JQIWNFU00E5424 | Long             | DBT              | CORP              | CA        |    353000 | PA      | $374154.58    | 0.05%             | 2030-03-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN LLC / JFIN                                | Jefferies Finance LLC / JFIN Co-Issuer Corp                                      | CUSIP: 47232MAF9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    220000 | PA      | $212668.70    | 0.03%             | 2028-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Saudi Government International Bonds                    | Saudi Government International Bonds                                             | CUSIP: 000000000<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |    200000 | PA      | $199750.00    | 0.03%             | 2030-04-17      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BOYNE USA INC                                           | Boyne USA Inc                                                                    | CUSIP: 103557AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     47000 | PA      | $45606.11     | 0.01%             | 2029-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MERLIN ENTERTAINMENTS GR                                | Merlin Entertainments Group US Holdings Inc                                      | CUSIP: 59010UAA5<br>LEI: 549300HBQPPKS1187K54 | Long             | DBT              | CORP              | US        |    200000 | PA      | $178722.84    | 0.02%             | 2031-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| TELECOM ARGENTINA SA                                    | Telecom Argentina SA                                                             | CUSIP: 879273AV2<br>LEI: 549300MKPIRSJD8SB782 | Long             | DBT              | CORP              | AR        |     24000 | PA      | $24422.88     | 0.00%             | 2033-05-28      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                                | Madison Park Funding LIX Ltd                                                     | CUSIP: 55822EAJ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1300000 | PA      | $1305228.73   | 0.18%             | 2037-04-18      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| RADIATE HOLDCO / FINANCE                                | Radiate Holdco LLC / Radiate Finance Inc                                         | CUSIP: 75026JAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    189000 | PA      | $161595.00    | 0.02%             | 2026-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ACRA Trust 2024-NQM1                                    | ACRA Trust 2024-NQM1                                                             | CUSIP: 00112EAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    466558 | PA      | $466838.23    | 0.06%             | 2064-10-25      | Variable      | 5.61%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                                | CHS/Community Health Systems Inc                                                 | CUSIP: 12543DBN9<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    420000 | PA      | $445144.14    | 0.06%             | 2032-01-15      | Fixed         | 10.88%                | No            |                  2 | On Loan: No      |
| Summit Acquisition Inc                                  | Summit Acquisition Inc 2024 Term Loan B                                          | CUSIP: 86600DAF1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     60848 | PA      | $60771.44     | 0.01%             | 2031-10-16      | Floating      | 8.08%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS                                 | Frontier Communications Holdings LLC                                             | CUSIP: 35906ABG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     59000 | PA      | $59771.48     | 0.01%             | 2029-05-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                 | Romanian Government International Bond                                           | CUSIP: 77586RAN0<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     50000 | PA      | $49937.50     | 0.01%             | 2027-11-25      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                                   | Venture Global Plaquemines LNG LLC                                               | CUSIP: 922966AA4<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    287000 | PA      | $307326.20    | 0.04%             | 2033-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| TK ELEVATOR US NEWCO INC                                | TK Elevator US Newco Inc                                                         | CUSIP: 92537RAA7<br>LEI: 549300C2AFWPAYWS5574 | Long             | DBT              | CORP              | US        |    741000 | PA      | $740480.47    | 0.10%             | 2027-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Aimco                                                   | AIMCO CLO Series 2018-B                                                          | CUSIP: 00900PAU9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    650000 | PA      | $654053.79    | 0.09%             | 2037-04-16      | Floating      | 6.66%                 | No            |                  2 | On Loan: No      |
| Buckeye Partners LP                                     | Buckeye Partners LP                                                              | CUSIP: 118230AM3<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |     94000 | PA      | $82847.50     | 0.01%             | 2043-11-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| TK ELEVATOR HOLDCO GMBH                                 | TK Elevator Holdco GmbH                                                          | CUSIP: 92537VAA8<br>LEI: 2549008GCHWX9EEMIS56 | Long             | DBT              | CORP              | DE        |    400000 | PA      | $400415.22    | 0.06%             | 2028-07-15      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| CAPSTONE BORROWER INC                                   | Capstone Borrower Inc                                                            | CUSIP: 140944AA7<br>LEI: 254900YSP2BAI3YKIX08 | Long             | DBT              | CORP              | US        |    415000 | PA      | $432991.50    | 0.06%             | 2030-06-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Symphony CLO Ltd                                        | Symphony CLO XXXII Ltd                                                           | CUSIP: 87168NAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | BM        |    600000 | PA      | $600787.38    | 0.08%             | 2035-04-23      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SERBIA                                      | Serbia International Bond                                                        | CUSIP: 817477AJ1<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |    200000 | PA      | $201575.00    | 0.03%             | 2034-06-12      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CHE4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1900000 | PA      | $1895992.18   | 0.26%             | 2028-05-31      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC                                    | LifePoint Health Inc                                                             | CUSIP: 53219LAX7<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |    166000 | PA      | $171256.39    | 0.02%             | 2032-06-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN                                | Hilton Domestic Operating Co Inc                                                 | CUSIP: 432833AR2<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    197000 | PA      | $200718.97    | 0.03%             | 2033-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| NOVELIS CORP                                            | Novelis Corp                                                                     | CUSIP: 670001AL0<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |    314000 | PA      | $324654.32    | 0.04%             | 2030-01-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                                | Hilcorp Energy I LP / Hilcorp Finance Co                                         | CUSIP: 431318BC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    269000 | PA      | $279110.90    | 0.04%             | 2033-11-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO, Limited                        | Bain Capital Credit CLO 2021-3 Ltd                                               | CUSIP: 05683NAG7<br>LEI: 254900XV68IP5ZAT0548 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $248232.80    | 0.03%             | 2034-07-24      | Floating      | 7.64%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                 | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GWZ3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3977197.76   | 0.55%             | 2029-05-01      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch Mortgage Investors Trust                  | Merrill Lynch Mortgage Investors Trust Series 2006-A3                            | CUSIP: 59023CAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    108866 | PA      | $71227.66     | 0.01%             | 2036-05-25      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                    | Cleveland-Cliffs Inc                                                             | CUSIP: 185899AH4<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |     46000 | PA      | $45962.92     | 0.01%             | 2027-06-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                          | Bombardier Inc                                                                   | CUSIP: 097751CD1<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    109000 | PA      | $112945.91    | 0.02%             | 2033-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| FLUTTER TREASURY DAC                                    | Flutter Treasury DAC                                                             | CUSIP: 344045AB5<br>LEI: 635400JE8VLL9UFVIC38 | Long             | DBT              | CORP              | IE        |    464000 | PA      | $467480.00    | 0.06%             | 2031-06-04      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| White Cap Buyer LLC                                     | White Cap Buyer LLC 2024 Term Loan B                                             | CUSIP: 96350TAH3<br>LEI: 254900L2N0T6GULCL366 | Long             | LON              | CORP              | US        |    267245 | PA      | $265374.67    | 0.04%             | 2029-10-19      | Floating      | 7.58%                 | No            |                  2 | On Loan: No      |
| SEALED AIR/SEALED AIR US                                | Sealed Air Corp/Sealed Air Corp US                                               | CUSIP: 812127AB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     11000 | PA      | $11577.26     | 0.00%             | 2031-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                          | PURCHASED EUR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | XX        |         1 | NC      | $787.49       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SAN DIEGO G & E                                         | San Diego Gas & Electric Co                                                      | CUSIP: 797440BZ6<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    750000 | PA      | $652805.06    | 0.09%             | 2030-10-01      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| NORTHRIVER MIDSTREAM FIN                                | Northriver Midstream Finance LP                                                  | CUSIP: 66679NAB6<br>LEI: 549300SOLNLY3BL6GF18 | Long             | DBT              | CORP              | CA        |     93000 | PA      | $96313.40     | 0.01%             | 2032-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                            | Comcast Corp                                                                     | CUSIP: 20030NAM3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    790000 | PA      | $866604.72    | 0.12%             | 2037-03-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                  | US 10YR NOTE (CBT)SEP25                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      -527 | NC      | $-965111.37   | -0.13%            |  |  |  | No            |                  1 | On Loan: No      |
| SPIRIT AEROSYSTEMS INC                                  | Spirit AeroSystems Inc                                                           | CUSIP: 85205TAN0<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | DBT              | CORP              | US        |    363000 | PA      | $385146.99    | 0.05%             | 2029-11-30      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| WR GRACE HOLDING LLC                                    | WR Grace Holdings LLC                                                            | CUSIP: 92943GAA9<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |    945000 | PA      | $855400.87    | 0.12%             | 2029-08-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                            | Comcast Corp                                                                     | CUSIP: 20030NCJ8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1304607.83   | 0.18%             | 2038-03-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                  | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    610000 | PA      | $622222.12    | 0.09%             | 2029-09-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| SABRE GLBL INC                                          | Sabre GLBL Inc                                                                   | CUSIP: 78573NAM4<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |    317000 | PA      | $331582.00    | 0.05%             | 2030-07-15      | Fixed         | 11.13%                | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                           | TransDigm Inc                                                                    | CUSIP: 893647BU0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    647000 | PA      | $663784.15    | 0.09%             | 2029-03-01      | Fixed         | 6.38%                 | 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        |    186000 | PA      | $190882.50    | 0.03%             | 2027-09-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| OVG Business Services LLC                               | OVG Business Services LLC 2024 Term Loan B                                       | CUSIP: 62955EAJ3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      6683 | PA      | $6632.39      | 0.00%             | 2031-06-25      | Floating      | 7.33%                 | No            |                  3 | On Loan: No      |
| GRIFOLS SA                                              | Grifols SA                                                                       | CUSIP: 000000000<br>LEI: 959800HSSNXWRKBK4N60 | Long             | DBT              | CORP              | ES        |    100000 | PA      | $114796.04    | 0.02%             | 2027-11-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| MFRA Trust                                              | MFA 2023-NQM3 Trust                                                              | CUSIP: 55286MAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1202528 | PA      | $1211260.68   | 0.17%             | 2068-07-25      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| SS&C TECHNOLOGIES INC                                   | SS&C Technologies Inc                                                            | CUSIP: 78466CAD8<br>LEI: 549300KY09TR3J12JU49 | Long             | DBT              | CORP              | US        |    343000 | PA      | $356073.79    | 0.05%             | 2032-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                             | RRP LIFEPOINT H                                                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -102406 | PA      | $-102406.25   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                  | PURCHASED USD / SOLD GBP                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |         1 | NC      | $-7861.06     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                             | RRP CHART INDUS                                                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -132919 | PA      | $-132918.75   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                        | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |         1 | NC      | $-7356.86     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                        | Altice France SA                                                                 | CUSIP: 02156LAH4<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |    400000 | PA      | $331566.00    | 0.05%             | 2029-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ELEMENT SOLUTIONS INC                                   | Element Solutions Inc                                                            | CUSIP: 28618MAA4<br>LEI: 549300FLGN6P5CU20J91 | Long             | DBT              | CORP              | US        |    466000 | PA      | $451924.47    | 0.06%             | 2028-09-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ORBIA ADVANCE CORP SAB                                  | Orbia Advance Corp SAB de CV                                                     | CUSIP: 68560EAC2<br>LEI: 549300MVHZ20SBIOEQ79 | Long             | DBT              | CORP              | MX        |    200000 | PA      | $204900.00    | 0.03%             | 2030-05-13      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                  | Venture Global LNG Inc                                                           | CUSIP: 92332YAE1<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     97000 | PA      | $98058.56     | 0.01%             | 2030-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| TEREX CORP                                              | Terex Corp                                                                       | CUSIP: 880779BB8<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | DBT              | CORP              | US        |     94000 | PA      | $94190.44     | 0.01%             | 2032-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Dallas Fort Worth International Airport                 | DALLAS-FORT WORTH TX INTERNATIONAL ARPT REVENUE                                  | CUSIP: 2350368N3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2000000 | PA      | $1440341.18   | 0.20%             | 2046-11-01      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                    | OneMain Finance Corp                                                             | CUSIP: 682691AG5<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     56000 | PA      | $58266.59     | 0.01%             | 2031-11-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| MIDCONTINENT COMMUNICATI                                | Midcontinent Communications                                                      | CUSIP: 59565XAD2<br>LEI: 549300ZI9GDQBS28C408 | Long             | DBT              | CORP              | US        |    182000 | PA      | $192605.87    | 0.03%             | 2032-08-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                     | RRP DUN + BRADS                                                                  | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -176845 | PA      | $-176845.00   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Neptune Bidco US Inc                                    | Neptune Bidco US Inc 2022 USD Term Loan B                                        | CUSIP: 64069JAC6<br>LEI: 549300VG15T3VCYZ4531 | Long             | LON              | CORP              | US        |    208211 | PA      | $196423.75    | 0.03%             | 2029-04-11      | Floating      | 9.33%                 | No            |                  2 | On Loan: No      |
| STERLING COOFS TR                                       | STERLING COOFS TR                                                                | CUSIP: 859245AA0<br>LEI: N/A                  | Long             | ABS-O            | USGA              | US        |    700209 | PA      | $0.07         | 0.00%             | 2029-04-15      | Variable      | 2.36%                 | No            |                  3 | On Loan: No      |
| Oxnard Union High School District                       | OXNARD CA UNION HIGH SCH DIST                                                    | CUSIP: 692039SV3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1600000 | PA      | $1192092.05   | 0.16%             | 2043-08-01      | Fixed         | 3.18%                 | No            |                  2 | On Loan: No      |
| PENNYMAC FIN SVCS INC                                   | PennyMac Financial Services Inc                                                  | CUSIP: 70932MAD9<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |    139000 | PA      | $147601.74    | 0.02%             | 2029-12-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| LIONS GATE CAPITAL HOL 1                                | Starz Capital Holdings 1 Inc                                                     | CUSIP: 535939AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    155000 | PA      | $134705.85    | 0.02%             | 2029-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO G & E                                         | San Diego Gas & Electric Co                                                      | CUSIP: 797440CE2<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |   1565000 | PA      | $1597860.09   | 0.22%             | 2028-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES USA, INC.                               | RRP FHLMC 30YR                                                                   | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | Short            | RA               | CORP              | US        |  -1306325 | PA      | $-1306325.27  | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                                | Service Properties Trust                                                         | CUSIP: 81761LAE2<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              |  | US        |    253000 | PA      | $260149.27    | 0.04%             | 2032-06-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| 1011778 BC / NEW RED FIN                                | 1011778 BC ULC / New Red Finance Inc                                             | CUSIP: 68245XAJ8<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    144000 | PA      | $141213.66    | 0.02%             | 2028-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS                                | Univision Communications Inc                                                     | CUSIP: 914906AU6<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |    265000 | PA      | $264277.08    | 0.04%             | 2027-06-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| REALPAGE INC                                            | RealPage Inc 2024 Incremental Term Loan                                          | CUSIP: 75605VAH5<br>LEI: 5493001RSFZX4122A604 | Long             | LON              | CORP              | US        |     83790 | PA      | $83790.00     | 0.01%             | 2028-04-24      | Floating      | 8.05%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                        | Deutsche Bank AG/New York NY                                                     | CUSIP: 251526CS6<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    850000 | PA      | $892901.68    | 0.12%             | 2029-01-18      | Fixed         | 6.72%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac REMICS                                                               | CUSIP: 3137BERC0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  11789124 | PA      | $10622536.40  | 1.46%             | 2054-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AMENTUM HOLDINGS INC                                    | Amentum Holdings Inc                                                             | CUSIP: 02352BAA3<br>LEI: 2549009FJIBLW40CU216 | Long             | DBT              | CORP              | US        |    139000 | PA      | $143052.27    | 0.02%             | 2032-08-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Clover Holdings SPV III LLC                             | Clover Holdings SPV III LLC 2024 USD Term Loan                                   | CUSIP: 000000000<br>LEI: 549300RFUWCPWS8FQ104 | Long             | LON              | CORP              | US        |     15829 | PA      | $15630.88     | 0.00%             | 2027-12-09      | Fixed         | 15.00%                | No            |                  2 | On Loan: No      |
| BOELS TOPHOLDING BV                                     | Boels Topholding BV                                                              | CUSIP: 000000000<br>LEI: 724500V913SEHSEW2O75 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $122194.00    | 0.02%             | 2030-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CHEMOURS CO                                             | Chemours Co/The                                                                  | CUSIP: 163851AE8<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |    159000 | PA      | $157577.95    | 0.02%             | 2027-05-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| FERTITTA ENTERTAINMENT                                  | Fertitta Entertainment LLC / Fertitta Entertainment Finance Co Inc               | CUSIP: 31556TAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    162000 | PA      | $155166.29    | 0.02%             | 2029-01-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                     | RRP W R GRACE H                                                                  | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -401256 | PA      | $-401256.25   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Government National Mortgage Association                                         | CUSIP: 38376PA59<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    487468 | PA      | $46279.59     | 0.01%             | 2039-12-16      | Floating      | 2.04%                 | No            |                  2 | On Loan: No      |
| XPLR INFRAST OPERATING                                  | XPLR Infrastructure Operating Partners LP                                        | CUSIP: 98380MAA3<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |    494000 | PA      | $527643.38    | 0.07%             | 2031-01-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| ZAYO GROUP HOLDINGS INC                                 | Zayo Group Holdings Inc                                                          | CUSIP: 98919VAA3<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | DBT              | CORP              | US        |    434000 | PA      | $406995.00    | 0.06%             | 2027-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                                | Hilcorp Energy I LP / Hilcorp Finance Co                                         | CUSIP: 431318AZ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      9000 | PA      | $8593.85      | 0.00%             | 2032-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                    | Bank of America Corp                                                             | CUSIP: 060505FL3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   3500000 | PA      | $3560084.50   | 0.49%             | 2028-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES USA, INC.                               | RRP FNMA 30YR F                                                                  | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | Short            | RA               | CORP              | US        |  -1680956 | PA      | $-1680955.64  | -0.23%            |  |  |  | No            |                  2 | On Loan: No      |
| ATLAS LUXCO 4 / ALL UNI                                 | Allied Universal Holdco LLC/Allied Universal Finance Corp/Atlas Luxco 4 Sarl     | CUSIP: 019579AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    329000 | PA      | $319351.15    | 0.04%             | 2028-06-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                      | Energy Transfer LP                                                               | CUSIP: 29279FAA7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    540000 | PA      | $532642.28    | 0.07%             | 2049-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Lumen Technologies Inc                                  | Lumen Technologies Inc 2024 Extended Term Loan B1                                | CUSIP: 55024EAF2<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | LON              | CORP              | US        |    143067 | PA      | $141154.37    | 0.02%             | 2029-04-16      | Floating      | 6.79%                 | No            |                  2 | On Loan: No      |
| LEVI STRAUSS & CO                                       | Levi Strauss & Co                                                                | CUSIP: 52736RBJ0<br>LEI: MB0UERO0RDFKU8258G77 | Long             | DBT              | CORP              | US        |     11000 | PA      | $10064.72     | 0.00%             | 2031-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| EDvestinU Private Education Loan Issue No. 1, LLC       | EDvestinU Private Education Loan Issue No 3 LLC                                  | CUSIP: 28166LAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    110000 | PA      | $92188.17     | 0.01%             | 2050-11-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| 3650R Commercial Mortgage Trust                         | 3650R 2021-PF1 Commercial Mortgage Trust                                         | CUSIP: 88581EAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1250000 | PA      | $1094232.25   | 0.15%             | 2054-11-15      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| Hunter Douglas Inc.                                     | Hunter Douglas Inc 2025 USD Term Loan B                                          | CUSIP: 000000000<br>LEI: 529900811T142NS3H544 | Long             | LON              | CORP              | US        |     60860 | PA      | $60581.43     | 0.01%             | 2032-01-20      | Floating      | 7.55%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                         | SWAP/CDSWAP/ICE: (CDX.NA.HY.44.V1)                                               | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |   8260000 | OU      | $-634640.21   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| DREAM FINDERS HOMES INC                                 | Dream Finders Homes Inc                                                          | CUSIP: 26154DAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     58000 | PA      | $60466.57     | 0.01%             | 2028-08-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                  | Sequoia Mortgage Trust 2024-INV1                                                 | CUSIP: 816939AC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    969663 | PA      | $964308.63    | 0.13%             | 2054-10-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| OUTFRONT MEDIA CAP LLC/C                                | Outfront Media Capital LLC / Outfront Media Capital Corp                         | CUSIP: 69007TAG9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     72000 | PA      | $76227.41     | 0.01%             | 2031-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                                 | Dryden 64 CLO Ltd                                                                | CUSIP: 26251LAJ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1250000 | PA      | $1245429.13   | 0.17%             | 2031-04-18      | Floating      | 7.18%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                                | Anheuser-Busch InBev Worldwide Inc                                               | CUSIP: 03523TBT4<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |   4600000 | PA      | $3911720.68   | 0.54%             | 2048-10-06      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| CABLE ONE INC                                           | Cable One Inc                                                                    | CUSIP: 12685JAG0<br>LEI: 549300648QS85T0XSH18 | Long             | DBT              | CORP              | US        |    394000 | PA      | $300426.17    | 0.04%             | 2028-03-15      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| NEW ENTERPRISE STONE & L                                | New Enterprise Stone & Lime Co Inc                                               | CUSIP: 644274AH5<br>LEI: 549300O5DQ5Y61B8VF38 | Long             | DBT              | CORP              | US        |     55000 | PA      | $55145.81     | 0.01%             | 2028-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Gold Pool                                                            | CUSIP: 3128P8H20<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3797186 | PA      | $3737236.53   | 0.51%             | 2039-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                           | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-682.16      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GLOBAL PART/GLP FINANCE                                 | Global Partners LP / GLP Finance Corp                                            | CUSIP: 37954FAL8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     66000 | PA      | $66924.91     | 0.01%             | 2033-07-01      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| VALE OVERSEAS LIMITED                                   | Vale Overseas Ltd                                                                | CUSIP: 91911TAS2<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |     35000 | PA      | $34212.85     | 0.00%             | 2054-06-28      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                                     | NCL Corp Ltd                                                                     | CUSIP: 62886HBN0<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |     77000 | PA      | $81171.94     | 0.01%             | 2029-01-15      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| Cloudera Inc                                            | Cloudera Inc 2021 Second Lien Term Loan                                          | CUSIP: 74339VAE8<br>LEI: 549300PGONC4JOI0RG62 | Long             | LON              | CORP              | US        |    233641 | PA      | $211008.20    | 0.03%             | 2029-10-08      | Floating      | 10.43%                | No            |                  2 | On Loan: No      |
| PARKLAND CORP                                           | Parkland Corp                                                                    | CUSIP: 70137WAN8<br>LEI: 549300UY5C6HUV0XLS53 | Long             | DBT              | CORP              | CA        |    101000 | PA      | $103230.18    | 0.01%             | 2032-08-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Signal Peak CLO, LLC                                    | Signal Peak CLO 4 Ltd                                                            | CUSIP: 82667EAA9<br>LEI: 635400L44OLNOBHFTO08 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $499995.73    | 0.07%             | 2034-10-26      | Floating      | 5.49%                 | No            |                  2 | On Loan: No      |
| 1011778 BC / NEW RED FIN                                | 1011778 BC ULC / New Red Finance Inc                                             | CUSIP: 68245XAM1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     61000 | PA      | $56843.98     | 0.01%             | 2030-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                    | OneMain Finance Corp                                                             | CUSIP: 682691AF7<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     65000 | PA      | $67915.38     | 0.01%             | 2031-05-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| FEDRIGONI SPA                                           | Fedrigoni SpA                                                                    | CUSIP: 000000000<br>LEI: 8156004CE82074779D19 | Long             | DBT              | CORP              | IT        |    100000 | PA      | $112667.68    | 0.02%             | 2031-06-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| GGAM FINANCE LTD                                        | GGAM Finance Ltd                                                                 | CUSIP: 36170JAC0<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |    242000 | PA      | $249511.92    | 0.03%             | 2027-02-15      | Fixed         | 8.00%                 | 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        |    913000 | PA      | $956172.11    | 0.13%             | 2031-10-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| VAIL RESORTS INC                                        | Vail Resorts Inc                                                                 | CUSIP: 91879QAP4<br>LEI: 529900PSZHRNU9HKH870 | Long             | DBT              | CORP              | US        |    193000 | PA      | $199417.06    | 0.03%             | 2032-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| INTELSAT JACKSON HLDG                                   | Intelsat Jackson Holdings SA                                                     | CUSIP: 45824TBC8<br>LEI: 8XJ8KF85PBKK1TLMFN29 | Long             | DBT              | CORP              | LU        |     31000 | PA      | $31610.58     | 0.00%             | 2030-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SCC POWER PLC                                           | SCC Power PLC                                                                    | CUSIP: 78397YAB8<br>LEI: 529900IYGYC6VSDSDF37 | Long             | DBT              | CORP              | GB        |    129451 | PA      | $82525.01     | 0.01%             | 2028-12-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Digicel International Finance Limited                   | Digicel International Finance Limited 2024 Term Loan                             | CUSIP: 000000000<br>LEI: 5493007V023VOEW4FK27 | Long             | LON              | CORP              | LC        |    499607 | PA      | $497553.53    | 0.07%             | 2027-05-25      | Floating      | 9.53%                 | No            |                  2 | On Loan: No      |
| CABLEVISION LIGHTPATH                                   | Cablevision Lightpath LLC                                                        | CUSIP: 12687GAB5<br>LEI: 5493002ZVBLRLGES1R71 | Long             | DBT              | CORP              | US        |    200000 | PA      | $193211.14    | 0.03%             | 2028-09-15      | Fixed         | 5.63%                 | 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              |  | US        |    214000 | PA      | $220151.64    | 0.03%             | 2033-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management                             | RCKT Mortgage Trust 2022-2                                                       | CUSIP: 74938WAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    909509 | PA      | $771341.87    | 0.11%             | 2052-02-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO LLC                                  | RRP MATADOR RES                                                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | Short            | RA               | CORP              | US        |   -112416 | PA      | $-112416.25   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                 | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GA38<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2654710.00   | 0.37%             | 2029-02-10      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                            | GS Mortgage Securities Trust 2019-GC38                                           | CUSIP: 36252SAW7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    669381 | PA      | $663774.32    | 0.09%             | 2052-02-10      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FIN USA PLC                                   | Rio Tinto Finance USA PLC                                                        | CUSIP: 76720AAG1<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $336783.92    | 0.05%             | 2042-08-21      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae REMICS                                                                | CUSIP: 3136A6FA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    629330 | PA      | $87963.37     | 0.01%             | 2042-04-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ABJA INVESTMENT CO                                      | ABJA Investment Co Pte Ltd                                                       | CUSIP: 000000000<br>LEI: 254900E6OE5YJ9WCCU19 | Long             | DBT              | CORP              | SG        |    200000 | PA      | $202050.00    | 0.03%             | 2028-01-24      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| PIEDMONT NATURAL GAS CO                                 | Piedmont Natural Gas Co Inc                                                      | CUSIP: 720186AR6<br>LEI: VXB4M3BDPKF3I2AZ3G89 | Long             | DBT              | CORP              | US        |   4450000 | PA      | $4469016.54   | 0.62%             | 2035-02-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                          | NRG Energy Inc                                                                   | CUSIP: 629377CW0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    542000 | PA      | $547401.57    | 0.08%             | 2033-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GENESIS ENERGY LP/FIN                                   | Genesis Energy LP / Genesis Energy Finance Corp                                  | CUSIP: 37185LAN2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     82000 | PA      | $87066.04     | 0.01%             | 2030-04-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Prodigy Finance Designated Activity Co                  | Prodigy Finance CM2021-1 DAC                                                     | CUSIP: 742855AC3<br>LEI: 635400HTAZNW3LYYMQ40 | Long             | ABS-O            | CORP              | IE        |     47558 | PA      | $48727.80     | 0.01%             | 2051-07-25      | Floating      | 8.18%                 | No            |                  2 | On Loan: No      |
| ERP Operating LP                                        | ERP Operating LP                                                                 | CUSIP: 26884ABB8<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              | CORP              | US        |   1155000 | PA      | $1002381.12   | 0.14%             | 2044-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LIGHT & WONDER INTL INC                                 | Light & Wonder International Inc                                                 | CUSIP: 531968AA3<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |     63000 | PA      | $65923.96     | 0.01%             | 2031-09-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                      | Alternative Loan Trust 2006-OA21                                                 | CUSIP: 23245QAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    304593 | PA      | $261304.93    | 0.04%             | 2047-03-20      | Floating      | 4.62%                 | No            |                  2 | On Loan: No      |
| Delta Topco Inc                                         | Delta TopCo Inc 2024 2nd Lien Term Loan                                          | CUSIP: 24780DAH0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     32000 | PA      | $32049.92     | 0.00%             | 2030-11-29      | Floating      | 9.57%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                          | Bombardier Inc                                                                   | CUSIP: 097751CB5<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $104970.00    | 0.01%             | 2031-07-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| WHIRLPOOL CORP                                          | Whirlpool Corp                                                                   | CUSIP: 963320BD7<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |    173000 | PA      | $174520.46    | 0.02%             | 2030-06-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Gray Television Inc                                     | Gray Television Inc 2021 Term Loan D                                             | CUSIP: 389376AZ7<br>LEI: 529900TM5726KDN7UU35 | Long             | LON              | CORP              | US        |    137597 | PA      | $132906.69    | 0.02%             | 2028-12-01      | Floating      | 7.44%                 | No            |                  2 | On Loan: No      |
| AETHON UN/AETHIN UN FIN                                 | Aethon United BR LP / Aethon United Finance Corp                                 | CUSIP: 00810GAD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    267000 | PA      | $280065.38    | 0.04%             | 2029-10-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Rockford Tower CLO Ltd                                  | Rockford Tower CLO 2021-3 Ltd                                                    | CUSIP: 77341NAL9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1709400 | PA      | $1716594.86   | 0.24%             | 2038-01-15      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                                   | Quikrete Holdings Inc                                                            | CUSIP: 74843PAB6<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |    167000 | PA      | $172314.94    | 0.02%             | 2033-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| HSBC BANK PLC                                           | RRP LIMA METRO                                                                   | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | Short            | RA               | CORP              | US        |  -3869257 | PA      | $-3869257.06  | -0.53%            |  |  |  | No            |                  2 | On Loan: No      |
| United Nations Development Corp                         | UNITED NATIONS DEV CORP NY                                                       | CUSIP: 911157MF9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    850000 | PA      | $887600.91    | 0.12%             | 2055-08-01      | Fixed         | 6.54%                 | No            |                  2 | On Loan: No      |
| Baxalta Inc                                             | Baxalta Inc                                                                      | CUSIP: 07177MAN3<br>LEI: 5493000JW8DCO3T45R55 | Long             | DBT              | CORP              | US        |    500000 | PA      | $466851.73    | 0.06%             | 2045-06-23      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ALLIED UNIVERSAL                                        | Allied Universal Holdco LLC / Allied Universal Finance Corp                      | CUSIP: 019576AF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    550000 | PA      | $557460.20    | 0.08%             | 2030-06-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                 | Bristol-Myers Squibb Co                                                          | CUSIP: 110122DK1<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    300000 | PA      | $249760.44    | 0.03%             | 2047-11-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC                                    | RRP PROLOGIS LP                                                                  | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | Short            | RA               | CORP              | US        |   -945000 | PA      | $-945000.00   | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| TRIDENT TPI HOLDINGS INC                                | Trident TPI Holdings Inc                                                         | CUSIP: 89616RAC3<br>LEI: 549300TPLK304J3RNC85 | Long             | DBT              | CORP              | US        |     23000 | PA      | $24397.96     | 0.00%             | 2028-12-31      | Fixed         | 12.75%                | No            |                  2 | On Loan: No      |
| Provident Funding Mortgage Trust                        | Provident Funding Mortgage Trust 2024-1                                          | CUSIP: 74389BAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1470446 | PA      | $1461370.20   | 0.20%             | 2054-12-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                           | Citigroup Inc                                                                    | CUSIP: 172967PA3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1567000 | PA      | $1687301.76   | 0.23%             | 2033-11-17      | Fixed         | 6.27%                 | No            |                  2 | On Loan: No      |
| BLUE RACER MID LLC/FINAN                                | Blue Racer Midstream LLC / Blue Racer Finance Corp                               | CUSIP: 095796AJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    120000 | PA      | $125239.08    | 0.02%             | 2029-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| GOODYEAR TIRE & RUBBER                                  | Goodyear Tire & Rubber Co/The                                                    | CUSIP: 382550BS9<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |     88000 | PA      | $89763.17     | 0.01%             | 2030-07-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Atlas CC Acquisition Corp                               | Atlas CC Acquisition Corp Term Loan B                                            | CUSIP: 04921TAB0<br>LEI: 6HHLXIOGCDNZ4IRAIW26 | Long             | LON              | CORP              | US        |     70847 | PA      | $36688.67     | 0.01%             | 2028-05-25      | Floating      | 8.84%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                        | SMB Private Education Loan Trust 2021-A                                          | CUSIP: 78448YAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    267885 | PA      | $246466.22    | 0.03%             | 2053-01-15      | Fixed         | 1.59%                 | No            |                  2 | On Loan: No      |
| MFRA Trust                                              | MFA 2021-NQM1 Trust                                                              | CUSIP: 55283FAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2750000 | PA      | $2302600.03   | 0.32%             | 2065-04-25      | Variable      | 2.31%                 | No            |                  2 | On Loan: No      |
| Peru Government International Bonds                     | Peru Government International Bonds                                              | CUSIP: 715638DP4<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     45000 | PA      | $36000.00     | 0.00%             | 2032-12-01      | Fixed         | 1.86%                 | No            |                  2 | On Loan: No      |
| REWORLD HOLDING CORP                                    | Reworld Holding Corp                                                             | CUSIP: 22282EAJ1<br>LEI: 40XIFLS8XDQGGHGPGC04 | Long             | DBT              | CORP              | US        |     48000 | PA      | $45366.74     | 0.01%             | 2030-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE HOLD                                   | Freedom Mortgage Holdings LLC                                                    | CUSIP: 35641AAA6<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |     98000 | PA      | $101790.64    | 0.01%             | 2029-02-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                | J.P. Morgan Mortgage Trust 2022-INV3                                             | CUSIP: 46593FAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    662087 | PA      | $562764.34    | 0.08%             | 2052-09-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Maricopa County Industrial Development Authority        | MARICOPA CNTY AZ INDL DEV AUTH EDU REVENUE                                       | CUSIP: 56681NJD0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    890000 | PA      | $921883.89    | 0.13%             | 2029-10-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| DARLING INGREDIENTS INC                                 | Darling Ingredients Inc                                                          | CUSIP: 237266AJ0<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | DBT              | CORP              | US        |     27000 | PA      | $27356.51     | 0.00%             | 2030-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PRIME SECSRVC BRW/FINANC                                | Prime Security Services Borrower LLC / Prime Finance Inc                         | CUSIP: 74166MAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    145000 | PA      | $145227.07    | 0.02%             | 2028-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| TEAMSYSTEM SPA                                          | TeamSystem SpA                                                                   | CUSIP: 000000000<br>LEI: 81560062081DF3AB7A90 | Long             | DBT              | CORP              | IT        |    100000 | PA      | $117686.10    | 0.02%             | 2032-07-01      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| GREENSAIF PIPELINES BIDC                                | Greensaif Pipelines Bidco Sarl                                                   | CUSIP: 39541EAD5<br>LEI: 549300YWDGUXPB8GRP47 | Long             | DBT              | CORP              | LU        |    200000 | PA      | $201750.00    | 0.03%             | 2036-02-23      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP/US FIN                                | Clarios Global LP / Clarios US Finance Co                                        | CUSIP: 69867DAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |   1204000 | PA      | $1209273.52   | 0.17%             | 2027-05-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC                                    | LifePoint Health Inc                                                             | CUSIP: 53219LAY5<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |    142000 | PA      | $151307.26    | 0.02%             | 2032-02-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES USA, INC.                               | RRP FNMA 30YR F                                                                  | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | Short            | RA               | CORP              | US        |  -6897889 | PA      | $-6897889.24  | -0.95%            |  |  |  | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORPORATION                                | Devon Energy Corp                                                                | CUSIP: 25179MAL7<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |    300000 | PA      | $277508.76    | 0.04%             | 2041-07-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Foundation Building Materials Holding Company LLC       | Foundation Building Materials Holding Company LLC 2024 Term Loan B2              | CUSIP: 35039KAD8<br>LEI: 549300ZVE6MONHB01I28 | Long             | LON              | CORP              | US        |    276852 | PA      | $270523.62    | 0.04%             | 2031-01-29      | Floating      | 8.28%                 | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                     | RRP US BANCORP                                                                   | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |  -1624500 | PA      | $-1624500.00  | -0.22%            |  |  |  | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                                | Service Properties Trust                                                         | CUSIP: 81761LAC6<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              |  | US        |    955000 | PA      | $1025261.26   | 0.14%             | 2031-11-15      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| ASCENT RESOURCES/ARU FIN                                | Ascent Resources Utica Holdings LLC / ARU Finance Corp                           | CUSIP: 04364VBA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     90000 | PA      | $91304.78     | 0.01%             | 2033-07-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                          | Bombardier Inc                                                                   | CUSIP: 097751CC3<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    162000 | PA      | $168704.37    | 0.02%             | 2032-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| AAR ESCROW ISSUER LLC                                   | AAR Escrow Issuer LLC                                                            | CUSIP: 00253PAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    236000 | PA      | $244571.05    | 0.03%             | 2029-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                     | Petroleos Mexicanos                                                              | CUSIP: 71654QDL3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    144945 | PA      | $149812.25    | 0.02%             | 2029-06-02      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                              | Fiserv Inc                                                                       | CUSIP: 337738AV0<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    500000 | PA      | $409342.91    | 0.06%             | 2049-07-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| ANYWHERE RE GRP/REALOGY                                 | Anywhere Real Estate Group LLC / Realogy Co-Issuer Corp                          | CUSIP: 75606DAV3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    174000 | PA      | $176803.78    | 0.02%             | 2030-04-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO 26 Ltd                                      | Elmwood CLO 26 Ltd                                                               | CUSIP: 29004CAG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1300000 | PA      | $1308096.53   | 0.18%             | 2037-04-18      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| Tenneco Inc                                             | Tenneco Inc 2022 Term Loan A                                                     | CUSIP: 88037HAN4<br>LEI: 549300U0EXXFAQFAD785 | Long             | LON              | CORP              | US        |     15194 | PA      | $14779.43     | 0.00%             | 2028-11-17      | Floating      | 9.17%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS                                 | Frontier Communications Holdings LLC                                             | CUSIP: 35908MAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    130000 | PA      | $131676.74    | 0.02%             | 2030-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                     | RRP CHS/COMMUNI                                                                  | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |    -85244 | PA      | $-85243.75    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES USA, INC.                               | RRP FNMA 30YR U                                                                  | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | Short            | RA               | CORP              | US        |   -820103 | PA      | $-820103.49   | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| KAISER ALUMINUM CORP                                    | Kaiser Aluminum Corp                                                             | CUSIP: 483007AJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     90000 | PA      | $88056.95     | 0.01%             | 2028-03-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| FANTASIA HOLDINGS GROUP                                 | Fantasia Holdings Group Co Ltd                                                   | CUSIP: 000000000<br>LEI: 5493005JQNLB3I01JW62 | Long             | DBT              | CORP              | KY        |    307000 | PA      | $8442.50      | 0.00%             | 2023-01-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NOVELIS CORP                                            | Novelis Corp                                                                     | CUSIP: 670001AH9<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |    210000 | PA      | $188698.70    | 0.03%             | 2031-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| HUB INTERNATIONAL LTD                                   | HUB International Ltd                                                            | CUSIP: 44332PAH4<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |   1090000 | PA      | $1139088.15   | 0.16%             | 2030-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                                     | Sirius XM Radio LLC                                                              | CUSIP: 82967NBA5<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |    336000 | PA      | $333121.73    | 0.05%             | 2027-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SEAGATE HDD CAYMAN                                      | Seagate HDD Cayman                                                               | CUSIP: 81180WBN0<br>LEI: 529900BD50TRWEG1SF63 | Long             | DBT              | CORP              | KY        |    174000 | PA      | $185309.65    | 0.03%             | 2029-12-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| KINETIK HOLDINGS LP                                     | Kinetik Holdings LP                                                              | CUSIP: 49461MAB6<br>LEI: 549300RD6AJIMYC0HY12 | Long             | DBT              | CORP              | US        |     36000 | PA      | $36820.44     | 0.01%             | 2028-12-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                       | Kinder Morgan Inc                                                                | CUSIP: 49456BAJ0<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1235744.12   | 0.17%             | 2046-02-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| SHIFT4 PAYMENTS LLC/FIN                                 | Shift4 Payments LLC / Shift4 Payments Finance Sub Inc                            | CUSIP: 82453AAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    467000 | PA      | $485011.72    | 0.07%             | 2032-08-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                 | Romanian Government International Bond                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     83000 | PA      | $81332.83     | 0.01%             | 2031-07-16      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| INSULET CORPORATION                                     | Insulet Corp                                                                     | CUSIP: 45784PAL5<br>LEI: 549300TZTYD2PYN92D43 | Long             | DBT              | CORP              | US        |    125000 | PA      | $130323.26    | 0.02%             | 2033-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                  | US LONG BOND(CBT) SEP25                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        65 | NC      | $62936.56     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Crash Champions LLC                                     | Crash Champions LLC 2024 Term Loan B                                             | CUSIP: 15870MAC0<br>LEI: 391200ZDD75EGEUJ7625 | Long             | LON              | CORP              | US        |    208890 | PA      | $194672.95    | 0.03%             | 2029-02-23      | Floating      | 9.08%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                | BX Trust 2021-LBA                                                                | CUSIP: 05609BCD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1690000 | PA      | $1688943.75   | 0.23%             | 2036-02-15      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| ENDO FINANCE HOLDINGS                                   | Endo Finance Holdings Inc                                                        | CUSIP: 29281RAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     29000 | PA      | $30698.18     | 0.00%             | 2031-04-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                       | HSBC Holdings PLC                                                                | CUSIP: 404280BP3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1090000 | PA      | $1096950.93   | 0.15%             | 2028-03-23      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PRKCM Trust                                             | PRKCM 2023-AFC2 Trust                                                            | CUSIP: 693964AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    988265 | PA      | $991212.42    | 0.14%             | 2058-06-25      | Fixed         | 6.48%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                   | Wells Fargo Commercial Mortgage Trust 2024-BPRC                                  | CUSIP: 95004AAJ2<br>LEI: 54930012YCNUERXJ1I74 | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $250917.43    | 0.03%             | 2043-07-15      | Fixed         | 7.08%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES USA, INC.                               | RRP FNMA 30YR                                                                    | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | Short            | RA               | CORP              | US        |   -167505 | PA      | $-167505.04   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| PERMIAN RESOURC OPTG LLC                                | Permian Resources Operating LLC                                                  | CUSIP: 71424VAB6<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |    137000 | PA      | $138271.36    | 0.02%             | 2033-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| FORTRESS INTERMEDIATE                                   | Fortress Intermediate 3 Inc                                                      | CUSIP: 34966MAA0<br>LEI: 254900NLAZ3JQJW5JP75 | Long             | DBT              | CORP              | US        |    363000 | PA      | $380284.97    | 0.05%             | 2031-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CAPSTONE BORROWER INC                                   | Capstone Borrower Inc                                                            | CUSIP: 140944AB5<br>LEI: 254900YSP2BAI3YKIX08 | Long             | DBT              | CORP              | US        |    146000 | PA      | $151931.87    | 0.02%             | 2030-06-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                                    | SWAP/CDSWAP/SCDS: (ADLERR)                                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              |  | XX        |      5545 | OU      | $433.22       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MGM RESORTS INTL                                        | MGM Resorts International                                                        | CUSIP: 552953CK5<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |    146000 | PA      | $148503.29    | 0.02%             | 2029-09-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| US BANCORP INVESTMENTS INC                              | RRP ALTRIA GROU                                                                  | CUSIP: 000000000<br>LEI: H85Z6XZP8B10ES0M2G89 | Short            | RA               | CORP              | US        |  -1887500 | PA      | $-1887500.00  | -0.26%            |  |  |  | No            |                  2 | On Loan: No      |
| NOMURA SECURITIES INTERNATIONAL INC                     | RRP ARDAGH META                                                                  | CUSIP: 000000000<br>LEI: OXTKY6Q8X53C9ILVV871 | Short            | RA               | CORP              | US        |   -545754 | PA      | $-545753.70   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| COMSTOCK RESOURCES INC                                  | Comstock Resources Inc                                                           | CUSIP: 205768AS3<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |    329000 | PA      | $329736.63    | 0.05%             | 2029-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Lumen Technologies Inc                                  | Lumen Technologies Inc 2024 Term Loan A                                          | CUSIP: 55024EAD7<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | LON              | CORP              | US        |     42954 | PA      | $44009.40     | 0.01%             | 2028-06-01      | Floating      | 10.33%                | No            |                  2 | On Loan: No      |
| UWM HOLDINGS LLC                                        | UWM Holdings LLC                                                                 | CUSIP: 903522AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    159000 | PA      | $159164.32    | 0.02%             | 2030-02-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| ADT SEC CORP                                            | ADT Security Corp/The                                                            | CUSIP: 74166NAA2<br>LEI: 5493009JEEDYLVRA0J13 | Long             | DBT              | CORP              | US        |     39000 | PA      | $37412.04     | 0.01%             | 2032-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| TALLGRASS NRG PRTNR/FIN                                 | Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp                     | CUSIP: 87470LAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     95000 | PA      | $94442.07     | 0.01%             | 2028-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| USI INC/NY                                              | USI Inc/NY                                                                       | CUSIP: 90346KAB5<br>LEI: 2549006D7UF7072T7I27 | Long             | DBT              | CORP              | US        |    378000 | PA      | $398850.10    | 0.05%             | 2032-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                | Capital One Financial Corp                                                       | CUSIP: 14040HCY9<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    440000 | PA      | $453912.76    | 0.06%             | 2034-02-01      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                | International Business Machines Corp                                             | CUSIP: 459200KY6<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    550000 | PA      | $552159.27    | 0.08%             | 2033-02-06      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                           | TransDigm Inc                                                                    | CUSIP: 893647BY2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |   1604000 | PA      | $1605453.95   | 0.22%             | 2033-05-31      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Equity Loan Trust                      | CWHEQ Revolving Home Equity Loan Trust Series 2006-I                             | CUSIP: 12668FAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    713605 | PA      | $682848.28    | 0.09%             | 2037-01-15      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                               | SUNOCO LP                                                                        | CUSIP: 86765KAD1<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    134000 | PA      | $136237.64    | 0.02%             | 2033-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| NOMURA SECURITIES INTERNATIONAL INC                     | RRP TREASURY NO                                                                  | CUSIP: 000000000<br>LEI: OXTKY6Q8X53C9ILVV871 | Short            | RA               | CORP              | US        |  -1916625 | PA      | $-1916625.00  | -0.26%            |  |  |  | No            |                  2 | On Loan: No      |
| H.B. FULLER CO                                          | HB Fuller Co                                                                     | CUSIP: 40410KAA3<br>LEI: JSMX3Z5FOYM8V0Q52357 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2906.01      | 0.00%             | 2028-10-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO VI Ltd.                                     | Elmwood CLO VI Ltd                                                               | CUSIP: 29001VAW9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $251000.40    | 0.03%             | 2037-07-18      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| Long Beach Mortgage Loan Trust                          | Long Beach Mortgage Loan Trust 2006-8                                            | CUSIP: 54251UAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5775473 | PA      | $1533908.47   | 0.21%             | 2036-09-25      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                                | CHS/Community Health Systems Inc                                                 | CUSIP: 12543DBM1<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    808000 | PA      | $716491.98    | 0.10%             | 2030-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                          | Bombardier Inc                                                                   | CUSIP: 097751BX8<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    161000 | PA      | $161969.31    | 0.02%             | 2028-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                     | JPMorgan Chase & Co                                                              | CUSIP: 46647PBD7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $973287.65    | 0.13%             | 2030-05-06      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN INC                                          | Transocean Inc                                                                   | CUSIP: 893830BZ1<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | KY        |    110000 | PA      | $98191.30     | 0.01%             | 2031-05-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| CARVANA CO                                              | Carvana Co                                                                       | CUSIP: 146869AM4<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |    903245 | PA      | $1069976.48   | 0.15%             | 2031-06-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners 54 Ltd                      | Octagon 54 Ltd                                                                   | CUSIP: 67577FAJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250161.35    | 0.03%             | 2034-07-15      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| Star Parent Inc                                         | Star Parent Inc Term Loan B                                                      | CUSIP: 87169DAB1<br>LEI: 254900GRGCJYRMDRWT73 | Long             | LON              | CORP              | US        |    353128 | PA      | $349486.76    | 0.05%             | 2030-09-27      | Floating      | 8.30%                 | No            |                  2 | On Loan: No      |
| CROWN AMERICAS LLC                                      | Crown Americas LLC                                                               | CUSIP: 228180AC9<br>LEI: RPPGGRL1J75WGF2DFO04 | Long             | DBT              | CORP              | US        |    288000 | PA      | $289968.48    | 0.04%             | 2033-06-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3138AMUJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    571112 | PA      | $567523.52    | 0.08%             | 2041-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| OPAL BIDCO SAS                                          | OPAL BIDCO SAS                                                                   | CUSIP: 000000000<br>LEI: 969500R96XT7XY2UJ564 | Long             | DBT              | CORP              | FR        |    100000 | PA      | $120150.97    | 0.02%             | 2032-03-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LINDBLAD EXPEDITIONS HO                                 | Lindblad Expeditions Holdings Inc                                                | CUSIP: 535219AA7<br>LEI: 549300GSPW24GZE6R597 | Long             | DBT              | CORP              | US        |     67000 | PA      | $69942.71     | 0.01%             | 2028-05-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                | J.P. Morgan Mortgage Trust 2022-DSC1                                             | CUSIP: 46656AAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    384793 | PA      | $375930.83    | 0.05%             | 2063-01-25      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| CIVITAS RESOURCES INC                                   | Civitas Resources Inc                                                            | CUSIP: 17888HAA1<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |     56000 | PA      | $57339.02     | 0.01%             | 2028-07-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                 | John Deere Capital Corp                                                          | CUSIP: 24422EXX2<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    445000 | PA      | $443976.26    | 0.06%             | 2031-09-08      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140J9V73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7272954 | PA      | $7201816.32   | 0.99%             | 2044-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3133WJWS4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    259244 | PA      | $258352.49    | 0.04%             | 2037-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GROUP INC                                | Cloud Software Group Inc 2024 USD Term Loan                                      | CUSIP: 88632NBE9<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | LON              | CORP              | US        |    286512 | PA      | $286936.00    | 0.04%             | 2031-03-21      | Floating      | 8.05%                 | No            |                  2 | On Loan: No      |
| Galaxy CLO Ltd                                          | Galaxy XX CLO Ltd                                                                | CUSIP: 36320MAQ1<br>LEI: 549300S1CAKZT00VQL17 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250559.00    | 0.03%             | 2031-04-20      | Floating      | 6.28%                 | No            |                  2 | On Loan: No      |
| MC BRAZIL DWNSTRM                                       | MC Brazil Downstream Trading SARL                                                | CUSIP: 000000000<br>LEI: 213800T2A7R9TYNXZI63 | Long             | DBT              | CORP              | LU        |    182442 | PA      | $144859.16    | 0.02%             | 2031-06-30      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| SUTTER HEALTH                                           | Sutter Health                                                                    | CUSIP: 86944BAQ6<br>LEI: 549300MJCC12LU768G81 | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1808521.89   | 0.25%             | 2035-08-15      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                               | Amgen Inc                                                                        | CUSIP: 031162DS6<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    650000 | PA      | $644808.63    | 0.09%             | 2043-03-02      | Fixed         | 5.60%                 | 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        |     78000 | PA      | $73985.10     | 0.01%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                    | OneMain Finance Corp                                                             | CUSIP: 682691AJ9<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    155000 | PA      | $157915.24    | 0.02%             | 2032-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                    | OneMain Finance Corp                                                             | CUSIP: 85172FAR0<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     17000 | PA      | $16721.98     | 0.00%             | 2029-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| HOWDEN UK REFINANCE / US                                | Howden UK Refinance PLC / Howden UK Refinance 2 PLC / Howden US Refinance LLC    | CUSIP: 44287GAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |   1000000 | PA      | $1035517.00   | 0.14%             | 2031-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                                     | NCL Corp Ltd                                                                     | CUSIP: 62886HBR1<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |    307000 | PA      | $313639.95    | 0.04%             | 2032-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| TK ELEVATOR MIDCO GMBH                                  | TK Elevator Midco GmbH                                                           | CUSIP: 000000000<br>LEI: 254900K869UN2ZWVB351 | Long             | DBT              | CORP              | DE        |    303000 | PA      | $356897.10    | 0.05%             | 2027-07-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                       | Iron Mountain Inc                                                                | CUSIP: 46284VAQ4<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              |  | US        |    165000 | PA      | $169653.99    | 0.02%             | 2033-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bonds                                                              | CUSIP: 912810UD8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  30400000 | PA      | $27850437.42  | 3.83%             | 2044-08-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                  | Bank of New York Mellon Corp/The                                                 | CUSIP: 064058AF7<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   2750000 | PA      | $2731726.25   | 0.38%             | 2026-09-20      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                                | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                   | CUSIP: 01883LAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    473000 | PA      | $464297.32    | 0.06%             | 2027-10-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| LCM INVESTMENTS HOLDINGS                                | LCM Investments Holdings II LLC                                                  | CUSIP: 50190EAA2<br>LEI: 549300P5V78NNQTG4428 | Long             | DBT              | CORP              | US        |     55000 | PA      | $53484.79     | 0.01%             | 2029-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| MATCH GROUP HLD II LLC                                  | Match Group Holdings II LLC                                                      | CUSIP: 57667JAA0<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |     24000 | PA      | $21473.77     | 0.00%             | 2031-10-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                              | Verus Securitization Trust 2023-1                                                | CUSIP: 92539BAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    737716 | PA      | $736683.36    | 0.10%             | 2067-12-25      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| JP MORGAN SECURITIES LLC                                | RRP ITT HOLDING                                                                  | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | Short            | RA               | CORP              | US        |   -146250 | PA      | $-146250.00   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| MH SUB I LLC                                            | MH Sub I LLC 2024 Term Loan B4                                                   | CUSIP: 000000000<br>LEI: 2549005VFKP807SR8N49 | Long             | LON              | CORP              | US        |    119611 | PA      | $103663.53    | 0.01%             | 2031-12-31      | Floating      | 8.58%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CJE2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  26000000 | PA      | $26053066.52  | 3.59%             | 2025-10-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HEALTHEQUITY INC                                        | HealthEquity Inc                                                                 | CUSIP: 42226AAA5<br>LEI: 529900LRJU1RAFQHM467 | Long             | DBT              | CORP              | US        |    170000 | PA      | $165288.08    | 0.02%             | 2029-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LABL INC                                                | LABL Inc                                                                         | CUSIP: 50168QAE5<br>LEI: 5493004FUZN8R6Y3VB98 | Long             | DBT              | CORP              | US        |    417000 | PA      | $385465.71    | 0.05%             | 2028-11-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                | Celanese US Holdings LLC                                                         | CUSIP: 15089QAZ7<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |     29000 | PA      | $29685.21     | 0.00%             | 2030-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                     | NEW YORK NY                                                                      | CUSIP: 64966SHM1<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $945205.54    | 0.13%             | 2049-10-01      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| Foundation Building Materials Holding Company LLC       | Foundation Building Materials Holding Company LLC 2021 Term Loan                 | CUSIP: 35039KAB2<br>LEI: 549300ZVE6MONHB01I28 | Long             | LON              | CORP              | US        |     78143 | PA      | $77068.71     | 0.01%             | 2028-01-31      | Floating      | 7.79%                 | No            |                  2 | On Loan: No      |
| Central Parent Inc                                      | Central Parent Inc 2024 Term Loan B                                              | CUSIP: 15477BAE7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     55302 | PA      | $46044.65     | 0.01%             | 2029-07-06      | Floating      | 7.55%                 | No            |                  2 | On Loan: No      |
| GRAFTECH GLOBAL ENTERPRI                                | GrafTech Global Enterprises Inc                                                  | CUSIP: 38431AAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     82000 | PA      | $64780.00     | 0.01%             | 2029-12-23      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| AVIENT CORP                                             | Avient Corp                                                                      | CUSIP: 05368VAB2<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | DBT              | CORP              | US        |     94000 | PA      | $94878.71     | 0.01%             | 2031-11-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ATHENAHEALTH GROUP INC                                  | AthenaHealth Group Inc                                                           | CUSIP: 60337JAA4<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | DBT              | CORP              | US        |   1917000 | PA      | $1886836.96   | 0.26%             | 2030-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust                         | BRAVO Residential Funding Trust 2023-NQM4                                        | CUSIP: 10569YAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1086155 | PA      | $1091679.63   | 0.15%             | 2063-05-25      | Variable      | 6.44%                 | No            |                  2 | On Loan: No      |
| AVANTOR FUNDING INC                                     | Avantor Funding Inc                                                              | CUSIP: 000000000<br>LEI: 5493003VM0XB4U8YD238 | Long             | DBT              | CORP              | US        |    100000 | PA      | $117559.47    | 0.02%             | 2025-11-01      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Oman Government International Bonds                     | Oman Government International Bonds                                              | CUSIP: 000000000<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |    200000 | PA      | $206100.00    | 0.03%             | 2048-01-17      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Brand Industrial Services Inc                           | Brand Industrial Services Inc 2024 Term Loan B                                   | CUSIP: 10524MAS6<br>LEI: 549300B658W2BPDQMW42 | Long             | LON              | CORP              | US        |    569902 | PA      | $474728.72    | 0.07%             | 2030-08-01      | Floating      | 8.78%                 | No            |                  2 | On Loan: No      |
| STAR ENERGY GEOTHERMAL                                  | Star Energy Geothermal Wayang Windu Ltd                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | VG        |    177970 | PA      | $181306.94    | 0.02%             | 2033-04-24      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust                      | Ellington Financial Mortgage Trust 2021-2                                        | CUSIP: 31572LAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    168660 | PA      | $140825.31    | 0.02%             | 2066-06-25      | Variable      | 0.93%                 | No            |                  2 | On Loan: No      |
| SABRE GLBL INC                                          | Sabre GLBL Inc 2024 Term Loan B2                                                 | CUSIP: 78571YBL3<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | LON              | CORP              | US        |     26469 | PA      | $24980.43     | 0.00%             | 2029-11-15      | Floating      | 10.43%                | No            |                  2 | On Loan: No      |
| SK INVICTUS INTERMEDIATE                                | SK Invictus Intermediate II Sarl                                                 | CUSIP: 29977LAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    192000 | PA      | $185929.59    | 0.03%             | 2029-10-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CITIBANK NA                                             | SWAP/CDSWAP/SCDS: (ADLERR)                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              |  | XX        |      2649 | OU      | $206.96       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Momentive Performance Materials Inc                     | Momentive Performance Materials Inc 2023 Term Loan                               | CUSIP: 60877JAG7<br>LEI: H2OFQI2FJX0T8IHKL414 | Long             | LON              | CORP              | US        |     74232 | PA      | $74386.65     | 0.01%             | 2028-03-29      | Floating      | 8.33%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                        | Altice France SA                                                                 | CUSIP: 02156LAF8<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |    600000 | PA      | $495915.00    | 0.07%             | 2029-07-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                   | Wells Fargo & Co                                                                 | CUSIP: 95000U3K7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1290000 | PA      | $1322918.00   | 0.18%             | 2035-01-23      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BOOST NEWCO BORROWER LLC                                | Boost Newco Borrower LLC                                                         | CUSIP: 36268NAA8<br>LEI: 254900S8RE1OL7TTCU64 | Long             | DBT              | CORP              | US        |    200000 | PA      | $212303.00    | 0.03%             | 2031-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ILIAD HOLDING SAS                                       | Iliad Holding SASU                                                               | CUSIP: 000000000<br>LEI: 9695009PXA7OI9NXN582 | Long             | DBT              | CORP              | FR        |    100000 | PA      | $120975.53    | 0.02%             | 2030-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| FIBERCOP SPA                                            | Fibercop SpA                                                                     | CUSIP: 000000000<br>LEI: 8156007022402E114A31 | Long             | DBT              | CORP              | IT        |    100000 | PA      | $118548.95    | 0.02%             | 2030-06-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3132DTZH6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    371420 | PA      | $348511.50    | 0.05%             | 2042-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                  | US 5YR NOTE (CBT) SEP25                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       302 | NC      | $185305.99    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                                        | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |         1 | NC      | $-10377.65    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                  | PNC Financial Services Group Inc/The                                             | CUSIP: 693475BP9<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   3705000 | PA      | $3809581.55   | 0.52%             | 2030-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                        | Colt 2024-7 Mortgage Loan Trust                                                  | CUSIP: 19688YAA2<br>LEI: 213800EA95GXXC9AJO50 | Long             | ABS-MBS          | CORP              | US        |   1397175 | PA      | $1401075.39   | 0.19%             | 2069-12-26      | Variable      | 5.54%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO LLC                                  | RRP CONSTELLIUM                                                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | Short            | RA               | CORP              | US        |   -252715 | PA      | $-252715.10   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES USA, INC.                               | RRP FHLMC 30YR                                                                   | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | Short            | RA               | CORP              | US        |   -464677 | PA      | $-464676.85   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES USA, INC.                               | RRP FNMA 30YR                                                                    | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | Short            | RA               | CORP              | US        |   -543635 | PA      | $-543634.88   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| PEBBLEBROOK HOTEL/FINANC                                | Pebblebrook Hotel LP / PEB Finance Corp                                          | CUSIP: 70510LAA7<br>LEI: N/A                  | Long             | DBT              |  | US        |     65000 | PA      | $65349.25     | 0.01%             | 2029-10-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| LIVE NATION ENTERTAINMEN                                | Live Nation Entertainment Inc                                                    | CUSIP: 538034AR0<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |     42000 | PA      | $41543.39     | 0.01%             | 2027-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                              | Intel Corp                                                                       | CUSIP: 458140CF5<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    750000 | PA      | $766900.80    | 0.11%             | 2030-02-10      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| BENIN INTL GOV BOND                                     | Benin Government International Bond                                              | CUSIP: 08205QAA6<br>LEI: 635400Q11P6AE5A5Y230 | Long             | DBT              | NUSS              | BJ        |    200000 | PA      | $188500.00    | 0.03%             | 2038-02-13      | Fixed         | 7.96%                 | No            |                  2 | On Loan: No      |
| GGAM FINANCE LTD                                        | GGAM Finance Ltd                                                                 | CUSIP: 36170JAE6<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |     72000 | PA      | $72511.20     | 0.01%             | 2030-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FMR LLC                                                 | FMR LLC                                                                          | CUSIP: 30251BAD0<br>LEI: 6X064LF7Y6B4DKF2GZ26 | Long             | DBT              | CORP              | US        |   2300000 | PA      | $2301411.19   | 0.32%             | 2033-02-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                | BX Trust 2024-BIO                                                                | CUSIP: 05612AAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    240000 | PA      | $239100.00    | 0.03%             | 2041-02-15      | Floating      | 6.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140QQJB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1284092 | PA      | $1299071.89   | 0.18%             | 2037-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WEATHERFORD INTERNATIONA                                | Weatherford International Ltd                                                    | CUSIP: 947075AU1<br>LEI: 549300A2JKMG5PGOGF82 | Long             | DBT              | CORP              | BM        |    329000 | PA      | $339109.25    | 0.05%             | 2030-04-30      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| ASURION LLC                                             | ASURION LLC 2025 TERM LOAN B13                                                   | CUSIP: 04649VBE9<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |     88623 | PA      | $86008.51     | 0.01%             | 2030-09-19      | Floating      | 8.56%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN                                | Hilton Domestic Operating Co Inc                                                 | CUSIP: 432833AQ4<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |     60000 | PA      | $61448.10     | 0.01%             | 2032-04-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                        | CIFC Funding 2015-I Ltd                                                          | CUSIP: 12548MBF1<br>LEI: 5493001TP5YQV9X08Z14 | Long             | ABS-CBDO         | CORP              | KY        |    391240 | PA      | $391506.91    | 0.05%             | 2031-01-22      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES USA, INC.                               | RRP FHLMC 15YR                                                                   | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | Short            | RA               | CORP              | US        |   -203845 | PA      | $-203845.19   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                            | Barclays PLC                                                                     | CUSIP: 06738EBT1<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    310000 | PA      | $288560.37    | 0.04%             | 2028-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES USA, INC.                               | RRP FNMA 40YR R                                                                  | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | Short            | RA               | CORP              | US        |  -1634220 | PA      | $-1634219.72  | -0.22%            |  |  |  | No            |                  2 | On Loan: No      |
| FORTRESS TRANS & INFRAST                                | Fortress Transportation and Infrastructure Investors LLC                         | CUSIP: 34960PAE1<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |    686000 | PA      | $727854.92    | 0.10%             | 2030-12-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| SREIT Trust                                             | STWD Trust 2021-FLWR                                                             | CUSIP: 78485GAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    918773 | PA      | $918198.33    | 0.13%             | 2036-07-15      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| K HOVNANIAN ENTERPRISES                                 | K Hovnanian Enterprises Inc                                                      | CUSIP: 48251UAM0<br>LEI: 549300JJCQ0KAI7CJG32 | Long             | DBT              | CORP              | US        |    542000 | PA      | $587560.52    | 0.08%             | 2029-09-30      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| ILIAD HOLDING SAS                                       | Iliad Holding SASU                                                               | CUSIP: 449691AG9<br>LEI: 9695009PXA7OI9NXN582 | Long             | DBT              | CORP              | FR        |    322000 | PA      | $329915.08    | 0.05%             | 2032-04-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| STONEPEAK NILE PARENT                                   | Stonepeak Nile Parent LLC                                                        | CUSIP: 861932AA9<br>LEI: 254900TJV3VAFZD0GU41 | Long             | DBT              | CORP              | US        |     60000 | PA      | $63603.36     | 0.01%             | 2032-03-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| MANITOWOC COMPANY INC                                   | Manitowoc Co Inc/The                                                             | CUSIP: 563571AN8<br>LEI: 2RTSLGQ89VMY18RHX631 | Long             | DBT              | CORP              | US        |     72000 | PA      | $75775.89     | 0.01%             | 2031-10-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| DIEBOLD NIXDORF INC                                     | Diebold Nixdorf Inc                                                              | CUSIP: 253651AK9<br>LEI: 549300XZK6EWDBAZSY16 | Long             | DBT              | CORP              | US        |     77000 | PA      | $81688.92     | 0.01%             | 2030-03-31      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| ARCOSA INC                                              | Arcosa Inc                                                                       | CUSIP: 039653AC4<br>LEI: 549300WFHLTCZV7D6V29 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15567.30     | 0.00%             | 2032-08-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                  | UnitedHealth Group Inc                                                           | CUSIP: 91324PAR3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1839601.16   | 0.25%             | 2036-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| LAMB WESTON HLD                                         | Lamb Weston Holdings Inc                                                         | CUSIP: 513272AE4<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |    110000 | PA      | $103014.96    | 0.01%             | 2032-01-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICALS NE                                 | Teva Pharmaceutical Finance Netherlands III BV                                   | CUSIP: 88167AAT8<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |    400000 | PA      | $406500.00    | 0.06%             | 2032-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| US BANCORP INVESTMENTS INC                              | RRP AMERICAN EL                                                                  | CUSIP: 000000000<br>LEI: H85Z6XZP8B10ES0M2G89 | Short            | RA               | CORP              | US        |  -3105000 | PA      | $-3105000.00  | -0.43%            |  |  |  | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                              | Verus Securitization Trust 2024-R1                                               | CUSIP: 924926AA6<br>LEI: 213800A8V9BALJ9WKP38 | Long             | ABS-MBS          | CORP              | US        |   1596863 | PA      | $1596084.95   | 0.22%             | 2069-09-25      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                  | US 2YR NOTE (CBT) SEP25                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       -77 | NC      | $-9726.79     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| NATIONSTAR MTG HLD INC                                  | Nationstar Mortgage Holdings Inc                                                 | CUSIP: 63861CAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     87000 | PA      | $88050.87     | 0.01%             | 2030-12-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                        | CIFC Funding 2018-I Ltd                                                          | CUSIP: 17181NAG9<br>LEI: 635400VBVF8AYJQBI411 | Long             | ABS-CBDO         | CORP              | KY        |   1295000 | PA      | $1296881.89   | 0.18%             | 2038-01-18      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                             | RRP TREASURY BO                                                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        | -40193750 | PA      | $-40193750.00 | -5.53%            |  |  |  | No            |                  2 | On Loan: No      |
| VALLOUREC SACA                                          | Vallourec SACA                                                                   | CUSIP: 92023RAA8<br>LEI: 969500P2Q1B47H4MCJ34 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $209652.00    | 0.03%             | 2032-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES USA, INC.                               | RRP FNMA 15YR U                                                                  | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | Short            | RA               | CORP              | US        |  -1250954 | PA      | $-1250953.96  | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| PMT Loan Trust                                          | PMT Loan Trust 2024-INV1                                                         | CUSIP: 73015BAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1815712 | PA      | $1803325.01   | 0.25%             | 2059-10-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| SERVICE CORP INTL                                       | Service Corp International/US                                                    | CUSIP: 817565CH5<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |    428000 | PA      | $432364.74    | 0.06%             | 2032-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES USA, INC.                               | RRP FNMA 15YR U                                                                  | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | Short            | RA               | CORP              | US        |   -910129 | PA      | $-910129.06   | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| CLOVER HOLDINGS 2 LLC                                   | Clover Holdings 2 LLC Fixed Term Loan B                                          | CUSIP: 18914DAC2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    962000 | PA      | $969215.00    | 0.13%             | 2031-12-09      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                  | Venture Global LNG Inc                                                           | CUSIP: 92332YAB7<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    815000 | PA      | $846488.08    | 0.12%             | 2031-06-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| FIBERCOP SPA                                            | Fibercop SpA                                                                     | CUSIP: 000000000<br>LEI: 8156007022402E114A31 | Long             | DBT              | CORP              | IT        |    100000 | PA      | $117959.98    | 0.02%             | 2032-06-30      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| ALBION FINANCING 1SARL /                                | Albion Financing 1 SARL / Aggreko Holdings Inc                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    100000 | PA      | $120493.14    | 0.02%             | 2030-05-21      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| GYP HOLDINGS III CORP                                   | GYP Holdings III Corp                                                            | CUSIP: 36261NAA5<br>LEI: 549300055I1KJWZH9690 | Long             | DBT              | CORP              | US        |    138000 | PA      | $138321.05    | 0.02%             | 2029-05-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| SLM CORP                                                | SLM Corp                                                                         | CUSIP: 78442PGF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     32000 | PA      | $33588.32     | 0.00%             | 2030-01-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| NOVELIS CORP                                            | Novelis Corp                                                                     | CUSIP: 670001AE6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |     95000 | PA      | $90915.00     | 0.01%             | 2030-01-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                     | RRP LEVEL 3 FIN                                                                  | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -186675 | PA      | $-186675.00   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                                | Thermo Fisher Scientific Inc                                                     | CUSIP: 883556CM2<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $717630.48    | 0.10%             | 2041-10-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                                     | NCL Corp Ltd                                                                     | CUSIP: 62886HBG5<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |     84000 | PA      | $89315.77     | 0.01%             | 2029-02-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| WHITE CAP BUYER LLC                                     | White Cap Buyer LLC                                                              | CUSIP: 96350RAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1194000 | PA      | $1192105.24   | 0.16%             | 2028-10-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| WOM CHILE HOLDCO SPA                                    | WOM Chile Holdco SpA                                                             | CUSIP: 97810KAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | CL        |    245007 | PA      | $240106.86    | 0.03%             | 2032-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corporation                      | Chase Home Lending Mortgage Trust 2019-ATR1                                      | CUSIP: 16158RAN6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    396474 | PA      | $399749.41    | 0.06%             | 2049-04-25      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                     | Southern California Edison Co                                                    | CUSIP: 842400FA6<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1266219.83   | 0.17%             | 2035-07-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Structured Asset Securities Corporation                 | Structured Asset Securities Corp Pass-Through Certificates Series 2002-AL1       | CUSIP: 86358RXY8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     11160 | PA      | $9557.42      | 0.00%             | 2032-02-25      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| GCAT                                                    | GCAT 2022-NQM3 Trust                                                             | CUSIP: 36168MAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000779 | PA      | $997239.33    | 0.14%             | 2067-04-25      | Variable      | 4.35%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HO                                | Clear Channel Outdoor Holdings Inc                                               | CUSIP: 18453HAC0<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |    237000 | PA      | $223965.00    | 0.03%             | 2028-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| University of Massachusetts Building Authority          | UNIV OF MASSACHUSETTS MA BLDG AUTH REVENUE                                       | CUSIP: 914437US5<br>LEI: 6ILE2573NPR1XO2TR556 | Long             | DBT              | MUN               | US        |    500000 | PA      | $411418.04    | 0.06%             | 2040-11-01      | Fixed         | 3.43%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF NIGERIA                                     | Nigeria Government International Bond                                            | CUSIP: 65412AFD9<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |    200000 | PA      | $210200.00    | 0.03%             | 2034-12-09      | Fixed         | 10.38%                | No            |                  2 | On Loan: No      |
| Reynolds American Inc                                   | Reynolds American Inc                                                            | CUSIP: 761713BW5<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1044036.51   | 0.14%             | 2041-08-04      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Mill City Mortgage Trust                                | Mill City Mortgage Loan Trust 2023-NQM2                                          | CUSIP: 59981CAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1461774 | PA      | $1463212.98   | 0.20%             | 2067-12-25      | Variable      | 6.24%                 | 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        |    111585 | PA      | $107626.40    | 0.01%             | 2068-10-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                       | Eversource Energy                                                                | CUSIP: 30040WAL2<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    350000 | PA      | $311129.39    | 0.04%             | 2031-03-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES USA, INC.                               | RRP FHLMC 15YR                                                                   | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | Short            | RA               | CORP              | US        |   -248387 | PA      | $-248386.79   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| AT&T Inc                                                | AT&T Inc                                                                         | CUSIP: 00206RDS8<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1425934.56   | 0.20%             | 2047-03-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                     | RRP CLOUD SOFTW                                                                  | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -697990 | PA      | $-697990.00   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                          | Bombardier Inc                                                                   | CUSIP: 097751BZ3<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |      3000 | PA      | $3149.88      | 0.00%             | 2029-02-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| APOLLO DEBT SOLUTIONS BD                                | Apollo Debt Solutions BDC                                                        | CUSIP: 03770DAD5<br>LEI: 549300UMUGX092P8DW87 | Long             | DBT              | CORP              | US        |    105000 | PA      | $109109.27    | 0.02%             | 2031-07-29      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-91051.21    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                                        | CSC Holdings LLC 2022 Term Loan B6                                               | CUSIP: 64072UAM4<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | LON              | CORP              | US        |    236380 | PA      | $232836.35    | 0.03%             | 2028-01-18      | Floating      | 8.81%                 | No            |                  2 | On Loan: No      |
| ICAHN ENTERPRISES/FIN                                   | Icahn Enterprises LP / Icahn Enterprises Finance Corp                            | CUSIP: 451102BZ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    418000 | PA      | $405013.20    | 0.06%             | 2027-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                                | Hilcorp Energy I LP / Hilcorp Finance Co                                         | CUSIP: 431318AY0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     12000 | PA      | $11665.72     | 0.00%             | 2030-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                  | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     21000 | PA      | $20923.21     | 0.00%             | 2029-06-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                   | Level 3 Financing Inc                                                            | CUSIP: 527298BV4<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    755448 | PA      | $866565.83    | 0.12%             | 2029-11-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                   | Level 3 Financing Inc                                                            | CUSIP: 527298CF8<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     60000 | PA      | $52050.00     | 0.01%             | 2030-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP INC                                  | Cloud Software Group Inc                                                         | CUSIP: 88632QAE3<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |   1727000 | PA      | $1743083.55   | 0.24%             | 2029-03-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                   | Level 3 Financing Inc                                                            | CUSIP: 527298BZ5<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    275336 | PA      | $312162.19    | 0.04%             | 2030-12-15      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                             | RRP TREASURY BO                                                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |  -1396500 | PA      | $-1396500.00  | -0.19%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES USA, INC.                               | RRP FNMA 15YR U                                                                  | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | Short            | RA               | CORP              | US        |   -128223 | PA      | $-128222.98   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                      | Ally Financial Inc                                                               | CUSIP: 02005NBZ2<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35623.11     | 0.00%             | 2029-05-15      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| ALPHA STAR HO IX LTD                                    | Alpha Star Holding IX Ltd                                                        | CUSIP: 000000000<br>LEI: 254900IL2SBV9ANGBE89 | Long             | DBT              | CORP              | AE        |    200000 | PA      | $202596.00    | 0.03%             | 2028-08-26      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST                                 | Starwood Property Trust Inc                                                      | CUSIP: 85571BBD6<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              |  | US        |    119000 | PA      | $122910.34    | 0.02%             | 2030-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ascend Learning LLC                                     | Ascend Learning, LLC 2021 2nd Lien Term Loan                                     | CUSIP: 04349HAM6<br>LEI: 549300T466HKRLVCD610 | Long             | LON              | CORP              | US        |     39026 | PA      | $39016.73     | 0.01%             | 2029-12-10      | Floating      | 10.18%                | No            |                  2 | On Loan: No      |
| MPLX LP                                                 | MPLX LP                                                                          | CUSIP: 55336VBN9<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    250000 | PA      | $249007.28    | 0.03%             | 2027-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SABRE GLBL INC                                          | Sabre GLBL Inc 2024 Term Loan B1                                                 | CUSIP: 78571YBK5<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | LON              | CORP              | US        |     78906 | PA      | $78550.75     | 0.01%             | 2029-11-15      | Floating      | 10.43%                | No            |                  2 | On Loan: No      |
| Whitebox CLO Ltd                                        | Whitebox Clo II Ltd                                                              | CUSIP: 96466CBE7<br>LEI: 549300C89ZJ5IWOT1F21 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $500337.20    | 0.07%             | 2037-10-24      | Floating      | 7.18%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES USA, INC.                               | RRP FHLMC GOLD                                                                   | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | Short            | RA               | CORP              | US        |   -437405 | PA      | $-437405.44   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| IBM CORP                                                | International Business Machines Corp                                             | CUSIP: 459200KP5<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    750000 | PA      | $515999.94    | 0.07%             | 2052-02-09      | Fixed         | 3.43%                 | No            |                  2 | On Loan: No      |
| RealPage Inc                                            | RealPage Inc 1st Lien Term Loan                                                  | CUSIP: 75605VAD4<br>LEI: 5493001RSFZX4122A604 | Long             | LON              | CORP              | US        |    211750 | PA      | $210119.53    | 0.03%             | 2028-04-24      | Floating      | 7.56%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                           | Carnival Corp                                                                    | CUSIP: 143658BZ4<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    230000 | PA      | $234312.50    | 0.03%             | 2031-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Visio Trust                                             | Visio 2023-2 Trust                                                               | CUSIP: 92839CAA5<br>LEI: 549300ZCGJ6T8YDJ4M34 | Long             | ABS-MBS          | CORP              | US        |   1120855 | PA      | $1129722.89   | 0.16%             | 2058-10-25      | Variable      | 6.60%                 | No            |                  2 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC                                | Builders FirstSource Inc                                                         | CUSIP: 12008RAT4<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |     91000 | PA      | $93694.97     | 0.01%             | 2035-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                              | Verus Securitization Trust 2022-7                                                | CUSIP: 92539NAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1333246 | PA      | $1342064.58   | 0.18%             | 2067-07-25      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| HARVEST MIDSTREAM I LP                                  | Harvest Midstream I LP                                                           | CUSIP: 417558AB9<br>LEI: 549300DW5M17KJOXCY66 | Long             | DBT              | CORP              | US        |     58000 | PA      | $61257.80     | 0.01%             | 2032-05-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA NA                                      | SWAP/CDSWAP/SCDS: (SESGFP)                                                       | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              |  | US        |      4000 | OU      | $-166.41      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC                                    | RRP HSBC HOLDIN                                                                  | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | Short            | RA               | CORP              | US        |   -218552 | PA      | $-218552.35   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| CMG MEDIA CORPORATION                                   | CMG Media Corp                                                                   | CUSIP: 125773AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    127000 | PA      | $119718.24    | 0.02%             | 2029-06-18      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION                                  | Clydesdale Acquisition Holdings Inc                                              | CUSIP: 18972EAA3<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |    219000 | PA      | $222172.19    | 0.03%             | 2029-04-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                    | OneMain Finance Corp                                                             | CUSIP: 682691AA8<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     71000 | PA      | $65514.09     | 0.01%             | 2030-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                         | CVS Health Corp                                                                  | CUSIP: 126650EG1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    320000 | PA      | $320696.82    | 0.04%             | 2054-12-10      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                                 | Dryden 37 Senior Loan Fund                                                       | CUSIP: 26249MAN7<br>LEI: 254900I0IPNA482LDS44 | Long             | ABS-CBDO         | CORP              | KY        |     94382 | PA      | $94428.73     | 0.01%             | 2031-01-15      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                       | Herc Holdings Inc                                                                | CUSIP: 42704LAF1<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |    257000 | PA      | $268399.84    | 0.04%             | 2030-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| WYNN RESORTS FINANCE LLC                                | Wynn Resorts Finance LLC / Wynn Resorts Capital Corp                             | CUSIP: 983133AC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    129000 | PA      | $137573.47    | 0.02%             | 2031-02-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140QQJD8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    936619 | PA      | $945179.22    | 0.13%             | 2037-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                        | SMB Private Education Loan Trust 2019-A                                          | CUSIP: 78449TAB7<br>LEI: 549300WEYOS38NWU8D22 | Long             | ABS-O            | CORP              | US        |    625500 | PA      | $615956.34    | 0.08%             | 2036-07-15      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| SPRINGS WINDOWS FASHIONS LLC                            | Springs Windows Fashions LLC 2024 FLFO A1 Term Loan                              | CUSIP: 000000000<br>LEI: 5493000CMZKPQ7BKPB20 | Long             | LON              | CORP              | US        |     27446 | PA      | $27343.24     | 0.00%             | 2029-12-19      | Floating      | 8.83%                 | No            |                  2 | On Loan: No      |
| ARDONAGH MIDCO 3 PLC                                    | Ardonagh Midco 3 PLC 2024 USD Term Loan B                                        | CUSIP: 000000000<br>LEI: 254900YP2E642AGM4G32 | Long             | LON              | CORP              | AU        |     90799 | PA      | $90004.93     | 0.01%             | 2031-02-15      | Floating      | 7.05%                 | No            |                  2 | On Loan: No      |
| BUCKEYE PARTNERS LP                                     | Buckeye Partners LP                                                              | CUSIP: 118230AW1<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |     46000 | PA      | $47749.70     | 0.01%             | 2030-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140XQWJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2221012 | PA      | $2251313.66   | 0.31%             | 2045-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PIKE CORP                                               | Pike Corp                                                                        | CUSIP: 721283AB5<br>LEI: 549300P4EKEP6HK0NC58 | Long             | DBT              | CORP              | US        |     57000 | PA      | $61992.00     | 0.01%             | 2031-01-31      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| METHANEX US OPERATIONS                                  | Methanex US Operations Inc                                                       | CUSIP: 59151LAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    117000 | PA      | $116659.89    | 0.02%             | 2032-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Massachusetts Educational Financing Authority           | MASSACHUSETTS ST EDUCTNL FING AUTH                                               | CUSIP: 57563RTX7<br>LEI: 5493007K5OP7V6CL0Y88 | Long             | DBT              | MUN               | US        |   1355000 | PA      | $1407348.50   | 0.19%             | 2049-07-01      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| SABRE GLBL INC                                          | Sabre GLBL Inc                                                                   | CUSIP: 78573NAJ1<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |    103000 | PA      | $105446.25    | 0.01%             | 2027-06-01      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| GENESIS ENERGY LP/FIN                                   | Genesis Energy LP / Genesis Energy Finance Corp                                  | CUSIP: 37185LAP7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    315000 | PA      | $329392.35    | 0.05%             | 2029-01-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                     | RRP RESIDEO FUN                                                                  | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |    -81638 | PA      | $-81637.50    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UNIQUE PUB FINANCE CO                                   | Unique Pub Finance Co PLC/The                                                    | CUSIP: 000000000<br>LEI: 213800FOMWLKHQTI5562 | Long             | ABS-O            | CORP              | GB        |     11596 | PA      | $16659.92     | 0.00%             | 2032-03-30      | Fixed         | 6.46%                 | No            |                  2 | On Loan: No      |
| RIZAL COMMERCIAL BANKING                                | Rizal Commercial Banking Corp                                                    | CUSIP: 000000000<br>LEI: CIKZWI6KV077KV2E2J69 | Long             | DBT              | CORP              | PH        |    200000 | PA      | $199500.00    | 0.03%             | 2025-08-27      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SOFTBANK GROUP CORP                                     | SoftBank Group Corp                                                              | CUSIP: 000000000<br>LEI: 5493003BZYYYCDIO0R13 | Long             | DBT              | CORP              | JP        |    100000 | PA      | $115996.33    | 0.02%             | 2027-01-06      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                          | Bombardier Inc                                                                   | CUSIP: 097751CA7<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    482000 | PA      | $521803.08    | 0.07%             | 2030-11-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| JP MORGAN SECURITIES LLC                                | RRP SURGERY CEN                                                                  | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | Short            | RA               | CORP              | US        |   -260332 | PA      | $-260332.50   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| ENCOMPASS HEALTH CORP                                   | Encompass Health Corp                                                            | CUSIP: 29261AAB6<br>LEI: 549300FVRPM9DRQZRG64 | Long             | DBT              | CORP              | US        |     77000 | PA      | $76022.66     | 0.01%             | 2030-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CNT PRNT/CDK GLO II/FIN                                 | Central Parent LLC / CDK Global II LLC / CDK Financing Co Inc                    | CUSIP: 154915AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    127000 | PA      | $105015.83    | 0.01%             | 2029-06-15      | Fixed         | 8.00%                 | 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        |     88000 | PA      | $88113.75     | 0.01%             | 2033-02-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Apidos CLO Ltd                                          | Apidos CLO XXIV                                                                  | CUSIP: 03759CAS9<br>LEI: 549300PPHIOJQEKPJH29 | Long             | ABS-CBDO         | CORP              | KY        |    253377 | PA      | $253445.70    | 0.03%             | 2030-10-20      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| CHOBANI LLC/FINANCE CORP                                | Chobani LLC / Chobani Finance Corp Inc                                           | CUSIP: 17027NAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    345000 | PA      | $338614.08    | 0.05%             | 2028-11-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Quorum Health Corporation                               | Quorum Health Corporation 2020 Term Loan                                         | CUSIP: 74909HAE9<br>LEI: 549300PO3E4YREFT1I57 | Long             | LON              | CORP              | US        |    125963 | PA      | $90274.10     | 0.01%             | 2028-01-28      | Floating      | 10.81%                | No            |                  2 | On Loan: No      |
| HSBC SECURITIES USA, INC.                               | RRP FNMA 15YR U                                                                  | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | Short            | RA               | CORP              | US        |  -1378408 | PA      | $-1378407.92  | -0.19%            |  |  |  | No            |                  2 | On Loan: No      |
| RYAN SPECIALTY                                          | Ryan Specialty LLC                                                               | CUSIP: 78351GAA3<br>LEI: 549300K52N7QBO3PYY45 | Long             | DBT              | CORP              | US        |    113000 | PA      | $113888.86    | 0.02%             | 2032-08-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                    | Keurig Dr Pepper Inc                                                             | CUSIP: 49271VAN0<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    400000 | PA      | $353067.56    | 0.05%             | 2031-03-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                                | Thermo Fisher Scientific Inc                                                     | CUSIP: 883556CX8<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    495000 | PA      | $506661.17    | 0.07%             | 2033-08-10      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                       | SWAP/CDSWAP/SCDS: (SESGFP)                                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              |  | DE        |      4000 | OU      | $-166.41      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                            | UBS Group AG                                                                     | CUSIP: 902613BF4<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    400000 | PA      | $436589.60    | 0.06%             | 2028-11-13      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp                                   | Northrop Grumman Corp                                                            | CUSIP: 666807BH4<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    850000 | PA      | $768770.38    | 0.11%             | 2043-06-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| KIMMERIDGE TEXAS GAS LLC                                | Kimmeridge Texas Gas LLC                                                         | CUSIP: 49446BAA2<br>LEI: 254900LM244SIFQ1QY31 | Long             | DBT              | CORP              | US        |    383000 | PA      | $396382.79    | 0.05%             | 2030-02-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| CHART INDUSTRIES INC                                    | Chart Industries Inc                                                             | CUSIP: 16115QAF7<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | DBT              | CORP              | US        |    139000 | PA      | $145522.71    | 0.02%             | 2030-01-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| PAMPA ENERGIA SA                                        | Pampa Energia SA                                                                 | CUSIP: 697660AF5<br>LEI: 254900QNIK0CVURGML24 | Long             | DBT              | CORP              | AR        |     24000 | PA      | $23942.64     | 0.00%             | 2034-12-16      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP/US FIN                                | Clarios Global LP / Clarios US Finance Co                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    105000 | PA      | $124159.77    | 0.02%             | 2031-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS                                 | Frontier Communications Holdings LLC                                             | CUSIP: 35908MAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     94006 | PA      | $94944.18     | 0.01%             | 2029-11-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CIVITAS RESOURCES INC                                   | Civitas Resources Inc                                                            | CUSIP: 17888HAB9<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |     95000 | PA      | $96055.37     | 0.01%             | 2031-07-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| MAJORDRIVE HOLDINGS IV L                                | MajorDrive Holdings IV LLC                                                       | CUSIP: 56085RAA8<br>LEI: 25490044R1FR5N8FIT62 | Long             | DBT              | CORP              | US        |    162000 | PA      | $127257.35    | 0.02%             | 2029-06-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| STAPLES INC                                             | Staples Inc                                                                      | CUSIP: 855030AQ5<br>LEI: XQM2JINI1UL7642TU573 | Long             | DBT              | CORP              | US        |    103000 | PA      | $97481.78     | 0.01%             | 2029-09-01      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP                                           | EchoStar Corp                                                                    | CUSIP: 278768AA4<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |   1278836 | PA      | $1167104.56   | 0.16%             | 2030-11-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC                                    | LifePoint Health Inc 2024 1st Lien Term Loan B                                   | CUSIP: 75915TAK8<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | LON              | CORP              | US        |    163638 | PA      | $161720.00    | 0.02%             | 2031-05-19      | Floating      | 8.01%                 | No            |                  2 | On Loan: No      |
| SURGERY CENTER HOLDINGS                                 | Surgery Center Holdings Inc                                                      | CUSIP: 86881WAF9<br>LEI: 54930054EVI5HWPPW113 | Long             | DBT              | CORP              | US        |    448000 | PA      | $456517.41    | 0.06%             | 2032-04-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| CONCENTRA HEALTH SERVICE                                | Concentra Health Services Inc                                                    | CUSIP: 20600DAA1<br>LEI: 984500GB84105F75DE32 | Long             | DBT              | CORP              | US        |    274000 | PA      | $283689.64    | 0.04%             | 2032-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| WR GRACE HOLDING LLC                                    | WR Grace Holdings LLC                                                            | CUSIP: 92943GAD3<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |    115000 | PA      | $114335.62    | 0.02%             | 2027-06-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| TEREX CORP                                              | Terex Corp                                                                       | CUSIP: 880779BA0<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | DBT              | CORP              | US        |    113000 | PA      | $110300.88    | 0.02%             | 2029-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-07-31

**Name of Applicant:** BlackRock Core Bond Trust

**Signature:** Chuck Pulsfort

**Name of Signer:** Chuck Pulsfort

**Title:** Assistant Treasurer