# EDGAR Filing Document

**Accession Number:** 0001501825
**File Stem:** 0001410368-25-011737
**Filing Date:** 2025-9
**Character Count:** 351533
**Document Hash:** 3fa516a902719ac795aa051ad90704af
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-25-011737.hdr.sgml**: 20250925

**ACCESSION NUMBER**: 0001410368-25-011737

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250731

**FILED AS OF DATE**: 20250925

**DATE AS OF CHANGE**: 20250925

**PERIOD START**: 20250731

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Hartford Funds Exchange-Traded Trust
- **CENTRAL INDEX KEY:** 0001501825

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** DE

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-23222
- **FILM NUMBER:** 251344855

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

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

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** Hartford Active Exchange-Traded Fund Trust
- **DATE OF NAME CHANGE:** 20100921

## Series and Classes Contracts Data

### Hartford Strategic Income ETF (Series ID: S000073404)

| Class ID   | Class Name                    | Ticker Symbol   |
|:---|:---|:---|
| C000230284 | Hartford Strategic Income ETF | HFSI            |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Hartford Funds Exchange-Traded Trust

- **b. Investment Company Act file number:** 811-23222

- **c. CIK number of Registrant:** 0001501825

- **d. LEI of Registrant:** 549300IA3XO4BB2LUL19

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

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

  - **City:** WAYNE

  - **State:** PA

  - **Foreign country:** US

  - **Zip / Postal Code:** 19087

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

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

- **a. Name of Series:** Hartford Strategic Income ETF

- **b. EDGAR series identifier (if any):** S000073404

- **c. LEI of Series:** 5493008HCG7WQT8RZC73

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

- **a. Date of fiscal year-end:** 2025-07-31

- **b. Date as of which information is reported:** 2025-07-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $183495805.67

**Total Liabilities:** $18021371.92

**Net Assets:** $165474433.75

**Delayed Delivery Securities:** $2311337.07

**Cash Not Reported:** $2975204.59

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -73.35000000 | **1-Year:** -1926.49000000 | **5-Year:** -4645.05000000 | **10-Year:** -3226.84000000 | **30-Year:** -1057.68000000

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

- **3-Month:** -252.11000000 | **1-Year:** -7065.18000000 | **5-Year:** -20180.77000000 | **10-Year:** -7870.73000000 | **30-Year:** -2999.89000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000230284 | 0.88%                | 2.17%                | 0.49%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $30246.61                | $639438.26                                 |
| Month 2  | $352506.11               | $1663533.28                                |
| Month 3  | $-31123.20               | $-195617.08                                |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| LUMINOR HOLDING AS                                 | Luminor Holding AS                                                                                            | CUSIP: 000000000<br>LEI: 213800RZWHE5EUX9R444 | Long             | DBT              | CORP              | EE        |     200000 | PA      | $236541.99    | 0.14%             | 2031-02-12      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                    | Long: B9D10QY69 CDS USD R V 03MEVENT 2 CCPCDX / Short: B9D10QY69 CDS USD P F  5.00000 1 CCPCDX                | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     265000 | OU      | $-20791.04    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                | JPMorgan Chase & Co                                                                                           | CUSIP: 46647PES1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      48000 | PA      | $48015.76     | 0.03%             | 2045-11-29      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| COLOSSUS ACQUIRECO LLC                             | COLOSSUS ACQUIRECO LLC TERM LOAN B                                                                            | CUSIP: 000000000<br>LEI: 2549009FT92RXWA46910 | Long             | LON              | CORP              | US        |     175000 | PA      | $174000.75    | 0.11%             | 2032-06-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                | JPMorgan Chase & Co                                                                                           | CUSIP: 46647PFC5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      10000 | PA      | $10129.55     | 0.01%             | 2036-07-23      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| STUDIO CITY FINANCE LTD                            | Studio City Finance Ltd                                                                                       | CUSIP: 000000000<br>LEI: 254900D6R731QAUIG324 | Long             | DBT              | CORP              | VG        |     935000 | PA      | $864422.55    | 0.52%             | 2029-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PRP Advisors, LLC                                  | PRPM 2024-7 LLC                                                                                               | CUSIP: 74448LAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     100000 | PA      | $100109.40    | 0.06%             | 2029-11-25      | Variable      | 8.84%                 | No            |                  2 | On Loan: No      |
| TALOS PRODUCTION INC                               | Talos Production Inc                                                                                          | CUSIP: 87485LAE4<br>LEI: 549300GZ2DZZE2Y8TX15 | Long             | DBT              | CORP              | US        |      45000 | PA      | $45887.13     | 0.03%             | 2031-02-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| COTIVITI CORPORATION                               | Cotiviti Corporation 2025 2nd Amendment Term Loan                                                             | CUSIP: 22164MAF4<br>LEI: 254900YAQHVRTG4IFI64 | Long             | LON              | CORP              | US        |     200000 | PA      | $199416.00    | 0.12%             | 2032-03-26      | Floating      | 7.08%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC             | PURCHASED HUF / SOLD USD                                                                                      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | HU        |          1 | NC      | $1258.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EOLO SPA                                           | Eolo SpA                                                                                                      | CUSIP: 000000000<br>LEI: 81560046D0F489B08569 | Long             | DBT              | CORP              | IT        |     300000 | PA      | $330695.90    | 0.20%             | 2028-10-21      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | U.S. Treasury Bonds                                                                                           | CUSIP: 912810SE9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1925000 | PA      | $1504131.84   | 0.91%             | 2048-11-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                                | PURCHASED USD / SOLD JPY                                                                                      | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | US        |          1 | NC      | $19428.39     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| IBERCAJA BANCO SA                                  | Ibercaja Banco SA                                                                                             | CUSIP: 000000000<br>LEI: 549300OLBL49CW8CT155 | Long             | DBT              | CORP              | ES        |     200000 | PA      | $229414.93    | 0.14%             | 2036-08-18      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| EUROBANK SA                                        | Eurobank SA                                                                                                   | CUSIP: 000000000<br>LEI: 213800KGF4EFNUQKAT69 | Long             | DBT              | CORP              | GR        |     100000 | PA      | $114488.54    | 0.07%             | 2036-02-07      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Imperial Fund LLC                                  | Imperial Fund Mortgage Trust 2021-NQM4                                                                        | CUSIP: 45276JAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     100000 | PA      | $75947.86     | 0.05%             | 2057-01-25      | Variable      | 4.10%                 | No            |                  2 | On Loan: No      |
| TELUS CORP                                         | TELUS Corp                                                                                                    | CUSIP: 87971MCM3<br>LEI: L2TEUTQ8OSHMJWVLCE40 | Long             | DBT              | CORP              | CA        |     119000 | PA      | $120477.62    | 0.07%             | 2055-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES INC                              | American Airlines Inc 2025 Term Loan B                                                                        | CUSIP: 02376CBT1<br>LEI: N/A                  | Long             | LON              | CORP              | KY        |      99750 | PA      | $100373.44    | 0.06%             | 2032-05-28      | Floating      | 7.58%                 | No            |                  2 | On Loan: No      |
| EASTERN EUROPEAN ELECT                             | Eastern European Electric Co BV                                                                               | CUSIP: 000000000<br>LEI: 8945004UQXDLRHI1KJ27 | Long             | DBT              | CORP              | NL        |     620000 | PA      | $732775.97    | 0.44%             | 2030-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ENERGEAN ISRAEL FINANCE                            | Energean Israel Finance Ltd                                                                                   | CUSIP: 000000000<br>LEI: 98450044QACBL3F8EB03 | Long             | DBT              | CORP              | IL        |     625000 | PA      | $583687.60    | 0.35%             | 2031-03-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Madison Safety & Flow LLC                          | Madison Safety & Flow LLC 2025 Term Loan B                                                                    | CUSIP: 55822DAM3<br>LEI: 5493007D2J7BBIFYBY65 | Long             | LON              | CORP              | US        |      99250 | PA      | $99643.03     | 0.06%             | 2031-09-26      | Floating      | 7.11%                 | No            |                  2 | On Loan: No      |
| VB-S1 Issuer LLC                                   | VB-S1 Issuer LLC - VBTEL                                                                                      | CUSIP: 91823ABG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      25000 | PA      | $25869.58     | 0.02%             | 2054-05-15      | Fixed         | 8.87%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bonds            | Colombia Government International Bonds                                                                       | CUSIP: 195325CU7<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     240000 | PA      | $167400.00    | 0.10%             | 2045-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                       | CaixaBank SA                                                                                                  | CUSIP: 12803RAH7<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |     225000 | PA      | $235719.31    | 0.14%             | 2035-06-15      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                             | PURCHASED EUR / SOLD USD                                                                                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | XX        |          1 | NC      | $-405.40      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                           | Long: B9D0UTL09 IRS USD R V 12MSOFR 99D0UTL17 CCPOIS / Short: B9D0UTL09 IRS USD P F  2.88000 99D0UTL09 CCPOIS | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     190000 | OU      | $38765.60     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LANTHEUS HOLDINGS INC                              | Lantheus Holdings Inc                                                                                         | CUSIP: 516544AB9<br>LEI: 5299005HUB5IOJGO7S39 | Long             | DBT              | CORP              | US        |     159000 | PA      | $187113.03    | 0.11%             | 2027-12-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| PEACH PROPERTY FINANCE                             | Peach Property Finance GmbH                                                                                   | CUSIP: 000000000<br>LEI: 5299006REENAMLK8A121 | Long             | DBT              | CORP              | DE        |     300000 | PA      | $336401.78    | 0.20%             | 2025-11-15      | Fixed         | 4.38%                 | 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      | $7122.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED GROUP BV                                    | United Group BV                                                                                               | CUSIP: 000000000<br>LEI: 213800PC85O8BJ7DU398 | Long             | DBT              | CORP              | NL        |     200000 | PA      | $236595.65    | 0.14%             | 2031-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| FS LUXEMBOURG SARL                                 | FS Luxembourg Sarl                                                                                            | CUSIP: 30315XAD6<br>LEI: 222100EKR3JUJPGGOY81 | Long             | DBT              | CORP              | LU        |     630000 | PA      | $627795.00    | 0.38%             | 2033-06-25      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP                                  | Clarios Global LP 2025 USD Term Loan B                                                                        | CUSIP: 000000000<br>LEI: 549300474L1ZLXZY2P98 | Long             | LON              | CORP              | US        |     130000 | PA      | $129945.40    | 0.08%             | 2032-01-28      | Floating      | 7.11%                 | No            |                  2 | On Loan: No      |
| Ballyrock Ltd                                      | Ballyrock CLO 28 Ltd                                                                                          | CUSIP: 05876JAA6<br>LEI: 2549006FL37LMQQU3H44 | Long             | ABS-CBDO         | CORP              | KY        |     250000 | PA      | $247866.00    | 0.15%             | 2038-01-20      | Floating      | 9.33%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                           | Corebridge Financial Inc                                                                                      | CUSIP: 21871X208<br>LEI: 549300XY1661QCIA7J65 | Long             | EP               | CORP              | US        |       2505 | NS      | $60846.45     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| DC Commercial Mortgage Trust                       | DC Trust 2024-HLTN                                                                                            | CUSIP: 24022FAN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      85000 | PA      | $84657.32     | 0.05%             | 2040-04-13      | Variable      | 10.31%                | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                            | Mexican Bonos                                                                                                 | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    2168900 | PA      | $105789.61    | 0.06%             | 2035-05-24      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| ACADIA HEALTHCARE CO INC                           | Acadia Healthcare Co Inc                                                                                      | CUSIP: 00404AAP4<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |      50000 | PA      | $48314.53     | 0.03%             | 2029-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Pretium Mortgage Credit Partners LLC               | Pret 2025-NPL7 LLC                                                                                            | CUSIP: 740934AB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     165000 | PA      | $164942.91    | 0.10%             | 2055-07-25      | Variable      | 8.35%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                             | US 10YR ULTRA FUT SEP25                                                                                       | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         76 | NC      | $7866.84      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MEX BONOS DESARR FIX RT                            | Mexican Bonos                                                                                                 | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     420300 | PA      | $20238.57     | 0.01%             | 2034-11-23      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                | COMM 2024-CBM Mortgage Trust                                                                                  | CUSIP: 12674GAN4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     314000 | PA      | $308846.51    | 0.19%             | 2041-12-10      | Variable      | 7.93%                 | No            |                  2 | On Loan: No      |
| YPF SOCIEDAD ANONIMA                               | YPF SA                                                                                                        | CUSIP: 000000000<br>LEI: 5493003N7447U18U5U53 | Long             | DBT              | CORP              | AR        |     365000 | PA      | $364938.94    | 0.22%             | 2027-07-21      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                            | Romanian Government International Bond                                                                        | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      89000 | PA      | $66079.41     | 0.04%             | 2042-04-13      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| DELUXE CORP                                        | Deluxe Corp                                                                                                   | CUSIP: 248019AW1<br>LEI: KWGNKB8TX9LE5TV29231 | Long             | DBT              | CORP              | US        |      93000 | PA      | $95742.20     | 0.06%             | 2029-09-15      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| TENN VALLEY AUTHORITY                              | Tennessee Valley Authority                                                                                    | CUSIP: 880591FD9<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |      55000 | PA      | $55796.72     | 0.03%             | 2035-05-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CHAMP ACQUISITION CORP                             | Champ Acquisition Corp                                                                                        | CUSIP: 15807XAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      65000 | PA      | $68766.43     | 0.04%             | 2031-12-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| BONOS TESORERIA PESOS                              | Bonos de la Tesoreria de la Republica en pesos                                                                | CUSIP: 000000000<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |   85000000 | PA      | $84090.30     | 0.05%             | 2030-09-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| EUSHI FINANCE INC                                  | EUSHI Finance Inc                                                                                             | CUSIP: 29882DAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     115000 | PA      | $120155.11    | 0.07%             | 2054-12-15      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | U.S. Treasury Inflation-Indexed Bonds                                                                         | CUSIP: 912810SM1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1400325 | PA      | $798353.67    | 0.48%             | 2050-02-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Whetstone Park CLO Ltd                             | Whetstone Park CLO Ltd                                                                                        | CUSIP: 96330AAA4<br>LEI: 549300M54M5QSBMB3780 | Long             | ABS-CBDO         | CORP              | KY        |     290000 | PA      | $285622.74    | 0.17%             | 2035-01-20      | Floating      | 10.74%                | No            |                  2 | On Loan: No      |
| Gloves Buyer Inc                                   | Gloves Buyer Inc 2025 Term Loan                                                                               | CUSIP: 37987UAG7<br>LEI: 54930015O0Y94T5H8Z18 | Long             | LON              | CORP              | US        |     100000 | PA      | $97825.00     | 0.06%             | 2032-01-17      | Floating      | 8.36%                 | No            |                  2 | On Loan: No      |
| FUGUE FINANCE BV                                   | Fugue Finance BV 2025 Add-on Term Loan                                                                        | CUSIP: 000000000<br>LEI: 254900Y4DWBRGAFENC88 | Long             | LON              | CORP              | US        |     100000 | PA      | $100339.00    | 0.06%             | 2032-01-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                  | HSBC Holdings PLC                                                                                             | CUSIP: 404280FA2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     325000 | PA      | $331133.23    | 0.20%             | 2030-06-05      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                           | CHS/Community Health Systems Inc                                                                              | CUSIP: 12543DBK5<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |     114000 | PA      | $95388.10     | 0.06%             | 2031-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| VELOCITY VEHICLE GROUP                             | Velocity Vehicle Group LLC                                                                                    | CUSIP: 92262TAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     118000 | PA      | $119394.41    | 0.07%             | 2029-06-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| BENIN INTL GOV BOND                                | Benin Government International Bond                                                                           | CUSIP: 000000000<br>LEI: 635400Q11P6AE5A5Y230 | Long             | DBT              | NUSS              | BJ        |     200000 | PA      | $193673.13    | 0.12%             | 2038-02-13      | Fixed         | 7.96%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                        | Southern Co/The                                                                                               | CUSIP: 842587867<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EP               | CORP              | US        |       3790 | NS      | $98881.10     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Verus Securitization Trust                         | Verus Securitization Trust 2021-5                                                                             | CUSIP: 92538KAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     135000 | PA      | $93637.35     | 0.06%             | 2066-09-25      | Variable      | 3.04%                 | No            |                  2 | On Loan: No      |
| VTR FINANCE BV                                     | VTR Finance NV                                                                                                | CUSIP: 000000000<br>LEI: 213800F4XI4RJB82XM19 | Long             | DBT              | CORP              | NL        |     200000 | PA      | $193999.68    | 0.12%             | 2028-07-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| STEM INC                                           | Stem Inc                                                                                                      | CUSIP: 85859NAA0<br>LEI: 549300GVWIYFILN5V546 | Long             | DBT              | CORP              | US        |      30000 | PA      | $6588.00      | 0.00%             | 2028-12-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                        | PURCHASED INR / SOLD USD                                                                                      | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | IN        |          1 | NC      | $-887.60      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                           | Long: B9D101AN3 IRS USD R V 12MSOFR 99D101AQ6 CCPOIS / Short: B9D101AN3 IRS USD P F  3.75000 99D101AN3 CCPOIS | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     215000 | OU      | $11745.64     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                    | Long: S9D10LWZ8 CDS EUR R F  1.00000 1 CCPCORPORATE / Short: S9D10LWZ8 CDS EUR P V 03MEVENT 2 CCPCORPORATE    | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |      30000 | OU      | $19.31        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Pretium Mortgage Credit Partners LLC               | PRET 2024-NPL9 LLC                                                                                            | CUSIP: 74143TAB5<br>LEI: 25490072TKR6YZ7BOH19 | Long             | ABS-O            | CORP              | US        |     100000 | PA      | $99920.60     | 0.06%             | 2054-12-25      | Variable      | 8.59%                 | No            |                  2 | On Loan: No      |
| OCP CLO 2024-33 Ltd                                | Ocp Clo 2024-33 Ltd                                                                                           | CUSIP: 671080AL3<br>LEI: 213800MSZWCRHL4TG372 | Long             | ABS-CBDO         | CORP              | KY        |     250000 | PA      | $251332.50    | 0.15%             | 2037-07-20      | Floating      | 8.73%                 | No            |                  2 | On Loan: No      |
| WE SODA INV HOLDING PLC                            | WE Soda Investments Holding PLC                                                                               | CUSIP: 92943TAA1<br>LEI: 984500SE38C07DB47A90 | Long             | DBT              | CORP              | GB        |     315000 | PA      | $328424.64    | 0.20%             | 2028-10-06      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| ODIDO HOLD BV                                      | Odido Holding BV                                                                                              | CUSIP: 000000000<br>LEI: 7245000O9YOLPPM9YB33 | Long             | DBT              | CORP              | NL        |     100000 | PA      | $114147.18    | 0.07%             | 2029-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| GREENKO WIND PROJECTS MU                           | Greenko Wind Projects Mauritius Ltd                                                                           | CUSIP: 39531JAB0<br>LEI: 254900MSUXE1FF83DP82 | Long             | DBT              | CORP              | MU        |     225000 | PA      | $229139.24    | 0.14%             | 2028-09-27      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| AIR COMM CORPORATION LLC                           | AIR COMM CORPORATION LLC 2025 DELAYED DRAW TERM LOAN                                                          | CUSIP: 82670NAH9<br>LEI: 254900S9ONE06XB1T251 | Long             | LON              | CORP              | US        |       1795 | PA      | $1794.87      | 0.00%             | 2031-12-11      | Floating      | 7.06%                 | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                                | PURCHASED USD / SOLD CHF                                                                                      | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | US        |          1 | NC      | $4923.58      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NOVA LJUBLJANSKA BANK                              | Nova Ljubljanska Banka dd                                                                                     | CUSIP: 000000000<br>LEI: 5493001BABFV7P27OW30 | Long             | DBT              | CORP              | SI        |     100000 | PA      | $122752.96    | 0.07%             | 2034-01-24      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust         | JPMBB Commercial Mortgage Securities Trust 2015-C28                                                           | CUSIP: 46644FAX9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     205000 | PA      | $183413.50    | 0.11%             | 2048-10-15      | Variable      | 3.74%                 | No            |                  2 | On Loan: No      |
| SHOPIFY INC                                        | Shopify Inc                                                                                                   | CUSIP: 82509LAA5<br>LEI: 549300HGQ43STJLLP808 | Long             | DBT              | CORP              | CA        |     155000 | PA      | $158565.00    | 0.10%             | 2025-11-01      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| IVANHOE MINES LTD                                  | Ivanhoe Mines Ltd                                                                                             | CUSIP: 46579RAE4<br>LEI: 5299006XZISURYIA4G32 | Long             | DBT              | CORP              | CA        |     615000 | PA      | $617980.29    | 0.37%             | 2030-01-23      | Fixed         | 7.88%                 | 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        |     100000 | PA      | $119353.17    | 0.07%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| COUGAR JV SUBSIDIARY LLC                           | Cougar JV Subsidiary LLC                                                                                      | CUSIP: 22208WAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      40000 | PA      | $42305.56     | 0.03%             | 2032-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Ally Auto Receivables Trust                        | Ally Auto Receivables Trust 2022-1                                                                            | CUSIP: 02008JAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1155000 | PA      | $1149772.47   | 0.69%             | 2027-06-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| AZULE ENERGY FINANCE PLC                           | Azule Energy Finance Plc                                                                                      | CUSIP: 05501YAA6<br>LEI: 2138006X6O82RJSQDB63 | Long             | DBT              | CORP              | GB        |    1025000 | PA      | $1032614.73   | 0.62%             | 2030-01-23      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                   | PURCHASED USD / SOLD EUR                                                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |          1 | NC      | $5164.61      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PRP Advisors, LLC                                  | PRPM 2025-2 LLC                                                                                               | CUSIP: 69382HAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     605000 | PA      | $606142.97    | 0.37%             | 2030-05-25      | Variable      | 9.56%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                     | PURCHASED USD / SOLD EUR                                                                                      | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |          1 | NC      | $300.32       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                           | Virginia Electric and Power Co                                                                                | CUSIP: 927804FT6<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |      15000 | PA      | $12245.30     | 0.01%             | 2045-05-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| PG Investment Company 59 Sa rl                     | PG Investment Company 59 Sa rl Term Loan B                                                                    | CUSIP: 91728NAB5<br>LEI: 254900XMCCB3IEZ2A005 | Long             | LON              | CORP              | LU        |      99500 | PA      | $99748.75     | 0.06%             | 2031-03-26      | Floating      | 7.05%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                             | Bank of New York Mellon Corp/The                                                                              | CUSIP: 06406RBT3<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |      40000 | PA      | $42251.17     | 0.03%             | 2029-10-25      | Fixed         | 6.32%                 | No            |                  2 | On Loan: No      |
| VISTAJET MALTA/VM HOLDS                            | VistaJet Malta Finance PLC / Vista Management Holding Inc                                                     | CUSIP: 92841HAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |      72000 | PA      | $73799.93     | 0.04%             | 2028-06-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| IVORY COAST                                        | Ivory Coast Government International Bond                                                                     | CUSIP: 000000000<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |     200000 | PA      | $222656.52    | 0.13%             | 2031-10-17      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                           | Long: B9D0V4P66 IRS USD R V 12MSOFR 99D0V4P74 CCPOIS / Short: B9D0V4P66 IRS USD P F  3.25000 99D0V4P66 CCPOIS | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     125000 | OU      | $17104.37     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                      | PURCHASED EUR / SOLD USD                                                                                      | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | XX        |          1 | NC      | $-2562.49     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VEDANTA RESOURCES                                  | Vedanta Resources Finance II PLC                                                                              | CUSIP: 92243XAL5<br>LEI: 8945002DGA3BBXO3N634 | Long             | DBT              | CORP              | GB        |    1000000 | PA      | $1003706.60   | 0.61%             | 2033-04-24      | Fixed         | 9.85%                 | No            |                  2 | On Loan: No      |
| GM Financial Consumer Automobile Receivables Trust | GM Financial Consumer Automobile Receivables Trust 2025-1                                                     | CUSIP: 362955AE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     205000 | PA      | $207466.50    | 0.13%             | 2030-08-16      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                           | Lloyds Banking Group PLC                                                                                      | CUSIP: 000000000<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |     200000 | PA      | $280215.39    | 0.17%             | 2028-03-27      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                | Petroleos Mexicanos                                                                                           | CUSIP: 71654QDD1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     300000 | PA      | $254329.09    | 0.15%             | 2050-01-23      | Fixed         | 7.69%                 | No            |                  2 | On Loan: No      |
| MCAFEE LLC                                         | McAfee LLC 2024 USD 1st Lien Term Loan B                                                                      | CUSIP: 57906HAF4<br>LEI: 2549009UKR8UEZYVCR93 | Long             | LON              | CORP              | US        |     250647 | PA      | $241821.96    | 0.15%             | 2029-03-01      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| Rad CLO 12 Ltd                                     | Rad CLO 12 Ltd                                                                                                | CUSIP: 75009QAG0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     510000 | PA      | $510070.89    | 0.31%             | 2040-07-30      | Floating      | 10.96%                | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE HOLD                              | Freedom Mortgage Holdings LLC                                                                                 | CUSIP: 35641AAB4<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |     157000 | PA      | $163203.86    | 0.10%             | 2031-05-15      | Fixed         | 9.13%                 | No            |                  2 | On Loan: No      |
| Apidos CLO Ltd                                     | Apidos CLO LIII                                                                                               | CUSIP: 03771GAA3<br>LEI: 254900V9JISXCX9V0G97 | Long             | ABS-CBDO         | CORP              | KY        |     305000 | PA      | $311474.24    | 0.19%             | 2038-07-20      | Floating      | 10.76%                | No            |                  2 | On Loan: No      |
| United States Treasury                             | U.S. Treasury Inflation-Indexed Notes                                                                         | CUSIP: 91282CJY8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1615637 | PA      | $1597445.73   | 0.97%             | 2034-01-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Installed Building Products Inc                    | Installed Building Products Inc 2024 1st Lien Term Loan B                                                     | CUSIP: 45780YAZ9<br>LEI: 549300I95Y9P9YM5FI86 | Long             | LON              | CORP              | US        |     111300 | PA      | $111509.01    | 0.07%             | 2031-03-28      | Floating      | 6.11%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC           | Avis Budget Rental Car Funding AESOP LLC                                                                      | CUSIP: 05377RKH6<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |     100000 | PA      | $100504.70    | 0.06%             | 2028-02-20      | Fixed         | 7.32%                 | No            |                  2 | On Loan: No      |
| GUIDEWIRE SOFTWARE INC                             | Guidewire Software Inc                                                                                        | CUSIP: 40171VAB6<br>LEI: 549300WXSG0J8IXZCK32 | Long             | DBT              | CORP              | US        |     177000 | PA      | $202930.50    | 0.12%             | 2029-11-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                            | International Bank for Reconstruction & Development                                                           | CUSIP: 000000000<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |    2160000 | PA      | $108813.36    | 0.07%             | 2027-06-03      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| VISTA MANAGEMENT HOLDING INC                       | Vista Management Holding Inc 2025 Term Loan B                                                                 | CUSIP: 92842EAB4<br>LEI: 5299005VABKD28UWHI65 | Long             | LON              | CORP              | US        |     100000 | PA      | $100333.00    | 0.06%             | 2031-04-01      | Floating      | 8.04%                 | No            |                  2 | On Loan: No      |
| PIRAEUS FINANCIAL HLDGS                            | Piraeus Financial Holdings SA                                                                                 | CUSIP: 000000000<br>LEI: M6AD1Y1KW32H8THQ6F76 | Long             | DBT              | CORP              | GR        |     425000 | PA      | $505231.41    | 0.31%             | 2026-06-16      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                               | Indonesia Treasury Bond                                                                                       | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 3435000000 | PA      | $215392.64    | 0.13%             | 2030-09-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC / FIN INC                             | Acrisure LLC / Acrisure Finance Inc                                                                           | CUSIP: 004961AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      10000 | PA      | $10124.99     | 0.01%             | 2032-07-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                | Freddie Mac STACR REMIC Trust 2020-HQA2                                                                       | CUSIP: 35565LBE5<br>LEI: 5493000ITBJ4KEFYWF83 | Long             | ABS-MBS          | USGSE             | US        |     280000 | PA      | $335292.55    | 0.20%             | 2050-03-25      | Floating      | 12.06%                | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                    | Long: S9D10Q3P1 CDS EUR R F  5.00000 1 CCPITRAXX / Short: S9D10Q3P1 CDS EUR P V 03MEVENT 2 CCPITRAXX          | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    4710000 | OU      | $560002.15    | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| Banc of America Merrill Lynch Large Loan Inc       | BAMLL Commercial Mortgage Securities Trust 2019-BPR                                                           | CUSIP: 05492PAL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     100000 | PA      | $78438.34     | 0.05%             | 2032-11-05      | Variable      | 3.72%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                   | Fannie Mae Connecticut Avenue Securities                                                                      | CUSIP: 20754EAF2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      15000 | PA      | $15860.80     | 0.01%             | 2043-07-25      | Floating      | 8.25%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                   | Altice France SA                                                                                              | CUSIP: 000000000<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |     100000 | PA      | $105072.54    | 0.06%             | 2027-02-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| GOAT HOLDCO LLC                                    | Goat Holdco LLC                                                                                               | CUSIP: 38021MAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      20000 | PA      | $20161.33     | 0.01%             | 2032-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BONOS DE TESORERIA                                 | Peru Government Bond                                                                                          | CUSIP: 000000000<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     141000 | PA      | $41619.49     | 0.03%             | 2039-08-12      | Fixed         | 7.60%                 | No            |                  2 | On Loan: No      |
| AMSR Trust                                         | AMSR 2025-SFR1 Trust                                                                                          | CUSIP: 00182MAQ4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     100000 | PA      | $83498.81     | 0.05%             | 2042-06-17      | Variable      | 3.66%                 | No            |                  2 | On Loan: No      |
| NOTA DO TESOURO NACIONAL                           | Brazil Notas do Tesouro Nacional Serie F                                                                      | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     320000 | PA      | $45865.80     | 0.03%             | 2035-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Goldman Sachs International                        | PURCHASED USD / SOLD PHP                                                                                      | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |          1 | NC      | $3538.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KAIXO BONDCO TELECOM SA                            | Kaixo Bondco Telecom SA                                                                                       | CUSIP: 000000000<br>LEI: 959800ULWB3MZHZ69055 | Long             | DBT              | CORP              | ES        |     200000 | PA      | $232315.70    | 0.14%             | 2029-09-30      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| PICARD GROUPE SAS                                  | Picard Groupe SAS                                                                                             | CUSIP: 000000000<br>LEI: 969500C0PA29TV19CT55 | Long             | DBT              | CORP              | FR        |     200000 | PA      | $239690.96    | 0.14%             | 2029-07-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                   | Fannie Mae Connecticut Avenue Securities                                                                      | CUSIP: 30711XBQ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      24382 | PA      | $25680.28     | 0.02%             | 2028-08-25      | Floating      | 16.21%                | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                      | PURCHASED USD / SOLD CAD                                                                                      | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $3809.84      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FUGUE FINANCE BV                                   | FUGUE FINANCE BV 2025 REPRICED TERM LOAN                                                                      | CUSIP: 000000000<br>LEI: 254900Y4DWBRGAFENC88 | Long             | LON              | CORP              | US        |     100000 | PA      | $100339.00    | 0.06%             | 2032-01-09      | Floating      | 7.10%                 | 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        |      65171 | PA      | $62010.08     | 0.04%             | 2028-05-03      | Floating      | 8.61%                 | No            |                  2 | On Loan: No      |
| CFC BIDCO 2022 LTD                                 | CFC BIDCO 2022 LTD TERM LOAN B                                                                                | CUSIP: 12531JAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     120000 | PA      | $119625.60    | 0.07%             | 2032-05-30      | Floating      | 8.04%                 | No            |                  2 | On Loan: No      |
| Home Re Ltd                                        | Home RE 2023-1 Ltd                                                                                            | CUSIP: 43731BAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     146193 | PA      | $150086.99    | 0.09%             | 2033-10-25      | Floating      | 8.95%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                           | CHS/Community Health Systems Inc                                                                              | CUSIP: 12543DBJ8<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |     480000 | PA      | $373200.00    | 0.23%             | 2029-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                  | EURO-BTP FUTURE SEP25                                                                                         | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |        -28 | NC      | $6997.56      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SANDISK CORP                                       | Sandisk Corp Term Loan B                                                                                      | CUSIP: 80004YAC7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     237500 | PA      | $236609.38    | 0.14%             | 2032-02-20      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                 | Energy Transfer LP                                                                                            | CUSIP: 29273VAX8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      56000 | PA      | $59655.96     | 0.04%             | 2054-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| PRP Advisors, LLC                                  | PRPM 2024-6 LLC                                                                                               | CUSIP: 74390PAB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     100000 | PA      | $98926.61     | 0.06%             | 2029-11-25      | Variable      | 8.60%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | U.S. Treasury Notes                                                                                           | CUSIP: 91282CNC1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     199300 | PA      | $197556.13    | 0.12%             | 2035-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ALABAMA POWER CO                                   | Alabama Power Co                                                                                              | CUSIP: 010392GC6<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |      50000 | PA      | $50255.83     | 0.03%             | 2035-04-02      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                           | Thailand Government Bond                                                                                      | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |     693000 | PA      | $25698.41     | 0.02%             | 2043-06-17      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| BONOS DE TESORERIA                                 | Peru Government Bond                                                                                          | CUSIP: 000000000<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     169000 | PA      | $51750.46     | 0.03%             | 2031-08-12      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| BANCA TRANSILVANIA                                 | Banca Transilvania SA                                                                                         | CUSIP: 000000000<br>LEI: 549300RG3H390KEL8896 | Long             | DBT              | CORP              | RO        |     205000 | PA      | $243158.27    | 0.15%             | 2027-04-27      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Zelis Payments Buyer Inc                           | Zelis Payments Buyer Inc Term Loan B                                                                          | CUSIP: 98932TAG8<br>LEI: 549300U8NGLZN5R1Y309 | Long             | LON              | CORP              | US        |     192051 | PA      | $191260.22    | 0.12%             | 2029-09-28      | Floating      | 7.11%                 | No            |                  2 | On Loan: No      |
| Hin Timeshare Trust                                | HINNT 2024-A LLC                                                                                              | CUSIP: 40472QAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      28046 | PA      | $26788.17     | 0.02%             | 2043-03-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| MILLICOM INTL CELLULAR                             | Millicom International Cellular SA                                                                            | CUSIP: 000000000<br>LEI: 549300CTHC1CP86P2G96 | Long             | DBT              | CORP              | LU        |     200000 | PA      | $184281.75    | 0.11%             | 2031-04-27      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AEGEA FINANCE SARL                                 | Aegea Finance Sarl                                                                                            | CUSIP: 00775CAC0<br>LEI: 213800V6WTKUT1XWIZ47 | Long             | DBT              | CORP              | LU        |     400000 | PA      | $429920.53    | 0.26%             | 2031-01-20      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| ALA Trust                                          | ALA Trust 2025-OANA                                                                                           | CUSIP: 009920AG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      95000 | PA      | $94770.86     | 0.06%             | 2040-06-15      | Floating      | 7.43%                 | No            |                  2 | On Loan: No      |
| MIDDLEBY CORP                                      | Middleby Corp/The                                                                                             | CUSIP: 596278AB7<br>LEI: JDFO86U9VQRBKW5KYA35 | Long             | DBT              | CORP              | US        |      36000 | PA      | $40724.66     | 0.02%             | 2025-09-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| PG&E CORP                                          | PG&E Corp                                                                                                     | CUSIP: 69331CAL2<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |     220000 | PA      | $219120.00    | 0.13%             | 2027-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                             | Sempra                                                                                                        | CUSIP: 816851604<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | EP               | CORP              | US        |        636 | NS      | $14112.84     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| KKR & CO INC                                       | KKR & Co Inc                                                                                                  | CUSIP: 48251W500<br>LEI: 54930013V5I303TF9571 | Long             | EP               | CORP              | US        |        416 | NS      | $23899.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                                   | PURCHASED USD / SOLD EUR                                                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |          1 | NC      | $8399.30      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                   | PURCHASED USD / SOLD EUR                                                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |          1 | NC      | $1473.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AFRICELL HOLDING LTD                               | Africell Holding Ltd                                                                                          | CUSIP: 00833NAA0<br>LEI: 984500JFB7AFK4B6C829 | Long             | DBT              | CORP              | JE        |     450000 | PA      | $438489.32    | 0.26%             | 2029-10-23      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| BULGARIAN ENERGY HLD                               | Bulgarian Energy Holding EAD                                                                                  | CUSIP: 000000000<br>LEI: 635400E1RWKJXPSBCV07 | Long             | DBT              | CORP              | BG        |     429000 | PA      | $474742.45    | 0.29%             | 2028-07-22      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                    | Long: B9D10CEE5 CDS EUR R V 03MEVENT 2 CCPCORPORATE / Short: B9D10CEE5 CDS EUR P F  1.00000 1 CCPCORPORATE    | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     150000 | OU      | $-355.03      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                               | Bank of America Corp                                                                                          | CUSIP: 06055HAK9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      20000 | PA      | $19931.20     | 0.01%             | 2030-07-26      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| LINCOLN NATIONAL CORP                              | Lincoln National Corp                                                                                         | CUSIP: 534187BR9<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |     176000 | PA      | $191071.94    | 0.12%             | 2027-12-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Project Boost Purchaser LLC                        | Project Boost Purchaser LLC 2025 Refinancing Term Loan                                                        | CUSIP: 74339NAG1<br>LEI: 254900SVSL94NTLSDY26 | Long             | LON              | CORP              | US        |     150000 | PA      | $149907.00    | 0.09%             | 2031-07-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                 | Credit Agricole SA                                                                                            | CUSIP: 000000000<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |     100000 | PA      | $121678.23    | 0.07%             | 2029-09-23      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ENERGEAN ISRAEL FINANCE                            | Energean Israel Finance Ltd                                                                                   | CUSIP: 000000000<br>LEI: 98450044QACBL3F8EB03 | Long             | DBT              | CORP              | IL        |     280000 | PA      | $269465.00    | 0.16%             | 2028-03-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| LABL INC                                           | LABL Inc                                                                                                      | CUSIP: 50168QAC9<br>LEI: 5493004FUZN8R6Y3VB98 | Long             | DBT              | CORP              | US        |      24000 | PA      | $21290.90     | 0.01%             | 2028-11-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| MACY'S RETAIL HLDGS LLC                            | Macy's Retail Holdings LLC                                                                                    | CUSIP: 55616XAG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      50000 | PA      | $35056.28     | 0.02%             | 2042-01-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                      | PURCHASED USD / SOLD GBP                                                                                      | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $19685.44     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDEN STATE FOOD LLC                              | Golden State Food LLC Term Loan B                                                                             | CUSIP: 38121NAC7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      99252 | PA      | $99624.69     | 0.06%             | 2031-12-04      | Floating      | 8.59%                 | No            |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND                             | Republic of Poland Government Bond                                                                            | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     375000 | PA      | $99541.21     | 0.06%             | 2027-05-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| AI CANDELARIA -SPAIN- SA                           | AL Candelaria -spain- SA                                                                                      | CUSIP: 000000000<br>LEI: 213800L5KA2MJ5FKRZ02 | Long             | DBT              | CORP              | ES        |     500000 | PA      | $431245.00    | 0.26%             | 2033-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ INVESTOR                            | Mitsubishi UFJ Investor Services & Banking Luxembourg SA                                                      | CUSIP: 000000000<br>LEI: 2138002PVBMEHILJ1340 | Long             | DBT              | CORP              | LU        |     300000 | PA      | $207620.92    | 0.13%             | 2050-12-15      | Floating      | 6.54%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SRI LANKA                              | Sri Lanka Government International Bond                                                                       | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |     346727 | PA      | $290903.95    | 0.18%             | 2036-05-15      | Variable      | 3.60%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | U.S. Treasury Bonds                                                                                           | CUSIP: 912810RT7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     390000 | PA      | $252509.77    | 0.15%             | 2046-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                             | PURCHASED USD / SOLD EUR                                                                                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $459.37       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                             | US ULTRA BOND CBT SEP25                                                                                       | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         37 | NC      | $30895.86     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| RAIZEN FUELS FINANCE                               | Raizen Fuels Finance SA                                                                                       | CUSIP: 75102XAF3<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |     270000 | PA      | $265545.00    | 0.16%             | 2032-07-08      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                                 | PURCHASED USD / SOLD CLP                                                                                      | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |          1 | NC      | $3431.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HTL Commercial Mortgage Trust                      | HTL Commercial Mortgage Trust 2024-T53                                                                        | CUSIP: 404300AG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     255000 | PA      | $261509.77    | 0.16%             | 2039-05-10      | Variable      | 8.20%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                            | Mexican Bonos                                                                                                 | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    1940500 | PA      | $84783.06     | 0.05%             | 2042-11-13      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                        | BNP Paribas SA                                                                                                | CUSIP: 05602XJC3<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |     200000 | PA      | $205607.40    | 0.12%             | 2034-09-10      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                | Freddie Mac STACR REMIC Trust 2021-DNA6                                                                       | CUSIP: 35564KLU1<br>LEI: 5493000ISONLNOUKGB71 | Long             | ABS-MBS          | USGSE             | US        |      55000 | PA      | $56450.08     | 0.03%             | 2041-10-25      | Floating      | 7.75%                 | No            |                  2 | On Loan: No      |
| LABL INC                                           | LABL Inc                                                                                                      | CUSIP: 50168QAF2<br>LEI: 5493004FUZN8R6Y3VB98 | Long             | DBT              | CORP              | US        |      25000 | PA      | $20765.14     | 0.01%             | 2031-10-01      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| TRUST FIBRAUNO                                     | Trust Fibra Uno                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              |  | MX        |     200000 | PA      | $207009.20    | 0.13%             | 2034-02-13      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                  | PURCHASED USD / SOLD EUR                                                                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |          1 | NC      | $12611.76     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MHP LUX SA                                         | MHP Lux SA                                                                                                    | CUSIP: 000000000<br>LEI: 222100RHC7R1WZ1J3M44 | Long             | DBT              | CORP              | LU        |     200000 | PA      | $162424.00    | 0.10%             | 2029-09-19      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ADANI ELECTRICITY MUMBAI                           | Adani Electricity Mumbai Ltd                                                                                  | CUSIP: 000000000<br>LEI: 335800AIC1B5EBFVUC38 | Long             | DBT              | CORP              | IN        |     200000 | PA      | $175701.00    | 0.11%             | 2031-07-22      | Fixed         | 3.87%                 | No            |                  2 | On Loan: No      |
| UBS SWITZERLAND AG                                 | UBS Switzerland AG                                                                                            | CUSIP: 000000000<br>LEI: 549300WOIFUSNYH0FL22 | Long             | DBT              | CORP              | CH        |     125000 | PA      | $144853.01    | 0.09%             | 2031-06-21      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                  | PURCHASED USD / SOLD EUR                                                                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |          1 | NC      | $8882.85      | 0.01%             |  |  |  | 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        |      92077 | PA      | $92076.92     | 0.06%             | 2031-12-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COMPANIES INC                        | Bausch Health Companies Inc 2025 Term Loan B                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |     200000 | PA      | $195688.00    | 0.12%             | 2030-10-08      | Floating      | 10.61%                | No            |                  2 | On Loan: No      |
| Citibank NA                                        | PURCHASED USD / SOLD PEN                                                                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $-1159.73     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JBT MAREL CORP                                     | JBT Marel Corp                                                                                                | CUSIP: 477839AB0<br>LEI: 5493007CT6ATBZ2L6826 | Long             | DBT              | CORP              | US        |     120000 | PA      | $121560.00    | 0.07%             | 2026-05-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| NEXI SPA                                           | Nexi SpA                                                                                                      | CUSIP: 000000000<br>LEI: 5493000P70CQRQG8SN85 | Long             | DBT              | CORP              | IT        |     100000 | PA      | $111009.69    | 0.07%             | 2027-04-24      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| CYTOKINETICS INC                                   | Cytokinetics Inc                                                                                              | CUSIP: 23282WAC4<br>LEI: 549300BE5DY1HW7IHA64 | Long             | DBT              | CORP              | US        |     100000 | PA      | $110000.00    | 0.07%             | 2027-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                                | Medline Borrower LP 2024 USD Add-on Term Loan B                                                               | CUSIP: 58503UAF0<br>LEI: 254900QT3R363TVK6F09 | Long             | LON              | CORP              | US        |     375947 | PA      | $376183.73    | 0.23%             | 2028-10-23      | Floating      | 6.61%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                       | Synopsys Inc                                                                                                  | CUSIP: 871607AD9<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |      50000 | PA      | $50514.77     | 0.03%             | 2032-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                                | PURCHASED USD / SOLD EUR                                                                                      | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | US        |          1 | NC      | $4590.68      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| IVORY COAST                                        | Ivory Coast Government International Bond                                                                     | CUSIP: 000000000<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |     310000 | PA      | $327595.03    | 0.20%             | 2032-01-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                 | PURCHASED PLN / SOLD USD                                                                                      | CUSIP: 000000000<br>LEI: 2IGI19DL77OX0HC3ZE78 | N/A              | DFE              |  | PL        |          1 | NC      | $-32.28       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Vericrest Opportunity Loan Transferee              | VOLT CII LLC                                                                                                  | CUSIP: 92873HAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     434345 | PA      | $434022.58    | 0.26%             | 2051-08-25      | Variable      | 8.21%                 | No            |                  2 | On Loan: No      |
| IIFL FINANCE LTD                                   | IIFL Finance Ltd                                                                                              | CUSIP: 000000000<br>LEI: 335800CZ46UJRS34JR78 | Long             | DBT              | CORP              | IN        |     600000 | PA      | $609510.77    | 0.37%             | 2028-07-24      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                              | China Government Bond                                                                                         | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    1920000 | PA      | $278107.69    | 0.17%             | 2034-05-25      | Fixed         | 2.27%                 | No            |                  2 | On Loan: No      |
| KBC GROUP NV                                       | KBC Group NV                                                                                                  | CUSIP: 000000000<br>LEI: 213800X3Q9LSAKRUWY91 | Long             | DBT              | CORP              | BE        |     200000 | PA      | $234007.78    | 0.14%             | 2030-11-27      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                | Petroleos Mexicanos                                                                                           | CUSIP: 71643VAB1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     180000 | PA      | $171575.71    | 0.10%             | 2032-02-16      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| TYLER TECHNOLOGIES INC                             | Tyler Technologies Inc                                                                                        | CUSIP: 902252AB1<br>LEI: 25490040SMU4Z8LBCW70 | Long             | DBT              | CORP              | US        |      15000 | PA      | $18127.50     | 0.01%             | 2026-03-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Air Comm Corporation LLC                           | Air Comm Corporation LLC 2024 Delayed Draw Term Loan                                                          | CUSIP: 82670NAC0<br>LEI: 254900S9ONE06XB1T251 | Long             | LON              | CORP              | US        |       7692 | PA      | $7692.31      | 0.00%             | 2031-12-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                     | PURCHASED COP / SOLD USD                                                                                      | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | CO        |          1 | NC      | $204.01       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ENERGO PRO AS                                      | Energo-Pro AS                                                                                                 | CUSIP: 000000000<br>LEI: 315700IQCL9IX158RO36 | Long             | DBT              | CORP              | CZ        |     200000 | PA      | $213434.30    | 0.13%             | 2028-11-02      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| United States Treasury                             | U.S. Treasury Bonds                                                                                           | CUSIP: 912810RC4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     470000 | PA      | $399830.47    | 0.24%             | 2043-08-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| SURF HOLDINGS LLC                                  | Surf Holdings LLC 2025 Incremental Term Loan                                                                  | CUSIP: 86875TAE7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     166960 | PA      | $167262.17    | 0.10%             | 2027-03-05      | Floating      | 7.97%                 | No            |                  2 | On Loan: No      |
| PG&E CORP                                          | PG&E Corp                                                                                                     | CUSIP: 69331CAM0<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |     280000 | PA      | $270195.08    | 0.16%             | 2055-03-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| IBERCAJA BANCO SA                                  | Ibercaja Banco SA                                                                                             | CUSIP: 000000000<br>LEI: 549300OLBL49CW8CT155 | Long             | DBT              | CORP              | ES        |     200000 | PA      | $254555.65    | 0.15%             | 2028-01-25      | Fixed         | 9.13%                 | No            |                  2 | On Loan: No      |
| Palmer Square CLO Ltd                              | Palmer Square CLO 2021-4 Ltd                                                                                  | CUSIP: 69702GAG5<br>LEI: 254900HTQ89UZTKY6247 | Long             | ABS-CBDO         | CORP              | KY        |     250000 | PA      | $251480.00    | 0.15%             | 2038-07-15      | Floating      | 10.02%                | No            |                  2 | On Loan: No      |
| United States Treasury                             | U.S. Treasury Notes                                                                                           | CUSIP: 91282CNH0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    4585000 | PA      | $4584283.59   | 2.77%             | 2028-06-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UNICAJA BANCO SA                                   | Unicaja Banco SA                                                                                              | CUSIP: 000000000<br>LEI: 5493007SJLLCTM6J6M37 | Long             | DBT              | CORP              | ES        |     100000 | PA      | $103411.11    | 0.06%             | 2029-09-25      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                    | CVS Health Corp                                                                                               | CUSIP: 126650EH9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     121000 | PA      | $124489.64    | 0.08%             | 2055-03-10      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                                               | CUSIP: 31418EJF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     274907 | PA      | $268888.65    | 0.16%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JD.COM INC                                         | JD.com Inc                                                                                                    | CUSIP: 47215PAJ5<br>LEI: 549300HVTWB0GJZ16V92 | Long             | DBT              | CORP              | KY        |      65000 | PA      | $66755.00     | 0.04%             | 2029-06-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| IVC ACQUISITION LTD                                | IVC Acquisition Ltd 2025 EUR Repriced Term Loan B                                                             | CUSIP: 000000000<br>LEI: 5493000Y4FS5LU4IPV32 | Long             | LON              | CORP              | GB        |     290000 | PA      | $332984.89    | 0.20%             | 2028-12-12      | Floating      | 6.01%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                | Dominion Energy Inc                                                                                           | CUSIP: 25746UDU0<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |      10000 | PA      | $10668.09     | 0.01%             | 2054-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Company LLC                      | Vistra Operations Company LLC 1st Lien Term Loan B3                                                           | CUSIP: 88233FAK6<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | LON              | CORP              | US        |     124055 | PA      | $124164.59    | 0.08%             | 2030-12-20      | Floating      | 6.11%                 | No            |                  2 | On Loan: No      |
| AGL CLO 16 LTD                                     | AGL CLO 16 Ltd                                                                                                | CUSIP: 00120MAC0<br>LEI: 2549009GL17CEZFCKZ48 | Long             | ABS-CBDO         | CORP              | KY        |     150000 | PA      | $144108.00    | 0.09%             | 2035-01-20      | Floating      | 8.98%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                                 | PURCHASED IDR / SOLD USD                                                                                      | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | ID        |          1 | NC      | $-364.98      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AVID AUTOMOBILE RECEIVABLES                        | AVID AUTOMOBILE RECEIVABLES                                                                                   | CUSIP: 05368WAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     515000 | PA      | $515000.00    | 0.31%             | 2032-07-15      | Fixed         | 7.80%                 | No            |                  3 | On Loan: No      |
| PLANET FINANCIAL GROUP                             | Planet Financial Group LLC                                                                                    | CUSIP: 72702AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     577000 | PA      | $588766.76    | 0.36%             | 2029-12-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| LCH Ltd.                                           | Long: B9D0UXBE1 IRS USD R V 12MSOFR 99D0UXBF8 CCPOIS / Short: B9D0UXBE1 IRS USD P F  2.97000 99D0UXBE1 CCPOIS | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     280000 | OU      | $52416.32     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| WE SODA INV HOLDING PLC                            | WE Soda Investments Holding PLC                                                                               | CUSIP: 000000000<br>LEI: 984500SE38C07DB47A90 | Long             | DBT              | CORP              | GB        |     400000 | PA      | $417047.16    | 0.25%             | 2028-10-06      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| HUB INTERNATIONAL LIMITED                          | HUB International Limited 2025 Term Loan B                                                                    | CUSIP: 44332EAZ9<br>LEI: 549300JQT6ATTUNS5E06 | Long             | LON              | CORP              | US        |     281701 | PA      | $281926.10    | 0.17%             | 2030-06-20      | Floating      | 6.83%                 | No            |                  2 | On Loan: No      |
| ENPHASE ENERGY INC                                 | Enphase Energy Inc                                                                                            | CUSIP: 29355AAK3<br>LEI: 5493008U7KIGMI59Z314 | Long             | DBT              | CORP              | US        |     254000 | PA      | $210185.99    | 0.13%             | 2028-03-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                         | Intel Corp                                                                                                    | CUSIP: 458140BJ8<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |      16000 | PA      | $9765.53      | 0.01%             | 2049-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Linked Notes            | Santander Bank Auto Credit-Linked Notes Series 2024-A                                                         | CUSIP: 80290CCN2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     653674 | PA      | $662412.79    | 0.40%             | 2032-06-15      | Fixed         | 10.17%                | No            |                  2 | On Loan: No      |
| DENTSPLY SIRONA INC                                | DENTSPLY SIRONA Inc                                                                                           | CUSIP: 24906PAB5<br>LEI: 9NHEHR1SOZCYXDO8HO28 | Long             | DBT              | CORP              | US        |      45000 | PA      | $45369.09     | 0.03%             | 2055-09-12      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| FRONERI LUX FINCO SARL                             | FRONERI LUX FINCO SARL 2025 USD TERM LOAN                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     120000 | PA      | $119715.60    | 0.07%             | 2032-07-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Kubota Credit Owner Trust                          | Kubota Credit Owner Trust 2024-2                                                                              | CUSIP: 50117DAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1792000 | PA      | $1829250.48   | 1.11%             | 2030-05-15      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| FORTUNE STAR BVI LTD                               | Fortune Star BVI Ltd                                                                                          | CUSIP: 000000000<br>LEI: 2549008CU8NYQQRSNU62 | Long             | DBT              | CORP              | VG        |     445000 | PA      | $440135.37    | 0.27%             | 2026-05-18      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | U.S. Treasury Bonds                                                                                           | CUSIP: 912810UL0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1646000 | PA      | $1670175.63   | 1.01%             | 2045-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GLP PTE LTD                                        | GLP Pte Ltd                                                                                                   | CUSIP: 000000000<br>LEI: 254900PC2NNG9BLIJO15 | Long             | DBT              | CORP              | SG        |     200000 | PA      | $197516.00    | 0.12%             | 2028-05-20      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Prestige Auto Receivables Trust                    | Prestige Auto Receivables Trust 2024-2                                                                        | CUSIP: 74113SAF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     150000 | PA      | $149733.32    | 0.09%             | 2031-11-17      | Fixed         | 6.75%                 | 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        |     200000 | PA      | $208282.40    | 0.13%             | 2032-02-15      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| DOORDASH INC                                       | DoorDash Inc                                                                                                  | CUSIP: 25809KAA3<br>LEI: 549300NUQ43FGGSK5051 | Long             | DBT              | CORP              | US        |     124000 | PA      | $134602.00    | 0.08%             | 2030-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                | COMM 2014-CCRE19 Mortgage Trust                                                                               | CUSIP: 12592GAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      28127 | PA      | $27283.29     | 0.02%             | 2047-08-10      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| GREAT CAN GAMING/RAPTOR                            | Great Canadian Gaming Corp/Raptor LLC                                                                         | CUSIP: 389925AA6<br>LEI: 549300FU60SSFLTE0M84 | Long             | DBT              | CORP              | XX        |      42000 | PA      | $41122.34     | 0.02%             | 2029-11-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| EOC Borrower LLC                                   | EOC Borrower LLC Term Loan B                                                                                  | CUSIP: 26875YAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     100000 | PA      | $100063.00    | 0.06%             | 2032-03-24      | Floating      | 7.36%                 | No            |                  2 | On Loan: No      |
| SNOWFLAKE INC                                      | Snowflake Inc                                                                                                 | CUSIP: 833445AC3<br>LEI: 254900CJNSY1K7T53Z16 | Long             | DBT              | CORP              | US        |      40000 | PA      | $62000.00     | 0.04%             | 2029-10-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BELLIS ACQUISITION CO PL                           | Bellis Acquisition Co PLC                                                                                     | CUSIP: 000000000<br>LEI: 259400CYE2267UB4A481 | Long             | DBT              | CORP              | GB        |     100000 | PA      | $115582.36    | 0.07%             | 2031-07-01      | Fixed         | 8.00%                 | 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        |     110135 | PA      | $107347.23    | 0.06%             | 2029-11-01      | Floating      | 9.07%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | U.S. Treasury Inflation-Indexed Bonds                                                                         | CUSIP: 912810RL4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     457292 | PA      | $330584.44    | 0.20%             | 2045-02-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                             | PURCHASED IDR / SOLD USD                                                                                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | ID        |          1 | NC      | $-49.00       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LBM ACQUISITION LLC                                | LBM Acquisition LLC                                                                                           | CUSIP: 05552BAA4<br>LEI: 549300FAEB3VWZL4NI86 | Long             | DBT              | CORP              | US        |      99000 | PA      | $86872.50     | 0.05%             | 2029-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa                           | Republic of South Africa Government Bond                                                                      | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    1130000 | PA      | $62001.77     | 0.04%             | 2030-01-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| GRIFOLS SA                                         | Grifols SA                                                                                                    | CUSIP: 000000000<br>LEI: 959800HSSNXWRKBK4N60 | Long             | DBT              | CORP              | ES        |     100000 | PA      | $112355.78    | 0.07%             | 2028-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                    | Long: B9D10Q3P1 CDS EUR R V 03MEVENT 2 CCPITRAXX / Short: B9D10Q3P1 CDS EUR P F  5.00000 1 CCPITRAXX          | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     600000 | OU      | $-71344.57    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| GoldenTree Loan Management US CLO, LTD             | GoldenTree Loan Management US CLO 16 Ltd                                                                      | CUSIP: 38123JAA8<br>LEI: 549300KYU0TCMXRAI217 | Long             | ABS-CBDO         | CORP              | JE        |     250000 | PA      | $249485.50    | 0.15%             | 2038-01-20      | Floating      | 8.83%                 | No            |                  2 | On Loan: No      |
| ZHONGSHENG GROUP                                   | Zhongsheng Group Holdings Ltd                                                                                 | CUSIP: 000000000<br>LEI: 3003005VYMEBAJNJ2Y26 | Long             | DBT              | CORP              | KY        |     200000 | PA      | $200020.00    | 0.12%             | 2028-01-30      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| CITY OF ULAANBAATAAR MON                           | City of Ulaanbaatar Mongolia                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | MN        |     210000 | PA      | $213464.36    | 0.13%             | 2027-08-21      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| BAWAG GROUP AG                                     | BAWAG Group AG                                                                                                | CUSIP: 000000000<br>LEI: 529900S9YO2JHTIIDG38 | Long             | DBT              | CORP              | AT        |     200000 | PA      | $241454.91    | 0.15%             | 2029-09-18      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| WYNN MACAU LTD                                     | Wynn Macau Ltd                                                                                                | CUSIP: 98313RAJ5<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |     400000 | PA      | $412800.00    | 0.25%             | 2029-03-07      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                             | General Motors Financial Co Inc                                                                               | CUSIP: 37045XDB9<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     145000 | PA      | $141459.45    | 0.09%             | 2030-09-30      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| BPR Trust                                          | BPR Trust 2023-BRK2                                                                                           | CUSIP: 05610WAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      90000 | PA      | $94091.86     | 0.06%             | 2038-10-05      | Variable      | 8.34%                 | No            |                  2 | On Loan: No      |
| American Builders & Contractors Supply Co Inc      | American Builders & Contractors Supply Co Inc 2024 Term Loan B                                                | CUSIP: 02474RAJ2<br>LEI: 549300H5GQ4C1BEKG397 | Long             | LON              | CORP              | US        |     192228 | PA      | $192589.82    | 0.12%             | 2031-01-31      | Floating      | 6.11%                 | 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        |     155000 | PA      | $159336.44    | 0.10%             | 2032-10-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| SCRIPPS ESCROW II INC                              | Scripps Escrow II Inc                                                                                         | CUSIP: 81105DAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      30000 | PA      | $21942.88     | 0.01%             | 2031-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC                        | Hertz Vehicle Financing III LLC                                                                               | CUSIP: 42806MBV0<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |     260000 | PA      | $262356.02    | 0.16%             | 2027-06-25      | Fixed         | 9.13%                 | No            |                  2 | On Loan: No      |
| BANCA MONTE DEI PASCHI S                           | Banca Monte dei Paschi di Siena SpA                                                                           | CUSIP: 000000000<br>LEI: J4CP7MHCXR8DAQMKIL78 | Long             | DBT              | CORP              | IT        |     150000 | PA      | $188371.03    | 0.11%             | 2028-01-18      | Fixed         | 7.71%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                               | Bank of America Corp                                                                                          | CUSIP: 06051GKC2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      45000 | PA      | $38313.58     | 0.02%             | 2036-09-21      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                  | PURCHASED USD / SOLD PLN                                                                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |          1 | NC      | $-2.98        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                       | Enbridge Inc                                                                                                  | CUSIP: 29250NBT1<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |      66000 | PA      | $74333.49     | 0.04%             | 2084-01-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| OLYMPUS WATER US HOLDING CORP                      | OLYMPUS WATER US HOLDING CORP 2025 USD TERM LOAN B                                                            | CUSIP: 68163YAK1<br>LEI: 549300YU2GGVCBN3MY89 | Long             | LON              | CORP              | US        |     100000 | PA      | $99675.00     | 0.06%             | 2032-07-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                   | Societe Generale SA                                                                                           | CUSIP: 83371GAA9<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |     200000 | PA      | $220475.60    | 0.13%             | 2028-11-14      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| JOHNSONVILLE AERO COMBST                           | Johnsonville Aeroderivative Combustion Turbine Generation LLC                                                 | CUSIP: 479281AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      39753 | PA      | $37621.96     | 0.02%             | 2054-10-01      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| BONOS DE TESORERIA                                 | Peru Government Bond                                                                                          | CUSIP: 000000000<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     296000 | PA      | $77972.83     | 0.05%             | 2034-08-12      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                   | BAT Capital Corp                                                                                              | CUSIP: 05526DCC7<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |      45000 | PA      | $45708.80     | 0.03%             | 2035-08-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| AMNEAL PHARMACEUTICALS LLC                         | AMNEAL PHARMACEUTICALS LLC 2025 TERM LOAN B                                                                   | CUSIP: 03167DAR5<br>LEI: 54930037VIXE7LRZ1M66 | Long             | LON              | CORP              | US        |     100000 | PA      | $99958.00     | 0.06%             | 2032-08-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                               | Targa Resources Corp                                                                                          | CUSIP: 87612GAQ4<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |      35000 | PA      | $35225.82     | 0.02%             | 2036-02-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Arizona Biltmore Trust                             | ARZ Trust 2024-BILT                                                                                           | CUSIP: 00218TAN4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      80000 | PA      | $82255.55     | 0.05%             | 2029-06-11      | Fixed         | 8.27%                 | No            |                  2 | On Loan: No      |
| ILIAD HOLDING SAS                                  | Iliad Holding SASU                                                                                            | CUSIP: 000000000<br>LEI: 9695009PXA7OI9NXN582 | Long             | DBT              | CORP              | FR        |     100000 | PA      | $123063.35    | 0.07%             | 2031-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Worldwide Plaza Trust                              | Worldwide Plaza Trust 2017-WWP                                                                                | CUSIP: 98162JAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     325000 | PA      | $232375.20    | 0.14%             | 2036-11-10      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| LIVE NATION ENTERTAINMEN                           | Live Nation Entertainment Inc                                                                                 | CUSIP: 538034BA6<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |      80000 | PA      | $120184.00    | 0.07%             | 2029-01-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| JOHN BEAN TECHNOLOGIES CORP                        | John Bean Technologies Corp Term Loan B                                                                       | CUSIP: 47783YAP4<br>LEI: 5493007CT6ATBZ2L6826 | Long             | LON              | CORP              | US        |      99750 | PA      | $100024.31    | 0.06%             | 2032-01-02      | Floating      | 6.46%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                              | Wells Fargo & Co                                                                                              | CUSIP: 949746TD3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      44000 | PA      | $43589.49     | 0.03%             | 2026-03-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Techem Verwaltungsgesellschaft 675 mbH             | Techem Verwaltungsgesellschaft 675 mbH 2024 EUR Term Loan B5                                                  | CUSIP: 000000000<br>LEI: 529900N0M7FQHNAV1A41 | Long             | LON              | CORP              | DE        |     250000 | PA      | $287459.40    | 0.17%             | 2029-07-15      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA                             | Santander Holdings USA Inc                                                                                    | CUSIP: 80282KBN5<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |     175000 | PA      | $177840.49    | 0.11%             | 2029-03-20      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| 280 Park Avenue Mortgage Trust                     | 280 Park Avenue 2017-280P Mortgage Trust                                                                      | CUSIP: 90205FAN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     130000 | PA      | $125775.00    | 0.08%             | 2034-09-15      | Floating      | 6.75%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                             | PURCHASED USD / SOLD GBP                                                                                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $17566.98     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                             | US 2YR NOTE (CBT) SEP25                                                                                       | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         53 | NC      | $-25851.77    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| ACRISURE LLC                                       | Acrisure LLC 2025 Term Loan B                                                                                 | CUSIP: 00488PAX3<br>LEI: 549300R0Z1Q47XRTGO22 | Long             | LON              | CORP              | US        |     185000 | PA      | $185231.25    | 0.11%             | 2032-06-21      | Floating      | 7.61%                 | No            |                  2 | On Loan: No      |
| BREAD FINANCIAL HLDGS                              | Bread Financial Holdings Inc                                                                                  | CUSIP: 018581AQ1<br>LEI: 549300G8S4PO686J7H97 | Long             | DBT              | CORP              | US        |     743000 | PA      | $767472.93    | 0.46%             | 2035-06-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                       | CaixaBank SA                                                                                                  | CUSIP: 000000000<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |     200000 | PA      | $254376.19    | 0.15%             | 2030-01-16      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Becton Dickinson & Co                              | Becton Dickinson & Co                                                                                         | CUSIP: 075887109<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | EC               | CORP              | US        |         17 | NS      | $3030.25      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ASX Clear (Futures)                                | AUST 10Y BOND FUT SEP25                                                                                       | CUSIP: 000000000<br>LEI: 549300ZD7BBOVZFVHK49 | N/A              | DIR              |  | AU        |         51 | NC      | $-2141.16     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| REXFORD INDUSTRIAL REALT                           | Rexford Industrial Realty LP                                                                                  | CUSIP: 76169XAD6<br>LEI: 549300028US163ELJN70 | Long             | DBT              |  | US        |     138000 | PA      | $136413.00    | 0.08%             | 2027-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Whitewater Matterhorn Holdings LLC                 | Whitewater Matterhorn Holdings LLC 2025 Term Loan B                                                           | CUSIP: 000000000<br>LEI: 2138009J7G187M6C4Q91 | Long             | LON              | CORP              | US        |     100000 | PA      | $100250.00    | 0.06%             | 2032-06-16      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| UFC HOLDINGS LLC                                   | UFC Holdings LLC 2024 Term Loan B                                                                             | CUSIP: 90266UAK9<br>LEI: 549300JEOTH7UMZ3C491 | Long             | LON              | CORP              | US        |     124375 | PA      | $124661.06    | 0.08%             | 2031-11-21      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                      | Carnival Corp                                                                                                 | CUSIP: 143658BV3<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     151000 | PA      | $348659.00    | 0.21%             | 2027-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Multifamily Structured Credit Risk                 | Freddie Mac Mscr Trust Mn3                                                                                    | CUSIP: 35563GAC3<br>LEI: 549300FK6HM4FW58SP67 | Long             | ABS-MBS          | USGSE             | US        |     275000 | PA      | $291670.25    | 0.18%             | 2051-11-25      | Floating      | 11.20%                | No            |                  2 | On Loan: No      |
| US CELLULAR CORP                                   | United States Cellular Corp                                                                                   | CUSIP: 911684801<br>LEI: 549300B164AZXESI6E03 | Long             | EP               | CORP              | US        |       2325 | NS      | $51545.25     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                             | U.S. Treasury Notes                                                                                           | CUSIP: 91282CNK3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      91100 | PA      | $90772.61     | 0.05%             | 2030-06-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| NVIDIA CORP                                        | NVIDIA Corp                                                                                                   | CUSIP: 67066GAG9<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |      60000 | PA      | $50402.36     | 0.03%             | 2040-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CEMEX SAB DE CV                                    | Cemex SAB de CV                                                                                               | CUSIP: 151290CC5<br>LEI: 549300RIG2CXWN6IV731 | Long             | DBT              | CORP              | MX        |     400000 | PA      | $408380.00    | 0.25%             | 2030-06-10      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| CHAMBERLAIN GROUP INC                              | CHAMBERLAIN GROUP INC 2025 TERM LOAN B                                                                        | CUSIP: 15963CAE6<br>LEI: 25490092IFNOZBRVE539 | Long             | LON              | CORP              | US        |     250000 | PA      | $249894.92    | 0.15%             | 2032-09-08      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Aptiv PLC                                          | Aptiv PLC                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JE        |         83 | NS      | $5697.12      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Enterprise Fleet Financing LLC                     | Enterprise Fleet Financing 2024-3 LLC                                                                         | CUSIP: 29375QAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     630000 | PA      | $639665.33    | 0.39%             | 2031-03-20      | Fixed         | 5.06%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                             | Bank of New York Mellon Corp/The                                                                              | CUSIP: 06406RBG1<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |      50000 | PA      | $49669.67     | 0.03%             | 2028-06-13      | Fixed         | 3.99%                 | No            |                  2 | On Loan: No      |
| INSULET CORPORATION                                | Insulet Corporation 2025 Term Loan                                                                            | CUSIP: 45784QAF6<br>LEI: 549300TZTYD2PYN92D43 | Long             | LON              | CORP              | US        |      98969 | PA      | $99364.95     | 0.06%             | 2031-08-04      | Floating      | 6.36%                 | No            |                  2 | On Loan: No      |
| LIBERTY MUTUAL GROUP INC                           | Liberty Mutual Group Inc                                                                                      | CUSIP: 53079EBL7<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |      69000 | PA      | $42356.62     | 0.03%             | 2061-02-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                       | GS Mortgage Securities Trust 2015-GC28                                                                        | CUSIP: 36251FAG1<br>LEI: 5493002EPQ51IPGGFX73 | Long             | ABS-MBS          | CORP              | US        |      52661 | PA      | $50289.90     | 0.03%             | 2048-02-10      | Variable      | 4.42%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                  | PURCHASED USD / SOLD SEK                                                                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |          1 | NC      | $6428.43      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STAR PARENT INC                                    | Star Parent Inc                                                                                               | CUSIP: 855170AA4<br>LEI: 254900GRGCJYRMDRWT73 | Long             | DBT              | CORP              | US        |     129000 | PA      | $135656.25    | 0.08%             | 2030-10-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| GREAT OUTDOORS GROUP LLC                           | Great Outdoors Group LLC 2025 Term Loan B                                                                     | CUSIP: 07014QAP6<br>LEI: 549300IYLDI2E8I2AU46 | Long             | LON              | CORP              | US        |     159200 | PA      | $159160.20    | 0.10%             | 2032-01-23      | Floating      | 7.61%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trust                    | CSAIL 2015-C3 Commercial Mortgage Trust                                                                       | CUSIP: 12635FAZ7<br>LEI: 549300ZAGI6FKGY8O078 | Long             | ABS-MBS          | CORP              | US        |      60000 | PA      | $51137.31     | 0.03%             | 2048-08-15      | Variable      | 4.24%                 | No            |                  2 | On Loan: No      |
| Voya CLO Ltd                                       | Voya CLO 2018-3 Ltd                                                                                           | CUSIP: 92917KAE4<br>LEI: 54930068MLVF3BECCK93 | Long             | ABS-CBDO         | CORP              | KY        |     350000 | PA      | $349386.45    | 0.21%             | 2031-10-15      | Floating      | 7.58%                 | No            |                  2 | On Loan: No      |
| GRIFOLS SA                                         | Grifols SA                                                                                                    | CUSIP: 000000000<br>LEI: 959800HSSNXWRKBK4N60 | Long             | DBT              | CORP              | ES        |     200000 | PA      | $241490.75    | 0.15%             | 2030-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| X-Caliber Funding LLC                              | X-Caliber Funding LLC                                                                                         | CUSIP: 98373XBZ2<br>LEI: 549300GGW5CBE4FDT866 | Long             | ABS-MBS          | CORP              | US        |     460000 | PA      | $460530.65    | 0.28%             | 2030-06-17      | Floating      | 7.01%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC             | PURCHASED USD / SOLD MXN                                                                                      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |          1 | NC      | $-692.74      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FORTUNE STAR BVI LTD                               | Fortune Star BVI Ltd                                                                                          | CUSIP: 000000000<br>LEI: 2549008CU8NYQQRSNU62 | Long             | DBT              | CORP              | VG        |     370000 | PA      | $416326.01    | 0.25%             | 2026-10-02      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                   | Societe Generale SA                                                                                           | CUSIP: 83368RCG5<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |     200000 | PA      | $203979.64    | 0.12%             | 2031-05-22      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| BULGARIA                                           | Bulgaria Government International Bond                                                                        | CUSIP: 000000000<br>LEI: 529900PG0XCL4LICL838 | Long             | DBT              | NUSS              | BG        |      15000 | PA      | $10069.29     | 0.01%             | 2050-09-23      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                        | PURCHASED PEN / SOLD USD                                                                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | PE        |          1 | NC      | $-138.23      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DATADOG INC                                        | Datadog Inc                                                                                                   | CUSIP: 23804LAC7<br>LEI: 549300F6JNO0KRPO1K63 | Long             | DBT              | CORP              | US        |     374000 | PA      | $362983.47    | 0.22%             | 2029-12-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa                           | Republic of South Africa Government Bond                                                                      | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    4630000 | PA      | $244148.16    | 0.15%             | 2035-02-28      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                           | Angel Oak Mortgage Trust 2021-3                                                                               | CUSIP: 03465EAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      50000 | PA      | $36651.42     | 0.02%             | 2066-05-25      | Variable      | 2.48%                 | No            |                  2 | On Loan: No      |
| Pretium Mortgage Credit Partners LLC               | PRET 2025-NPL5 LLC                                                                                            | CUSIP: 74143LAB2<br>LEI: 2549000L41AJEKAJNL30 | Long             | ABS-MBS          | CORP              | US        |     145000 | PA      | $145001.60    | 0.09%             | 2055-05-25      | Variable      | 8.72%                 | No            |                  2 | On Loan: No      |
| AS Mileage Plan IP Limited                         | AS Mileage Plan IP Limited Term Loan B                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | KY        |     148875 | PA      | $148875.00    | 0.09%             | 2031-10-15      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                             | PURCHASED INR / SOLD USD                                                                                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | IN        |          1 | NC      | $-771.81      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TEXAS Commercial Mortgage Trust                    | TEXAS Commercial Mortgage Trust 2025-TWR                                                                      | CUSIP: 88231WAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     140000 | PA      | $139999.96    | 0.08%             | 2042-04-15      | Floating      | 7.43%                 | No            |                  2 | On Loan: No      |
| Affirm Inc                                         | Affirm Asset Securitization Trust 2024-B                                                                      | CUSIP: 00835AAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     850000 | PA      | $851704.17    | 0.51%             | 2029-09-15      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| Brown Group Holding LLC                            | Brown Group Holding LLC 2022 Incremental Term Loan B2                                                         | CUSIP: 11565HAD8<br>LEI: 25490094PF4HHK9QS109 | Long             | LON              | CORP              | US        |     130000 | PA      | $130128.70    | 0.08%             | 2031-07-01      | Floating      | 6.86%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC           | Avis Budget Rental Car Funding AESOP LLC                                                                      | CUSIP: 05377RKJ2<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |     100000 | PA      | $101135.90    | 0.06%             | 2028-04-20      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust      | JP Morgan Chase Commercial Mortgage Securities Trust 2013-C16                                                 | CUSIP: 46641BAP8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     324733 | PA      | $306872.69    | 0.19%             | 2046-12-15      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                  | PURCHASED USD / SOLD EUR                                                                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |          1 | NC      | $3754.44      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FORVIA SE                                          | Forvia SE                                                                                                     | CUSIP: 000000000<br>LEI: 969500F0VMZLK2IULV85 | Long             | DBT              | CORP              | FR        |     200000 | PA      | $228572.31    | 0.14%             | 2028-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP                           | Citizens Financial Group Inc                                                                                  | CUSIP: 174610808<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | EP               | CORP              | US        |       5775 | NS      | $144779.25    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXTERA ENERGY INC                                 | NextEra Energy Inc                                                                                            | CUSIP: 65339F713<br>LEI: 254900RHL9MEUS5NKX63 | Long             | EP               | CORP              | US        |       1049 | NS      | $42746.75     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. International PLC             | PURCHASED BRL / SOLD USD                                                                                      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | BR        |          1 | NC      | $-690.03      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Home Re Ltd                                        | Home RE 2022-1 Ltd                                                                                            | CUSIP: 43730GAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     159978 | PA      | $165845.20    | 0.10%             | 2034-10-25      | Floating      | 9.85%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                              | Venture Global Plaquemines LNG LLC                                                                            | CUSIP: 922966AD8<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |      75000 | PA      | $77152.92     | 0.05%             | 2036-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                       | UBS Group AG                                                                                                  | CUSIP: 902613BE7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     200000 | PA      | $234440.60    | 0.14%             | 2033-11-13      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| CLOUDFLARE INC                                     | Cloudflare Inc                                                                                                | CUSIP: 18915MAE7<br>LEI: 5493007DY18BGNLDWU14 | Long             | DBT              | CORP              | US        |     257000 | PA      | $286812.00    | 0.17%             | 2030-06-15      | None          | 0.00%                 | 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        |     150000 | PA      | $171215.59    | 0.10%             | 2026-08-15      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| REPUBLICA ORIENT URUGUAY                           | Uruguay Government International Bond                                                                         | CUSIP: 917288BD3<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |     880682 | PA      | $22602.88     | 0.01%             | 2028-12-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| MICROCHIP TECHNOLOGY INC                           | Microchip Technology Inc                                                                                      | CUSIP: 595017BG8<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |      53000 | PA      | $51942.85     | 0.03%             | 2030-06-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| PENNYMAC FIN SVCS INC                              | PennyMac Financial Services Inc                                                                               | CUSIP: 70932MAG2<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |      39000 | PA      | $39734.92     | 0.02%             | 2032-05-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE HOLD                              | Freedom Mortgage Holdings LLC                                                                                 | CUSIP: 35641AAC2<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |     305000 | PA      | $311946.38    | 0.19%             | 2032-04-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| ARES MANAGEMENT CORP                               | Ares Management Corp                                                                                          | CUSIP: 03990B309<br>LEI: 529900JUV61FH7B8VW38 | Long             | EP               | CORP              | US        |       3200 | NS      | $181120.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| ROCC Trust                                         | ROCK Trust 2024-CNTR                                                                                          | CUSIP: 74970WAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     305000 | PA      | $320829.59    | 0.19%             | 2041-11-13      | Fixed         | 8.82%                 | No            |                  2 | On Loan: No      |
| REWORLD HOLDING CORP                               | Reworld Holding Corp                                                                                          | CUSIP: 22303XAA3<br>LEI: 40XIFLS8XDQGGHGPGC04 | Long             | DBT              | CORP              | US        |      30000 | PA      | $28650.37     | 0.02%             | 2029-12-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | U.S. Treasury Inflation-Indexed Bonds                                                                         | CUSIP: 912810RA8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     104859 | PA      | $77303.95     | 0.05%             | 2043-02-15      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| SPAR NORD BANK A/S                                 | Spar Nord Bank A/S                                                                                            | CUSIP: 000000000<br>LEI: 549300DHT635Q5P8J715 | Long             | DBT              | CORP              | DK        |     100000 | PA      | $118320.26    | 0.07%             | 2030-10-01      | Fixed         | 4.13%                 | 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      | $972.85       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Exeter Select Automobile Receivables Trust         | Exeter Select Automobile Receivables Trust 2025-2                                                             | CUSIP: 30185EAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     180000 | PA      | $179199.97    | 0.11%             | 2033-02-15      | Fixed         | 6.87%                 | No            |                  2 | On Loan: No      |
| BILL HOLDINGS INC                                  | BILL Holdings Inc                                                                                             | CUSIP: 090043AE0<br>LEI: 549300IBF9VZZIGOZW63 | Long             | DBT              | CORP              | US        |     135000 | PA      | $113670.00    | 0.07%             | 2030-04-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings Inc                | Clydesdale Acquisition Holdings Inc Term Loan B                                                               | CUSIP: 18972FAC6<br>LEI: 254900QKSDYFR3K5YD98 | Long             | LON              | CORP              | US        |     460267 | PA      | $459944.48    | 0.28%             | 2029-04-13      | Floating      | 7.53%                 | No            |                  2 | On Loan: No      |
| HIGHTOWER HOLDINGS LLC                             | HighTower Holdings LLC 2025 Term Loan B                                                                       | CUSIP: 43117LAN3<br>LEI: 254900MKOSB7RTMA9K12 | Long             | LON              | CORP              | US        |     140000 | PA      | $140000.00    | 0.08%             | 2032-02-03      | Floating      | 7.26%                 | No            |                  2 | On Loan: No      |
| CP ATLAS BUYER INC                                 | CP Atlas Buyer Inc                                                                                            | CUSIP: 12597YAD1<br>LEI: 2549006ZZ07G0NDDCR36 | Long             | DBT              | CORP              | US        |      90000 | PA      | $85492.00     | 0.05%             | 2031-01-15      | Fixed         | 12.75%                | No            |                  2 | On Loan: No      |
| MUANGTHAI CAPITAL PCL                              | Muangthai Capital PCL                                                                                         | CUSIP: 624923AA6<br>LEI: 254900ZI1FO2W9132C98 | Long             | DBT              | CORP              | TH        |     500000 | PA      | $507468.49    | 0.31%             | 2030-07-21      | Fixed         | 7.55%                 | No            |                  2 | On Loan: No      |
| JetBlue Airways Corporation                        | JetBlue Airways Corporation 2024 Term Loan B                                                                  | CUSIP: 000000000<br>LEI: 54930070J9H97ZO93T57 | Long             | LON              | CORP              | US        |     248747 | PA      | $233448.93    | 0.14%             | 2029-08-27      | Floating      | 9.07%                 | No            |                  2 | On Loan: No      |
| CLOUDFLARE INC                                     | Cloudflare Inc                                                                                                | CUSIP: 18915MAC1<br>LEI: 5493007DY18BGNLDWU14 | Long             | DBT              | CORP              | US        |      40000 | PA      | $49160.00     | 0.03%             | 2026-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust              | Wells Fargo Commercial Mortgage Trust 2015-C30                                                                | CUSIP: 94989NAL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     175000 | PA      | $169702.02    | 0.10%             | 2058-09-15      | Variable      | 4.55%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | U.S. Treasury Inflation-Indexed Bonds                                                                         | CUSIP: 912810RR1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     135662 | PA      | $101638.79    | 0.06%             | 2046-02-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| RAIZEN FUELS FINANCE                               | Raizen Fuels Finance SA                                                                                       | CUSIP: 75102XAE6<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |     400000 | PA      | $388334.33    | 0.23%             | 2037-02-25      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| BELRON FINANCE 2019 LLC                            | BELRON FINANCE 2019 LLC 2025 REPRICED TERM LOAN B                                                             | CUSIP: 08078UAN3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     100000 | PA      | $100350.00    | 0.06%             | 2031-10-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                      | PURCHASED TRY / SOLD USD                                                                                      | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | TR        |          1 | NC      | $73.97        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC                        | Hertz Vehicle Financing III LLC                                                                               | CUSIP: 42806MCW7<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |     250000 | PA      | $249169.35    | 0.15%             | 2029-09-25      | Fixed         | 7.98%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                      | Boeing Co/The                                                                                                 | CUSIP: 097023204<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EP               | CORP              | US        |       3407 | NS      | $240874.90    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays Bank PLC                                  | PURCHASED USD / SOLD THB                                                                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |          1 | NC      | $163.46       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                | Exeter Automobile Receivables Trust 2025-1                                                                    | CUSIP: 30167MAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1145000 | PA      | $1144842.33   | 0.69%             | 2028-08-15      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| Boca Commercial Mortgage Trust                     | BOCA Commercial Mortgage Trust 2024-BOCA                                                                      | CUSIP: 096817AJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     100000 | PA      | $100512.34    | 0.06%             | 2041-08-15      | Floating      | 8.78%                 | No            |                  2 | On Loan: No      |
| FIRST STUDENT BIDCO INC                            | First Student Bidco Inc 2024 Term Loan C                                                                      | CUSIP: 33718FAM2<br>LEI: 2549006DRO2F06AA1391 | Long             | LON              | CORP              | US        |      43393 | PA      | $43437.06     | 0.03%             | 2028-07-21      | Floating      | 6.80%                 | No            |                  2 | On Loan: No      |
| MIDCAP FINANCIAL ISSR TR                           | Midcap Financial Issuer Trust                                                                                 | CUSIP: 59567LAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     200000 | PA      | $198275.73    | 0.12%             | 2028-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| INDIA GOVERNMENT BOND                              | India Government Bond                                                                                         | CUSIP: 000000000<br>LEI: 335800IV7VCDQGIOI391 | Long             | DBT              | NUSS              | IN        |    2470000 | PA      | $27963.27     | 0.02%             | 2031-07-12      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| SFS Auto Receivables Securitization Trust          | SFS Auto Receivables Securitization Trust 2024-2                                                              | CUSIP: 78397XAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     585000 | PA      | $590719.08    | 0.36%             | 2029-11-20      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | U.S. Treasury Bonds                                                                                           | CUSIP: 912810TR9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     525000 | PA      | $421989.26    | 0.26%             | 2053-05-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                      | Citigroup Inc                                                                                                 | CUSIP: 17327CBC6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     148000 | PA      | $149258.00    | 0.09%             | 2030-08-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| NOVELIS CORPORATION                                | Novelis Corporation 2025 Term Loan B                                                                          | CUSIP: 67000LAB8<br>LEI: 549300ZJQN1PEAT42X90 | Long             | LON              | CORP              | US        |     119700 | PA      | $120049.52    | 0.07%             | 2032-03-11      | Floating      | 6.30%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP INC                             | Cloud Software Group Inc                                                                                      | CUSIP: 18912UAA0<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |      93000 | PA      | $96242.07     | 0.06%             | 2029-09-30      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING/PTL                           | Penske Truck Leasing Co Lp / PTL Finance Corp                                                                 | CUSIP: 709599BY9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      57000 | PA      | $57476.88     | 0.03%             | 2027-01-12      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| TRUENOORD CAPITAL DAC                              | TrueNoord Capital DAC                                                                                         | CUSIP: 89785GAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     119000 | PA      | $123418.95    | 0.07%             | 2030-03-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Kaseya Inc                                         | Kaseya Inc 2025 1st Lien Term Loan B                                                                          | CUSIP: 48578AAB4<br>LEI: 254900MISXMLRZ63NH46 | Long             | LON              | CORP              | US        |     194512 | PA      | $194938.48    | 0.12%             | 2032-03-20      | Floating      | 7.61%                 | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE CORP                              | Freedom Mortgage Corp                                                                                         | CUSIP: 35640YAL1<br>LEI: 549300LYRWPSYPK6S325 | Long             | DBT              | CORP              | US        |     337000 | PA      | $372770.87    | 0.23%             | 2030-10-01      | Fixed         | 12.25%                | No            |                  2 | On Loan: No      |
| ZORLU ENERJI ELEKTRIK                              | Zorlu Enerji Elektrik Uretim AS                                                                               | CUSIP: 98977LAA4<br>LEI: 7890005B5CSNL39OYO75 | Long             | DBT              | CORP              | TR        |     375000 | PA      | $362825.27    | 0.22%             | 2030-04-23      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| RCO Mortgage LLC                                   | RCO VIII Mortgage LLC 2025-3                                                                                  | CUSIP: 74939GAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     100000 | PA      | $100289.00    | 0.06%             | 2030-05-25      | Variable      | 8.84%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                           | AT&T Inc                                                                                                      | CUSIP: 00206RJZ6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      33000 | PA      | $25806.99     | 0.02%             | 2041-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                                | Synchrony Financial                                                                                           | CUSIP: 87165B400<br>LEI: 549300RS7EWPM9MA6C78 | Long             | EP               | CORP              | US        |       4679 | NS      | $121373.26    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| BCPE PEQUOD BUYER INC                              | BCPE PEQUOD BUYER INC 2025 REPRICED TERM LOAN B                                                               | CUSIP: 000000000<br>LEI: 254900HEEOS2IWC84V94 | Long             | LON              | CORP              | US        |     149625 | PA      | $149812.03    | 0.09%             | 2031-11-25      | Floating      | 7.36%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                      | PURCHASED USD / SOLD NOK                                                                                      | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $12857.18     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| FLYNN RESTAURANT GROUP LP                          | Flynn Restaurant Group LP 2025 Incremental Term Loan                                                          | CUSIP: 34410JAG6<br>LEI: 5493008VE8TQONGO3817 | Long             | LON              | CORP              | US        |     309575 | PA      | $309479.03    | 0.19%             | 2032-01-28      | Floating      | 8.11%                 | No            |                  2 | On Loan: No      |
| ATHENE HOLDING LTD                                 | Athene Holding Ltd                                                                                            | CUSIP: 04686JAM3<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |      49000 | PA      | $48374.27     | 0.03%             | 2055-06-28      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ROCKET COS INC                                     | Rocket Cos Inc                                                                                                | CUSIP: 77311WAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      45000 | PA      | $45899.24     | 0.03%             | 2033-08-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| TITULOS DE TESORERIA                               | Colombian TES                                                                                                 | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |  505600000 | PA      | $80516.86     | 0.05%             | 2036-07-09      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                      | PURCHASED EUR / SOLD USD                                                                                      | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | XX        |          1 | NC      | $-15460.13    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| TECTA AMERICA CORP                                 | Tecta America Corp 2025 Term Loan B                                                                           | CUSIP: 000000000<br>LEI: 54930083ULRH07WCC129 | Long             | LON              | CORP              | US        |     155000 | PA      | $155266.60    | 0.09%             | 2032-02-18      | Floating      | 7.36%                 | No            |                  2 | On Loan: No      |
| GOEASY LTD                                         | goeasy Ltd                                                                                                    | CUSIP: 380355AN7<br>LEI: 5493009DJVZG2P8YV435 | Long             | DBT              | CORP              | CA        |      83000 | PA      | $84627.96     | 0.05%             | 2030-10-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Argentina Republic Government International Bonds  | Argentina Republic Government International Bonds                                                             | CUSIP: 040114HT0<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |     641000 | PA      | $423060.00    | 0.26%             | 2035-07-09      | Variable      | 4.13%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC / FIN INC                             | Acrisure LLC / Acrisure Finance Inc                                                                           | CUSIP: 00489LAM5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     310000 | PA      | $323377.74    | 0.20%             | 2029-06-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                        | PURCHASED CLP / SOLD USD                                                                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CL        |          1 | NC      | $-474.79      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CLEAN HARBORS INC                                  | Clean Harbors Inc 2024 Term Loan B                                                                            | CUSIP: 18449EAH3<br>LEI: 5493000SJVZVZJKHJF48 | Long             | LON              | CORP              | US        |     389939 | PA      | $392375.91    | 0.24%             | 2028-10-09      | Floating      | 6.11%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                  | PURCHASED PEN / SOLD USD                                                                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | PE        |          1 | NC      | $151.12       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                                | Fifth Third Bancorp                                                                                           | CUSIP: 316773DB3<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |      35000 | PA      | $34874.58     | 0.02%             | 2025-09-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | U.S. Treasury Inflation-Indexed Bonds                                                                         | CUSIP: 912810QV3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1586154 | PA      | $1222921.28   | 0.74%             | 2042-02-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| PROOFPOINT INC                                     | Proofpoint Inc 2024 Term Loan                                                                                 | CUSIP: 74345HAG6<br>LEI: 529900C5FODDK0WSR085 | Long             | LON              | CORP              | US        |     168924 | PA      | $169116.84    | 0.10%             | 2028-08-31      | Floating      | 7.36%                 | No            |                  2 | On Loan: No      |
| ENERGO PRO AS                                      | Energo-Pro AS                                                                                                 | CUSIP: 000000000<br>LEI: 315700IQCL9IX158RO36 | Long             | DBT              | CORP              | CZ        |     755000 | PA      | $913129.69    | 0.55%             | 2030-05-27      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| ACADIA HEALTHCARE CO INC                           | Acadia Healthcare Co Inc                                                                                      | CUSIP: 00404AAQ2<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |      55000 | PA      | $56627.84     | 0.03%             | 2033-03-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND                            | Romania Government Bond                                                                                       | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     130000 | PA      | $27269.21     | 0.02%             | 2029-02-12      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BBVA BANCOMER SA TEXAS                             | BBVA Mexico SA Institucion De Banca Multiple Grupo Financiero BBVA Mexico/TX                                  | CUSIP: 000000000<br>LEI: 549300WIWQK5Q9MCUN92 | Long             | DBT              | CORP              | MX        |     418000 | PA      | $436781.05    | 0.26%             | 2039-01-08      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                                 | PURCHASED MXN / SOLD USD                                                                                      | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | MX        |          1 | NC      | $2242.48      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bridgecrest Lending Auto Securitization Trust      | Bridgecrest Lending Auto Securitization Trust 2024-4                                                          | CUSIP: 10806EAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     190000 | PA      | $190011.25    | 0.11%             | 2028-09-15      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| HAT HOLDINGS I LLC/HAT                             | HAT Holdings I LLC / HAT Holdings II LLC                                                                      | CUSIP: 418751AJ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     223000 | PA      | $253662.50    | 0.15%             | 2028-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | U.S. Treasury Notes                                                                                           | CUSIP: 91282CNF4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    2445000 | PA      | $2443853.91   | 1.48%             | 2032-05-31      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                  | HSBC Holdings PLC                                                                                             | CUSIP: 404280EG0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     200000 | PA      | $207736.02    | 0.13%             | 2032-05-17      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| LSF12 Crown US Commercial Bidco LLC                | LSF12 CROWN US COMRCL BDCO LLC 2025 TERM LOAN B                                                               | CUSIP: 50221UAD3<br>LEI: 254900FI2OCFTJ9PAJ18 | Long             | LON              | CORP              | US        |     325000 | PA      | $326761.50    | 0.20%             | 2031-12-02      | Floating      | 7.86%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                | JPMorgan Chase & Co                                                                                           | CUSIP: 46647PEP7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      16000 | PA      | $16018.82     | 0.01%             | 2028-10-22      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| AIB GROUP PLC                                      | AIB Group PLC                                                                                                 | CUSIP: 000000000<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |     200000 | PA      | $230674.16    | 0.14%             | 2031-07-14      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BPR Trust                                          | BPR Trust 2024-PMDW                                                                                           | CUSIP: 05592VAL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      30000 | PA      | $27857.74     | 0.02%             | 2041-11-05      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| VISTAJET MALTA/VM HOLDS                            | VistaJet Malta Finance PLC / Vista Management Holding Inc                                                     | CUSIP: 92840JAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |      48000 | PA      | $45343.60     | 0.03%             | 2030-02-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| IMMUNOCORE HOLDINGS                                | Immunocore Holdings PLC                                                                                       | CUSIP: 45258DAB1<br>LEI: 213800IUE3DFS84BVN18 | Long             | DBT              | CORP              | GB        |     159000 | PA      | $138677.05    | 0.08%             | 2030-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PHILIPPINE GOVERNMENT                              | Philippine Government Bond                                                                                    | CUSIP: 000000000<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    1630000 | PA      | $28224.40     | 0.02%             | 2028-03-22      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CMS ENERGY CORP                                    | CMS Energy Corp                                                                                               | CUSIP: 125896BU3<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |      45000 | PA      | $43316.16     | 0.03%             | 2050-06-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| HIH Trust                                          | HIH Trust 2024-61P                                                                                            | CUSIP: 40444VAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     103452 | PA      | $103516.31    | 0.06%             | 2041-10-15      | Floating      | 8.53%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                           | CHS/Community Health Systems Inc                                                                              | CUSIP: 12543DBQ2<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |     385000 | PA      | $387459.60    | 0.23%             | 2034-01-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                            | Romanian Government International Bond                                                                        | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     115000 | PA      | $134733.09    | 0.08%             | 2031-03-22      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| UNIFIN FINANCIERA COMMON STOCK                     | UNIFIN FINANCIERA COMMON STOCK                                                                                | CUSIP: 000000000<br>LEI: 5493007GRMPGDJG93Z17 | Long             | EC               | CORP              | US        |      33932 | NS      | $1743.59      | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Freddie Mac - STACR                                | Freddie Mac STACR REMIC Trust 2021-DNA7                                                                       | CUSIP: 35564KNE5<br>LEI: 5493000ISOMSKCX2AW62 | Long             | ABS-MBS          | USGSE             | US        |     510000 | PA      | $545220.60    | 0.33%             | 2041-11-25      | Floating      | 12.15%                | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                             | Asian Development Bank                                                                                        | CUSIP: 000000000<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |   12560000 | PA      | $143108.94    | 0.09%             | 2026-10-06      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                   | CIFC Funding 2013-IV Ltd                                                                                      | CUSIP: 12549HAN5<br>LEI: 549300QSQ98IRWUWDV20 | Long             | ABS-CBDO         | CORP              | KY        |     250000 | PA      | $249000.00    | 0.15%             | 2031-04-27      | Floating      | 8.61%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                   | Fannie Mae Connecticut Avenue Securities                                                                      | CUSIP: 20754RAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     430000 | PA      | $448753.63    | 0.27%             | 2041-10-25      | Floating      | 10.35%                | No            |                  2 | On Loan: No      |
| BARNES GROUP INC                                   | Barnes Group Inc 2025 Term Loan B                                                                             | CUSIP: 38021CAC2<br>LEI: G1MSYD2DQZX30V5DMX12 | Long             | LON              | CORP              | US        |      99750 | PA      | $99803.87     | 0.06%             | 2032-01-27      | Floating      | 7.36%                 | No            |                  2 | On Loan: No      |
| NIELSEN CONSUMER INC                               | Nielsen Consumer Inc 2025 EUR Term Loan                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     100000 | PA      | $114641.54    | 0.07%             | 2028-03-06      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                           | Warnermedia Holdings Inc                                                                                      | CUSIP: 55903VBW2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |      33000 | PA      | $22058.85     | 0.01%             | 2042-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| JH NORTH AMERICA HOLDING                           | JH North America Holdings Inc                                                                                 | CUSIP: 46593WAA3<br>LEI: 254900A6FXA0D81TL967 | Long             | DBT              | CORP              | US        |      70000 | PA      | $70239.68     | 0.04%             | 2031-01-31      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT CORP                                     | Open Text Corp                                                                                                | CUSIP: 683715AF3<br>LEI: 549300HP7ONDQODZJV16 | Long             | DBT              | CORP              | CA        |      20000 | PA      | $20650.32     | 0.01%             | 2027-12-01      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                        | PURCHASED RON / SOLD USD                                                                                      | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | RO        |          1 | NC      | $-823.86      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC             | PURCHASED HUF / SOLD USD                                                                                      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | HU        |          1 | NC      | $-937.41      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                     | Morgan Stanley                                                                                                | CUSIP: 61762V861<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EP               | CORP              | US        |       1637 | NS      | $28500.17     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MICROSTRATEGY INC                                  | MicroStrategy Inc                                                                                             | CUSIP: 594972AT8<br>LEI: 549300WQTWEJUEHXQX21 | Long             | DBT              | CORP              | US        |      75000 | PA      | $87774.34     | 0.05%             | 2030-03-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| INTEGER HOLDINGS CORP                              | Integer Holdings Corp                                                                                         | CUSIP: 45826HAC3<br>LEI: 549300SUD2ED5XG6X569 | Long             | DBT              | CORP              | US        |     120000 | PA      | $117360.00    | 0.07%             | 2030-03-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| ADVISOR GROUP INC                                  | ADVISOR GROUP INC 2025 TERM LOAN                                                                              | CUSIP: 000000000<br>LEI: 549300XL60BDV6UW5C86 | Long             | LON              | CORP              | US        |     140000 | PA      | $140000.00    | 0.08%             | 2032-07-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MONGOLIAN MINING CORP                              | Mongolian Mining Corp                                                                                         | CUSIP: 000000000<br>LEI: 254900XQ2EY5O3SAYL47 | Long             | DBT              | CORP              | KY        |     240000 | PA      | $231114.19    | 0.14%             | 2030-04-03      | Fixed         | 8.44%                 | No            |                  2 | On Loan: No      |
| DC Commercial Mortgage Trust                       | DC Trust 2024-HLTN                                                                                            | CUSIP: 24022FAL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     200000 | PA      | $198757.32    | 0.12%             | 2040-04-13      | Variable      | 8.48%                 | No            |                  2 | On Loan: No      |
| ECAF LTD                                           | ECAF I Ltd                                                                                                    | CUSIP: 26827EAC9<br>LEI: 635400SSRNQERTYCWK57 | Long             | ABS-O            | CORP              | KY        |     191636 | PA      | $171522.98    | 0.10%             | 2040-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| OFFICE CHERIFIEN DES PHO                           | OCP SA                                                                                                        | CUSIP: 67091TAJ4<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |     200000 | PA      | $202392.13    | 0.12%             | 2036-03-01      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| LBM ACQUISITION LLC                                | LBM Acquisition LLC 2024 Incremental Term Loan B                                                              | CUSIP: 50179JAH1<br>LEI: 549300FAEB3VWZL4NI86 | Long             | LON              | CORP              | US        |     340186 | PA      | $316427.47    | 0.19%             | 2031-06-06      | Floating      | 8.19%                 | No            |                  2 | On Loan: No      |
| FEDERAL REALTY OP LP                               | Federal Realty OP LP                                                                                          | CUSIP: 313747BD8<br>LEI: 549300LI6XZ51GOCJ427 | Long             | DBT              |  | US        |     265000 | PA      | $260892.50    | 0.16%             | 2029-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                         | Verus Securitization Trust 2022-INV2                                                                          | CUSIP: 924923AF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     100000 | PA      | $99311.17     | 0.06%             | 2067-10-25      | Variable      | 6.77%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                               | Bank of America Corp                                                                                          | CUSIP: 060505682<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |        148 | NS      | $180560.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| ALEXANDRITE LAKE LUX HOL                           | Alexandrite Lake Lux Holdings Sarl                                                                            | CUSIP: 000000000<br>LEI: 213800RY78YHYF5J8L55 | Long             | DBT              | CORP              | LU        |     365000 | PA      | $425593.68    | 0.26%             | 2030-07-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Bausch & Lomb Corporation                          | Bausch & Lomb Corporation 2023 Incremental Term Loan                                                          | CUSIP: 000000000<br>LEI: 549300NY6OZM39SO6475 | Long             | LON              | CORP              | CA        |      98250 | PA      | $98168.45     | 0.06%             | 2028-09-29      | Floating      | 8.36%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                        | PURCHASED TRY / SOLD USD                                                                                      | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | TR        |          1 | NC      | $1429.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NEWLY WEDS FOODS INC                               | Newly Weds Foods Inc Term Loan B                                                                              | CUSIP: 75701MAE5<br>LEI: 549300W1NZ5SVUKC3665 | Long             | LON              | CORP              | US        |     205000 | PA      | $204743.75    | 0.12%             | 2032-03-15      | Floating      | 6.59%                 | No            |                  2 | On Loan: No      |
| IRB Holding Corp                                   | IRB Holding Corp 2024 1st Lien Term Loan B                                                                    | CUSIP: 44988LAL1<br>LEI: 549300HVW4WNWYBXN830 | Long             | LON              | CORP              | US        |     199000 | PA      | $198908.40    | 0.12%             | 2027-12-15      | Floating      | 6.86%                 | No            |                  2 | On Loan: No      |
| ALNYLAM PHARMACEUTICALS                            | Alnylam Pharmaceuticals Inc                                                                                   | CUSIP: 02043QAB3<br>LEI: 529900S3ZI14OWRJII50 | Long             | DBT              | CORP              | US        |     182000 | PA      | $267594.60    | 0.16%             | 2027-09-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| HUDSON PACIFIC PROPERTIE                           | Hudson Pacific Properties LP                                                                                  | CUSIP: 44409MAB2<br>LEI: 5493007NTUGLGZ8T3526 | Long             | DBT              |  | US        |     588000 | PA      | $512721.95    | 0.31%             | 2029-04-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                       | UBS Group AG                                                                                                  | CUSIP: 225401BB3<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     250000 | PA      | $309881.50    | 0.19%             | 2033-11-15      | Fixed         | 9.02%                 | No            |                  2 | On Loan: No      |
| AMWINS GROUP INC                                   | AmWINS Group Inc 2025 Term Loan B                                                                             | CUSIP: 03234TBA5<br>LEI: 549300SJE7MUB8NMRG61 | Long             | LON              | CORP              | US        |      99500 | PA      | $99539.80     | 0.06%             | 2032-01-30      | Floating      | 6.61%                 | No            |                  2 | On Loan: No      |
| PRP Advisors, LLC                                  | PRPM 2025-1 LLC                                                                                               | CUSIP: 69382GAB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     145000 | PA      | $143250.84    | 0.09%             | 2030-04-25      | Variable      | 8.47%                 | No            |                  2 | On Loan: No      |
| LUMENTUM HOLDINGS INC                              | Lumentum Holdings Inc                                                                                         | CUSIP: 55024UAH2<br>LEI: 549300JLWRRC38DWEF52 | Long             | DBT              | CORP              | US        |      82000 | PA      | $140630.00    | 0.08%             | 2029-12-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| HANGER INC                                         | Hanger Inc 2024 Term Loan B                                                                                   | CUSIP: 41043BAH1<br>LEI: 254900ZJJJYVLHJXSZ60 | Long             | LON              | CORP              | US        |     101627 | PA      | $101860.15    | 0.06%             | 2031-10-23      | Floating      | 7.86%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY INC                                 | NextEra Energy Inc                                                                                            | CUSIP: 65339F663<br>LEI: 254900RHL9MEUS5NKX63 | Long             | EP               | CORP              | US        |       1700 | NS      | $81668.00     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Multifamily Structured Credit Risk                 | Freddie Mac Mscr Trust Mn8                                                                                    | CUSIP: 35563RAB1<br>LEI: 529900XKEN78GROIG538 | Long             | ABS-MBS          | USGSE             | US        |     125000 | PA      | $130711.74    | 0.08%             | 2044-05-25      | Floating      | 8.60%                 | No            |                  2 | On Loan: No      |
| MAXEON SOLAR TECHNOLOGIES LTD                      | MAXEON SOLAR TECHNOLOGIES LTD                                                                                 | CUSIP: 000000000<br>LEI: 5493007JPB074ITT6Y72 | N/A              | DE               |  | SG        |       1500 | NS      | $790.50       | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| NOTA DO TESOURO NACIONAL                           | Brazil Notas do Tesouro Nacional Serie F                                                                      | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     434000 | PA      | $73549.59     | 0.04%             | 2027-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| TRUST FIBRAUNO                                     | Trust Fibra Uno                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              |  | MX        |     200000 | PA      | $170719.32    | 0.10%             | 2050-01-15      | Fixed         | 6.39%                 | No            |                  2 | On Loan: No      |
| Specialty Building Products Holdings LLC           | Specialty Building Products Holdings LLC 2021 Term Loan B                                                     | CUSIP: 84748EAF7<br>LEI: 549300ICFD46O3KMJC06 | Long             | LON              | CORP              | US        |     124038 | PA      | $119890.59    | 0.07%             | 2028-10-15      | Floating      | 8.21%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                           | AT&T Inc                                                                                                      | CUSIP: 00206RMZ2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      15000 | PA      | $15205.89     | 0.01%             | 2056-08-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                              | Athene Global Funding                                                                                         | CUSIP: 04685A3X7<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |      35000 | PA      | $35462.12     | 0.02%             | 2027-07-09      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Emrld Borrower LP                                  | EMRLD Borrower LP Term Loan B                                                                                 | CUSIP: 26872NAC3<br>LEI: 5493000GJYE7GAQCUC61 | Long             | LON              | CORP              | US        |     179126 | PA      | $179135.39    | 0.11%             | 2030-05-31      | Floating      | 6.83%                 | No            |                  2 | On Loan: No      |
| Transcanada Trust                                  | Transcanada Trust                                                                                             | CUSIP: 89356BAB4<br>LEI: 549300Y0MFCAXLBWUV51 | Long             | DBT              | CORP              | CA        |      86000 | PA      | $85821.07     | 0.05%             | 2076-08-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                       | Enbridge Inc                                                                                                  | CUSIP: 29250NBC8<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     154000 | PA      | $152459.80    | 0.09%             | 2080-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CITRIN COOPERMAN ADVISORS LLC                      | Citrin Cooperman Advisors LLC 2025 Delayed Draw Term Loan                                                     | CUSIP: 17737EAD5<br>LEI: 254900DPG9ZEAP5MK895 | Long             | LON              | CORP              | US        |      13939 | PA      | $13939.39     | 0.01%             | 2032-04-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                          | Block Inc                                                                                                     | CUSIP: 852234AP8<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |      59000 | PA      | $54071.03     | 0.03%             | 2031-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                                 | Ford Motor Co                                                                                                 | CUSIP: 345370DA5<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |      25000 | PA      | $21180.47     | 0.01%             | 2032-02-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                            | International Bank for Reconstruction & Development                                                           | CUSIP: 000000000<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |     900000 | PA      | $46934.22     | 0.03%             | 2027-01-21      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| LORCA TELECOM BONDCO                               | Lorca Telecom Bondco SA                                                                                       | CUSIP: 000000000<br>LEI: 9598004HFBAS82YM7X35 | Long             | DBT              | CORP              | ES        |     100000 | PA      | $119566.77    | 0.07%             | 2029-04-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                  | HSBC Holdings PLC                                                                                             | CUSIP: 404280CN7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     200000 | PA      | $184362.62    | 0.11%             | 2030-12-17      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| ON SEMICONDUCTOR CORP                              | ON Semiconductor Corp                                                                                         | CUSIP: 682189AU9<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | DBT              | CORP              | US        |     215000 | PA      | $205696.06    | 0.12%             | 2029-03-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| FMC CORP                                           | FMC Corp                                                                                                      | CUSIP: 302491AZ8<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |      46000 | PA      | $47556.27     | 0.03%             | 2055-11-01      | Fixed         | 8.45%                 | No            |                  2 | On Loan: No      |
| Asurion LLC                                        | Asurion LLC 2023 Term Loan B11                                                                                | CUSIP: 04649VBC3<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |     195990 | PA      | $193988.94    | 0.12%             | 2028-08-19      | Floating      | 8.71%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                       | Enbridge Inc                                                                                                  | CUSIP: 29250NCF0<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |      10000 | PA      | $10300.86     | 0.01%             | 2054-06-27      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                                | PURCHASED USD / SOLD EUR                                                                                      | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | US        |          1 | NC      | $14304.83     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| RCO Mortgage LLC                                   | RCO IX Mortgage LLC 2025-2                                                                                    | CUSIP: 754930AB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     430000 | PA      | $429146.88    | 0.26%             | 2030-04-25      | Variable      | 9.13%                 | No            |                  2 | On Loan: No      |
| TITULOS DE TESORERIA                               | Colombian TES                                                                                                 | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |  557700000 | PA      | $117442.26    | 0.07%             | 2030-09-18      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| BRASKEM NETHERLANDS                                | Braskem Netherlands Finance BV                                                                                | CUSIP: 000000000<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |     200000 | PA      | $141802.43    | 0.09%             | 2030-01-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                           | Virginia Electric and Power Co                                                                                | CUSIP: 927804GU2<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |      10000 | PA      | $9859.59      | 0.01%             | 2055-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| HUNGARY GOVERNMENT BOND                            | Hungary Government Bond                                                                                       | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |   11200000 | PA      | $27311.86     | 0.02%             | 2030-08-21      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ALIBABA GROUP HOLDING                              | Alibaba Group Holding Ltd                                                                                     | CUSIP: 01609WBG6<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |      26000 | PA      | $34476.00     | 0.02%             | 2031-06-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| TEREX CORPORATION                                  | Terex Corporation 2024 Term Loan B                                                                            | CUSIP: 88078FBM9<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | LON              | CORP              | US        |      99750 | PA      | $99843.77     | 0.06%             | 2031-10-08      | Floating      | 6.31%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa                           | Republic of South Africa Government Bond                                                                      | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    4135000 | PA      | $191685.89    | 0.12%             | 2044-01-31      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                               | Edison International                                                                                          | CUSIP: 281020AX5<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |     202000 | PA      | $198076.25    | 0.12%             | 2053-06-15      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| COUNTRY GARDEN HLDGS                               | Country Garden Holdings Co Ltd                                                                                | CUSIP: 000000000<br>LEI: 549300MGHLPT1EFHGF84 | Long             | DBT              | CORP              | KY        |     400000 | PA      | $34000.00     | 0.02%             | 2030-10-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PROVINCIA DE CORDOBA                               | Provincia de Cordoba                                                                                          | CUSIP: 74408DAF1<br>LEI: 5299006CLM2Z97AATT29 | Long             | DBT              | NUSS              | AR        |     215000 | PA      | $217150.00    | 0.13%             | 2032-07-02      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| INDIA GOVERNMENT BOND                              | India Government Bond                                                                                         | CUSIP: 000000000<br>LEI: 335800IV7VCDQGIOI391 | Long             | DBT              | NUSS              | IN        |   12690000 | PA      | $146386.16    | 0.09%             | 2035-06-16      | Fixed         | 6.64%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                          | Uniform Mortgage-Backed Security, TBA                                                                         | CUSIP: 01F060683<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   13370000 | PA      | $13554797.87  | 8.19%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                                 | PURCHASED COP / SOLD USD                                                                                      | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | CO        |          1 | NC      | $100.67       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOMNIGROUP INTERNATIONAL INC                       | Somnigroup International Inc Term Loan B                                                                      | CUSIP: 88025BAP6<br>LEI: 549300HFEKVR3US71V91 | Long             | LON              | CORP              | US        |     256482 | PA      | $256802.79    | 0.16%             | 2031-10-24      | Floating      | 6.55%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC             | PURCHASED USD / SOLD EUR                                                                                      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |          1 | NC      | $89.77        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ensemble RCM LLC                                   | Ensemble RCM LLC 2024 Term Loan B                                                                             | CUSIP: 29359BAE1<br>LEI: 254900PDXJVVI20WAQ37 | Long             | LON              | CORP              | US        |      99747 | PA      | $100149.45    | 0.06%             | 2029-08-01      | Floating      | 7.31%                 | No            |                  2 | On Loan: No      |
| METRO BANK HOLDINGS PLC                            | Metro Bank Holdings PLC                                                                                       | CUSIP: 000000000<br>LEI: 984500CDDEAD6C2EDQ64 | Long             | DBT              | CORP              | GB        |     100000 | PA      | $151157.40    | 0.09%             | 2029-04-30      | Fixed         | 12.00%                | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND                            | Romania Government Bond                                                                                       | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     165000 | PA      | $39012.38     | 0.02%             | 2032-09-29      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Pretium Mortgage Credit Partners LLC               | Pret 2025-NPL2 LLC                                                                                            | CUSIP: 69392JAB5<br>LEI: 254900S0KCA0ULKWBW61 | Long             | ABS-O            | CORP              | US        |     160000 | PA      | $157961.30    | 0.10%             | 2055-03-25      | Variable      | 8.23%                 | No            |                  2 | On Loan: No      |
| WEC ENERGY GROUP INC                               | WEC Energy Group Inc                                                                                          | CUSIP: 92939UAS5<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |      82000 | PA      | $83025.00     | 0.05%             | 2028-06-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| SASOL FINANCING USA LLC                            | Sasol Financing USA LLC                                                                                       | CUSIP: 000000000<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | US        |     600000 | PA      | $556500.00    | 0.34%             | 2027-11-08      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                           | Thailand Government Bond                                                                                      | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |    2802000 | PA      | $86443.77     | 0.05%             | 2035-06-17      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HO                           | Clear Channel Outdoor Holdings Inc                                                                            | CUSIP: 18453HAD8<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |      67000 | PA      | $61038.42     | 0.04%             | 2029-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                | Freddie Mac STACR REMIC Trust 2022-DNA1                                                                       | CUSIP: 35564KQZ5<br>LEI: 5493000ISBDRXIMCHZ70 | Long             | ABS-MBS          | USGSE             | US        |     380000 | PA      | $404552.83    | 0.24%             | 2042-01-25      | Floating      | 11.45%                | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                             | US 10YR NOTE (CBT)SEP25                                                                                       | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         59 | NC      | $34338.09     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PEACH PROPERTY FINANCE                             | Peach Property Finance GmbH                                                                                   | CUSIP: 000000000<br>LEI: 5299006REENAMLK8A121 | Long             | DBT              | CORP              | DE        |     100000 | PA      | $112133.92    | 0.07%             | 2025-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                              | Athene Global Funding                                                                                         | CUSIP: 04685A4E8<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |      47000 | PA      | $47216.78     | 0.03%             | 2027-01-07      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                             | Diamondback Energy Inc                                                                                        | CUSIP: 25278XBB4<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |      20000 | PA      | $18470.46     | 0.01%             | 2064-04-18      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| TricorBraun Holdings Inc                           | TricorBraun Holdings Inc 2021 Term Loan                                                                       | CUSIP: 00184NAB3<br>LEI: 2549009AB5YVVW5J1U62 | Long             | LON              | CORP              | US        |     104457 | PA      | $104366.48    | 0.06%             | 2028-03-03      | Floating      | 7.72%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust         | JPMBB Commercial Mortgage Securities Trust 2014-C22                                                           | CUSIP: 46642NBK1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     610000 | PA      | $561511.10    | 0.34%             | 2047-09-15      | Variable      | 4.51%                 | No            |                  2 | On Loan: No      |
| Avantor Funding Inc                                | Avantor Funding Inc 2024 Term Loan                                                                            | CUSIP: 05350NAP9<br>LEI: 5493003VM0XB4U8YD238 | Long             | LON              | CORP              | US        |      10397 | PA      | $10440.46     | 0.01%             | 2027-11-08      | Floating      | 6.46%                 | No            |                  2 | On Loan: No      |
| IMA INDUSTRIA MACCHINE                             | IMA Industria Macchine Automatiche SpA                                                                        | CUSIP: 000000000<br>LEI: 815600D86992FDA7B908 | Long             | DBT              | CORP              | IT        |     100000 | PA      | $114024.77    | 0.07%             | 2028-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                                | PURCHASED USD / SOLD AUD                                                                                      | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | US        |          1 | NC      | $7862.73      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VEON MIDCO BV                                      | Veon Midco BV                                                                                                 | CUSIP: 000000000<br>LEI: 213800GOFSH7EPKBRE50 | Long             | DBT              | CORP              | NL        |     200000 | PA      | $205048.90    | 0.12%             | 2029-07-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| COINBASE GLOBAL INC                                | Coinbase Global Inc                                                                                           | CUSIP: 19260QAF4<br>LEI: 5493004G3J2SC154DU06 | Long             | DBT              | CORP              | US        |      62000 | PA      | $85376.38     | 0.05%             | 2030-04-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Ballyrock Ltd                                      | Ballyrock Clo 29 Ltd                                                                                          | CUSIP: 05876TAC0<br>LEI: 254900DD7OSYIC2KWA70 | Long             | ABS-CBDO         | CORP              | KY        |     345000 | PA      | $300145.07    | 0.18%             | 2038-07-25      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                   | PURCHASED USD / SOLD EUR                                                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |          1 | NC      | $276.40       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JETBLUE AIRWAYS/LOYALTY                            | JetBlue Airways Corp / JetBlue Loyalty LP                                                                     | CUSIP: 476920AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     100000 | PA      | $96685.01     | 0.06%             | 2031-09-20      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                     | Morgan Stanley                                                                                                | CUSIP: 61762V838<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EP               | CORP              | US        |       3369 | NS      | $86785.44     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| LCH Ltd.                                           | Long: B9D107ZT0 IRS USD R V 12MSOFR 99D107ZW3 CCPOIS / Short: B9D107ZT0 IRS USD P F  4.16000 99D107ZT0 CCPOIS | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    2275000 | OU      | $-18724.45    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                              | Athene Global Funding                                                                                         | CUSIP: 04685A3S8<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |      20000 | PA      | $20118.35     | 0.01%             | 2026-02-23      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| NOTA DO TESOURO NACIONAL                           | Brazil Notas do Tesouro Nacional Serie F                                                                      | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     753000 | PA      | $115925.63    | 0.07%             | 2031-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| GOLOMT BANK OF MONGOLIA                            | Golomt Bank                                                                                                   | CUSIP: 381930AA4<br>LEI: 549300QLH7BRA4EIZO16 | Long             | DBT              | CORP              | MN        |     200000 | PA      | $206608.05    | 0.12%             | 2027-05-20      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| FIRST STUDENT BIDCO INC                            | First Student Bidco Inc 2024 1st Lien Term Loan B                                                             | CUSIP: 33718FAK6<br>LEI: 2549006DRO2F06AA1391 | Long             | LON              | CORP              | US        |     141540 | PA      | $141683.45    | 0.09%             | 2028-07-21      | Floating      | 6.80%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                | Dominion Energy Inc                                                                                           | CUSIP: 25746UDM8<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |      97000 | PA      | $94828.46     | 0.06%             | 2027-01-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| HUDSON PACIFIC PROPERTIE                           | Hudson Pacific Properties LP                                                                                  | CUSIP: 44409MAD8<br>LEI: 5493007NTUGLGZ8T3526 | Long             | DBT              |  | US        |     123000 | PA      | $117789.68    | 0.07%             | 2028-02-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                  | EURO-BUND FUTURE SEP25                                                                                        | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |          2 | NC      | $-2474.05     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| State Street Bank & Trust Co.                      | PURCHASED EUR / SOLD USD                                                                                      | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | XX        |          1 | NC      | $-2928.95     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| The Montreal Exchange / Bourse De Montreal         | CAN 10YR BOND FUT SEP25                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CA        |         73 | NC      | $-39861.24    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY                            | Nationwide Building Society                                                                                   | CUSIP: 000000000<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |     200000 | PA      | $272777.37    | 0.16%             | 2031-12-20      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                        | PURCHASED UYU / SOLD USD                                                                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | UY        |          1 | NC      | $28.95        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                     | Morgan Stanley Capital I Trust 2014-150E                                                                      | CUSIP: 61764BAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     125000 | PA      | $111716.10    | 0.07%             | 2032-09-09      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| Core & Main LP                                     | Core & Main LP 2024 Term Loan E                                                                               | CUSIP: 40416VAH8<br>LEI: 549300ZSLF8Q660SCD17 | Long             | LON              | CORP              | US        |      99500 | PA      | $99624.38     | 0.06%             | 2031-02-09      | Floating      | 6.27%                 | No            |                  2 | On Loan: No      |
| Pretium Mortgage Credit Partners LLC               | PRET 2024-NPL7 LLC                                                                                            | CUSIP: 74136TAB4<br>LEI: 254900640HC5OZKI7J87 | Long             | ABS-MBS          | CORP              | US        |     175000 | PA      | $174380.29    | 0.11%             | 2054-10-25      | Variable      | 8.96%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                     | PURCHASED INR / SOLD USD                                                                                      | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | IN        |          1 | NC      | $-80.99       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PARSONS CORP                                       | Parsons Corp                                                                                                  | CUSIP: 70202LAD4<br>LEI: 549300ZXH0VRBSEPX752 | Long             | DBT              | CORP              | US        |     200000 | PA      | $217400.00    | 0.13%             | 2029-03-01      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| LA BANQUE POSTALE                                  | La Banque Postale SA                                                                                          | CUSIP: 000000000<br>LEI: 96950066U5XAAIRCPA78 | Long             | DBT              | CORP              | FR        |     100000 | PA      | $134583.89    | 0.08%             | 2028-09-21      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| MKS Instruments Inc                                | MKS Instruments Inc 2025 USD Repriced Term Loan                                                               | CUSIP: 55314NAZ7<br>LEI: 549300KEQATBHAGVF505 | Long             | LON              | CORP              | US        |     120662 | PA      | $120420.76    | 0.07%             | 2029-08-17      | Floating      | 6.35%                 | No            |                  2 | On Loan: No      |
| LFS TOPCO LLC                                      | LFS Topco LLC                                                                                                 | CUSIP: 50203TAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     744000 | PA      | $719623.99    | 0.43%             | 2030-07-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategies                   | Carlyle Global Market Strategies CLO 2016-1 Ltd                                                               | CUSIP: 14312KAS8<br>LEI: 549300N3CJKPCWZ7KX23 | Long             | ABS-CBDO         | CORP              | KY        |     430000 | PA      | $420842.29    | 0.25%             | 2034-04-20      | Floating      | 10.58%                | No            |                  2 | On Loan: No      |
| HIGHTOWER HOLDING LLC                              | Hightower Holding LLC                                                                                         | CUSIP: 43118DAB6<br>LEI: 254900MKOSB7RTMA9K12 | Long             | DBT              | CORP              | US        |     170000 | PA      | $180668.52    | 0.11%             | 2030-01-31      | Fixed         | 9.13%                 | No            |                  2 | On Loan: No      |
| Sedgwick Claims Management Services Inc            | Sedgwick Claims Management Services Inc 2023 Term Loan B                                                      | CUSIP: 81527CAP2<br>LEI: 549300BIN4DWJG5VWF64 | Long             | LON              | CORP              | US        |     200000 | PA      | $200165.98    | 0.12%             | 2031-07-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                  | PURCHASED USD / SOLD THB                                                                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |          1 | NC      | $328.32       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                             | PURCHASED USD / SOLD UYU                                                                                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $-1598.69     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                      | Citigroup Inc                                                                                                 | CUSIP: 172967PE5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     102000 | PA      | $106405.58    | 0.06%             | 2028-11-15      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| Pretium Mortgage Credit Partners LLC               | Pret 2024-NPL6 LLC                                                                                            | CUSIP: 69381QAB2<br>LEI: 254900RZOKAJE9T5UQ09 | Long             | ABS-MBS          | CORP              | US        |     265000 | PA      | $264536.38    | 0.16%             | 2054-10-25      | Variable      | 8.72%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                               | Indonesia Treasury Bond                                                                                       | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |  856000000 | PA      | $53373.20     | 0.03%             | 2026-09-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                                 | PURCHASED USD / SOLD PEN                                                                                      | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |          1 | NC      | $-1816.73     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VITAL ENERGY INC                                   | Vital Energy Inc                                                                                              | CUSIP: 516806AK2<br>LEI: 549300X0PTWU2QSLSL14 | Long             | DBT              | CORP              | US        |     765000 | PA      | $671449.22    | 0.41%             | 2032-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| GLOBAL ATLANTIC FIN CO                             | Global Atlantic Fin Co                                                                                        | CUSIP: 37959GAG2<br>LEI: 98450051B2E65CAA7E94 | Long             | DBT              | CORP              | US        |      78000 | PA      | $81510.39     | 0.05%             | 2054-10-15      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| MERITAGE HOMES CORP                                | Meritage Homes Corp                                                                                           | CUSIP: 59001ABF8<br>LEI: 52990044W9UMFJO2FB97 | Long             | DBT              | CORP              | US        |     240000 | PA      | $237295.37    | 0.14%             | 2028-05-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Trans Union LLC                                    | Trans Union LLC 2024 Term Loan B8                                                                             | CUSIP: 89334GBF0<br>LEI: X8NPN6PWJOM1QCTYFV34 | Long             | LON              | CORP              | US        |     289985 | PA      | $290202.01    | 0.18%             | 2031-06-24      | Floating      | 6.11%                 | No            |                  2 | On Loan: No      |
| CNTL AMR BOTTLING CORP                             | Central American Bottling Corp / CBC Bottling Holdco SL / Beliv Holdco SL                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | VG        |     205000 | PA      | $199159.04    | 0.12%             | 2029-04-27      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                                | NCL Corp Ltd                                                                                                  | CUSIP: 62886HBS9<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |     164000 | PA      | $199875.00    | 0.12%             | 2030-04-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| HTL Commercial Mortgage Trust                      | HTL Commercial Mortgage Trust 2024-T53                                                                        | CUSIP: 404300AL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     100000 | PA      | $102234.60    | 0.06%             | 2039-05-10      | Variable      | 11.93%                | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                               | Indonesia Treasury Bond                                                                                       | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |  436000000 | PA      | $27197.44     | 0.02%             | 2038-06-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                | Dominion Energy Inc                                                                                           | CUSIP: 25746UDY2<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |      25000 | PA      | $25098.47     | 0.02%             | 2028-05-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                            | Goldman Sachs Group Inc/The                                                                                   | CUSIP: 38144GAG6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      88000 | PA      | $86098.94     | 0.05%             | 2026-08-10      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                | Petroleos Mexicanos                                                                                           | CUSIP: 71654QDE9<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     560000 | PA      | $519790.38    | 0.31%             | 2031-01-28      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| UNDER ARMOUR INC                                   | Under Armour Inc                                                                                              | CUSIP: 904311AD9<br>LEI: 549300D4549QKWETZ406 | Long             | DBT              | CORP              | US        |      45000 | PA      | $45912.17     | 0.03%             | 2030-07-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| NIPPON LIFE INSURANCE                              | Nippon Life Insurance Co                                                                                      | CUSIP: 654579AP6<br>LEI: 549300Y0HHMFW3EVWY08 | Long             | DBT              | CORP              | JP        |     200000 | PA      | $209305.80    | 0.13%             | 2055-04-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| TEAMSYSTEM SPA                                     | TeamSystem SpA                                                                                                | CUSIP: 000000000<br>LEI: 81560062081DF3AB7A90 | Long             | DBT              | CORP              | IT        |     125000 | PA      | $143472.39    | 0.09%             | 2031-07-31      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| HANGER INC                                         | Hanger Inc 2024 Delayed Draw Term Loan                                                                        | CUSIP: 41043BAJ7<br>LEI: 254900ZJJJYVLHJXSZ60 | Long             | LON              | CORP              | US        |      13113 | PA      | $13142.98     | 0.01%             | 2031-10-23      | Floating      | 7.86%                 | No            |                  2 | On Loan: No      |
| Pretium Mortgage Credit Partners LLC               | PRET 2024-NPL5 LLC                                                                                            | CUSIP: 74143QAB1<br>LEI: 254900YWXIBNNDQF0Y67 | Long             | ABS-O            | CORP              | US        |     360000 | PA      | $359718.08    | 0.22%             | 2054-09-25      | Variable      | 8.84%                 | No            |                  2 | On Loan: No      |
| AES PANAMA GENERATION HL                           | AES Panama Generation Holdings SRL                                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | PA        |     442194 | PA      | $403796.22    | 0.24%             | 2030-05-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| VILLA DUTCH BIDCO BV                               | House of HR Group BV                                                                                          | CUSIP: 000000000<br>LEI: 724500AWBTX8I880X774 | Long             | DBT              | CORP              | NL        |     200000 | PA      | $227765.40    | 0.14%             | 2029-11-03      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | U.S. Treasury Notes                                                                                           | CUSIP: 91282CND9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1350000 | PA      | $1345148.44   | 0.81%             | 2028-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| FLUTTER FINANCING BV                               | Flutter Financing BV 2025 Term Loan B                                                                         | CUSIP: 000000000<br>LEI: 635400VFWPBIKJK6GN11 | Long             | LON              | CORP              | NL        |     100000 | PA      | $99875.00     | 0.06%             | 2032-06-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| VEON MIDCO BV                                      | Veon Midco BV                                                                                                 | CUSIP: 000000000<br>LEI: 213800GOFSH7EPKBRE50 | Long             | DBT              | CORP              | NL        |     400000 | PA      | $369292.20    | 0.22%             | 2027-11-25      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Enstar Group Ltd                                   | Enstar Group Ltd                                                                                              | CUSIP: 29359U109<br>LEI: 213800AMAL5QFXVUCN04 | Long             | EP               | CORP              | BM        |       3329 | NS      | $76567.00     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| TITULOS DE TESORERIA                               | Colombian TES                                                                                                 | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |  525100000 | PA      | $99095.14     | 0.06%             | 2032-06-30      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BONOS TESORERIA PESOS                              | Bonos de la Tesoreria de la Republica en pesos                                                                | CUSIP: 000000000<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |   40000000 | PA      | $41865.32     | 0.03%             | 2033-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                   | Fannie Mae Connecticut Avenue Securities                                                                      | CUSIP: 20754KAJ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     560000 | PA      | $585803.01    | 0.35%             | 2041-11-25      | Floating      | 10.55%                | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                                | Malaysia Government Bond                                                                                      | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     574000 | PA      | $149692.57    | 0.09%             | 2037-04-07      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| ONESKY FLIGHT LLC                                  | OneSky Flight LLC                                                                                             | CUSIP: 68278CAA3<br>LEI: 549300PM6NEPXGG5B882 | Long             | DBT              | CORP              | US        |      25000 | PA      | $26338.68     | 0.02%             | 2029-12-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| TERMOCANDELARIA POWER                              | Termocandelaria Power SA                                                                                      | CUSIP: 000000000<br>LEI: 549300YDORW43JL6G659 | Long             | DBT              | CORP              | ES        |     200000 | PA      | $205946.00    | 0.12%             | 2031-09-17      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                            | BPCE SA                                                                                                       | CUSIP: 000000000<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |     200000 | PA      | $223876.30    | 0.14%             | 2042-01-13      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Corporation Service Company                        | Corporation Service Company Term Loan B                                                                       | CUSIP: 22006VAL3<br>LEI: 549300NOPSIMGJNT8J31 | Long             | LON              | CORP              | US        |     135281 | PA      | $134976.53    | 0.08%             | 2029-11-02      | Floating      | 6.36%                 | No            |                  2 | On Loan: No      |
| SCOR SE                                            | SCOR SE                                                                                                       | CUSIP: 000000000<br>LEI: 96950056ULJ4JI7V3752 | Long             | DBT              | CORP              | FR        |     100000 | PA      | $116747.08    | 0.07%             | 2034-06-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BANCA TRANSILVANIA                                 | Banca Transilvania SA                                                                                         | CUSIP: 000000000<br>LEI: 549300RG3H390KEL8896 | Long             | DBT              | CORP              | RO        |     500000 | PA      | $584538.12    | 0.35%             | 2030-09-30      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | U.S. Treasury Inflation-Indexed Bonds                                                                         | CUSIP: 912810RF7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     503423 | PA      | $419365.76    | 0.25%             | 2044-02-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                                | Malaysia Government Bond                                                                                      | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     655000 | PA      | $158259.67    | 0.10%             | 2034-07-05      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                    | Long: B9D10LZQ5 CDS EUR R V 03MEVENT 2 CCPCORPORATE / Short: B9D10LZQ5 CDS EUR P F  1.00000 1 CCPCORPORATE    | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |      30000 | OU      | $-324.73      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                             | U.S. Treasury Bonds                                                                                           | CUSIP: 912810UE6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    2125000 | PA      | $1993515.63   | 1.20%             | 2054-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CREDIT ACCEPTANC                                   | Credit Acceptance Corp                                                                                        | CUSIP: 225310AQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      30000 | PA      | $31727.52     | 0.02%             | 2028-12-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Tricon Residential                                 | Tricon Residential 2021-SFR1 Trust                                                                            | CUSIP: 89614YAH9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     100000 | PA      | $97891.00     | 0.06%             | 2038-07-17      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                                | NCL Corp Ltd                                                                                                  | CUSIP: 62886HBK6<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |     165000 | PA      | $175065.00    | 0.11%             | 2027-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                        | PURCHASED COP / SOLD USD                                                                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CO        |          1 | NC      | $-632.34      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ROCKET SOFTWARE INC                                | Rocket Software Inc                                                                                           | CUSIP: 77314EAA6<br>LEI: 549300PVG26ISP5X1556 | Long             | DBT              | CORP              | US        |      35000 | PA      | $34030.90     | 0.02%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| RIVIAN AUTO INC                                    | Rivian Automotive Inc                                                                                         | CUSIP: 76954AAD5<br>LEI: 25490004LNKJ84MFYY24 | Long             | DBT              | CORP              | US        |     160000 | PA      | $138160.00    | 0.08%             | 2030-10-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                   | Fannie Mae Connecticut Avenue Securities                                                                      | CUSIP: 20753YAL6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     550000 | PA      | $611187.50    | 0.37%             | 2042-03-25      | Floating      | 13.85%                | No            |                  2 | On Loan: No      |
| Hayward Industries Inc                             | Hayward Industries Inc 2021 Term Loan                                                                         | CUSIP: 421300AL8<br>LEI: 549300NV8ZMMEDUHQ091 | Long             | LON              | CORP              | US        |     191276 | PA      | $191622.53    | 0.12%             | 2028-05-30      | Floating      | 6.97%                 | No            |                  2 | On Loan: No      |
| GLP CHINA HOLDINGS LTD                             | GLP China Holdings Ltd                                                                                        | CUSIP: 000000000<br>LEI: 254900C6X2D3TGF2CO98 | Long             | DBT              | CORP              | HK        |     200000 | PA      | $192580.94    | 0.12%             | 2026-03-29      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                             | PURCHASED EUR / SOLD GBP                                                                                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | XX        |          1 | NC      | $-2087.81     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                | PURCHASED USD / SOLD MXN                                                                                      | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |          1 | NC      | $76.88        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| O'REILLY AUTOMOTIVE INC                            | O'Reilly Automotive Inc                                                                                       | CUSIP: 67103HAN7<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |      25000 | PA      | $24774.79     | 0.01%             | 2034-08-19      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PHILIPPINE GOVERNMENT                              | Philippine Government Bond                                                                                    | CUSIP: 000000000<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    4770000 | PA      | $84221.84     | 0.05%             | 2029-01-10      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| IIFL FINANCE LTD                                   | IIFL Finance Ltd                                                                                              | CUSIP: 44964HAA2<br>LEI: 335800CZ46UJRS34JR78 | Long             | DBT              | CORP              | IN        |     200000 | PA      | $203170.26    | 0.12%             | 2028-07-24      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| TELECOM ARGENTINA SA                               | Telecom Argentina SA                                                                                          | CUSIP: 879273AV2<br>LEI: 549300MKPIRSJD8SB782 | Long             | DBT              | CORP              | AR        |     128000 | PA      | $132224.26    | 0.08%             | 2033-05-28      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| NEP Group Inc                                      | NEP Group Inc 2023 Term Loan B                                                                                | CUSIP: 62908HAM7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     100081 | PA      | $94626.21     | 0.06%             | 2026-08-19      | Floating      | 7.84%                 | No            |                  2 | On Loan: No      |
| BIOMARIN PHARMACEUTICAL                            | BioMarin Pharmaceutical Inc                                                                                   | CUSIP: 09061GAK7<br>LEI: NSLL8ITTRR0J5HEMR848 | Long             | DBT              | CORP              | US        |     145000 | PA      | $136810.79    | 0.08%             | 2027-05-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SRI LANKA                              | Sri Lanka Government International Bond                                                                       | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |     523273 | PA      | $438616.53    | 0.27%             | 2038-02-15      | Variable      | 3.60%                 | No            |                  2 | On Loan: No      |
| AmeriCredit Automobile Receivables Trust           | Americredit Automobile Receivables Trust 2023-1                                                               | CUSIP: 03067BAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1130000 | PA      | $1137942.77   | 0.69%             | 2028-03-20      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| MARS INC                                           | Mars Inc                                                                                                      | CUSIP: 571676AZ8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |      60000 | PA      | $60552.43     | 0.04%             | 2032-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GDZ ELEKTRIK DAGITIM AS                            | GDZ Elektrik Dagitim AS                                                                                       | CUSIP: 36270TAA1<br>LEI: 984500B63B5766038A64 | Long             | DBT              | CORP              | TR        |    1180000 | PA      | $1141359.47   | 0.69%             | 2029-10-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| PEAC Solutions Receivables LLC                     | PEAC Solutions Receivables 2025-1 LLC                                                                         | CUSIP: 69392HAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     135000 | PA      | $136481.07    | 0.08%             | 2032-07-20      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| ALTAGAS LTD                                        | AltaGas Ltd                                                                                                   | CUSIP: 021361AD2<br>LEI: 2549008X5V70MOS4HM10 | Long             | DBT              | CORP              | CA        |     141000 | PA      | $142080.48    | 0.09%             | 2054-10-15      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| PINGAN REAL ESTATE CAP                             | Pingan Real Estate Capital Ltd                                                                                | CUSIP: 000000000<br>LEI: 655600MZ4W5VY0OEG119 | Long             | DBT              | CORP              | HK        |     815000 | PA      | $791707.65    | 0.48%             | 2026-07-29      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Verisure Holding AB                                | Verisure Holding AB 2021 EUR Term Loan                                                                        | CUSIP: 000000000<br>LEI: 549300VQQCWGISM3N408 | Long             | LON              | CORP              | SE        |     200000 | PA      | $229093.08    | 0.14%             | 2028-03-27      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                           | Thailand Government Bond                                                                                      | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |    2672000 | PA      | $94162.23     | 0.06%             | 2032-06-25      | Fixed         | 3.78%                 | No            |                  2 | On Loan: No      |
| AFRICELL HOLDING LTD                               | Africell Holding Ltd                                                                                          | CUSIP: 000000000<br>LEI: 984500JFB7AFK4B6C829 | Long             | DBT              | CORP              | JE        |     690000 | PA      | $672312.17    | 0.41%             | 2029-10-23      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| TRANE TECH FIN LTD                                 | Trane Technologies Financing Ltd                                                                              | CUSIP: 892938AB7<br>LEI: 549300A5OEF3CJI2CO89 | Long             | DBT              | CORP              | IE        |      45000 | PA      | $45643.93     | 0.03%             | 2034-06-13      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| FORTRESS INTERMEDIATE 3 INC                        | FORTRESS INTERMEDIATE 3 INC 2025 TERM LOAN B                                                                  | CUSIP: 34966LAD6<br>LEI: 254900NLAZ3JQJW5JP75 | Long             | LON              | CORP              | US        |     241983 | PA      | $241982.95    | 0.15%             | 2031-06-27      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| Willowbrook Mall                                   | NJ 2025-WBRK                                                                                                  | CUSIP: 65486BAL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     195000 | PA      | $178274.91    | 0.11%             | 2035-03-05      | Variable      | 6.08%                 | No            |                  2 | On Loan: No      |
| BX Trust                                           | BX Trust 2021-ARIA                                                                                            | CUSIP: 05608RAQ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     630000 | PA      | $627637.50    | 0.38%             | 2036-10-15      | Floating      | 7.60%                 | No            |                  2 | On Loan: No      |
| CITRIN COOPERMAN ADVISORS LLC                      | Citrin Cooperman Advisors LLC 2025 Term Loan B                                                                | CUSIP: 17737EAC7<br>LEI: 254900DPG9ZEAP5MK895 | Long             | LON              | CORP              | US        |     216061 | PA      | $216060.61    | 0.13%             | 2032-04-01      | Floating      | 7.30%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                         | Intel Corp                                                                                                    | CUSIP: 458140CM0<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     124000 | PA      | $109570.20    | 0.07%             | 2054-02-21      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| NUTANIX INC                                        | Nutanix Inc                                                                                                   | CUSIP: 67059NAJ7<br>LEI: 549300X7J6E8TKVIXW09 | Long             | DBT              | CORP              | US        |     235000 | PA      | $264187.00    | 0.16%             | 2029-12-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| OFFICE CHERIFIEN DES PHO                           | OCP SA                                                                                                        | CUSIP: 000000000<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |     600000 | PA      | $607140.00    | 0.37%             | 2036-03-01      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| REPUBLICA ORIENT URUGUAY                           | Uruguay Government International Bond                                                                         | CUSIP: 760942BF8<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |    2190000 | PA      | $58627.13     | 0.04%             | 2033-07-20      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| FIRST ADVANTAGE HOLDINGS LLC                       | First Advantage Holdings LLC 2024 Term Loan B                                                                 | CUSIP: 78477MAG6<br>LEI: 549300MRQE5MQEH3BI02 | Long             | LON              | CORP              | US        |     203080 | PA      | $203715.82    | 0.12%             | 2031-10-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                              | Quikrete Holdings Inc 2025 Term Loan B                                                                        | CUSIP: 74839XAL3<br>LEI: 5493007KIN86DIZWZT22 | Long             | LON              | CORP              | US        |     199500 | PA      | $199250.63    | 0.12%             | 2032-02-10      | Floating      | 6.61%                 | No            |                  2 | On Loan: No      |
| UNITED STATES CELLULAR C                           | United States Cellular Corp                                                                                   | CUSIP: 911684702<br>LEI: 549300B164AZXESI6E03 | Long             | EP               | CORP              | US        |        945 | NS      | $24144.75     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| US CELLULAR CORP                                   | United States Cellular Corp                                                                                   | CUSIP: 911684884<br>LEI: 549300B164AZXESI6E03 | Long             | EP               | CORP              | US        |       2190 | NS      | $49187.40     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SAN MIGUEL INDUSTRIAS                              | SAN Miguel Industrias Pet SA / NG PET R&P Latin America SA                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | PE        |     400000 | PA      | $378688.00    | 0.23%             | 2028-08-02      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS                           | Univision Communications Inc                                                                                  | CUSIP: 914906BA9<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |     430000 | PA      | $446168.38    | 0.27%             | 2032-08-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| LIMAK YENILENEBILIR                                | Limak Yenilenebilir Enerji AS                                                                                 | CUSIP: 53263MAA0<br>LEI: 789000WFO2FHRONHFN18 | Long             | DBT              | CORP              | TR        |     600000 | PA      | $598572.19    | 0.36%             | 2030-08-12      | Fixed         | 9.63%                 | No            |                  2 | On Loan: No      |
| X-Caliber Funding LLC                              | X-Caliber Funding LLC                                                                                         | CUSIP: 98373XBW9<br>LEI: 549300GGW5CBE4FDT866 | Long             | ABS-MBS          | CORP              | US        |     100000 | PA      | $99890.60     | 0.06%             | 2028-01-15      | Floating      | 8.58%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                        | PURCHASED BRL / SOLD USD                                                                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | BR        |          1 | NC      | $2019.25      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                             | PURCHASED MXN / SOLD USD                                                                                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | MX        |          1 | NC      | $-139.78      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNIFIN FINANCIERA CASH ESCROW                      | UNIFIN FINANCIERA CASH ESCROW                                                                                 | CUSIP: 000000000<br>LEI: 5493007GRMPGDJG93Z17 | Long             | EC               | CORP              | US        |     250000 | NS      | $25000.00     | 0.02%             |  |  |  | Yes           |                  3 | On Loan: No      |
| QIAGEN NV                                          | QIAGEN NV                                                                                                     | CUSIP: 000000000<br>LEI: 54930036WK3GMCN17Z57 | Long             | DBT              | CORP              | NL        |     200000 | PA      | $216821.05    | 0.13%             | 2031-09-10      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLD/FOOD GRP/CO                           | JBS USA Holding Lux Sarl / JBS USA Foods Group Holdings Inc / JBS USA Food Co                                 | CUSIP: 472140AJ1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      20000 | PA      | $19712.20     | 0.01%             | 2066-04-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                    | Long: S9D10CNY1 CDS EUR R F  1.00000 1 CCPCORPORATE / Short: S9D10CNY1 CDS EUR P V 03MEVENT 2 CCPCORPORATE    | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     150000 | OU      | $2905.42      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                | Petroleos Mexicanos                                                                                           | CUSIP: 71654QCC4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     185000 | PA      | $143305.37    | 0.09%             | 2047-09-21      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Belron Finance 2019 LLC                            | Belron Finance 2019 LLC 2024 USD Term Loan B                                                                  | CUSIP: 08078UAM5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     183612 | PA      | $184255.14    | 0.11%             | 2031-10-16      | Floating      | 7.05%                 | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                  | EURO-OAT FUTURE SEP25                                                                                         | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |        -36 | NC      | $35609.21     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                            | Goldman Sachs Group Inc/The                                                                                   | CUSIP: 38141GA38<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      88000 | PA      | $92950.35     | 0.06%             | 2029-02-10      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | U.S. Treasury Notes                                                                                           | CUSIP: 91282CNJ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    4655000 | PA      | $4617178.13   | 2.79%             | 2032-06-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Emera Inc                                          | Emera Inc                                                                                                     | CUSIP: 290876AD3<br>LEI: NQZVQT2P5IUF2PGA1Q48 | Long             | DBT              | CORP              | CA        |     142000 | PA      | $143027.37    | 0.09%             | 2076-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| First Brands Group LLC                             | First Brands Group LLC 2022 Incremental Term Loan                                                             | CUSIP: 31935HAG2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      99187 | PA      | $96727.77     | 0.06%             | 2027-03-30      | Floating      | 9.57%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                   | Fannie Mae Connecticut Avenue Securities                                                                      | CUSIP: 20754MAL1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     419214 | PA      | $490339.65    | 0.30%             | 2042-06-25      | Floating      | 16.35%                | No            |                  2 | On Loan: No      |
| Securitized Term Auto Receivables Trust            | Securitized Term Auto Receivables Trust                                                                       | CUSIP: 81378RAD6<br>LEI: 254900DVX7EZK9JMUP63 | Long             | ABS-O            | CORP              | CA        |      57970 | PA      | $58777.79     | 0.04%             | 2031-07-25      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                               | Glencore Funding LLC                                                                                          | CUSIP: 378272AY4<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |      50000 | PA      | $44990.08     | 0.03%             | 2030-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Vericrest Opportunity Loan Transferee              | VOLT CV LLC                                                                                                   | CUSIP: 91835GAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     104058 | PA      | $100877.21    | 0.06%             | 2051-11-27      | Variable      | 5.32%                 | No            |                  2 | On Loan: No      |
| Affirm Inc                                         | Affirm Asset Securitization Trust 2024-A                                                                      | CUSIP: 00834BAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     850000 | PA      | $857764.33    | 0.52%             | 2029-02-15      | Fixed         | 9.17%                 | No            |                  2 | On Loan: No      |
| CCF HOLDING SAS                                    | CCF Holding SAS                                                                                               | CUSIP: 000000000<br>LEI: 969500ULNMJWJWCKM704 | Long             | DBT              | CORP              | FR        |     200000 | PA      | $250489.30    | 0.15%             | 2029-06-12      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| PRP Advisors, LLC                                  | PRPM 2025-RPL4 LLC                                                                                            | CUSIP: 74448NAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     255000 | PA      | $219877.58    | 0.13%             | 2055-05-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | U.S. Treasury Bonds                                                                                           | CUSIP: 912810UK2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     984200 | PA      | $962670.63    | 0.58%             | 2055-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE LTD                                      | Aircastle Ltd                                                                                                 | CUSIP: 00928QAW1<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |      57000 | PA      | $56605.53     | 0.03%             | 2026-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | U.S. Treasury Notes                                                                                           | CUSIP: 91282CMU2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    3845000 | PA      | $3853861.53   | 2.33%             | 2030-03-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Czech Republic                                     | Czech Republic Government Bond                                                                                | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |    1730000 | PA      | $77664.66     | 0.05%             | 2028-08-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ROCKET SOFTWARE INC                                | Rocket Software Inc                                                                                           | CUSIP: 77314EAB4<br>LEI: 549300PVG26ISP5X1556 | Long             | DBT              | CORP              | US        |      50000 | PA      | $51597.70     | 0.03%             | 2028-11-28      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | U.S. Treasury Notes                                                                                           | CUSIP: 91282CLW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    3805000 | PA      | $3781218.75   | 2.29%             | 2034-11-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| REWORLD HOLDING CORP                               | Reworld Holding Corp                                                                                          | CUSIP: 22282EAJ1<br>LEI: 40XIFLS8XDQGGHGPGC04 | Long             | DBT              | CORP              | US        |      75000 | PA      | $71054.47     | 0.04%             | 2030-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                        | Southern Co/The                                                                                               | CUSIP: 842587EC7<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |     201000 | PA      | $202708.50    | 0.12%             | 2028-06-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust         | JPMBB Commercial Mortgage Securities Trust 2014-C23                                                           | CUSIP: 46643AAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     275000 | PA      | $233543.92    | 0.14%             | 2047-09-15      | Variable      | 4.05%                 | No            |                  2 | On Loan: No      |
| SPEEDSTER BIDCO GMBH                               | Speedster Bidco GmbH 2024 USD Term Loan B                                                                     | CUSIP: 000000000<br>LEI: 254900LE837QB2YYV824 | Long             | LON              | CORP              | DE        |     104738 | PA      | $104824.43    | 0.06%             | 2031-12-10      | Floating      | 7.55%                 | No            |                  2 | On Loan: No      |
| Maricopa County Industrial Development Authority   | MARICOPA CNTY AZ INDL DEV AUTH EDU REVENUE                                                                    | CUSIP: 56681NJD0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     365000 | PA      | $376651.02    | 0.23%             | 2029-10-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| CYBERARK SOFTWARE LTD                              | CyberArk Software Ltd                                                                                         | CUSIP: 23248VAC9<br>LEI: 529900YEXNDM894PWS93 | Long             | DBT              | CORP              | IL        |     100000 | PA      | $102700.00    | 0.06%             | 2030-06-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| WAGA BONDCO LTD                                    | Waga Bondco Ltd                                                                                               | CUSIP: 000000000<br>LEI: 254900PFB2C9WELUW795 | Long             | DBT              | CORP              | JE        |     100000 | PA      | $129158.96    | 0.08%             | 2030-06-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                   | Fannie Mae Connecticut Avenue Securities                                                                      | CUSIP: 20754LAJ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     405000 | PA      | $424869.30    | 0.26%             | 2041-12-25      | Floating      | 10.35%                | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                | Global Payments Inc                                                                                           | CUSIP: 37940XAU6<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |     108000 | PA      | $97740.00     | 0.06%             | 2031-03-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                       | GS Mortgage Securities Corp II                                                                                | CUSIP: 36269JAJ7<br>LEI: 5493005BBCF84ICNQ550 | Long             | ABS-MBS          | CORP              | US        |     215000 | PA      | $217202.42    | 0.13%             | 2041-03-10      | Variable      | 7.29%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                           | Long: B9D0WFLF4 IRS USD R V 12MSOFR 99D0WFLG2 CCPOIS / Short: B9D0WFLF4 IRS USD P F  3.59000 99D0WFLF4 CCPOIS | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     695000 | OU      | $60021.92     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Horizon Aircraft Finance                           | Horizon Aircraft Finance III Ltd                                                                              | CUSIP: 44040JAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |     244048 | PA      | $220245.66    | 0.13%             | 2039-11-15      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Pool                                                                                              | CUSIP: 3132DWET6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     283047 | PA      | $276850.42    | 0.17%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                | Intesa Sanpaolo SpA                                                                                           | CUSIP: 46115HCF2<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |     200000 | PA      | $237960.96    | 0.14%             | 2053-11-28      | Fixed         | 7.80%                 | No            |                  2 | On Loan: No      |
| ALERA GROUP INC                                    | Alera Group Inc 2025 Term Loan                                                                                | CUSIP: 01451PAB2<br>LEI: 2549003D76KZAKICNX26 | Long             | LON              | CORP              | US        |     100000 | PA      | $100419.00    | 0.06%             | 2032-05-31      | Floating      | 7.61%                 | No            |                  2 | On Loan: No      |
| UNITY SOFTWARE INC                                 | Unity Software Inc                                                                                            | CUSIP: 91332UAG6<br>LEI: 549300D1ESJMGNQNG432 | Long             | DBT              | CORP              | US        |     283000 | PA      | $343250.70    | 0.21%             | 2030-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                           | European Investment Bank                                                                                      | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |     515000 | PA      | $87496.32     | 0.05%             | 2027-01-28      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                  | EURO-BOBL FUTURE SEP25                                                                                        | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |        -17 | NC      | $17506.13     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                                   | PURCHASED RON / SOLD USD                                                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | RO        |          1 | NC      | $26.61        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Palmer Square CLO Ltd                              | Palmer Square CLO 2018-1 Ltd                                                                                  | CUSIP: 69689GAE7<br>LEI: 549300A8L0VCZ9626397 | Long             | ABS-CBDO         | CORP              | KY        |     270000 | PA      | $270801.63    | 0.16%             | 2037-04-18      | Floating      | 11.27%                | 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        |      30000 | PA      | $30989.85     | 0.02%             | 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        |      80000 | PA      | $78273.29     | 0.05%             | 2031-07-16      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| INSULET CORPORATION                                | Insulet Corp                                                                                                  | CUSIP: 45784PAL5<br>LEI: 549300TZTYD2PYN92D43 | Long             | DBT              | CORP              | US        |     150000 | PA      | $154188.60    | 0.09%             | 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        |          9 | NC      | $23439.71     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BOELS TOPHOLDING BV                                | Boels Topholding BV 2025 EUR Term Loan B                                                                      | CUSIP: 000000000<br>LEI: 724500V913SEHSEW2O75 | Long             | LON              | CORP              | NL        |          0 | PA      | $0.00         | 0.00%             | 2031-05-23      | Floating      | 4.68%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA TRUST                                  | Transcanada Trust                                                                                             | CUSIP: 89356BAG3<br>LEI: 549300Y0MFCAXLBWUV51 | Long             | DBT              | CORP              | CA        |     164000 | PA      | $159483.52    | 0.10%             | 2082-03-07      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| DRAGON BUYER INC                                   | Dragon Buyer Inc Term Loan B                                                                                  | CUSIP: 26143FAB5<br>LEI: 2549006V6EIUFGF2Y127 | Long             | LON              | CORP              | US        |     199000 | PA      | $199212.93    | 0.12%             | 2031-09-30      | Floating      | 7.30%                 | No            |                  2 | On Loan: No      |
| SEAGATE HDD CAYMAN                                 | Seagate HDD Cayman                                                                                            | CUSIP: 81180WBL4<br>LEI: 529900BD50TRWEG1SF63 | Long             | DBT              | CORP              | KY        |      71000 | PA      | $137633.50    | 0.08%             | 2028-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BUFFALO ENERGY MX HLDGS                            | Buffalo Energy Mexico Holdings / Buffalo Energy Infrastructure / Buffalo Energy                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |     200000 | PA      | $213146.44    | 0.13%             | 2039-02-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| EXACT SCIENCES CORP                                | Exact Sciences Corp                                                                                           | CUSIP: 30063PAD7<br>LEI: 549300VM3X1FYD4N9Z14 | Long             | DBT              | CORP              | US        |     217000 | PA      | $208428.50    | 0.13%             | 2030-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                            | Romanian Government International Bond                                                                        | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     320000 | PA      | $321008.82    | 0.19%             | 2034-02-07      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | U.S. Treasury Bonds                                                                                           | CUSIP: 912810RS9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1690000 | PA      | $1153755.07   | 0.70%             | 2046-05-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ATTICA BANK SA                                     | Attica Bank SA                                                                                                | CUSIP: 000000000<br>LEI: 213800FFWYE3BQ1CU978 | Long             | DBT              | CORP              | GR        |     100000 | PA      | $120143.39    | 0.07%             | 2031-01-31      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| Angola Government International Bonds              | Angola Government International Bonds                                                                         | CUSIP: 000000000<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |     200000 | PA      | $186430.99    | 0.11%             | 2029-11-26      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                             | Diamondback Energy Inc                                                                                        | CUSIP: 25278XAT6<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |      14000 | PA      | $10584.07     | 0.01%             | 2052-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                | Dominion Energy Inc                                                                                           | CUSIP: 25746UDT3<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |      45000 | PA      | $47089.86     | 0.03%             | 2055-02-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                      | PURCHASED USD / SOLD CNH                                                                                      | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |          1 | NC      | $284.28       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF GABON                                  | Gabon Government International Bond                                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | GA        |     710000 | PA      | $582433.86    | 0.35%             | 2031-02-06      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                            | Romanian Government International Bond                                                                        | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     240000 | PA      | $178644.32    | 0.11%             | 2041-04-14      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | U.S. Treasury Bonds                                                                                           | CUSIP: 912810UC0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     290000 | PA      | $260818.75    | 0.16%             | 2054-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                  | PURCHASED PHP / SOLD USD                                                                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | PH        |          1 | NC      | $-1386.79     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRANSOCEAN INC                                     | Transocean Inc                                                                                                | CUSIP: 893830BZ1<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | KY        |     345000 | PA      | $316974.34    | 0.19%             | 2031-05-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Star Parent Inc                                    | Star Parent Inc Term Loan B                                                                                   | CUSIP: 87169DAB1<br>LEI: 254900GRGCJYRMDRWT73 | Long             | LON              | CORP              | US        |     149244 | PA      | $147441.47    | 0.09%             | 2030-09-27      | Floating      | 8.30%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                | PURCHASED USD / SOLD GBP                                                                                      | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |          1 | NC      | $1089.03      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                       | GS Mortgage Securities Corp Trust 2012-BWTR                                                                   | CUSIP: 36192RAA0<br>LEI: 5493005BBCF84ICNQ550 | Long             | ABS-MBS          | CORP              | US        |     120216 | PA      | $104402.87    | 0.06%             | 2034-11-05      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Hanesbrands, Inc.                                  | Hanesbrands Inc 2025 Term Loan B                                                                              | CUSIP: 410346AY6<br>LEI: GX5LWVWZLL5S4W1L2F20 | Long             | LON              | CORP              | US        |     199500 | PA      | $199914.96    | 0.12%             | 2032-03-07      | Floating      | 7.11%                 | No            |                  2 | On Loan: No      |
| Pretium Mortgage Credit Partners LLC               | PRET 2021-RN3 LLC                                                                                             | CUSIP: 74143JAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     214389 | PA      | $211565.90    | 0.13%             | 2051-09-25      | Variable      | 7.97%                 | No            |                  2 | On Loan: No      |
| MERCER INTL INC                                    | Mercer International Inc                                                                                      | CUSIP: 588056BC4<br>LEI: 549300Z5IAG39VRTY874 | Long             | DBT              | CORP              | US        |     343000 | PA      | $345952.20    | 0.21%             | 2028-10-01      | Fixed         | 12.88%                | No            |                  2 | On Loan: No      |
| VERISURE MIDHOLDING AB                             | Verisure Midholding AB                                                                                        | CUSIP: 000000000<br>LEI: 549300496LYEZ55X1M49 | Long             | DBT              | CORP              | SE        |     225000 | PA      | $259352.53    | 0.16%             | 2029-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                  | PURCHASED USD / SOLD CZK                                                                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |          1 | NC      | $-609.55      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Multifamily Structured Credit Risk                 | Freddie Mac Mscr Trust Mn6                                                                                    | CUSIP: 355920AB5<br>LEI: 5493000F3M25G6705C67 | Long             | ABS-MBS          | USGSE             | US        |     250000 | PA      | $289424.98    | 0.17%             | 2043-05-25      | Floating      | 13.60%                | No            |                  2 | On Loan: No      |
| BONOS DE TESORERIA                                 | Peru Government Bond                                                                                          | CUSIP: 000000000<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     335000 | PA      | $95900.73     | 0.06%             | 2035-08-12      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| Commonwealth Bank of Australia                     | PURCHASED USD / SOLD EUR                                                                                      | CUSIP: 000000000<br>LEI: MSFSBD3QN1GSN7Q6C537 | N/A              | DFE              |  | US        |          1 | NC      | $363.24       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                 | PURCHASED CLP / SOLD USD                                                                                      | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | CL        |          1 | NC      | $-1264.36     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LC AHAB US BIDCO LLC                               | LC AHAB US Bidco LLC Term Loan B                                                                              | CUSIP: 50180PAB7<br>LEI: 254900949U9K2Q5C5A85 | Long             | LON              | CORP              | US        |     109449 | PA      | $109517.57    | 0.07%             | 2031-05-01      | Floating      | 7.36%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                            | Mexican Bonos                                                                                                 | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    1093300 | PA      | $57790.42     | 0.03%             | 2029-03-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Ryan LLC                                           | Ryan LLC Term Loan                                                                                            | CUSIP: 78350LAZ8<br>LEI: 549300TG86D8HZC6TE67 | Long             | LON              | CORP              | US        |     198992 | PA      | $199018.31    | 0.12%             | 2030-11-14      | Floating      | 7.86%                 | No            |                  2 | On Loan: No      |
| BRF SA                                             | BRF SA                                                                                                        | CUSIP: 000000000<br>LEI: 254900MTXR9LUVQFU480 | Long             | DBT              | CORP              | BR        |     200000 | PA      | $164517.22    | 0.10%             | 2050-09-21      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                             | Bank of New York Mellon Corp/The                                                                              | CUSIP: 06406YAB8<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |      20000 | PA      | $20449.30     | 0.01%             | 2039-07-21      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                | Exeter Automobile Receivables Trust 2024-1                                                                    | CUSIP: 30167PAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      14288 | PA      | $14289.96     | 0.01%             | 2027-08-16      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                                | NCL Corp Ltd                                                                                                  | CUSIP: 62886HBR1<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |      25000 | PA      | $25678.01     | 0.02%             | 2032-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | U.S. Treasury Bonds                                                                                           | CUSIP: 912810UD8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    2885000 | PA      | $2612277.34   | 1.58%             | 2044-08-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                   | Altice France SA                                                                                              | CUSIP: 000000000<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |     200000 | PA      | $201575.47    | 0.12%             | 2029-01-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| RIVIAN AUTO INC                                    | Rivian Automotive Inc                                                                                         | CUSIP: 76954AAB9<br>LEI: 25490004LNKJ84MFYY24 | Long             | DBT              | CORP              | US        |      39000 | PA      | $38341.88     | 0.02%             | 2029-03-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| IHS HOLDING LTD                                    | IHS Holding Ltd                                                                                               | CUSIP: 000000000<br>LEI: 213800CLGMKL63VKTD94 | Long             | DBT              | CORP              | KY        |     200000 | PA      | $196639.86    | 0.12%             | 2028-11-29      | Fixed         | 6.25%                 | 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        |     143609 | PA      | $127692.57    | 0.08%             | 2031-12-31      | Floating      | 8.61%                 | No            |                  2 | On Loan: No      |
| ELO SACA                                           | ELO SACA                                                                                                      | CUSIP: 000000000<br>LEI: 969500ASEC557H5A4F22 | Long             | DBT              | CORP              | FR        |     100000 | PA      | $112806.01    | 0.07%             | 2027-07-23      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| QXO INC                                            | QXO Inc Term Loan B                                                                                           | CUSIP: 07368RAJ0<br>LEI: 549300HDXQWWCBOYXP31 | Long             | LON              | CORP              | US        |      47222 | PA      | $47599.53     | 0.03%             | 2032-04-30      | Floating      | 7.30%                 | No            |                  2 | On Loan: No      |
| CP ATLAS BUYER INC                                 | CP Atlas Buyer Inc                                                                                            | CUSIP: 12597YAC3<br>LEI: 2549006ZZ07G0NDDCR36 | Long             | DBT              | CORP              | US        |      50000 | PA      | $50449.00     | 0.03%             | 2030-07-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| TRAD & DEV BANK MONGOLIA                           | Trade & Development Bank of Mongolia LLC                                                                      | CUSIP: 000000000<br>LEI: 549300O080RZNQXWR806 | Long             | DBT              | CORP              | MN        |     665000 | PA      | $647163.20    | 0.39%             | 2027-12-23      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Proampac PG Borrower LLC                           | Proampac PG Borrower LLC 2024 Term Loan                                                                       | CUSIP: 74274NAL7<br>LEI: 549300ZI6LTXYFEY1578 | Long             | LON              | CORP              | US        |     415944 | PA      | $416464.42    | 0.25%             | 2028-09-15      | Floating      | 8.32%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                               | Bank of America Corp                                                                                          | CUSIP: 06051GMD8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      32000 | PA      | $32030.74     | 0.02%             | 2035-10-25      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                | Citigroup Commercial Mortgage Trust 2016-C3                                                                   | CUSIP: 17325GAL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      75000 | PA      | $59163.41     | 0.04%             | 2049-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MEITUAN                                            | Meituan                                                                                                       | CUSIP: 000000000<br>LEI: 21380033K525E5JLIA77 | Long             | DBT              | CORP              | KY        |     600000 | PA      | $585600.00    | 0.35%             | 2028-04-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds              | Mexico Government International Bonds                                                                         | CUSIP: 91086QAZ1<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      22000 | PA      | $17380.00     | 0.01%             | 2110-10-12      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC                        | Hertz Vehicle Financing LLC                                                                                   | CUSIP: 42806MAR0<br>LEI: 5493004IHDYOZ9K9WF47 | Long             | ABS-O            | CORP              | US        |     250000 | PA      | $238913.70    | 0.14%             | 2028-06-26      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                      | PURCHASED USD / SOLD MYR                                                                                      | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |          1 | NC      | $1799.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                  | EURO-BUXL 30Y BND SEP25                                                                                       | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |         -4 | NC      | $17210.05     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ILIAD HOLDING SAS                                  | Iliad Holding SASU                                                                                            | CUSIP: 000000000<br>LEI: 9695009PXA7OI9NXN582 | Long             | DBT              | CORP              | FR        |     125000 | PA      | $148045.52    | 0.09%             | 2030-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND                            | Romania Government Bond                                                                                       | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     405000 | PA      | $90785.90     | 0.05%             | 2034-07-31      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                             | US 5YR NOTE (CBT) SEP25                                                                                       | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        217 | NC      | $108209.90    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF CYPRUS HOLDINGS                            | Bank of Cyprus Holdings PLC                                                                                   | CUSIP: 000000000<br>LEI: 635400L14KNHZXPUZM19 | Long             | DBT              | CORP              | IE        |     200000 | PA      | $277969.25    | 0.17%             | 2028-12-21      | Fixed         | 11.88%                | No            |                  2 | On Loan: No      |
| GRYPHON DEBT MERGER SUB INC                        | GRYPHON DEBT MERGER SUB INC TERM LOAN B                                                                       | CUSIP: 40054QAB9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     100000 | PA      | $100125.00    | 0.06%             | 2032-06-18      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                           | AT&T Inc                                                                                                      | CUSIP: 00206RKB7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      19000 | PA      | $13131.14     | 0.01%             | 2060-06-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                       | Barclays PLC                                                                                                  | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     200000 | PA      | $275633.95    | 0.17%             | 2031-09-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| REXFORD INDUSTRIAL REALT                           | Rexford Industrial Realty LP                                                                                  | CUSIP: 76169XAE4<br>LEI: 549300028US163ELJN70 | Long             | DBT              |  | US        |     138000 | PA      | $135033.00    | 0.08%             | 2029-03-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC             | PURCHASED USD / SOLD EUR                                                                                      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |          1 | NC      | $1992.76      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHAMPION MTN LTD                                   | Champion MTN Ltd                                                                                              | CUSIP: 000000000<br>LEI: 25490094RKSYWL8Z4255 | Long             | DBT              |  | KY        |     300000 | PA      | $251405.14    | 0.15%             | 2030-06-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | U.S. Treasury Bonds                                                                                           | CUSIP: 912810UG1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     675000 | PA      | $646628.91    | 0.39%             | 2055-02-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| WEC ENERGY GROUP INC                               | WEC Energy Group Inc                                                                                          | CUSIP: 92939UAR7<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |     160000 | PA      | $189898.14    | 0.11%             | 2029-06-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Battalion CLO LTD                                  | Battalion Clo XV Ltd                                                                                          | CUSIP: 07131AAV6<br>LEI: 549300CJP8HGT746II19 | Long             | ABS-CBDO         | CORP              | KY        |     305000 | PA      | $296607.62    | 0.18%             | 2033-01-17      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| TEVA PHARM FNC NL II                               | Teva Pharmaceutical Finance Netherlands II BV                                                                 | CUSIP: 000000000<br>LEI: 549300HSQCIKJAOYIT23 | Long             | DBT              | CORP              | NL        |     125000 | PA      | $146702.32    | 0.09%             | 2030-05-09      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Wheels Fleet Lease Funding LLC                     | Wheels Fleet Lease Funding 1 LLC                                                                              | CUSIP: 96328GBZ9<br>LEI: 549300BSFY0E0XXREF43 | Long             | ABS-O            | CORP              | US        |     540000 | PA      | $542691.52    | 0.33%             | 2039-09-19      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| REPUBLICA ORIENT URUGUAY                           | Uruguay Government International Bond                                                                         | CUSIP: 000000000<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |     651000 | PA      | $16207.38     | 0.01%             | 2028-03-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Southwick Park CLO, Ltd.                           | Southwick Park CLO LLC                                                                                        | CUSIP: 84604YAL3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     505000 | PA      | $505000.00    | 0.31%             | 2032-07-20      | Floating      | 10.58%                | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                | Intesa Sanpaolo SpA                                                                                           | CUSIP: 000000000<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |     200000 | PA      | $236761.57    | 0.14%             | 2033-05-26      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategies                   | Carlyle US Clo 2017-2 Ltd                                                                                     | CUSIP: 14315KAG1<br>LEI: 549300VC6J79YJCFU884 | Long             | ABS-CBDO         | CORP              | KY        |     525000 | PA      | $532210.88    | 0.32%             | 2037-07-20      | Floating      | 11.89%                | No            |                  2 | On Loan: No      |
| Pretium Mortgage Credit Partners LLC               | PRET 2025-NPL8 LLC                                                                                            | CUSIP: 69392EAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     155000 | PA      | $155000.00    | 0.09%             | 2055-07-25      | Variable      | 7.99%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC             | PURCHASED USD / SOLD ZAR                                                                                      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |          1 | NC      | $478.14       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                   | PURCHASED USD / SOLD EUR                                                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |          1 | NC      | $161104.14    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Vericrest Opportunity Loan Transferee              | VOLT CVI LLC                                                                                                  | CUSIP: 92873KAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     285129 | PA      | $281972.75    | 0.17%             | 2051-12-26      | Variable      | 5.44%                 | No            |                  2 | On Loan: No      |
| VICTRA HLDG/VICTRA FIN                             | Victra Holdings LLC / Victra Finance Corp                                                                     | CUSIP: 92648DAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     452000 | PA      | $473711.37    | 0.29%             | 2029-09-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Zillow Group Inc                                   | Zillow Group Inc                                                                                              | CUSIP: 98954M200<br>LEI: 2549002XEELQDIR6FU05 | Long             | EC               | CORP              | US        |         90 | NS      | $7159.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ODIDO GROUP HOLDING BV                             | Odido Group Holding BV                                                                                        | CUSIP: 000000000<br>LEI: 724500FOAL1MNGOJKP07 | Long             | DBT              | CORP              | NL        |     100000 | PA      | $115717.21    | 0.07%             | 2030-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                        | PURCHASED MXN / SOLD USD                                                                                      | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | MX        |          1 | NC      | $25.74        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AVIS BUDGET CAR/FINANCE                            | Avis Budget Car Rental LLC / Avis Budget Finance Inc                                                          | CUSIP: 053773BK2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      64000 | PA      | $66022.88     | 0.04%             | 2032-06-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| REPUBLICA ORIENT URUGUAY                           | Uruguay Government International Bond                                                                         | CUSIP: 917288BD3<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |     734819 | PA      | $18904.15     | 0.01%             | 2028-12-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                              | Level 3 Financing Inc                                                                                         | CUSIP: 527298CF8<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |      64000 | PA      | $54880.00     | 0.03%             | 2030-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| LIBERTY MUTUAL GROUP INC                           | Liberty Mutual Group Inc                                                                                      | CUSIP: 53079EBM5<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |      45000 | PA      | $43790.10     | 0.03%             | 2051-12-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                   | Fannie Mae Connecticut Avenue Securities                                                                      | CUSIP: 20754DAJ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     664000 | PA      | $718574.16    | 0.43%             | 2042-04-25      | Floating      | 11.35%                | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                     | PURCHASED USD / SOLD MYR                                                                                      | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |          1 | NC      | $401.85       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EZCORP INC                                         | EZCORP Inc                                                                                                    | CUSIP: 302301AJ5<br>LEI: 5493003K6PG3ZQ7TUQ63 | Long             | DBT              | CORP              | US        |     108000 | PA      | $112477.68    | 0.07%             | 2032-04-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| GLOBAL ATLANTIC                                    | Global Atlantic Fin Co                                                                                        | CUSIP: 37959GAC1<br>LEI: 98450051B2E65CAA7E94 | Long             | DBT              | CORP              | US        |      97000 | PA      | $94950.52     | 0.06%             | 2051-10-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                               | Glencore Funding LLC                                                                                          | CUSIP: 378272BC1<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |      28000 | PA      | $20561.23     | 0.01%             | 2051-04-27      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| US FOODS INC                                       | US Foods Inc 2024 Term Loan B                                                                                 | CUSIP: 90351HAF5<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | LON              | CORP              | US        |     194756 | PA      | $196018.13    | 0.12%             | 2028-11-22      | Floating      | 6.11%                 | No            |                  2 | On Loan: No      |
| CANARY WHARF GROUP                                 | Canary Wharf Group Investment Holdings PLC                                                                    | CUSIP: 000000000<br>LEI: 2138002C1D5FMEDILF18 | Long             | DBT              | CORP              | GB        |     100000 | PA      | $122135.19    | 0.07%             | 2028-04-23      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| NYC Commercial Mortgage Trust                      | NYC Commercial Mortgage Trust 2025-3BP                                                                        | CUSIP: 67120UAN7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     270000 | PA      | $268716.15    | 0.16%             | 2042-02-15      | Floating      | 7.88%                 | No            |                  2 | On Loan: No      |
| Go Daddy Operating Company LLC                     | Go Daddy Operating Company LLC 2024 Term Loan B8                                                              | CUSIP: 38017BAX4<br>LEI: 5493005GJOH8HLL11157 | Long             | LON              | CORP              | US        |     139887 | PA      | $139927.32    | 0.08%             | 2029-11-09      | Floating      | 6.11%                 | No            |                  2 | On Loan: No      |
| ERSTE GROUP BANK AG                                | Erste Group Bank AG                                                                                           | CUSIP: 000000000<br>LEI: PQOH26KWDF7CG10L6792 | Long             | DBT              | CORP              | AT        |     200000 | PA      | $246066.75    | 0.15%             | 2031-04-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                    | CVS Health Corp                                                                                               | CUSIP: 126650EG1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      67000 | PA      | $67055.48     | 0.04%             | 2054-12-10      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                       | CSMC 2020-NQM1 Trust                                                                                          | CUSIP: 126401AE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     435000 | PA      | $398156.33    | 0.24%             | 2065-05-25      | Variable      | 4.46%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                          | Morgan Stanley Bank of America Merrill Lynch Trust 2013-C9                                                    | CUSIP: 61762DAG6<br>LEI: 549300PFVBG5704L7K74 | Long             | ABS-MBS          | CORP              | US        |     125000 | PA      | $113279.61    | 0.07%             | 2046-05-15      | Variable      | 3.80%                 | No            |                  2 | On Loan: No      |
| TEVA PHARM FNC NL II                               | Teva Pharmaceutical Finance Netherlands II BV                                                                 | CUSIP: 000000000<br>LEI: 549300HSQCIKJAOYIT23 | Long             | DBT              | CORP              | NL        |     100000 | PA      | $138184.00    | 0.08%             | 2031-09-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| MAKEMYTRIP LIMITED                                 | MakeMyTrip Ltd                                                                                                | CUSIP: 56087FAC8<br>LEI: 529900DNT8HNJ7RYUO60 | Long             | DBT              | CORP              | MU        |      21000 | PA      | $21586.76     | 0.01%             | 2030-07-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| EMRLD BORROWER LP                                  | EMRLD Borrower LP 2024 Term Loan B                                                                            | CUSIP: 26872NAD1<br>LEI: 5493000GJYE7GAQCUC61 | Long             | LON              | CORP              | US        |      99250 | PA      | $99256.95     | 0.06%             | 2031-08-04      | Floating      | 6.86%                 | No            |                  2 | On Loan: No      |
| FORVIA SE                                          | Forvia SE                                                                                                     | CUSIP: 000000000<br>LEI: 969500F0VMZLK2IULV85 | Long             | DBT              | CORP              | FR        |     100000 | PA      | $117165.28    | 0.07%             | 2031-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| IONIS PHARMACEUTICALS IN                           | Ionis Pharmaceuticals Inc                                                                                     | CUSIP: 462222AF7<br>LEI: 549300SI4ZGLG0BLUZ92 | Long             | DBT              | CORP              | US        |     212000 | PA      | $232202.58    | 0.14%             | 2028-06-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| SOUTH BOW CAN INFRA HOLD                           | South Bow Canadian Infrastructure Holdings Ltd                                                                | CUSIP: 836720AF9<br>LEI: 2549004FYUSYLPBT1G26 | Long             | DBT              | CORP              | CA        |      45000 | PA      | $46475.36     | 0.03%             | 2055-03-01      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| DRAFTKINGS HOLDINGS INC                            | DraftKings Holdings Inc                                                                                       | CUSIP: 26142RAB0<br>LEI: 5493008P45UYYL683Z97 | Long             | DBT              | CORP              | US        |      63000 | PA      | $57114.51     | 0.03%             | 2028-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                              | Uber Technologies Inc                                                                                         | CUSIP: 90353TAM2<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |     235000 | PA      | $320657.50    | 0.19%             | 2028-12-01      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| AMBIPAR LUX SARL                                   | Ambipar Lux Sarl                                                                                              | CUSIP: 02319WAB7<br>LEI: 9845008C0E14F9BDEK55 | Long             | DBT              | CORP              | LU        |     200000 | PA      | $179721.20    | 0.11%             | 2033-02-05      | Fixed         | 10.88%                | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                             | PURCHASED USD / SOLD EUR                                                                                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $155385.61    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| STAPLES INC                                        | Staples Inc                                                                                                   | CUSIP: 855030AQ5<br>LEI: XQM2JINI1UL7642TU573 | Long             | DBT              | CORP              | US        |     105000 | PA      | $98454.45     | 0.06%             | 2029-09-01      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP                                      | EchoStar Corp                                                                                                 | CUSIP: 278768AA4<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |      64000 | PA      | $60640.00     | 0.04%             | 2030-11-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-08-22

**Name of Applicant:** Hartford Funds Exchange-Traded Trust

**Signature:** William Zook

**Name of Signer:** William Zook

**Title:** Assistant Treasurer