# EDGAR Filing Document

**Accession Number:** 0000787623
**File Stem:** 0001410368-26-063318
**Filing Date:** 2026-6
**Character Count:** 440662
**Document Hash:** 07a8206a25719315bbf5a2c19c443a0d
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-063318.hdr.sgml**: 20260618

**ACCESSION NUMBER**: 0001410368-26-063318

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260430

**FILED AS OF DATE**: 20260618

**DATE AS OF CHANGE**: 20260618

**PERIOD START**: 20261031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** TRANSAMERICA FUNDS
- **CENTRAL INDEX KEY:** 0000787623

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **FISCAL YEAR END:** 1031

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-04556
- **FILM NUMBER:** 261103759

**BUSINESS ADDRESS:**
- **STREET 1:** 1801 CALIFORNIA STREET
- **STREET 2:** SUITE 5200
- **CITY:** DENVER
- **STATE:** CO
- **ZIP:** 80202
- **BUSINESS PHONE:** 720-482-8836

**MAIL ADDRESS:**
- **STREET 1:** 1801 CALIFORNIA STREET
- **STREET 2:** SUITE 5200
- **CITY:** DENVER
- **STATE:** CO
- **ZIP:** 80202

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** TRANSAMERICA IDEX MUTUAL FUNDS
- **DATE OF NAME CHANGE:** 20040301

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** IDEX MUTUAL FDS
- **DATE OF NAME CHANGE:** 20010504

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** IDEX MUTUAL FUNDS /
- **DATE OF NAME CHANGE:** 20010423

## Series and Classes Contracts Data

### Transamerica Strategic Income (Series ID: S000047479)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000149082 | A            | TUNAX           |
| C000149084 | I            | TUNIX           |
| C000149085 | I2           |  |
| C000263010 | R6           | TUNRX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** TRANSAMERICA FUNDS

- **b. Investment Company Act file number:** 811-04556

- **c. CIK number of Registrant:** 0000787623

- **d. LEI of Registrant:** 54930088ZHZE1VMYEY52

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

  - **Street Address 1:** 1801 CALIFORNIA STREET

  - **City:** DENVER

  - **State:** CO

  - **Foreign country:** US

  - **Zip / Postal Code:** 80202

  - **Telephone number:** 720-493-4256

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

- **a. Name of Series:** Transamerica Strategic Income

- **b. EDGAR series identifier (if any):** S000047479

- **c. LEI of Series:** 54930000WQFBEX4N7U31

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

- **a. Date of fiscal year-end:** 2026-10-31

- **b. Date as of which information is reported:** 2026-04-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $294299670.98

**Total Liabilities:** $15006010.24

**Net Assets:** $279293660.74

**Delayed Delivery Securities:** $1046069.76

**Cash Not Reported:** $1380514.72

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -147.82000000 | **1-Year:** -5103.59000000 | **5-Year:** -17318.09000000 | **10-Year:** -11571.45000000 | **30-Year:** -1890.50000000

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

- **3-Month:** -317.94000000 | **1-Year:** -8821.91000000 | **5-Year:** -30535.65000000 | **10-Year:** -11564.98000000 | **30-Year:** -2184.55000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000263010 | 0.46%                | -1.47%               | 1.28%                |
| Class ID C000149085 | 0.34%                | -1.36%               | 1.28%                |
| Class ID C000149082 | 0.43%                | -1.48%               | 1.36%                |
| Class ID C000149084 | 0.46%                | -1.46%               | 1.39%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-220618.21              | $-320770.50                                |
| Month 2  | $-216620.25              | $-5098226.60                               |
| Month 3  | $-241000.34              | $2948816.96                                |

**Designated Index Information**

- **Index Name:** Securities Portfolio VaR

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

### Schedule of Portfolio Investments

| Name                                              | Title                                                                         | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |    Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| PHILLIPS 66 CO                                    | Phillips 66 Co.                                                               | CUSIP: 718547BA9<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |     667000 | PA      | $669192.43    | 0.24%             | 2056-03-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| JANE STREET GRP/JSG FIN                           | Jane Street Group/JSG Finance, Inc.                                           | CUSIP: 47077WAE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      29000 | PA      | $29792.02     | 0.01%             | 2033-05-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SAUDI AWWAL BANK                                  | Saudi Awwal Bank                                                              | CUSIP: 000000000<br>LEI: 558600TQS0WENZUC5190 | Long             | DBT              | CORP              | SA        |     200000 | PA      | $199149.72    | 0.07%             | 2035-09-04      | Fixed         | 5.95%                 | Yes           |                  2 | On Loan: No      |
| TK Elevator Midco GmbH                            | TK Elevator Midco GmbH                                                        | CUSIP: 000000000<br>LEI: 549300C2AFWPAYWS5574 | Long             | LON              | CORP              | US        |     212976 | PA      | $214750.70    | 0.08%             | 2030-04-30      | Floating      | 6.38%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                          | AT&T, Inc.                                                                    | CUSIP: 00206RNF5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     365000 | PA      | $360932.25    | 0.13%             | 2031-04-30      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| HUNGARY GOVERNMENT BOND                           | Hungary Government Bonds                                                      | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |  720000000 | PA      | $2480825.68   | 0.89%             | 2035-10-24      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| TKO Worldwide Holdings LLC                        | TKO Worldwide Holdings LLC                                                    | CUSIP: 90266UAL7<br>LEI: 549300JEOTH7UMZ3C491 | Long             | LON              | CORP              | US        |      87032 | PA      | $87204.01     | 0.03%             | 2031-11-21      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                               | JPMorgan Chase & Co.                                                          | CUSIP: 46647PFC5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      61000 | PA      | $61883.38     | 0.02%             | 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        |     250000 | PA      | $238257.78    | 0.09%             | 2029-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                    | Morgan Stanley                                                                | CUSIP: 61747YEF8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      58000 | PA      | $50208.52     | 0.02%             | 2036-09-16      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| HILTON GRAND VAC LLC/INC                          | Hilton Grand Vacations Borrower LLC/Hilton Grand Vacations Borrower, Inc.     | CUSIP: 43284MAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     365000 | PA      | $353232.51    | 0.13%             | 2029-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                              | Bank of America Corp.                                                         | CUSIP: 06051GML0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     351000 | PA      | $357530.46    | 0.13%             | 2031-01-24      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| Weber-Stephen Products LLC                        | Weber-Stephen Products LLC                                                    | CUSIP: 94767KAR2<br>LEI: 549300XU8TJBBGLK8V26 | Long             | LON              | CORP              | US        |     101155 | PA      | $98499.24     | 0.04%             | 2032-10-01      | Floating      | 7.44%                 | No            |                  2 | On Loan: No      |
| ARDAGH METAL PACKAGING                            | Ardagh Metal Packaging Finance USA LLC/Ardagh Metal Packaging Finance PLC     | CUSIP: 03969YAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     290000 | PA      | $291973.74    | 0.10%             | 2031-01-30      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                       | Oracle Corp.                                                                  | CUSIP: 68389XAW5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      50000 | PA      | $36867.82     | 0.01%             | 2044-07-08      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TALOS PRODUCTION INC                              | Talos Production, Inc.                                                        | CUSIP: 87485LAE4<br>LEI: 549300GZ2DZZE2Y8TX15 | Long             | DBT              | CORP              | US        |     181000 | PA      | $192572.96    | 0.07%             | 2031-02-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| Garda World Security Corporation                  | Garda World Security Corp.                                                    | CUSIP: 000000000<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | LON              | CORP              | CA        |     170419 | PA      | $170063.78    | 0.06%             | 2029-02-01      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                    | Morgan Stanley                                                                | CUSIP: 6174468P7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     274000 | PA      | $263362.97    | 0.09%             | 2031-04-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| ZAYO GROUP HOLDINGS INC                           | Zayo Group Holdings, Inc.                                                     | CUSIP: 98919VAD7<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | DBT              | CORP              | US        |     321348 | PA      | $316849.13    | 0.11%             | 2030-09-09      | Fixed         | 13.75%                | No            |                  2 | On Loan: No      |
| BROADCOM INC                                      | Broadcom, Inc.                                                                | CUSIP: 11135FBQ3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |      41000 | PA      | $34403.36     | 0.01%             | 2036-11-15      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| American Airlines, Inc.                           | American Airlines, Inc.                                                       | CUSIP: 02376CBT1<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | LON              | CORP              | KY        |     303092 | PA      | $301492.03    | 0.11%             | 2032-05-28      | Floating      | 6.43%                 | No            |                  2 | On Loan: No      |
| ROCHE HOLDINGS INC                                | Roche Holdings, Inc.                                                          | CUSIP: 771196CT7<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |     200000 | PA      | $196866.00    | 0.07%             | 2032-12-02      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| Ivory Coast Government International Bonds        | Ivory Coast Government International Bonds                                    | CUSIP: 000000000<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |     450000 | PA      | $477113.82    | 0.17%             | 2036-04-01      | Fixed         | 8.08%                 | Yes           |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                              | Cleveland-Cliffs, Inc.                                                        | CUSIP: 185899AR2<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |      10000 | PA      | $10106.29     | 0.00%             | 2033-05-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| GRUMA SAB DE CV                                   | Gruma SAB de CV                                                               | CUSIP: 000000000<br>LEI: 5493000XJLJ6C4T0PG82 | Long             | DBT              | CORP              | MX        |     200000 | PA      | $202130.00    | 0.07%             | 2034-12-09      | Fixed         | 5.39%                 | Yes           |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                            | Verizon Communications, Inc.                                                  | CUSIP: 92343VEU4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     316000 | PA      | $311631.22    | 0.11%             | 2029-12-03      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| NEPTUNE BIDCO US INC                              | Neptune Bidco U.S., Inc.                                                      | CUSIP: 640695AA0<br>LEI: 549300VG15T3VCYZ4531 | Long             | DBT              | CORP              | US        |     477000 | PA      | $482413.71    | 0.17%             | 2029-04-15      | Fixed         | 9.29%                 | No            |                  2 | On Loan: No      |
| Ivory Coast Government International Bonds        | Ivory Coast Government International Bonds                                    | CUSIP: 000000000<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |     900000 | PA      | $963903.23    | 0.35%             | 2037-01-30      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| Project Alpha Intermediate Holding, Inc.          | Project Alpha Intermediate Holding, Inc.                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2033-05-09      | Floating      | 8.70%                 | No            |                  2 | On Loan: No      |
| UNUM GROUP                                        | Unum Group                                                                    | CUSIP: 91529YAU0<br>LEI: 549300E32YFDO6TZ8R31 | Long             | DBT              | CORP              | US        |      38000 | PA      | $37362.16     | 0.01%             | 2035-12-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                          | Hilcorp Energy I LP/Hilcorp Finance Co.                                       | CUSIP: 431318BG8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     205000 | PA      | $209077.58    | 0.07%             | 2035-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| MAPLE PARENT HLDS CO                              | Maple Parent Holdings Corp.                                                   | CUSIP: 56530KAC0<br>LEI: 254900J6FBJ1E892Q074 | Long             | DBT              | CORP              | US        |      59000 | PA      | $59073.71     | 0.02%             | 2036-03-26      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Allied Universal Holdco LLC                       | Allied Universal Holdco LLC                                                   | CUSIP: 01957TAX5<br>LEI: 98450038B4549046D794 | Long             | LON              | CORP              | US        |     209706 | PA      | $210262.53    | 0.08%             | 2032-08-20      | Floating      | 6.90%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                          | Florida Power & Light Co.                                                     | CUSIP: 341081GT8<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |      86000 | PA      | $88143.76     | 0.03%             | 2029-06-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Federal Home Loan Mortgage Corp.                                              | CUSIP: 3132DWEP4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2231013 | PA      | $1957566.21   | 0.70%             | 2052-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Broadstreet Partners Inc                          | Broadstreet Partners, Inc.                                                    | CUSIP: 11132VAY5<br>LEI: 549300BS9N54G8DD0R75 | Long             | LON              | CORP              | US        |     173170 | PA      | $171979.80    | 0.06%             | 2031-06-13      | Floating      | 6.15%                 | No            |                  2 | On Loan: No      |
| TEXAS CAPITAL BANCSHARES                          | Texas Capital Bancshares, Inc.                                                | CUSIP: 88224QAC1<br>LEI: 549300466Q2SXRX0YM48 | Long             | DBT              | CORP              | US        |      65000 | PA      | $64475.87     | 0.02%             | 2032-02-27      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| BOOZ ALLEN HAMILTON INC                           | Booz Allen Hamilton, Inc.                                                     | CUSIP: 09951LAB9<br>LEI: 549300D7XCH2480XU542 | Long             | DBT              | CORP              | US        |      53000 | PA      | $51626.02     | 0.02%             | 2029-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| Outcomes Group Holdings Inc                       | Outcomes Group Holdings, Inc.                                                 | CUSIP: 69002CAE6<br>LEI: 5493005V7ZG5K84MO728 | Long             | LON              | CORP              | US        |     182728 | PA      | $183489.65    | 0.07%             | 2031-05-06      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                            | Verizon Communications, Inc.                                                  | CUSIP: 92343VEA8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     104000 | PA      | $100975.34    | 0.04%             | 2033-08-10      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Clarios Global LP                                 | Clarios Global LP                                                             | CUSIP: 000000000<br>LEI: 549300474L1ZLXZY2P98 | Long             | LON              | CORP              | US        |      99900 | PA      | $100337.44    | 0.04%             | 2032-01-28      | Floating      | 6.40%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                          | Corebridge Financial, Inc.                                                    | CUSIP: 21871X208<br>LEI: 549300XY1661QCIA7J65 | Long             | EP               | CORP              | US        |        872 | NS      | $20884.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                          | Hilcorp Energy I LP/Hilcorp Finance Co.                                       | CUSIP: 431318AV6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     133000 | PA      | $131443.57    | 0.05%             | 2031-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TYCO ELECTRONICS GROUP S                          | Tyco Electronics Group SA                                                     | CUSIP: 902133BD8<br>LEI: C33G1C5SYE2YM95EE712 | Long             | DBT              | CORP              | LU        |      68000 | PA      | $67798.19     | 0.02%             | 2035-05-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| RFNA LP                                           | Rfna LP                                                                       | CUSIP: 74984AAA0<br>LEI: 2549002A4GSOTYKKHR45 | Long             | DBT              | CORP              | US        |     425000 | PA      | $421832.18    | 0.15%             | 2030-02-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| BIOMARIN PHARMACEUTICAL                           | BioMarin Pharmaceutical, Inc.                                                 | CUSIP: 09061GAL5<br>LEI: NSLL8ITTRR0J5HEMR848 | Long             | DBT              | CORP              | US        |     260000 | PA      | $258171.76    | 0.09%             | 2034-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HI CRUSH REMAINCO                                 | Hi Crush Remainco                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         78 | NS      | $0.00         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| ION PLAT FIN US/SARL                              | ION Platform Finance U.S., Inc./ION Platform Finance SARL                     | CUSIP: 46206AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     270000 | PA      | $252536.08    | 0.09%             | 2028-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SONOCO PRODUCTS CO                                | Sonoco Products Co.                                                           | CUSIP: 835495AR3<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | DBT              | CORP              | US        |      69000 | PA      | $68878.64     | 0.02%             | 2029-09-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| HCA INC                                           | HCA, Inc.                                                                     | CUSIP: 404119CJ6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      12000 | PA      | $11629.31     | 0.00%             | 2029-03-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| GENESIS ENERGY LP/FIN                             | Genesis Energy LP/Genesis Energy Finance Corp.                                | CUSIP: 37185LAS1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     400000 | PA      | $402887.60    | 0.14%             | 2034-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| RESILIENCE PARENT LLC                             | Resilience Parent LLC                                                         | CUSIP: 75908HAC1<br>LEI: 254900ZT6ZFUC887FB87 | Long             | LON              | CORP              | US        |     179970 | PA      | $180419.93    | 0.06%             | 2033-02-28      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| Camelot US Acquisition LLC                        | Camelot U.S. Acquisition LLC                                                  | CUSIP: 000000000<br>LEI: 549300U6VBJHQP2SFL81 | Long             | LON              | CORP              | US        |     140000 | PA      | $131191.62    | 0.05%             | 2031-01-31      | Floating      | 6.40%                 | No            |                  2 | On Loan: No      |
| MOBIUS MERGER SUB                                 | Mobius Merger Sub, Inc.                                                       | CUSIP: 606950AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     315000 | PA      | $213862.32    | 0.08%             | 2030-06-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| WILDFIRE INTERMEDIATE HO                          | Wildfire Intermediate Holdings LLC                                            | CUSIP: 96812HAA6<br>LEI: 5493003RHEMQJZEXIR02 | Long             | DBT              | CORP              | US        |     206000 | PA      | $212016.23    | 0.08%             | 2029-10-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| BANCO MERCANTIL DE NORTE                          | Banco Mercantil del Norte SA                                                  | CUSIP: 05971PAE8<br>LEI: 549300QTVYRPFHS0J362 | Long             | DBT              | CORP              | MX        |    1500000 | PA      | $1621477.50   | 0.58%             | 2035-05-20      | Fixed         | 8.75%                 | 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        | 2125000000 | PA      | $2312256.03   | 0.83%             | 2030-09-01      | Fixed         | 4.70%                 | Yes           |                  2 | On Loan: No      |
| EUSHI FINANCE INC                                 | EUSHI Finance, Inc.                                                           | CUSIP: 29882DAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     450000 | PA      | $465885.66    | 0.17%             | 2054-12-15      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| Recess Holdings Inc                               | Recess Holdings, Inc.                                                         | CUSIP: 72811HAJ9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     212923 | PA      | $213854.32    | 0.08%             | 2030-02-20      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| Gloves Buyer Inc                                  | Gloves Buyer, Inc.                                                            | CUSIP: 37987UAG7<br>LEI: 54930015O0Y94T5H8Z18 | Long             | LON              | CORP              | US        |     276087 | PA      | $275627.07    | 0.10%             | 2032-05-21      | Floating      | 7.65%                 | No            |                  2 | On Loan: No      |
| Deep Blue Operating I LLC                         | Deep Blue Operating I LLC                                                     | CUSIP: 24369TAD3<br>LEI: 254900D4FS23P1TU7R69 | Long             | LON              | CORP              | US        |     119181 | PA      | $119627.53    | 0.04%             | 2032-10-01      | Floating      | 6.41%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                               | American Express Co.                                                          | CUSIP: 025816EK1<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |      35000 | PA      | $35082.99     | 0.01%             | 2033-07-20      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL INFO SERV                           | Fidelity National Information Services, Inc.                                  | CUSIP: 31620MCE4<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |      42000 | PA      | $41775.55     | 0.01%             | 2031-03-10      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| TEXAS CAPITAL BANCSHARES                          | Texas Capital Bancshares, Inc.                                                | CUSIP: 88224QAA5<br>LEI: 549300466Q2SXRX0YM48 | Long             | DBT              | CORP              | US        |     155000 | PA      | $154944.11    | 0.06%             | 2031-05-06      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| COMMERCIAL METALS CO                              | Commercial Metals Co.                                                         | CUSIP: 201723AP8<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |     200000 | PA      | $185887.08    | 0.07%             | 2031-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| KazMunayGas National Co. JSC                      | KazMunayGas National Co. JSC                                                  | CUSIP: 000000000<br>LEI: 2138001H1M69RFJCSH88 | Long             | DBT              | CORP              | KZ        |     200000 | PA      | $201519.49    | 0.07%             | 2048-10-24      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                      | ING Groep NV                                                                  | CUSIP: 456837AZ6<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    1000000 | PA      | $897496.00    | 0.32%             | 2031-05-16      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| United States Treasury                            | U.S. Treasury Notes                                                           | CUSIP: 91282CPJ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     131000 | PA      | $127131.41    | 0.05%             | 2035-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| OVERSEA-CHINESE BANKING                           | Oversea-Chinese Banking Corp. Ltd.                                            | CUSIP: 000000000<br>LEI: 5493007O3QFXCPOGWK22 | Long             | DBT              | CORP              | SG        |     200000 | PA      | $199976.62    | 0.07%             | 2032-06-15      | Fixed         | 4.60%                 | Yes           |                  2 | On Loan: No      |
| Park River Holdings Inc                           | Park River Holdings, Inc.                                                     | CUSIP: 70082HAE6<br>LEI: 254900PGY077KWCROT75 | Long             | LON              | CORP              | US        |     131563 | PA      | $131365.79    | 0.05%             | 2031-03-15      | Floating      | 8.19%                 | No            |                  2 | On Loan: No      |
| NORTHWESTERN MUTUAL GLBL                          | Northwestern Mutual Global Funding                                            | CUSIP: 66815L2K4<br>LEI: 635400LZXFVELZDVP257 | Long             | DBT              | CORP              | US        |      49000 | PA      | $49035.43     | 0.02%             | 2027-09-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Notes                                                           | CUSIP: 91282CQG9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      17000 | PA      | $16887.11     | 0.01%             | 2031-03-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| GFL Environmental Inc                             | GFL Environmental, Inc.                                                       | CUSIP: 36257SAB8<br>LEI: 254900PGDQWC19PRP053 | Long             | LON              | CORP              | US        |     197411 | PA      | $197780.80    | 0.07%             | 2032-03-03      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| COMMERCIAL METALS CO                              | Commercial Metals Co.                                                         | CUSIP: 201723AV5<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |      50000 | PA      | $49950.54     | 0.02%             | 2035-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                            | Marriott International, Inc.                                                  | CUSIP: 571903BG7<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |     130000 | PA      | $119168.09    | 0.04%             | 2031-04-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                     | Citigroup, Inc.                                                               | CUSIP: 17327CAU7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     139000 | PA      | $136616.90    | 0.05%             | 2039-09-19      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                            | CCO Holdings LLC/CCO Holdings Capital Corp.                                   | CUSIP: 1248EPCP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     540000 | PA      | $452927.97    | 0.16%             | 2034-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| PINNACLE BANK TN                                  | Pinnacle Bank/Nashville TN                                                    | CUSIP: 87164DXY1<br>LEI: 549300CDOC4F7XSRG390 | Long             | DBT              | CORP              | US        |     428000 | PA      | $424846.06    | 0.15%             | 2036-01-15      | Fixed         | 5.96%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                              | Targa Resources Corp.                                                         | CUSIP: 87612GAS0<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |      26000 | PA      | $25860.58     | 0.01%             | 2036-07-30      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| XPLR INFRAST OPERATING                            | XPLR Infrastructure Operating Partners LP                                     | CUSIP: 65342QAM4<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |     700000 | PA      | $727953.10    | 0.26%             | 2029-01-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: —       |
| CD&R Hydra Buyer Inc                              | CD&R Hydra Buyer, Inc.                                                        | CUSIP: 12508KAJ6<br>LEI: 549300HW5C2VGPZCHL57 | Long             | LON              | CORP              | US        |     243172 | PA      | $243780.18    | 0.09%             | 2031-03-25      | Floating      | 7.75%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                            | NextEra Energy Capital Holdings, Inc.                                         | CUSIP: 65339KCL2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |      35000 | PA      | $35153.44     | 0.01%             | 2027-09-01      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                     | TransDigm, Inc.                                                               | CUSIP: 89364MCG7<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |      94340 | PA      | $94457.54     | 0.03%             | 2033-02-13      | Floating      | 6.15%                 | No            |                  2 | On Loan: No      |
| LADDER CAP FIN LLLP/CORP                          | Ladder Capital Finance Holdings LLLP/Ladder Capital Finance Corp.             | CUSIP: 505742AP1<br>LEI: N/A                  | Long             | DBT              |  | US        |     250000 | PA      | $244782.60    | 0.09%             | 2029-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                        | PacifiCorp                                                                    | CUSIP: 695114DF2<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |     879000 | PA      | $891192.60    | 0.32%             | 2055-09-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                            | General Motors Financial Co., Inc.                                            | CUSIP: 37045XEY8<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     140000 | PA      | $143977.29    | 0.05%             | 2031-06-18      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| VOYAGER PARENT LLC                                | Voyager Parent LLC                                                            | CUSIP: 92921EAA0<br>LEI: 2549002DYVI4ACSV4V71 | Long             | DBT              | CORP              | US        |     317000 | PA      | $337111.43    | 0.12%             | 2032-07-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| WBI OPERATING LLC                                 | WBI Operating LLC                                                             | CUSIP: 92944BAA9<br>LEI: 254900POBWB4RX0ODY78 | Long             | DBT              | CORP              | US        |     125000 | PA      | $126738.75    | 0.05%             | 2030-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                           | Goldman Sachs Group, Inc.                                                     | CUSIP: 38141GYJ7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     309000 | PA      | $273613.47    | 0.10%             | 2032-07-21      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| The Action Environmental Group Inc                | Action Environmental Group, Inc.                                              | CUSIP: 00507JAF3<br>LEI: 549300BB30QUQC86W666 | Long             | LON              | CORP              | US        |     207208 | PA      | $206754.27    | 0.07%             | 2030-10-24      | Floating      | 6.69%                 | No            |                  2 | On Loan: No      |
| ORLEN SA                                          | ORLEN SA                                                                      | CUSIP: 000000000<br>LEI: 259400VVMM70CQREJT74 | Long             | DBT              | CORP              | PL        |     200000 | PA      | $207632.72    | 0.07%             | 2035-01-30      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| MOLINA HEALTHCARE INC                             | Molina Healthcare, Inc.                                                       | CUSIP: 60855RAL4<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |     143000 | PA      | $128352.58    | 0.05%             | 2032-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| REINSURANCE GRP OF AMER                           | Reinsurance Group of America, Inc.                                            | CUSIP: 759351AV1<br>LEI: LORM1GNEU1DKEW527V90 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1468951.05   | 0.53%             | 2056-09-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                           | Honeywell International, Inc.                                                 | CUSIP: 438516CF1<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |      19000 | PA      | $16527.88     | 0.01%             | 2031-09-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| GOEASY LTD                                        | goeasy Ltd.                                                                   | CUSIP: 380355AM9<br>LEI: 5493009DJVZG2P8YV435 | Long             | DBT              | CORP              | CA        |      75000 | PA      | $63334.65     | 0.02%             | 2030-05-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Peer Holding III BV                               | Peer Holding III BV                                                           | CUSIP: 000000000<br>LEI: 7245002S0K5Q59JCVQ03 | Long             | LON              | CORP              | NL        |     170927 | PA      | $171226.30    | 0.06%             | 2031-07-01      | Floating      | 6.20%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                             | Mexico Government International Bonds                                         | CUSIP: 91087BBK5<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     200000 | PA      | $196110.00    | 0.07%             | 2033-03-22      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| VICTORY BUYER LLC                                 | Victory Buyer LLC                                                             | CUSIP: 92643PAD6<br>LEI: 549300G9TEUHGC81N056 | Long             | LON              | CORP              | US        |     145426 | PA      | $146334.92    | 0.05%             | 2033-02-14      | Floating      | 6.66%                 | No            |                  2 | On Loan: No      |
| CORPORACION INMOBILIARIA                          | Corp. Inmobiliaria Vesta SAB de CV                                            | CUSIP: 21989DAB8<br>LEI: 4469000001BIRIFZJ959 | Long             | DBT              | CORP              | MX        |     200000 | PA      | $199176.00    | 0.07%             | 2033-01-30      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                          | Lloyds Banking Group PLC                                                      | CUSIP: 539439BF5<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |     400000 | PA      | $392767.28    | 0.14%             | 2035-09-27      | Fixed         | 6.63%                 | No            |                  2 | On Loan: —       |
| Trident TPI Holdings Inc                          | Trident TPI Holdings, Inc.                                                    | CUSIP: 00216EAL3<br>LEI: 549300TPLK304J3RNC85 | Long             | LON              | CORP              | US        |     262343 | PA      | $246733.93    | 0.09%             | 2028-09-15      | Floating      | 7.45%                 | No            |                  2 | On Loan: No      |
| AIR CANADA                                        | Air Canada                                                                    | CUSIP: 008911BK4<br>LEI: 4B4HI3CGXMBDC0G6BM51 | Long             | DBT              | CORP              | CA        |     165000 | PA      | $164543.73    | 0.06%             | 2026-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SOUTH32 TREASURY LTD                              | South32 Treasury Ltd.                                                         | CUSIP: 84055BAA1<br>LEI: 213800HFGZMXST64GP53 | Long             | DBT              | CORP              | AU        |     201000 | PA      | $193483.81    | 0.07%             | 2032-04-14      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| ONT GAMING GTA/OTG CO-IS                          | Ontario Gaming GTA LP/OTG Co-Issuer, Inc.                                     | CUSIP: 68306MAA7<br>LEI: 894500EC9KLZLOC3V025 | Long             | DBT              | CORP              | CA        |     435000 | PA      | $429887.75    | 0.15%             | 2030-08-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| WILLIS NORTH AMERICA INC                          | Willis North America, Inc.                                                    | CUSIP: 970648AL5<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |     110000 | PA      | $110259.53    | 0.04%             | 2027-06-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| BANGKOK BANK PCL/HK                               | Bangkok Bank PCL                                                              | CUSIP: 059895AZ5<br>LEI: 549300CCL2BKJGMYXV60 | Long             | DBT              | CORP              | TH        |     300000 | PA      | $296031.46    | 0.11%             | 2035-11-26      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| Osmose Utilities Services Inc                     | Osmose Utilities Services, Inc.                                               | CUSIP: 68835HAH3<br>LEI: 549300FSLVHLFZ3S0D82 | Long             | LON              | CORP              | US        |     207607 | PA      | $206828.86    | 0.07%             | 2028-06-23      | Floating      | 7.02%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC / FIN INC                            | Acrisure LLC/Acrisure Finance, Inc.                                           | CUSIP: 004961AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     293000 | PA      | $288667.06    | 0.10%             | 2032-07-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                               | Synchrony Financial                                                           | CUSIP: 87165BAP8<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |      71000 | PA      | $71174.71     | 0.03%             | 2029-03-19      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| MEGLOBAL BV                                       | MEGlobal BV                                                                   | CUSIP: 000000000<br>LEI: 549300WBVLU2FILR7W19 | Long             | DBT              | CORP              | NL        |     200000 | PA      | $189532.72    | 0.07%             | 2028-04-28      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| GRUBHUB HOLDINGS INC                              | GrubHub Holdings, Inc.                                                        | CUSIP: 40010PAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     339135 | PA      | $277798.98    | 0.10%             | 2030-07-31      | Fixed         | 13.00%                | No            |                  2 | On Loan: —       |
| HOWARD MIDSTREAM ENERGY                           | Howard Midstream Energy Partners LLC                                          | CUSIP: 442722AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     300000 | PA      | $312827.40    | 0.11%             | 2032-07-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| YANLORD LAND HK CO LTD                            | Yanlord Land HK Co. Ltd.                                                      | CUSIP: 000000000<br>LEI: 549300O56H3950RDWG19 | Long             | DBT              | CORP              | HK        |     320000 | PA      | $319451.01    | 0.11%             | 2026-05-20      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| INVERSIONES CMPC SA                               | Inversiones CMPC SA                                                           | CUSIP: 46128MAT8<br>LEI: 549300G475ACIABB4385 | Long             | DBT              | CORP              | CL        |     200000 | PA      | $202213.40    | 0.07%             | 2034-02-26      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| MINERAL RESOURCES LTD                             | Mineral Resources Ltd.                                                        | CUSIP: 000000000<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |      44000 | PA      | $45667.18     | 0.02%             | 2028-10-01      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| CFC Bidco 2022 Ltd                                | CFC Bidco Ltd.                                                                | CUSIP: 12531JAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     156682 | PA      | $151589.72    | 0.05%             | 2032-07-01      | Floating      | 7.18%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING/PTL                          | Penske Truck Leasing Co. LP/PTL Finance Corp.                                 | CUSIP: 709599BV5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     108000 | PA      | $113415.71    | 0.04%             | 2030-06-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| MARS INC                                          | Mars, Inc.                                                                    | CUSIP: 571676AU9<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |     169000 | PA      | $170130.79    | 0.06%             | 2031-04-20      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                          | Rogers Communications, Inc.                                                   | CUSIP: 775109DH1<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |     182000 | PA      | $187753.12    | 0.07%             | 2055-04-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING/PTL                          | Penske Truck Leasing Co. LP/PTL Finance Corp.                                 | CUSIP: 709599CB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      91000 | PA      | $92268.22     | 0.03%             | 2030-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| EQUITABLE AMERICA GLOBAL                          | Equitable America Global Funding                                              | CUSIP: 29446Q2F9<br>LEI: 98450066CCBIACF06694 | Long             | DBT              | CORP              | US        |      52000 | PA      | $51504.81     | 0.02%             | 2028-12-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| ALTICE FINANCING SA                               | Altice Financing SA                                                           | CUSIP: 02154CAF0<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | DBT              | CORP              | LU        |     440000 | PA      | $327706.59    | 0.12%             | 2028-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                          | Enterprise Products Operating LLC                                             | CUSIP: 29379VCK7<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |      36000 | PA      | $36059.49     | 0.01%             | 2031-01-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| WALKER & DUNLOP INC                               | Walker & Dunlop, Inc.                                                         | CUSIP: 93148PAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     320000 | PA      | $318226.66    | 0.11%             | 2033-04-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| FNB CORP                                          | FNB Corp.                                                                     | CUSIP: 302520AD3<br>LEI: PCYSKIGYNYFDTBLVZU83 | Long             | DBT              | CORP              | US        |     146000 | PA      | $147599.42    | 0.05%             | 2030-12-11      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| ELECT GLOBAL INV LTD                              | Elect Global Investments Ltd.                                                 | CUSIP: 000000000<br>LEI: 254900MGJD77N8VPNK65 | Long             | DBT              | CORP              | VG        |     200000 | PA      | $153953.47    | 0.06%             | 2026-06-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                        | AbbVie, Inc.                                                                  | CUSIP: 00287YDT3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |      60000 | PA      | $61234.97     | 0.02%             | 2031-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                   | Cigna Group                                                                   | CUSIP: 125523AH3<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |      43000 | PA      | $43003.58     | 0.02%             | 2028-10-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CREDIT ACCEPTANC                                  | Credit Acceptance Corp.                                                       | CUSIP: 225310AS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     350000 | PA      | $348831.00    | 0.12%             | 2030-03-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                           | MPLX LP                                                                       | CUSIP: 55336VCA6<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |      53000 | PA      | $53059.62     | 0.02%             | 2031-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ENTEGRIS INC                                      | Entegris, Inc.                                                                | CUSIP: 29365BAB9<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |     200000 | PA      | $202460.00    | 0.07%             | 2030-06-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| PANTHER ESCROW ISSUER                             | Panther Escrow Issuer LLC                                                     | CUSIP: 69867RAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     270000 | PA      | $271264.33    | 0.10%             | 2031-06-01      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| TURQUOISE TOPCO LTD                               | Turquoise Topco Ltd.                                                          | CUSIP: 89776TAB7<br>LEI: 254900RI25V4FBT02P38 | Long             | LON              | CORP              | US        |     133855 | PA      | $130564.45    | 0.05%             | 2032-12-30      | Floating      | 6.95%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                           | Oncor Electric Delivery Co. LLC                                               | CUSIP: 68233JCF9<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |      45000 | PA      | $43725.16     | 0.02%             | 2032-06-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| PFIZER INVESTMENT ENTER                           | Pfizer Investment Enterprises Pte. Ltd.                                       | CUSIP: 716973AE2<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |      60000 | PA      | $59742.66     | 0.02%             | 2033-05-19      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Notes                                                           | CUSIP: 91282CPY1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     425000 | PA      | $420202.15    | 0.15%             | 2033-01-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA FINANCE LLC                           | Astrazeneca Finance LLC                                                       | CUSIP: 04636NAF0<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |      79000 | PA      | $80116.34     | 0.03%             | 2028-03-03      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| NEXSTAR MEDIA INC                                 | Nexstar Media, Inc.                                                           | CUSIP: 65346UAA7<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |     316000 | PA      | $318017.99    | 0.11%             | 2034-04-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Osaic Holdings, Inc.                              | Osaic Holdings, Inc.                                                          | CUSIP: 68773JAJ9<br>LEI: 549300XL60BDV6UW5C86 | Long             | LON              | CORP              | US        |     193226 | PA      | $193051.43    | 0.07%             | 2032-07-30      | Floating      | 6.20%                 | No            |                  2 | On Loan: No      |
| NCIG HOLDINGS PTY LTD                             | NCIG Holdings Pty. Ltd.                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | SN               | CORP              | AU        |     200000 | PA      | $209790.03    | 0.08%             | 2031-08-26      | Variable      | 12.50%                | Yes           |                  2 | On Loan: No      |
| AGCO CORP                                         | AGCO Corp.                                                                    | CUSIP: 001084AR3<br>LEI: LYOM0B2GCF1JWXK5ZG04 | Long             | DBT              | CORP              | US        |      86000 | PA      | $86617.17     | 0.03%             | 2027-03-21      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| PR RNO PROPERTY OWNER 1                           | PR RNO Property Owner 1 LLC                                                   | CUSIP: 69393LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     365000 | PA      | $361793.07    | 0.13%             | 2031-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                            | Sempra                                                                        | CUSIP: 816851BW8<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |     408000 | PA      | $412656.10    | 0.15%             | 2056-04-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| LSF12 Crown US Commercial Bidco LLC               | LSF12 Crown U.S. Commercial Bidco LLC                                         | CUSIP: 50221UAE1<br>LEI: 254900FI2OCFTJ9PAJ18 | Long             | LON              | CORP              | US        |     199176 | PA      | $200271.38    | 0.07%             | 2031-12-02      | Floating      | 6.66%                 | No            |                  2 | On Loan: No      |
| BELL CANADA                                       | Bell Telephone Co. of Canada or Bell Canada                                   | CUSIP: 0778FPAP4<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |     185000 | PA      | $189800.75    | 0.07%             | 2055-09-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                               | Bank of Nova Scotia                                                           | CUSIP: 06417XAG6<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |      98000 | PA      | $94062.04     | 0.03%             | 2037-05-04      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| American Airlines Inc                             | American Airlines, Inc.                                                       | CUSIP: 02376CBR5<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | LON              | CORP              | US        |     156768 | PA      | $154171.29    | 0.06%             | 2028-02-15      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| CLEAN HARBORS INC                                 | Clean Harbors, Inc.                                                           | CUSIP: 184496AR8<br>LEI: 5493000SJVZVZJKHJF48 | Long             | DBT              | CORP              | US        |     245000 | PA      | $247274.83    | 0.09%             | 2033-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Groundworks LLC                                   | Groundworks LLC                                                               | CUSIP: 39954EAB9<br>LEI: 254900K8GTHJMCG1DB32 | Long             | LON              | CORP              | US        |     177401 | PA      | $177844.09    | 0.06%             | 2031-03-14      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| MERIDIAN ARC HOLDCO LLC                           | Meridian Arc Holdco LLC                                                       | CUSIP: 58990CAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     365000 | PA      | $364916.92    | 0.13%             | 2031-04-30      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| First Brands Group LLC                            | First Brands Group LLC                                                        | CUSIP: 31935HAD9<br>LEI: 2549005IXRZR7KSBJD91 | Long             | LON              | CORP              | US        |      83915 | PA      | $209.79       | 0.00%             | 2027-03-30      | Floating      | 10.78%                | Yes           |                  2 | On Loan: No      |
| SHINHAN BANK                                      | Shinhan Bank Co. Ltd.                                                         | CUSIP: 000000000<br>LEI: 5493003P813VL21KG928 | Long             | DBT              | CORP              | KR        |     200000 | PA      | $199603.84    | 0.07%             | 2028-03-26      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                            | Mizuho Financial Group, Inc.                                                  | CUSIP: 60687YCZ0<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |     200000 | PA      | $205375.80    | 0.07%             | 2029-07-06      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                             | Venture Global Plaquemines LNG LLC                                            | CUSIP: 922966AB2<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |     242000 | PA      | $272180.79    | 0.10%             | 2035-05-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| BELO CORP                                         | Belo Corp.                                                                    | CUSIP: 080555AE5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     200000 | PA      | $205048.40    | 0.07%             | 2027-06-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| DELEK LOG PART/FINANCE                            | Delek Logistics Partners LP/Delek Logistics Finance Corp.                     | CUSIP: 24665FAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      79000 | PA      | $82424.97     | 0.03%             | 2029-03-15      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| PETCO HEALTH & WELLNESS                           | Petco Health & Wellness Co., Inc.                                             | CUSIP: 71601VAA3<br>LEI: 2549007TYGV6RVSE9M61 | Long             | DBT              | CORP              | US        |     170000 | PA      | $171678.97    | 0.06%             | 2031-02-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Peraton Corp                                      | Peraton Corp.                                                                 | CUSIP: 71360HAB3<br>LEI: 549300EQPCK07ZW63836 | Long             | LON              | CORP              | US        |     149633 | PA      | $127637.06    | 0.05%             | 2028-02-01      | Floating      | 7.51%                 | No            |                  2 | On Loan: No      |
| WINDFALL MINING GROUP                             | Windfall Mining Group, Inc./Groupe Minier Windfall, Inc.                      | CUSIP: 973244AA4<br>LEI: 984500E4L49391BFF948 | Long             | DBT              | CORP              | CA        |     200000 | PA      | $207150.97    | 0.07%             | 2032-05-13      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| CONNECT FINCO SARL/CONNE                          | Connect Finco SARL/Connect U.S. Finco LLC                                     | CUSIP: 20752TAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     400000 | PA      | $421874.80    | 0.15%             | 2029-09-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                               | Gilead Sciences, Inc.                                                         | CUSIP: 375558CB7<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |      68000 | PA      | $69137.50     | 0.02%             | 2029-11-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                              | Cleveland-Cliffs, Inc.                                                        | CUSIP: 18589GAA3<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |      90000 | PA      | $90912.06     | 0.03%             | 2034-01-15      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                       | Oracle Corp.                                                                  | CUSIP: 68389XDA0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      50000 | PA      | $47636.19     | 0.02%             | 2035-08-03      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CNT Holdings I Corp                               | CNT Holdings I Corp.                                                          | CUSIP: 12656AAF6<br>LEI: 254900SYIEHMSB69WT08 | Long             | LON              | CORP              | US        |     263868 | PA      | $264632.24    | 0.09%             | 2032-11-08      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| M&T BANK CORPORATION                              | M&T Bank Corp.                                                                | CUSIP: 55261FAZ7<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |      47000 | PA      | $47042.78     | 0.02%             | 2035-07-30      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| ASURION LLC                                       | Asurion LLC                                                                   | CUSIP: 04649VBF6<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |     367700 | PA      | $361571.67    | 0.13%             | 2033-02-23      | Floating      | 7.41%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                            | Diamondback Energy, Inc.                                                      | CUSIP: 25278XAZ2<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |     204000 | PA      | $208144.71    | 0.07%             | 2034-04-18      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| ViaSat Inc                                        | ViaSat, Inc.                                                                  | CUSIP: 92555WAD7<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | LON              | CORP              | US        |     236651 | PA      | $237501.28    | 0.09%             | 2029-03-02      | Floating      | 8.27%                 | No            |                  2 | On Loan: No      |
| Focus Financial Partners LLC                      | Focus Financial Partners LLC                                                  | CUSIP: 34416DBD9<br>LEI: 5493007L0E0VKRC2CP39 | Long             | LON              | CORP              | US        |     209180 | PA      | $207364.45    | 0.07%             | 2031-09-15      | Floating      | 6.15%                 | No            |                  2 | On Loan: No      |
| XIAOMI BEST TIME INTL                             | Xiaomi Best Time International Ltd.                                           | CUSIP: 000000000<br>LEI: 254900IGJCVEY8WNJT74 | Long             | DBT              | CORP              | HK        |     200000 | PA      | $183560.91    | 0.07%             | 2031-07-14      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Notes                                                           | CUSIP: 91282CKT7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     437100 | PA      | $444356.54    | 0.16%             | 2029-05-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LONGFOR HOLDINGS LTD                              | Longfor Group Holdings Ltd.                                                   | CUSIP: 000000000<br>LEI: 254900UJX27B2F1JYR13 | Long             | DBT              | CORP              | KY        |     250000 | PA      | $237793.23    | 0.09%             | 2027-04-13      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Federal National Mortgage Association                                         | CUSIP: 3140W3EM7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1641823 | PA      | $1376212.84   | 0.49%             | 2052-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                               | Sirius XM Radio LLC                                                           | CUSIP: 82967NBM9<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |     405000 | PA      | $366627.34    | 0.13%             | 2031-09-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: —       |
| DELL INT LLC / EMC CORP                           | Dell International LLC/EMC Corp.                                              | CUSIP: 24703TAL0<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |      83000 | PA      | $83492.39     | 0.03%             | 2028-04-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AES ANDES SA                                      | AES Andes SA                                                                  | CUSIP: 00111VAC1<br>LEI: 549300IF4IFG0FS0RM26 | Long             | DBT              | CORP              | CL        |     500000 | PA      | $525672.55    | 0.19%             | 2055-06-10      | Fixed         | 8.15%                 | No            |                  2 | On Loan: No      |
| WEYERHAEUSER CO                                   | Weyerhaeuser Co.                                                              | CUSIP: 962166BY9<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | DBT              |  | US        |     230000 | PA      | $224171.53    | 0.08%             | 2030-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| State Street Global Advisors                      | State Street Navigator Securities Lending Government Money Market Portfolio   | CUSIP: 857509301<br>LEI: 5493008BJIBKQ5KTIF74 | Long             | STIV             | RF                | US        |    6386820 | NS      | $6386820.00   | 2.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Cloud Software Group Inc                          | Cloud Software Group, Inc.                                                    | CUSIP: 88632NBL3<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | LON              | CORP              | US        |      70141 | PA      | $64692.19     | 0.02%             | 2032-08-13      | Floating      | 6.95%                 | No            |                  2 | On Loan: No      |
| SABLE INTL FINANCE LTD                            | Sable International Finance Ltd.                                              | CUSIP: 785712AK6<br>LEI: 2138009IE9A35LO5JS73 | Long             | DBT              | CORP              | KY        |     400000 | PA      | $399122.94    | 0.14%             | 2032-10-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| MATTAMY GROUP CORP                                | Mattamy Group Corp.                                                           | CUSIP: 57701RAQ5<br>LEI: 5493008TNY7A82WCXU31 | Long             | DBT              | CORP              | CA        |      70000 | PA      | $67204.59     | 0.02%             | 2033-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MINEJESA CAPITAL BV                               | Minejesa Capital BV                                                           | CUSIP: 000000000<br>LEI: 549300KS7ERCP10BKC35 | Long             | DBT              | CORP              | NL        |     149270 | PA      | $147081.75    | 0.05%             | 2030-08-10      | Fixed         | 4.63%                 | Yes           |                  2 | On Loan: No      |
| ELECT GLOBAL INV LTD                              | Elect Global Investments Ltd.                                                 | CUSIP: 000000000<br>LEI: 254900MGJD77N8VPNK65 | Long             | DBT              | CORP              | VG        |     200000 | PA      | $210744.11    | 0.08%             | 2030-09-11      | Fixed         | 7.20%                 | Yes           |                  2 | On Loan: No      |
| ATI INC                                           | ATI, Inc.                                                                     | CUSIP: 01741RAN2<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |     200000 | PA      | $208295.40    | 0.07%             | 2030-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| ZF NA CAPITAL                                     | ZF North America Capital, Inc.                                                | CUSIP: 98877DAG0<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |     265000 | PA      | $259319.41    | 0.09%             | 2032-04-23      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Alpha Generation LLC                              | Alpha Generation LLC                                                          | CUSIP: 02072UAC6<br>LEI: 254900K5V62L4YGVKF49 | Long             | LON              | CORP              | US        |     195525 | PA      | $195431.50    | 0.07%             | 2031-09-30      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| OMNICOM GROUP INC                                 | Omnicom Group, Inc.                                                           | CUSIP: 681919BV7<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | DBT              | CORP              | US        |      33000 | PA      | $32633.28     | 0.01%             | 2029-03-02      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION                            | Clydesdale Acquisition Holdings, Inc.                                         | CUSIP: 18972EAB1<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |     299000 | PA      | $271290.52    | 0.10%             | 2030-04-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                      | UBS Group AG                                                                  | CUSIP: 902613AP3<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     275000 | PA      | $275934.39    | 0.10%             | 2028-05-12      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| INDIKA INTI ENERGI PT                             | Indika Energy Tbk. PT                                                         | CUSIP: 000000000<br>LEI: 254900YVKE6BJ1I4V036 | Long             | DBT              | CORP              | ID        |     250000 | PA      | $254696.26    | 0.09%             | 2029-05-07      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| Creative Artists Agency LLC                       | Creative Artists Agency LLC                                                   | CUSIP: 22526WAU2<br>LEI: 5493008FV5TCFL3KHH96 | Long             | LON              | CORP              | US        |     205060 | PA      | $205499.81    | 0.07%             | 2031-10-01      | Floating      | 6.15%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                           | Goldman Sachs Group, Inc.                                                     | CUSIP: 38141GFD1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      53000 | PA      | $57559.58     | 0.02%             | 2037-10-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                       | PepsiCo, Inc.                                                                 | CUSIP: 713448GJ1<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |      50000 | PA      | $50341.27     | 0.02%             | 2032-07-23      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc                                     | TransDigm, Inc.                                                               | CUSIP: 89364MCE2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |     163888 | PA      | $164164.17    | 0.06%             | 2032-08-19      | Floating      | 6.15%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Notes                                                           | CUSIP: 91282CNR8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     197000 | PA      | $195322.42    | 0.07%             | 2032-07-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                      | Comcast Corp.                                                                 | CUSIP: 20030NES6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     129000 | PA      | $125754.74    | 0.05%             | 2037-01-15      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| KYNDRYL HOLDINGS INC                              | Kyndryl Holdings, Inc.                                                        | CUSIP: 50155QAL4<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |      50000 | PA      | $42432.04     | 0.02%             | 2031-10-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Green Infrastructure Partners Inc                 | Green Infrastructure Partners, Inc.                                           | CUSIP: 39306DAB6<br>LEI: 549300W1V7LSCKWMX505 | Long             | LON              | CORP              | CA        |     114653 | PA      | $114796.41    | 0.04%             | 2032-09-24      | Floating      | 6.45%                 | No            |                  2 | On Loan: No      |
| GEN DIGITAL INC                                   | Gen Digital, Inc.                                                             | CUSIP: 668771AM0<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |      78000 | PA      | $76010.65     | 0.03%             | 2033-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MADISON IAQ LLC                                   | Madison IAQ LLC                                                               | CUSIP: 55759VAE8<br>LEI: 549300IXDNBXNHUPBU73 | Long             | LON              | CORP              | US        |     154318 | PA      | $154631.09    | 0.06%             | 2032-11-08      | Floating      | 6.38%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP                             | Northrop Grumman Corp.                                                        | CUSIP: 666807CL4<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |     345000 | PA      | $344486.07    | 0.12%             | 2034-06-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| REC LTD                                           | REC Ltd.                                                                      | CUSIP: 000000000<br>LEI: 335800B4YRYWAMIJZ374 | Long             | DBT              | CORP              | IN        |     200000 | PA      | $198225.78    | 0.07%             | 2027-07-07      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| C&W SENIOR FINANCE LTD                            | C&W Senior Finance Ltd.                                                       | CUSIP: 12665MAA0<br>LEI: 213800CG16G1YMJRCG10 | Long             | DBT              | CORP              | KY        |     300000 | PA      | $307330.70    | 0.11%             | 2033-01-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                         | ONEOK, Inc.                                                                   | CUSIP: 682680CD3<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |      98000 | PA      | $97398.99     | 0.03%             | 2031-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Connect Finco Sarl                                | Connect Finco SARL                                                            | CUSIP: 000000000<br>LEI: 2594001KNYIQ456J2792 | Long             | LON              | CORP              | LU        |     199907 | PA      | $200388.62    | 0.07%             | 2029-09-27      | Floating      | 8.15%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COLORADO                           | Public Service Co. of Colorado                                                | CUSIP: 744448CP4<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |     314000 | PA      | $310028.14    | 0.11%             | 2028-06-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                        | U.S. Bancorp                                                                  | CUSIP: 91159HJB7<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     216000 | PA      | $187691.46    | 0.07%             | 2036-11-03      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| VIASAT INC                                        | Viasat, Inc.                                                                  | CUSIP: 92552VAR1<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | DBT              | CORP              | US        |      92000 | PA      | $92202.58     | 0.03%             | 2031-05-30      | Fixed         | 7.50%                 | No            |                  2 | On Loan: —       |
| REGIONS FINANCIAL CORP                            | Regions Financial Corp.                                                       | CUSIP: 7591EPAE0<br>LEI: CW05CS5KW59QTC0DG824 | Long             | DBT              | CORP              | US        |      14000 | PA      | $15898.66     | 0.01%             | 2037-12-10      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| KODIAK GAS SERVICES LLC                           | Kodiak Gas Services LLC                                                       | CUSIP: 50012LAF1<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |     243000 | PA      | $244765.61    | 0.09%             | 2031-04-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Parexel International Corporation                 | Parexel International Corp.                                                   | CUSIP: 71911KAF1<br>LEI: 549300GCZVUYB6P2OA17 | Long             | LON              | CORP              | US        |     147599 | PA      | $147615.94    | 0.05%             | 2031-12-12      | Floating      | 6.40%                 | No            |                  2 | On Loan: No      |
| GABX LEASING                                      | Gabx Leasing LLC                                                              | CUSIP: 36274FAA7<br>LEI: 25490085PXP0WGRIRI44 | Long             | DBT              | CORP              | US        |      41000 | PA      | $40473.15     | 0.01%             | 2031-04-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| PPL CAPITAL FUNDING INC                           | PPL Capital Funding, Inc.                                                     | CUSIP: 69352PAT0<br>LEI: 549300MROK5WY0D2NU17 | Long             | DBT              | CORP              | US        |      27000 | PA      | $27260.74     | 0.01%             | 2034-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ATI INC                                           | ATI, Inc.                                                                     | CUSIP: 01741RAM4<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |      50000 | PA      | $49806.66     | 0.02%             | 2031-10-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| SAMMAAN CAPITAL LTD                               | Sammaan Capital Ltd.                                                          | CUSIP: 000000000<br>LEI: 335800A2A3G53ZQZTQ21 | Long             | DBT              | CORP              | IN        |     200000 | PA      | $199428.19    | 0.07%             | 2030-10-16      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                          | Charter Communications Operating LLC/Charter Communications Operating Capital | CUSIP: 161175BU7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     174000 | PA      | $155818.27    | 0.06%             | 2031-04-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                                 | Cisco Systems, Inc.                                                           | CUSIP: 17275RBZ4<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |     158000 | PA      | $159910.44    | 0.06%             | 2035-02-24      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                    | NRG Energy, Inc.                                                              | CUSIP: 629377DD1<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |      25000 | PA      | $24828.92     | 0.01%             | 2036-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                          | Vistra Operations Co. LLC                                                     | CUSIP: 92840VAX0<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |      61000 | PA      | $60291.14     | 0.02%             | 2028-10-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| ABQ FINANCE                                       | ABQ Finance Ltd.                                                              | CUSIP: 000000000<br>LEI: 549300EKNBMBS9DNYE37 | Long             | DBT              | CORP              | KY        |     400000 | PA      | $397967.90    | 0.14%             | 2026-07-06      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| AT&T INC                                          | AT&T, Inc.                                                                    | CUSIP: 00206RNG3<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      48000 | PA      | $47372.48     | 0.02%             | 2033-04-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| Dave & Buster's Inc                               | Dave & Buster's, Inc.                                                         | CUSIP: 23833EAX2<br>LEI: 549300JAVWTAY1FT5Z45 | Long             | LON              | CORP              | US        |     109898 | PA      | $99549.48     | 0.04%             | 2029-06-29      | Floating      | 6.94%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                    | Home Depot, Inc.                                                              | CUSIP: 437076CW0<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |      45000 | PA      | $45845.27     | 0.02%             | 2029-04-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| LCM Ltd Partnership                               | LCM 41 Ltd.                                                                   | CUSIP: 501971AW5<br>LEI: 549300NXCNS8YRPWOQ95 | Long             | ABS-CBDO         | CORP              | JE        |    2150000 | PA      | $2094951.40   | 0.75%             | 2036-04-15      | Floating      | 7.27%                 | No            |                  2 | On Loan: No      |
| NGL ENRGY OP/FIN CORP                             | NGL Energy Operating LLC/NGL Energy Finance Corp.                             | CUSIP: 62922LAD0<br>LEI: 5299005YSRP46BE8Z459 | Long             | DBT              | CORP              | US        |     250000 | PA      | $262397.50    | 0.09%             | 2032-02-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| AVANTOR FUNDING INC                               | Avantor Funding, Inc.                                                         | CUSIP: 05352TAB5<br>LEI: 5493003VM0XB4U8YD238 | Long             | DBT              | CORP              | US        |     315000 | PA      | $299442.09    | 0.11%             | 2029-11-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                   | CVS Health Corp.                                                              | CUSIP: 126650CN8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     172000 | PA      | $151986.68    | 0.05%             | 2045-07-20      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Zayo Group Holdings Inc                           | Zayo Group Holdings, Inc.                                                     | CUSIP: 98919XAH4<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | LON              | CORP              | US        |     160544 | PA      | $159916.56    | 0.06%             | 2030-03-11      | Floating      | 6.77%                 | No            |                  2 | On Loan: No      |
| AMWINS GROUP INC                                  | AmWINS Group, Inc.                                                            | CUSIP: 03234TBB3<br>LEI: 549300SJE7MUB8NMRG61 | Long             | LON              | CORP              | US        |     139422 | PA      | $139262.60    | 0.05%             | 2032-01-30      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| Corel Corporation                                 | Corel Corp.                                                                   | CUSIP: 21871LAB1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     151507 | PA      | $131180.14    | 0.05%             | 2026-07-02      | Floating      | 8.77%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                           | John Deere Capital Corp.                                                      | CUSIP: 24422EXN4<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |      41000 | PA      | $41843.67     | 0.01%             | 2031-03-07      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| OFFICE CHERIFIEN DES PHO                          | OCP SA                                                                        | CUSIP: 000000000<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |     200000 | PA      | $203776.27    | 0.07%             | 2030-04-30      | Fixed         | 6.10%                 | Yes           |                  2 | On Loan: No      |
| CARDINAL HEALTH INC                               | Cardinal Health, Inc.                                                         | CUSIP: 14149YBU1<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |      36000 | PA      | $35813.93     | 0.01%             | 2030-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TRITON CONTAINER                                  | Triton Container International Ltd.                                           | CUSIP: 89680YAC9<br>LEI: 549300O4LZFLCX53XZ54 | Long             | DBT              | CORP              | BM        |     445000 | PA      | $402386.25    | 0.14%             | 2031-06-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| PG&E CORP                                         | PG&E Corp.                                                                    | CUSIP: 69331CAM0<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $1028557.00   | 0.37%             | 2055-03-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| BECLE SA DE CV                                    | Becle SAB de CV                                                               | CUSIP: 000000000<br>LEI: 529900JY55CZKMJLCE09 | Long             | DBT              | CORP              | MX        |     200000 | PA      | $172708.14    | 0.06%             | 2031-10-14      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Verifone Systems Inc                              | Verifone Systems, Inc.                                                        | CUSIP: 92346NAH2<br>LEI: 254900LTTVM8MM9RKV75 | Long             | LON              | CORP              | US        |     256351 | PA      | $242654.02    | 0.09%             | 2028-08-18      | Floating      | 9.18%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS                          | Cheniere Energy Partners LP                                                   | CUSIP: 16411QAW1<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |      17000 | PA      | $17350.95     | 0.01%             | 2035-10-30      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE                          | Caterpillar Financial Services Corp.                                          | CUSIP: 14913UBB5<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |      61000 | PA      | $61026.67     | 0.02%             | 2028-08-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| KIB SUKUK LTD                                     | KIB Sukuk Ltd.                                                                | CUSIP: 000000000<br>LEI: 549300V0VTU1EFELEI08 | Long             | DBT              | CORP              | KY        |     300000 | PA      | $295295.19    | 0.11%             | 2036-04-16      | Fixed         | 5.54%                 | Yes           |                  2 | On Loan: No      |
| FOCUS FINANCIAL PARTNERS                          | Focus Financial Partners LLC                                                  | CUSIP: 34417VAA5<br>LEI: 5493007L0E0VKRC2CP39 | Long             | DBT              | CORP              | US        |     280000 | PA      | $284856.52    | 0.10%             | 2031-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES                             | Huntington Bancshares, Inc.                                                   | CUSIP: 446150BL7<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |     337000 | PA      | $329311.61    | 0.12%             | 2041-01-28      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| STEEL DYNAMICS INC                                | Steel Dynamics, Inc.                                                          | CUSIP: 858119BU3<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |      35000 | PA      | $34639.34     | 0.01%             | 2028-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TALEN ENERGY SUPPLY LLC                           | Talen Energy Supply LLC                                                       | CUSIP: 87422VAP3<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |     110000 | PA      | $110143.16    | 0.04%             | 2033-05-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| ALLIANZ SE                                        | Allianz SE                                                                    | CUSIP: 018820AF7<br>LEI: 529900K9B0N5BT694847 | Long             | DBT              | CORP              | DE        |    1000000 | PA      | $1000678.00   | 0.36%             | 2034-10-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| NATIONAL BANK OF KUWAIT                           | National Bank of Kuwait SAKP                                                  | CUSIP: 000000000<br>LEI: 549300NB7FE83IH6BW96 | Long             | DBT              | CORP              | KW        |     330000 | PA      | $324305.08    | 0.12%             | 2036-02-10      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| HUMANA INC                                        | Humana, Inc.                                                                  | CUSIP: 444859CE0<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     500000 | PA      | $492676.44    | 0.18%             | 2056-09-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| TRIMBLE INC                                       | Trimble, Inc.                                                                 | CUSIP: 896239AE0<br>LEI: 549300E2MI7NSZFQWS19 | Long             | DBT              | CORP              | US        |     252000 | PA      | $264601.77    | 0.09%             | 2033-03-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| ITT HOLDINGS LLC                                  | ITT Holdings LLC                                                              | CUSIP: 45074JAA2<br>LEI: 549300TH2PHOLK31LB42 | Long             | DBT              | CORP              | US        |     445000 | PA      | $438676.42    | 0.16%             | 2029-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PPG INDUSTRIES INC                                | PPG Industries, Inc.                                                          | CUSIP: 693506BY2<br>LEI: 549300BKPEP01R3V6C59 | Long             | DBT              | CORP              | US        |      75000 | PA      | $74054.50     | 0.03%             | 2031-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| PODS LLC                                          | PODS LLC                                                                      | CUSIP: 73044EAB0<br>LEI: 984500EC4ZCD5U1SDF04 | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2028-03-31      | Floating      | 6.77%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                           | Goldman Sachs Group, Inc.                                                     | CUSIP: 38141GF25<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      57000 | PA      | $56865.64     | 0.02%             | 2034-04-20      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                          | Anheuser-Busch InBev Worldwide, Inc.                                          | CUSIP: 035240AV2<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |     288000 | PA      | $278550.42    | 0.10%             | 2030-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| QXO BUILDING PRODUCTS                             | QXO Building Products, Inc.                                                   | CUSIP: 74825NAA5<br>LEI: 549300HDXQWWCBOYXP31 | Long             | DBT              | CORP              | US        |     169000 | PA      | $172386.84    | 0.06%             | 2032-04-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                    | Morgan Stanley                                                                | CUSIP: 61747YES0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      31000 | PA      | $31036.87     | 0.01%             | 2037-04-20      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC                                    | S&P Global, Inc.                                                              | CUSIP: 78409VBJ2<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |     420000 | PA      | $405136.23    | 0.15%             | 2029-03-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| PLANET FINANCIAL GROUP                            | Planet Financial Group LLC                                                    | CUSIP: 72702AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     240000 | PA      | $233259.34    | 0.08%             | 2029-12-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                          | Sumitomo Mitsui Financial Group, Inc.                                         | CUSIP: 86562MDZ0<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |     200000 | PA      | $199603.70    | 0.07%             | 2033-07-08      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Herschend Entertainment Company, LLC              | Herschend Entertainment Co. LLC                                               | CUSIP: 42778EAH4<br>LEI: 54930087KQ7RPDXK0716 | Long             | LON              | CORP              | US        |     165175 | PA      | $165725.64    | 0.06%             | 2032-05-27      | Floating      | 6.15%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                      | UBS Group AG                                                                  | CUSIP: 225401BR8<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     200000 | PA      | $197551.64    | 0.07%             | 2030-04-10      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| GE VERNOVA INC                                    | GE Vernova, Inc.                                                              | CUSIP: 36828AAB7<br>LEI: 254900DP080RU6OK2553 | Long             | DBT              | CORP              | US        |      35000 | PA      | $34621.00     | 0.01%             | 2036-02-04      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CAPSTONE COPPER CORP                              | Capstone Copper Corp.                                                         | CUSIP: 14071LAA6<br>LEI: 549300III6KGKKC42W63 | Long             | DBT              | CORP              | CA        |     237000 | PA      | $241190.40    | 0.09%             | 2033-03-31      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| LIGHT & WONDER INTL INC                           | Light & Wonder International, Inc.                                            | CUSIP: 531968AB1<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |     330000 | PA      | $327265.13    | 0.12%             | 2033-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                         | Kroger Co.                                                                    | CUSIP: 501044DV0<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |      37000 | PA      | $36549.97     | 0.01%             | 2034-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HUB International Limited                         | HUB International Ltd.                                                        | CUSIP: 44332EAZ9<br>LEI: 549300JQT6ATTUNS5E06 | Long             | LON              | CORP              | US        |     124283 | PA      | $124580.69    | 0.04%             | 2030-06-20      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| DHAFRAH PV2 ENERGY COMPA                          | Dhafrah Pv2 Energy Co. LLC                                                    | CUSIP: 25241MAA5<br>LEI: 529900AHXZA1YRZN9C67 | Long             | DBT              | CORP              | AE        |     200000 | PA      | $197329.37    | 0.07%             | 2053-06-30      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| Asurion LLC                                       | Asurion LLC                                                                   | CUSIP: 04649VBA7<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |     139561 | PA      | $139909.81    | 0.05%             | 2029-01-20      | Floating      | 9.02%                 | No            |                  2 | On Loan: No      |
| STATION CASINOS LLC                               | Station Casinos LLC                                                           | CUSIP: 857691AJ8<br>LEI: 5493004E7Q60TX54WL62 | Long             | DBT              | CORP              | US        |     352000 | PA      | $356388.03    | 0.13%             | 2032-03-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                      | Alphabet, Inc.                                                                | CUSIP: 02079KBL0<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |      72000 | PA      | $70890.62     | 0.03%             | 2033-02-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| TRIO BIDCO INC                                    | Trio Bidco LLC                                                                | CUSIP: 000000000<br>LEI: 254900K9XN994FY4HJ57 | Long             | LON              | CORP              | US        |     173652 | PA      | $169889.76    | 0.06%             | 2032-10-29      | Floating      | 7.70%                 | No            |                  2 | On Loan: No      |
| GRUPO NUTRESA SA                                  | Grupo Nutresa SA                                                              | CUSIP: 40052JAA9<br>LEI: 254900KKAX7B7RJUE255 | Long             | DBT              | CORP              | CO        |     500000 | PA      | $498750.00    | 0.18%             | 2031-10-21      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| DELEK LOG PART/FINANCE                            | Delek Logistics Partners LP/Delek Logistics Finance Corp.                     | CUSIP: 24665FAE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     280000 | PA      | $288972.25    | 0.10%             | 2033-06-30      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| GREENKO POWER II LTD                              | Greenko Power II Ltd.                                                         | CUSIP: 000000000<br>LEI: 254900YYA4B6O2O4JM12 | Long             | DBT              | CORP              | MU        |     209000 | PA      | $199664.73    | 0.07%             | 2028-12-13      | Fixed         | 4.30%                 | Yes           |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                               | Synchrony Financial                                                           | CUSIP: 87165BAZ6<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |      59000 | PA      | $57641.83     | 0.02%             | 2032-02-25      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| GCC SAB DE CV                                     | GCC SAB de CV                                                                 | CUSIP: 000000000<br>LEI: 254900WY9XL8033CKX68 | Long             | DBT              | CORP              | MX        |     200000 | PA      | $184026.60    | 0.07%             | 2032-04-20      | Fixed         | 3.61%                 | Yes           |                  2 | On Loan: No      |
| WESTERN ALLIANCE BANK                             | Western Alliance Bank                                                         | CUSIP: 95758BCL1<br>LEI: SI7YQSVPFZBSQ878IC17 | Long             | DBT              | CORP              | US        |     100000 | PA      | $98852.00     | 0.04%             | 2035-11-15      | Fixed         | 6.54%                 | No            |                  2 | On Loan: No      |
| RACKSPACE FINANCE LLC                             | Rackspace Finance LLC                                                         | CUSIP: 75008WAA1<br>LEI: 25490078N5MHLAGLZ689 | Long             | DBT              | CORP              | US        |     401300 | PA      | $197640.25    | 0.07%             | 2028-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Beach Acquisition Bidco LLC                       | Beach Acquisition Bidco LLC                                                   | CUSIP: 07337FAB1<br>LEI: 254900F2FNX3GBTB6202 | Long             | LON              | CORP              | US        |     159806 | PA      | $160455.31    | 0.06%             | 2032-09-12      | Floating      | 6.95%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                    | Amazon.com, Inc.                                                              | CUSIP: 023135CS3<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |     120000 | PA      | $119219.48    | 0.04%             | 2028-11-20      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| MINERALS TECHNOLOGIES IN                          | Minerals Technologies, Inc.                                                   | CUSIP: 603158AA4<br>LEI: 549300D3I1QU67GP6403 | Long             | DBT              | CORP              | US        |     250000 | PA      | $248502.50    | 0.09%             | 2028-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CRESCENT ENERGY FINANCE                           | Crescent Energy Finance LLC                                                   | CUSIP: 45344LAD5<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |     193000 | PA      | $198727.66    | 0.07%             | 2032-04-01      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| State Street Global Advisors                      | State Street Institutional U.S. Government Money Market Fund                  | CUSIP: 857492706<br>LEI: 549300BZ5TGIFZUZDZ37 | Long             | STIV             | RF                | US        |    1038208 | NS      | $1038208.14   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| GLP PTE LTD                                       | GLP Pte. Ltd.                                                                 | CUSIP: 000000000<br>LEI: 254900PC2NNG9BLIJO15 | Long             | DBT              | CORP              | SG        |     260000 | PA      | $203407.25    | 0.07%             | 2028-05-20      | Fixed         | 9.75%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY                                    | Morgan Stanley                                                                | CUSIP: 61747YFT7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      47000 | PA      | $47374.47     | 0.02%             | 2035-07-19      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                       | Walmart, Inc.                                                                 | CUSIP: 931142EX7<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |     166000 | PA      | $166029.00    | 0.06%             | 2027-09-09      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Notes                                                           | CUSIP: 91282CNN7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     396000 | PA      | $394190.16    | 0.14%             | 2030-07-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| STC SUKUK CO II LTD                               | STC Sukuk Co. II Ltd.                                                         | CUSIP: 784772AA3<br>LEI: 254900OIKUHJZUXKMR88 | Long             | DBT              | CORP              | KY        |     310000 | PA      | $306044.83    | 0.11%             | 2031-01-15      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                               | Elevance Health, Inc.                                                         | CUSIP: 036752AL7<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     159000 | PA      | $150905.83    | 0.05%             | 2029-09-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                                      | CUSIP: 36179WNF1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1448182 | PA      | $1291125.66   | 0.46%             | 2051-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Federal Home Loan Mortgage Corp.                                              | CUSIP: 3132DWDJ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1809482 | PA      | $1525283.28   | 0.55%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Federal National Mortgage Association                                         | CUSIP: 31418ER69<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     813478 | PA      | $785471.32    | 0.28%             | 2053-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TALEN ENERGY SUPPLY LLC                           | Talen Energy Supply LLC                                                       | CUSIP: 87422VAM0<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |     117000 | PA      | $116126.81    | 0.04%             | 2034-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| EOC Borrower LLC                                  | EOC Borrower LLC                                                              | CUSIP: 26875YAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     146646 | PA      | $146939.54    | 0.05%             | 2032-03-24      | Floating      | 6.40%                 | No            |                  2 | On Loan: No      |
| ACCENTURE CAPITAL INC                             | Accenture Capital, Inc.                                                       | CUSIP: 00440KAD5<br>LEI: 254900FRO0P7RIINYT25 | Long             | DBT              | CORP              | US        |      45000 | PA      | $43354.34     | 0.02%             | 2034-10-04      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                     | Carnival Corp.                                                                | CUSIP: 143658CA8<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |      30000 | PA      | $30150.84     | 0.01%             | 2032-08-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                           | Hyundai Capital America                                                       | CUSIP: 44891AEK9<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     102000 | PA      | $102156.70    | 0.04%             | 2029-04-06      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Whatabrands LLC                                   | Whatabrands LLC                                                               | CUSIP: 96244UAJ6<br>LEI: 254900HMMX4HTWIP0085 | Long             | LON              | CORP              | US        |     149189 | PA      | $149391.60    | 0.05%             | 2028-08-03      | Floating      | 6.15%                 | No            |                  2 | On Loan: No      |
| TRIO BIDCO INC                                    | Trio Bidco LLC                                                                | CUSIP: 000000000<br>LEI: 254900K9XN994FY4HJ57 | Long             | LON              | CORP              | US        |      18279 | PA      | $17833.63     | 0.01%             | 2032-10-29      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| EL PUERTO DE LIVERPOOL                            | El Puerto de Liverpool SAB de CV                                              | CUSIP: 283837AE2<br>LEI: 4469000001BO4JEXZL32 | Long             | DBT              | CORP              | MX        |     255000 | PA      | $245310.00    | 0.09%             | 2038-02-10      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| GOEASY LTD                                        | goeasy Ltd.                                                                   | CUSIP: 380355AJ6<br>LEI: 5493009DJVZG2P8YV435 | Long             | DBT              | CORP              | CA        |     218000 | PA      | $195364.75    | 0.07%             | 2029-07-01      | Fixed         | 7.63%                 | No            |                  2 | On Loan: —       |
| TRANS-ALLEGHENY INTERSTA                          | Trans-Allegheny Interstate Line Co.                                           | CUSIP: 893045AF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      39000 | PA      | $39564.57     | 0.01%             | 2031-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Icebox Holdco III Inc                             | Icebox Holdco III, Inc.                                                       | CUSIP: 45114NAB3<br>LEI: 254900DLB65AKI8CQ466 | Long             | LON              | CORP              | US        |     142440 | PA      | $142951.80    | 0.05%             | 2031-12-22      | Floating      | 6.95%                 | No            |                  2 | On Loan: No      |
| Veritiv Corporation                               | Veritiv Corp.                                                                 | CUSIP: 92338TAB2<br>LEI: 5493004G8OK5L1UTIY12 | Long             | LON              | CORP              | US        |     205459 | PA      | $198332.07    | 0.07%             | 2030-12-02      | Floating      | 7.70%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                                      | CUSIP: 36179WJR0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1105471 | PA      | $947375.68    | 0.34%             | 2051-07-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| TRAVEL + LEISURE CO                               | Travel & Leisure Co.                                                          | CUSIP: 894164AA0<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | DBT              | CORP              | US        |     155000 | PA      | $149766.12    | 0.05%             | 2029-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LBM ACQUISITION LLC                               | LBM Acquisition LLC                                                           | CUSIP: 05552BAA4<br>LEI: 549300FAEB3VWZL4NI86 | Long             | DBT              | CORP              | US        |     232000 | PA      | $160776.19    | 0.06%             | 2029-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| UNITED TALENT AGENCY LLC                          | United Talent Agency LLC                                                      | CUSIP: 91301QAP2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     156150 | PA      | $156930.94    | 0.06%             | 2032-06-10      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| APPLIED MATERIALS INC                             | Applied Materials, Inc.                                                       | CUSIP: 038222AU9<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |      41000 | PA      | $39778.28     | 0.01%             | 2036-01-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| BLACK PEARL COMPUTE LLC                           | Black Pearl Compute LLC                                                       | CUSIP: 09216NAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     295000 | PA      | $299303.39    | 0.11%             | 2031-02-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| FEDEX FREIGHT HOLDING CO                          | Fedex Freight Holding Co., Inc.                                               | CUSIP: 314352AA3<br>LEI: 984500Y1DA5A58ICE336 | Long             | DBT              | CORP              | US        |      46000 | PA      | $45445.81     | 0.02%             | 2029-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CITY OF ULAANBAATAAR MON                          | City of Ulaanbaatar                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | MN        |     200000 | PA      | $203551.46    | 0.07%             | 2027-08-21      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| TRANSPORT DE GAS PERU                             | Transportadora de Gas del Peru SA                                             | CUSIP: 000000000<br>LEI: 529900SKHHNI5HVI0Y66 | Long             | DBT              | CORP              | PE        |     120000 | PA      | $119474.48    | 0.04%             | 2028-04-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Openlane Inc                                      | Openlane, Inc.                                                                | CUSIP: 68373AAD5<br>LEI: 5493004HKD20LBSG7D03 | Long             | LON              | CORP              | US        |     149625 | PA      | $149999.06    | 0.05%             | 2032-10-08      | Floating      | 6.14%                 | No            |                  2 | On Loan: No      |
| PERRIGO FINANCE UNLIMITE                          | Perrigo Finance Unlimited Co.                                                 | CUSIP: 71429MAD7<br>LEI: 549300E86RB6YCTMRM83 | Long             | DBT              | CORP              | IE        |     320000 | PA      | $301109.73    | 0.11%             | 2032-09-30      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| GOEASY LTD                                        | goeasy Ltd.                                                                   | CUSIP: 380355AR8<br>LEI: 5493009DJVZG2P8YV435 | Long             | DBT              | CORP              | CA        |      85000 | PA      | $70609.75     | 0.03%             | 2031-02-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: —       |
| TRAVEL + LEISURE CO                               | Travel & Leisure Co.                                                          | CUSIP: 98309GAH9<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | LON              | CORP              | US        |     170113 | PA      | $170234.65    | 0.06%             | 2029-12-14      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH OF BAHAMAS                           | Bahamas Government International Bonds                                        | CUSIP: 000000000<br>LEI: 549300W13SXC7EKNJC20 | Long             | DBT              | NUSS              | BS        |    1300000 | PA      | $1446172.00   | 0.52%             | 2036-06-24      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY                                    | Morgan Stanley                                                                | CUSIP: 61747YFM2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      28000 | PA      | $28829.62     | 0.01%             | 2039-02-07      | Fixed         | 5.94%                 | No            |                  2 | On Loan: No      |
| INDOFOOD CBP SUKSES MAKM                          | Indofood CBP Sukses Makmur Tbk. PT                                            | CUSIP: 000000000<br>LEI: 254900YKZW9GRKZZN285 | Long             | DBT              | CORP              | ID        |     200000 | PA      | $184910.32    | 0.07%             | 2032-04-27      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| Showtime Acquisition LLC                          | Showtime Acquisition LLC                                                      | CUSIP: 82540EAC8<br>LEI: 54930002EOYTEFEJFW69 | Long             | LON              | CORP              | US        |      70736 | PA      | $69851.35     | 0.03%             | 2031-08-16      | Floating      | 8.40%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECH INC                                 | L3Harris Technologies, Inc.                                                   | CUSIP: 502431AQ2<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |      43000 | PA      | $44125.55     | 0.02%             | 2033-07-31      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| GREENKO WIND PROJECTS MU                          | Greenko Wind Projects Mauritius Ltd.                                          | CUSIP: 000000000<br>LEI: 254900MSUXE1FF83DP82 | Long             | DBT              | CORP              | MU        |     197000 | PA      | $198763.23    | 0.07%             | 2028-09-27      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Goodnight Water Solutions LLC                     | Goodnight Water Solutions LLC                                                 | CUSIP: 38238YAC3<br>LEI: 254900CZJ6KUEVU9QV27 | Long             | LON              | CORP              | US        |     170427 | PA      | $170852.76    | 0.06%             | 2029-06-04      | Floating      | 7.65%                 | No            |                  2 | On Loan: No      |
| BRITISH AIR 21-1 A PPT                            | British Airways Pass-Through Trust                                            | CUSIP: 11042CAA8<br>LEI: 635400GSHSFIWYIDXC76 | Long             | DBT              | CORP              | US        |      14860 | PA      | $13699.92     | 0.00%             | 2035-03-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                                 | Sysco Corp.                                                                   | CUSIP: 871829BH9<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |      48000 | PA      | $38282.15     | 0.01%             | 2048-03-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                            | UnitedHealth Group, Inc.                                                      | CUSIP: 91324PFA5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |      53000 | PA      | $53822.67     | 0.02%             | 2031-04-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| MURPHY OIL CORP                                   | Murphy Oil Corp.                                                              | CUSIP: 626717AQ5<br>LEI: QBKYQD0ODE7DC7PDIN91 | Long             | DBT              | CORP              | US        |     255000 | PA      | $256965.54    | 0.09%             | 2034-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Petco Health and Wellness Company, Inc.           | Petco Health & Wellness Co., Inc.                                             | CUSIP: 71601HAG1<br>LEI: 2549007TYGV6RVSE9M61 | Long             | LON              | CORP              | US        |     206309 | PA      | $204724.82    | 0.07%             | 2031-02-03      | Floating      | 7.95%                 | No            |                  2 | On Loan: No      |
| VM CONSOLIDATED INC                               | VM Consolidated, Inc.                                                         | CUSIP: 91835HAA0<br>LEI: 549300GCTGJLEBXJUK89 | Long             | DBT              | CORP              | US        |     290000 | PA      | $284290.22    | 0.10%             | 2029-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                | Royalty Pharma PLC                                                            | CUSIP: 78081BAQ6<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |      43000 | PA      | $43739.07     | 0.02%             | 2029-09-02      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                            | CCO Holdings LLC/CCO Holdings Capital Corp.                                   | CUSIP: 1248EPCD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     545000 | PA      | $516621.52    | 0.18%             | 2030-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL SERVICES                          | Hyundai Capital Services, Inc.                                                | CUSIP: 000000000<br>LEI: 549300MALMDAGL2ZJJ27 | Long             | DBT              | CORP              | KR        |     200000 | PA      | $202592.85    | 0.07%             | 2029-02-05      | Fixed         | 5.13%                 | Yes           |                  2 | On Loan: No      |
| CROWN AMERICAS LLC                                | Crown Americas LLC                                                            | CUSIP: 228180AB1<br>LEI: RPPGGRL1J75WGF2DFO04 | Long             | DBT              | CORP              | US        |     180000 | PA      | $180691.02    | 0.06%             | 2030-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FIRSTCASH INC                                     | FirstCash, Inc.                                                               | CUSIP: 33767DAF2<br>LEI: 549300V2X3UU7K0DG350 | Long             | DBT              | CORP              | US        |     125000 | PA      | $124703.04    | 0.04%             | 2034-05-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Sculptor CLO Ltd                                  | Sculptor CLO XXXVI Ltd.                                                       | CUSIP: 81125KAL9<br>LEI: 254900N93UKNW3W0WS40 | Long             | ABS-CBDO         | CORP              | KY        |    1400000 | PA      | $1397506.60   | 0.50%             | 2039-01-30      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| MANULIFE FINANCIAL CORP                           | Manulife Financial Corp.                                                      | CUSIP: 56501RAX4<br>LEI: 5493007GBX87QOZACS27 | Long             | DBT              | CORP              | CA        |      44000 | PA      | $43290.76     | 0.02%             | 2035-12-11      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                | Energy Transfer LP                                                            | CUSIP: 86765BAQ2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      49000 | PA      | $43969.31     | 0.02%             | 2045-05-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                           | John Deere Capital Corp.                                                      | CUSIP: 24422EYM5<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |      46000 | PA      | $45915.69     | 0.02%             | 2029-01-18      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                           | John Deere Capital Corp.                                                      | CUSIP: 24422EYE3<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |       9000 | PA      | $9058.17      | 0.00%             | 2030-06-05      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                    | Morgan Stanley                                                                | CUSIP: 61748UAP7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      55000 | PA      | $53527.06     | 0.02%             | 2041-01-18      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| PACKAGING CORP OF AMERIC                          | Packaging Corp. of America                                                    | CUSIP: 695156AX7<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | DBT              | CORP              | US        |     189000 | PA      | $196580.05    | 0.07%             | 2033-12-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| WEBSTER FINANCIAL CORP                            | Webster Financial Corp.                                                       | CUSIP: 947890AK5<br>LEI: KMRURHT0VWKYS6Z5KU67 | Long             | DBT              | CORP              | US        |      72000 | PA      | $72914.23     | 0.03%             | 2035-09-11      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                                       | Nutrien Ltd.                                                                  | CUSIP: 67077MBC1<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |      38000 | PA      | $38310.88     | 0.01%             | 2027-06-21      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ANGLO AMERICAN CAPITAL                            | Anglo American Capital PLC                                                    | CUSIP: 000000000<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |     200000 | PA      | $182927.86    | 0.07%             | 2031-03-17      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| KELLANOVA                                         | Kellanova                                                                     | CUSIP: 487836AT5<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | DBT              | CORP              | US        |     124000 | PA      | $139499.75    | 0.05%             | 2031-04-01      | Fixed         | 7.45%                 | No            |                  2 | On Loan: No      |
| SM ENERGY CO                                      | SM Energy Co.                                                                 | CUSIP: 78454LAZ3<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |     140000 | PA      | $141935.50    | 0.05%             | 2034-04-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                             | Athene Global Funding                                                         | CUSIP: 04685A4D0<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |     120000 | PA      | $119539.17    | 0.04%             | 2031-11-13      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| Acrisure LLC                                      | Acrisure LLC                                                                  | CUSIP: 00488PAX3<br>LEI: 549300R0Z1Q47XRTGO22 | Long             | LON              | CORP              | US        |     134228 | PA      | $131823.39    | 0.05%             | 2032-06-21      | Floating      | 6.90%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                              | Bank of America Corp.                                                         | CUSIP: 06051GMB2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      55000 | PA      | $55186.89     | 0.02%             | 2035-08-15      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| PROCTER & GAMBLE CO/THE                           | Procter & Gamble Co.                                                          | CUSIP: 742718EV7<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |     236000 | PA      | $232828.70    | 0.08%             | 2027-08-11      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| HF SINCLAIR CORP                                  | HF Sinclair Corp.                                                             | CUSIP: 403949AQ3<br>LEI: 2549009G116AM01XHN24 | Long             | DBT              | CORP              | US        |      34000 | PA      | $33922.84     | 0.01%             | 2028-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| American Axle and Manufacturing, Inc.             | American Axle & Manufacturing, Inc.                                           | CUSIP: 02406MBB2<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | LON              | CORP              | US        |     168303 | PA      | $168092.21    | 0.06%             | 2033-02-03      | Floating      | 7.01%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA FINANCE LLC                           | Astrazeneca Finance LLC                                                       | CUSIP: 04636NAG8<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |      79000 | PA      | $80535.22     | 0.03%             | 2030-03-03      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| VALARIS LTD                                       | Valaris Ltd.                                                                  | CUSIP: 91889FAC5<br>LEI: 5299008BQ9IREYWBTS30 | Long             | DBT              | CORP              | BM        |     250000 | PA      | $260692.25    | 0.09%             | 2030-04-30      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Chamberlain Group Inc                             | Chamberlain Group, Inc.                                                       | CUSIP: 15963CAE6<br>LEI: 25490092IFNOZBRVE539 | Long             | LON              | CORP              | US        |      99419 | PA      | $99239.39     | 0.04%             | 2032-09-08      | Floating      | 6.40%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Notes                                                           | CUSIP: 91282CNW7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     342000 | PA      | $336549.38    | 0.12%             | 2032-08-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                                     | DTE Energy Co.                                                                | CUSIP: 233331BJ5<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |     165000 | PA      | $166308.31    | 0.06%             | 2028-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                        | Intel Corp.                                                                   | CUSIP: 458140CA6<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |      48000 | PA      | $46170.91     | 0.02%             | 2032-08-05      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Truist Insurance Holdings LLC                     | Truist Insurance Holdings LLC                                                 | CUSIP: 89788VAG7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     172986 | PA      | $171526.06    | 0.06%             | 2031-05-06      | Floating      | 6.45%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                          | Lloyds Banking Group PLC                                                      | CUSIP: 53944YBA0<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |     200000 | PA      | $206393.91    | 0.07%             | 2030-06-05      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| LIBERTY MUTUAL GROUP INC                          | Liberty Mutual Group, Inc.                                                    | CUSIP: 53079EBL7<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |    1822000 | PA      | $1156913.24   | 0.41%             | 2061-02-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| ENERSYS                                           | EnerSys                                                                       | CUSIP: 29275YAC6<br>LEI: 7ZS3DE5PN30BYUJFWP05 | Long             | DBT              | CORP              | US        |     230000 | PA      | $227023.98    | 0.08%             | 2027-12-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| STAR PARENT INC                                   | Star Parent, Inc.                                                             | CUSIP: 855170AA4<br>LEI: 254900GRGCJYRMDRWT73 | Long             | DBT              | CORP              | US        |     360000 | PA      | $377119.44    | 0.14%             | 2030-10-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Gulfside Supply Inc                               | Gulfside Supply, Inc.                                                         | CUSIP: 40273UAE9<br>LEI: 5493009BEGVKVXE2HW08 | Long             | LON              | CORP              | US        |     205209 | PA      | $183212.76    | 0.07%             | 2031-06-17      | Floating      | 6.70%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                            | Williams Cos., Inc.                                                           | CUSIP: 96949LAD7<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |      89000 | PA      | $88407.84     | 0.03%             | 2027-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Federal Home Loan Mortgage Corp.                                              | CUSIP: 3132DWDR1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1231002 | PA      | $1036573.79   | 0.37%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AMCOR FLEXIBLES NORTH AM                          | Amcor Flexibles North America, Inc.                                           | CUSIP: 02344AAA6<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |     199000 | PA      | $180424.41    | 0.06%             | 2031-05-25      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                            | Albertsons Cos., Inc./Safeway, Inc./New Albertsons LP/Albertsons LLC          | CUSIP: 01309QAC2<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |      64000 | PA      | $63644.47     | 0.02%             | 2031-03-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AZURIA WATER SOLUTIONS INC                        | Azuria Water Solutions, Inc.                                                  | CUSIP: 000000000<br>LEI: 549300AG3DVJURRIT691 | Long             | LON              | CORP              | US        |      18386 | PA      | $18305.60     | 0.01%             | 2033-04-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORP                             | Novartis Capital Corp.                                                        | CUSIP: 66989HAU2<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |      52000 | PA      | $51178.17     | 0.02%             | 2031-09-18      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GREENSAIF PIPELINES BIDC                          | Greensaif Pipelines Bidco SARL                                                | CUSIP: 000000000<br>LEI: 549300YWDGUXPB8GRP47 | Long             | DBT              | CORP              | LU        |     200000 | PA      | $204155.26    | 0.07%             | 2036-02-23      | Fixed         | 5.85%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF SRI LANKA                             | Sri Lanka Government International Bonds                                      | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |     125000 | PA      | $96230.12     | 0.03%             | 2035-06-15      | Variable      | 3.60%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                    | NRG Energy, Inc.                                                              | CUSIP: 629377DC3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |      50000 | PA      | $49630.63     | 0.02%             | 2034-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| GLP PTE LTD                                       | GLP Pte. Ltd.                                                                 | CUSIP: 000000000<br>LEI: 254900PC2NNG9BLIJO15 | Long             | DBT              | CORP              | SG        |     240000 | PA      | $102136.43    | 0.04%             | 2027-06-29      | Fixed         | 4.60%                 | Yes           |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE                          | Caterpillar Financial Services Corp.                                          | CUSIP: 14913UAY6<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |      54000 | PA      | $54234.65     | 0.02%             | 2028-03-03      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY INDIANA LLC                           | Duke Energy Indiana LLC                                                       | CUSIP: 26443TAG1<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |      28000 | PA      | $27514.67     | 0.01%             | 2036-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CRESCENT ENERGY FINANCE                           | Crescent Energy Finance LLC                                                   | CUSIP: 45344LAE3<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |     150000 | PA      | $153517.95    | 0.05%             | 2033-01-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                          | Occidental Petroleum Corp.                                                    | CUSIP: 674599DF9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |      40000 | PA      | $42985.62     | 0.02%             | 2036-09-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Mavis Tire Express Services Corp.                 | Mavis Tire Express Services Corp.                                             | CUSIP: 57777YAG1<br>LEI: 254900NVDM4GTLBL9E56 | Long             | LON              | CORP              | US        |     231793 | PA      | $231938.02    | 0.08%             | 2028-05-04      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| SUMISHO AIR LEASE CORP                            | Sumisho Air Lease Corp.                                                       | CUSIP: 00912XBJ2<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |     129000 | PA      | $128406.64    | 0.05%             | 2026-06-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| SupplyOne Inc                                     | SupplyOne, Inc.                                                               | CUSIP: 86859CAN4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     147194 | PA      | $147457.26    | 0.05%             | 2031-04-21      | Floating      | 7.15%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                     | Citigroup, Inc.                                                               | CUSIP: 172967KA8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      76000 | PA      | $76028.00     | 0.03%             | 2027-09-29      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| TITULOS DE TESORERIA                              | Colombia TES                                                                  | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        | 9050000000 | PA      | $2261844.64   | 0.81%             | 2035-01-24      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| US FOODS INC                                      | U.S. Foods, Inc.                                                              | CUSIP: 90290MAJ0<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |     235000 | PA      | $235862.45    | 0.08%             | 2033-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Quikrete Holdings Inc                             | Quikrete Holdings, Inc.                                                       | CUSIP: 74839XAM1<br>LEI: 5493007KIN86DIZWZT22 | Long             | LON              | CORP              | US        |     203860 | PA      | $204050.72    | 0.07%             | 2031-04-14      | Floating      | 5.90%                 | No            |                  2 | On Loan: No      |
| LAND O LAKES CAP TRST I                           | Land O'Lakes Capital Trust I                                                  | CUSIP: 514665AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     190000 | PA      | $194402.68    | 0.07%             | 2028-03-15      | Fixed         | 7.45%                 | No            |                  2 | On Loan: No      |
| ASHTON WOODS USA/FINANCE                          | Ashton Woods USA LLC/Ashton Woods Finance Co.                                 | CUSIP: 045086AR6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     265000 | PA      | $260013.39    | 0.09%             | 2033-08-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CEMEX SAB DE CV                                   | Cemex SAB de CV                                                               | CUSIP: 000000000<br>LEI: 549300RIG2CXWN6IV731 | Long             | DBT              | CORP              | MX        |     300000 | PA      | $301332.30    | 0.11%             | 2030-09-17      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| GLAXOSMITHKLINE CAP INC                           | GlaxoSmithKline Capital, Inc.                                                 | CUSIP: 377372AP2<br>LEI: 5493007Q8VD7Q3ZYZS59 | Long             | DBT              | CORP              | US        |      52000 | PA      | $52283.55     | 0.02%             | 2030-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                             | Truist Financial Corp.                                                        | CUSIP: 89788MAY8<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |      87000 | PA      | $85780.02     | 0.03%             | 2037-04-23      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                               | American Express Co.                                                          | CUSIP: 025816ET2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |      98000 | PA      | $97812.12     | 0.04%             | 2030-05-03      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES INC                               | United Airlines, Inc.                                                         | CUSIP: 90932LAH0<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |     175000 | PA      | $172746.89    | 0.06%             | 2029-04-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Wand NewCo 3 Inc                                  | Wand NewCo 3, Inc.                                                            | CUSIP: 93369PAM6<br>LEI: 549300Y3VZEWMSQW8494 | Long             | LON              | CORP              | US        |     143775 | PA      | $143947.06    | 0.05%             | 2031-01-30      | Floating      | 6.15%                 | No            |                  2 | On Loan: No      |
| FIRST CITIZENS BANCSHARE                          | First Citizens BancShares, Inc.                                               | CUSIP: 319626AA5<br>LEI: 549300N3Z00ZHE2XC526 | Long             | DBT              | CORP              | US        |      62000 | PA      | $60618.56     | 0.02%             | 2035-09-05      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Howden Group Holdings Ltd                         | Howden Group Holdings Ltd.                                                    | CUSIP: 000000000<br>LEI: 213800R6D9EVRN5D3117 | Long             | LON              | CORP              | LU        |     143093 | PA      | $140846.65    | 0.05%             | 2031-02-15      | Floating      | 6.40%                 | No            |                  2 | On Loan: No      |
| COBRA ACQUISITIONCO LLC                           | Cobra AcquisitionCo LLC                                                       | CUSIP: 19106CAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     186000 | PA      | $162632.84    | 0.06%             | 2029-11-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| HONEYWELL AEROSPACE INC                           | Honeywell Aerospace, Inc.                                                     | CUSIP: 43849RAG0<br>LEI: 213800ZUAQRBYL67JS90 | Long             | DBT              | CORP              | US        |      74000 | PA      | $73160.07     | 0.03%             | 2036-03-16      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Windsor Holdings III LLC                          | Windsor Holdings III LLC                                                      | CUSIP: 97360BAH8<br>LEI: 254900IXUJZ9H146T437 | Long             | LON              | CORP              | US        |     131168 | PA      | $130553.01    | 0.05%             | 2030-08-01      | Floating      | 6.40%                 | No            |                  2 | On Loan: No      |
| VERITIV OPERATING CO                              | Veritiv Operating Co.                                                         | CUSIP: 92339LAA0<br>LEI: 5493004G8OK5L1UTIY12 | Long             | DBT              | CORP              | US        |     305000 | PA      | $321401.31    | 0.12%             | 2030-11-30      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| BECTON DICKINSON & CO                             | Becton Dickinson & Co.                                                        | CUSIP: 075887CQ0<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |      74000 | PA      | $74280.18     | 0.03%             | 2028-02-13      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| ANGLOGOLD HOLDINGS PLC                            | AngloGold Ashanti Holdings PLC                                                | CUSIP: 03512TAE1<br>LEI: 213800745ZIXC4L6A131 | Long             | DBT              | CORP              | IM        |     200000 | PA      | $192723.99    | 0.07%             | 2030-10-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                             | TransCanada PipeLines Ltd.                                                    | CUSIP: 89352HBG3<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    1000000 | PA      | $1031233.00   | 0.37%             | 2065-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CUSHMAN & WAKEFIELD US                            | Cushman & Wakefield U.S. Borrower LLC                                         | CUSIP: 23166MAA1<br>LEI: 549300870CMN3WI5IF97 | Long             | DBT              | CORP              | US        |     275000 | PA      | $275022.87    | 0.10%             | 2028-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Brown Group Holding LLC                           | Brown Group Holding LLC                                                       | CUSIP: 11565HAD8<br>LEI: 25490094PF4HHK9QS109 | Long             | LON              | CORP              | US        |     130143 | PA      | $130773.37    | 0.05%             | 2031-07-01      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| NEXUS Buyer LLC                                   | NEXUS Buyer LLC                                                               | CUSIP: 65343UAH5<br>LEI: 254900PILSANV8WOOF24 | Long             | LON              | CORP              | US        |     335308 | PA      | $327833.24    | 0.12%             | 2031-07-31      | Floating      | 7.15%                 | No            |                  2 | On Loan: No      |
| COMETA ENERGIA SA                                 | Cometa Energia SA de CV                                                       | CUSIP: 000000000<br>LEI: 5493007L8UH7TYXKI505 | Long             | DBT              | CORP              | MX        |     191430 | PA      | $201378.18    | 0.07%             | 2035-04-24      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Altium Packaging LLC                              | Altium Packaging LLC                                                          | CUSIP: 20902CAX8<br>LEI: 549300FG8OPBIML5F686 | Long             | LON              | CORP              | US        |     154607 | PA      | $150451.55    | 0.05%             | 2031-06-11      | Floating      | 6.15%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                            | General Motors Financial Co., Inc.                                            | CUSIP: 37045XDS2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |      32000 | PA      | $28948.26     | 0.01%             | 2032-01-12      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                            | BP Capital Markets America, Inc.                                              | CUSIP: 10373QBK5<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |     211000 | PA      | $210079.55    | 0.08%             | 2027-04-06      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| AGL CLO Ltd.                                      | AGL CLO 23 Ltd.                                                               | CUSIP: 00119EAY3<br>LEI: 54930001FYWQPYWEPQ30 | Long             | ABS-CBDO         | CORP              | KY        |    2000000 | PA      | $1918052.00   | 0.69%             | 2038-04-20      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                               | Global Payments, Inc.                                                         | CUSIP: 37940XAY8<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |      62000 | PA      | $59796.55     | 0.02%             | 2035-11-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Federal National Mortgage Association                                         | CUSIP: 31418EB90<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1812041 | PA      | $1526749.56   | 0.55%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC                              | Waste Management, Inc.                                                        | CUSIP: 94106LBX6<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |      86000 | PA      | $86790.66     | 0.03%             | 2027-07-03      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| MELCO RESORTS FINANCE                             | Melco Resorts Finance Ltd.                                                    | CUSIP: 58547DAD1<br>LEI: 5493000FQDBWKDBZEF60 | Long             | DBT              | CORP              | KY        |     225000 | PA      | $219750.17    | 0.08%             | 2029-12-04      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Sotera Health Holdings LLC                        | Sotera Health Holdings LLC                                                    | CUSIP: 83600VAH4<br>LEI: 549300OVT7MBXFLOFU20 | Long             | LON              | CORP              | US        |      99821 | PA      | $100132.57    | 0.04%             | 2031-05-30      | Floating      | 6.15%                 | No            |                  2 | On Loan: No      |
| SWORD PURCHASER LLC                               | Sword Purchaser LLC                                                           | CUSIP: 87110CAB3<br>LEI: 254900S0VY2QTAITBR94 | Long             | DBT              | CORP              | US        |     308000 | PA      | $315132.72    | 0.11%             | 2033-04-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Federal Home Loan Mortgage Corp.                                              | CUSIP: 3132DWNJ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     806212 | PA      | $810713.13    | 0.29%             | 2054-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TOTALENERGI CAP USA LLC                           | TotalEnergies Capital USA LLC                                                 | CUSIP: 89158TAA7<br>LEI: 9845000979865101C194 | Long             | DBT              | CORP              | US        |      52000 | PA      | $51462.44     | 0.02%             | 2031-01-13      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                           | Goldman Sachs Group, Inc.                                                     | CUSIP: 38145GAP5<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     167000 | PA      | $165743.37    | 0.06%             | 2029-01-21      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL SERVICES                          | Hyundai Capital Services, Inc.                                                | CUSIP: 000000000<br>LEI: 549300MALMDAGL2ZJJ27 | Long             | DBT              | CORP              | KR        |     200000 | PA      | $201163.32    | 0.07%             | 2027-02-05      | Fixed         | 5.13%                 | Yes           |                  2 | On Loan: No      |
| CATERPILLAR INC                                   | Caterpillar, Inc.                                                             | CUSIP: 149123CK5<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |     403000 | PA      | $359689.28    | 0.13%             | 2031-03-12      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                               | American Express Co.                                                          | CUSIP: 025816DP1<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |      97000 | PA      | $97572.81     | 0.03%             | 2028-02-16      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| COTERRA ENERGY INC                                | Coterra Energy, Inc.                                                          | CUSIP: 127097AM5<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | DBT              | CORP              | US        |     100000 | PA      | $100882.78    | 0.04%             | 2035-02-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Chrysaor Bidco Sarl                               | Chrysaor Bidco SARL                                                           | CUSIP: 000000000<br>LEI: 254900CXX37NCB7A8J31 | Long             | LON              | CORP              | LU        |      99174 | PA      | $99587.07     | 0.04%             | 2031-10-30      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| EQUIPMENTSHARE.COM INC                            | EquipmentShare.com, Inc.                                                      | CUSIP: 29450YAC3<br>LEI: 254900PWJK48CGPKPI80 | Long             | DBT              | CORP              | US        |     302000 | PA      | $316704.35    | 0.11%             | 2033-03-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: —       |
| EXPAND ENERGY CORP                                | Expand Energy Corp.                                                           | CUSIP: 845467AT6<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |      74000 | PA      | $72554.50     | 0.03%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FIRST CITIZENS BANCSHARE                          | First Citizens BancShares, Inc.                                               | CUSIP: 31959XAF0<br>LEI: 549300N3Z00ZHE2XC526 | Long             | DBT              | CORP              | US        |      86000 | PA      | $84424.93     | 0.03%             | 2040-03-12      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| GENESIS ENERGY LP/FIN                             | Genesis Energy LP/Genesis Energy Finance Corp.                                | CUSIP: 37185LAR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      15000 | PA      | $15791.12     | 0.01%             | 2033-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| HCA INC                                           | HCA, Inc.                                                                     | CUSIP: 404119CT4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      49000 | PA      | $50307.50     | 0.02%             | 2031-04-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| QUANTA SERVICES INC                               | Quanta Services, Inc.                                                         | CUSIP: 74762EAP7<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |      40000 | PA      | $39830.07     | 0.01%             | 2035-08-09      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| AMERICAN AXLE & MFG INC                           | American Axle & Manufacturing, Inc.                                           | CUSIP: 02406PBD1<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |     110000 | PA      | $107396.04    | 0.04%             | 2033-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| FIRST BRANDS GROUP LLC                            | First Brands Group LLC                                                        | CUSIP: 31935HAN7<br>LEI: 2549005IXRZR7KSBJD91 | Long             | LON              | CORP              | US        |     242556 | PA      | $606.39       | 0.00%             | 2026-06-29      | Floating      | 10.66%                | Yes           |                  2 | On Loan: No      |
| SM ENERGY CO                                      | SM Energy Co.                                                                 | CUSIP: 17888HAC7<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |     133000 | PA      | $140684.08    | 0.05%             | 2030-11-01      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| EASTMAN CHEMICAL CO                               | Eastman Chemical Co.                                                          | CUSIP: 277432BB5<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | DBT              | CORP              | US        |      59000 | PA      | $57946.68     | 0.02%             | 2031-02-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SILGAN HOLDINGS INC                               | Silgan Holdings, Inc.                                                         | CUSIP: 827048AW9<br>LEI: KAF673KJXD92C8KSLU49 | Long             | DBT              | CORP              | US        |     180000 | PA      | $177058.69    | 0.06%             | 2028-02-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| ABG Intermediate Holdings 2 LLC                   | ABG Intermediate Holdings 2 LLC                                               | CUSIP: 00076VBL3<br>LEI: 54930020NXD0RJB64985 | Long             | LON              | CORP              | US        |     143411 | PA      | $143679.78    | 0.05%             | 2028-12-21      | Floating      | 5.90%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                          | Burlington Northern Santa Fe LLC                                              | CUSIP: 12189LAN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     141000 | PA      | $123201.69    | 0.04%             | 2043-03-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| DEERE FUNDING CANADA COR                          | Deere Funding Canada Corp.                                                    | CUSIP: 2442GAAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      50000 | PA      | $49365.10     | 0.02%             | 2030-10-09      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Herc Holdings Inc                                 | Herc Holdings, Inc.                                                           | CUSIP: 42705FAF3<br>LEI: 549300TP80QLITMSBP82 | Long             | LON              | CORP              | US        |      39512 | PA      | $39660.62     | 0.01%             | 2032-06-02      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                             | Venture Global Plaquemines LNG LLC                                            | CUSIP: 922966AF3<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |      53000 | PA      | $55460.95     | 0.02%             | 2034-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Groupe Solmax Inc                                 | Groupe Solmax, Inc.                                                           | CUSIP: 000000000<br>LEI: 549300UUEKZ3HF9FNI46 | Long             | LON              | CORP              | CA        |     204020 | PA      | $162195.93    | 0.06%             | 2028-05-29      | Floating      | 8.71%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                            | Marriott International, Inc.                                                  | CUSIP: 571903BY8<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |      42000 | PA      | $40708.67     | 0.01%             | 2033-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| KALLPA GENERACION SA                              | Kallpa Generacion SA                                                          | CUSIP: 48344FAC4<br>LEI: 549300NG1PWEI5BZG095 | Long             | DBT              | CORP              | PE        |     200000 | PA      | $199270.00    | 0.07%             | 2035-09-11      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                     | Citigroup, Inc.                                                               | CUSIP: 172967QJ3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $1012256.85   | 0.36%             | 2031-02-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Virgin Media Bristol LLC                          | Virgin Media Bristol LLC                                                      | CUSIP: 000000000<br>LEI: 213800IQ982XX69LE276 | Long             | LON              | CORP              | US        |     146000 | PA      | $136145.00    | 0.05%             | 2031-03-31      | Floating      | 6.97%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                 | HSBC Holdings PLC                                                             | CUSIP: 404280FB0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     200000 | PA      | $200845.65    | 0.07%             | 2036-09-10      | Fixed         | 5.74%                 | No            |                  2 | On Loan: —       |
| CREDIT SUISSE GROUP AG                            | Credit Suisse Group AG                                                        | CUSIP: 225401AX6<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |    1000000 | PA      | $240000.00    | 0.09%             | 2099-12-31      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                          | Charter Communications Operating LLC/Charter Communications Operating Capital | CUSIP: 161175BZ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      76000 | PA      | $52719.11     | 0.02%             | 2041-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| KODIAK GAS SERVICES LLC                           | Kodiak Gas Services LLC                                                       | CUSIP: 50012LAD6<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |      54000 | PA      | $55236.71     | 0.02%             | 2033-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                     | Citigroup, Inc.                                                               | CUSIP: 172967QH7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      48000 | PA      | $47552.13     | 0.02%             | 2036-09-11      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| FIRSTCASH INC                                     | FirstCash, Inc.                                                               | CUSIP: 33767DAB1<br>LEI: 549300V2X3UU7K0DG350 | Long             | DBT              | CORP              | US        |     280000 | PA      | $275291.16    | 0.10%             | 2028-09-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| ALLEGION US HOLDING CO                            | Allegion U.S. Holding Co., Inc.                                               | CUSIP: 01748TAC5<br>LEI: 5493002B66JX7J7SXI33 | Long             | DBT              | CORP              | US        |     127000 | PA      | $129648.80    | 0.05%             | 2032-07-01      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| Berlin Packaging LLC                              | Berlin Packaging LLC                                                          | CUSIP: 08511LBD9<br>LEI: 549300L1HNHO6QOXHH42 | Long             | LON              | CORP              | US        |     163354 | PA      | $160720.03    | 0.06%             | 2031-06-07      | Floating      | 6.95%                 | No            |                  2 | On Loan: No      |
| POWER FINANCE CORP LTD                            | Power Finance Corp. Ltd.                                                      | CUSIP: 000000000<br>LEI: 3358003Q6D9LIJJZ1614 | Long             | DBT              | CORP              | IN        |     200000 | PA      | $197225.15    | 0.07%             | 2027-12-06      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| SOUTHWEST AIRLINES CO                             | Southwest Airlines Co.                                                        | CUSIP: 844741BM9<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |     106000 | PA      | $100523.37    | 0.04%             | 2035-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings Inc               | Clydesdale Acquisition Holdings, Inc.                                         | CUSIP: 18972FAC6<br>LEI: 254900QKSDYFR3K5YD98 | Long             | LON              | CORP              | US        |     133538 | PA      | $126861.28    | 0.05%             | 2029-04-13      | Floating      | 6.83%                 | No            |                  2 | On Loan: No      |
| SUMISHO AIR LEASE CORP                            | Sumisho Air Lease Corp.                                                       | CUSIP: 00912XBK9<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |     110000 | PA      | $108543.53    | 0.04%             | 2026-12-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                        | Humana, Inc.                                                                  | CUSIP: 444859BV3<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     502000 | PA      | $514930.50    | 0.18%             | 2033-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| REGIONS FINANCIAL CORP                            | Regions Financial Corp.                                                       | CUSIP: 7591EPAU4<br>LEI: CW05CS5KW59QTC0DG824 | Long             | DBT              | CORP              | US        |      62000 | PA      | $63707.36     | 0.02%             | 2030-06-06      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| AMNEAL PHARMACEUTICALS LLC                        | Amneal Pharmaceuticals LLC                                                    | CUSIP: 03167DAS3<br>LEI: 54930037VIXE7LRZ1M66 | Long             | LON              | CORP              | US        |     145537 | PA      | $146082.56    | 0.05%             | 2032-08-01      | Floating      | 6.65%                 | No            |                  2 | On Loan: No      |
| AUTONATION INC                                    | AutoNation, Inc.                                                              | CUSIP: 05329WAU6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      29000 | PA      | $28762.62     | 0.01%             | 2029-01-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Federal National Mortgage Association                                         | CUSIP: 31418ET42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1943514 | PA      | $1872384.46   | 0.67%             | 2053-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CITCO FUNDING LLC                                 | Citco Funding LLC                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      44280 | PA      | $44368.86     | 0.02%             | 2033-01-30      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| ENTERGY ARKANSAS LLC                              | Entergy Arkansas LLC                                                          | CUSIP: 29366MAH1<br>LEI: 549300A0I5ONUIFMLP35 | Long             | DBT              | CORP              | US        |      27000 | PA      | $26539.04     | 0.01%             | 2036-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                  | CSC Holdings LLC                                                              | CUSIP: 126307BB2<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |     235000 | PA      | $139910.26    | 0.05%             | 2030-12-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE MORTGAGE TR                            | Blackstone Mortgage Trust, Inc.                                               | CUSIP: 09257WAF7<br>LEI: 549300OLDJ20R2Y2UW20 | Long             | DBT              |  | US        |     217000 | PA      | $230180.36    | 0.08%             | 2029-12-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| RHP HOTEL PPTY/RHP FINAN                          | RHP Hotel Properties LP/RHP Finance Corp.                                     | CUSIP: 74984CAA6<br>LEI: N/A                  | Long             | DBT              |  | US        |     220000 | PA      | $218681.73    | 0.08%             | 2034-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| PROSUS NV                                         | Prosus NV                                                                     | CUSIP: 000000000<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |     200000 | PA      | $156312.81    | 0.06%             | 2052-01-19      | Fixed         | 4.99%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                       | Federal Home Loan Mortgage Corp.                                              | CUSIP: 3142J6AN3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1408537 | PA      | $1388872.08   | 0.50%             | 2055-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AL RAJHI SUKUK LTD                                | Al Rajhi Sukuk Ltd.                                                           | CUSIP: 000000000<br>LEI: 549300FHETHK3XGY8N60 | Long             | DBT              | CORP              | KY        |     300000 | PA      | $300379.95    | 0.11%             | 2028-04-05      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| AFRICA FINANCE CORP                               | Africa Finance Corp.                                                          | CUSIP: 00830YAF8<br>LEI: 213800LXFHRRXIJRXW97 | Long             | DBT              | NUSS              | XX        |     200000 | PA      | $202330.03    | 0.07%             | 2029-10-08      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Federal National Mortgage Association                                         | CUSIP: 3140XMV86<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2082499 | PA      | $1752514.83   | 0.63%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                              | Cleveland-Cliffs, Inc.                                                        | CUSIP: 185899AP6<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |     405000 | PA      | $404747.52    | 0.14%             | 2032-03-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                      | Broadcom, Inc.                                                                | CUSIP: 11135FCQ2<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     204000 | PA      | $185824.50    | 0.07%             | 2031-02-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                          | Western Midstream Operating LP                                                | CUSIP: 958667AJ6<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |      27000 | PA      | $26691.14     | 0.01%             | 2035-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NEPTUNE BIDCO US INC                              | Neptune Bidco U.S., Inc.                                                      | CUSIP: 64069JAK8<br>LEI: 549300VG15T3VCYZ4531 | Long             | LON              | CORP              | US        |     223947 | PA      | $219152.77    | 0.08%             | 2033-02-03      | Floating      | 8.77%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                          | AT&T, Inc.                                                                    | CUSIP: 00206RMT6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      20000 | PA      | $20381.12     | 0.01%             | 2034-02-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Tidal Waste & Recycling Holdings LLC              | Tidal Waste & Recycling Holdings LLC                                          | CUSIP: 88636PAK7<br>LEI: 254900IQT82RE5KFAZ50 | Long             | LON              | CORP              | US        |     147401 | PA      | $147446.55    | 0.05%             | 2031-10-24      | Floating      | 6.45%                 | No            |                  2 | On Loan: No      |
| ANTERO MIDSTREAM PART/FI                          | Antero Midstream Partners LP/Antero Midstream Finance Corp.                   | CUSIP: 03690AAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     150000 | PA      | $149979.78    | 0.05%             | 2028-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE MORTGAGE TRUST INC                     | Blackstone Mortgage Trust, Inc.                                               | CUSIP: 09259GAL7<br>LEI: 549300OLDJ20R2Y2UW20 | Long             | LON              |  | US        |     177013 | PA      | $176847.03    | 0.06%             | 2030-12-10      | Floating      | 6.15%                 | No            |                  2 | On Loan: No      |
| Stonepeak Nile Parent LLC                         | Stonepeak Nile Parent LLC                                                     | CUSIP: 86184XAD6<br>LEI: 254900TJV3VAFZD0GU41 | Long             | LON              | CORP              | US        |     164241 | PA      | $164560.47    | 0.06%             | 2032-04-09      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                  | Duke Energy Corp.                                                             | CUSIP: 26441CBH7<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     135000 | PA      | $124518.23    | 0.04%             | 2030-06-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                | Energy Transfer LP                                                            | CUSIP: 292480AL4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     178000 | PA      | $179515.29    | 0.06%             | 2028-05-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Bella Holding Company LLC                         | Bella Holding Co. LLC                                                         | CUSIP: 54317EAG9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     247078 | PA      | $247249.13    | 0.09%             | 2028-05-10      | Floating      | 6.65%                 | No            |                  2 | On Loan: No      |
| MEITUAN                                           | Meituan                                                                       | CUSIP: 58533EAF0<br>LEI: 21380033K525E5JLIA77 | Long             | DBT              | CORP              | KY        |     200000 | PA      | $198671.50    | 0.07%             | 2029-10-02      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                | Credit Agricole SA                                                            | CUSIP: 22535WAR8<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |     250000 | PA      | $253056.91    | 0.09%             | 2031-05-27      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| HP ENTERPRISE CO                                  | Hewlett Packard Enterprise Co.                                                | CUSIP: 42824CCE7<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |      58000 | PA      | $58186.43     | 0.02%             | 2033-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                               | JPMorgan Chase & Co.                                                          | CUSIP: 46647PAF3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     268000 | PA      | $265761.62    | 0.10%             | 2028-05-01      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| Grifols Worldwide Operations USA, Inc.            | Grifols Worldwide Operations USA, Inc.                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      63563 | PA      | $63626.25     | 0.02%             | 2033-04-14      | Floating      | 6.19%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                          | National Rural Utilities Cooperative Finance Corp.                            | CUSIP: 63743HGB2<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |     226000 | PA      | $224856.50    | 0.08%             | 2027-12-10      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL HOL                             | GFL Environmental Holdings U.S., Inc.                                         | CUSIP: 36273TAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     155000 | PA      | $152470.20    | 0.05%             | 2034-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ABBOTT LABORATORIES                               | Abbott Laboratories                                                           | CUSIP: 002824BV1<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |      49000 | PA      | $47334.40     | 0.02%             | 2038-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SOTERA HEALTH HLDGS LLC                           | Sotera Health Holdings LLC                                                    | CUSIP: 83600WAE9<br>LEI: 549300OVT7MBXFLOFU20 | Long             | DBT              | CORP              | US        |     284000 | PA      | $295201.41    | 0.11%             | 2031-06-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                           | Dell International LLC/EMC Corp.                                              | CUSIP: 24703DBP5<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |     104000 | PA      | $103015.77    | 0.04%             | 2030-02-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| RelaDyne Inc                                      | RelaDyne, Inc.                                                                | CUSIP: 00149HAC8<br>LEI: 5493000EBDLH9PYWBS30 | Long             | LON              | CORP              | US        |     283416 | PA      | $282432.56    | 0.10%             | 2030-12-23      | Floating      | 7.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Federal National Mortgage Association                                         | CUSIP: 31418EV80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1095038 | PA      | $1103724.53   | 0.40%             | 2053-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Federal Home Loan Mortgage Corp.                                              | CUSIP: 3132DWH22<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1563208 | PA      | $1576326.74   | 0.56%             | 2053-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Athenahealth Group Inc                            | Athenahealth Group, Inc.                                                      | CUSIP: 04686RAB9<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | LON              | CORP              | US        |     201524 | PA      | $200667.71    | 0.07%             | 2029-02-15      | Floating      | 6.40%                 | No            |                  2 | On Loan: No      |
| AON NORTH AMERICA INC                             | Aon North America, Inc.                                                       | CUSIP: 03740MAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     317000 | PA      | $324338.24    | 0.12%             | 2031-03-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| AGILENT TECHNOLOGIES INC                          | Agilent Technologies, Inc.                                                    | CUSIP: 00846UAL5<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | DBT              | CORP              | US        |      99000 | PA      | $93794.92     | 0.03%             | 2029-09-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                 | NatWest Group PLC                                                             | CUSIP: 639057AS7<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |     200000 | PA      | $201896.70    | 0.07%             | 2030-08-15      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| CROWN AMERICAS LLC                                | Crown Americas LLC                                                            | CUSIP: 22819CAA6<br>LEI: RPPGGRL1J75WGF2DFO04 | Long             | DBT              | CORP              | US        |     110000 | PA      | $110799.92    | 0.04%             | 2033-06-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CABLE ONE INC                                     | Cable One, Inc.                                                               | CUSIP: 12685JAC9<br>LEI: 549300648QS85T0XSH18 | Long             | DBT              | CORP              | US        |     262000 | PA      | $182692.29    | 0.07%             | 2030-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| BRITISH COLUMBIA PROV OF                          | Province of British Columbia                                                  | CUSIP: 11070TAM0<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |      61000 | PA      | $59966.65     | 0.02%             | 2033-07-06      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| GREYSTAR REAL ESTATE PAR                          | Greystar Real Estate Partners LLC                                             | CUSIP: 39807UAD8<br>LEI: 254900HGC806SXAS4M46 | Long             | DBT              | CORP              | US        |     190000 | PA      | $197937.82    | 0.07%             | 2030-09-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| CHUBB INA HOLDINGS LLC                            | Chubb INA Holdings LLC                                                        | CUSIP: 171239AL0<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |     124000 | PA      | $125119.04    | 0.04%             | 2029-08-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| BIOMARIN PHARMACEUTICAL INC                       | BioMarin Pharmaceutical, Inc.                                                 | CUSIP: 09075UAD6<br>LEI: NSLL8ITTRR0J5HEMR848 | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2033-04-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Seagate Data Storage Technology Pte Ltd           | Seagate Data Storage Technology Pte. Ltd.                                     | CUSIP: 81180LAQ8<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |     150000 | PA      | $157121.70    | 0.06%             | 2031-07-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| ASURION LLC/ASURION CO                            | Asurion LLC/Asurion Co-Issuer, Inc.                                           | CUSIP: 045941AB7<br>LEI: 549300KNQVXGIOXWK278 | Long             | DBT              | CORP              | US        |     285000 | PA      | $281183.25    | 0.10%             | 2034-02-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                              | Kraft Heinz Foods Co.                                                         | CUSIP: 50077LBM7<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |      39000 | PA      | $39529.37     | 0.01%             | 2032-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| FIRSTCASH INC                                     | FirstCash, Inc.                                                               | CUSIP: 33767DAD7<br>LEI: 549300V2X3UU7K0DG350 | Long             | DBT              | CORP              | US        |     170000 | PA      | $174229.71    | 0.06%             | 2032-03-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ARCHROCK SERVICES/PARTNE                          | Archrock Services LP/Archrock Partners Finance Corp.                          | CUSIP: 03958CAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     190000 | PA      | $191238.02    | 0.07%             | 2034-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GOODMAN US FINANCE SIX                            | Goodman U.S. Finance Six LLC                                                  | CUSIP: 38239EAC6<br>LEI: N/A                  | Long             | DBT              |  | US        |      29000 | PA      | $28705.36     | 0.01%             | 2034-10-07      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| LIBERTY UTILITIES FIN                             | Liberty Utilities Finance GP 1                                                | CUSIP: 531546AB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      47000 | PA      | $42232.59     | 0.02%             | 2030-09-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| STEEL DYNAMICS INC                                | Steel Dynamics, Inc.                                                          | CUSIP: 858119BQ2<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |      43000 | PA      | $43808.23     | 0.02%             | 2034-08-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| FLASH COMPUTE LLC                                 | Flash Compute LLC                                                             | CUSIP: 33853QAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     265000 | PA      | $270318.57    | 0.10%             | 2030-12-31      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| ANTOFAGASTA PLC                                   | Antofagasta PLC                                                               | CUSIP: 03718NAD8<br>LEI: 213800MY6QVH4FVLD628 | Long             | DBT              | CORP              | GB        |     200000 | PA      | $202730.00    | 0.07%             | 2035-09-09      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Covetrus Inc                                      | Covetrus, Inc.                                                                | CUSIP: 22304EAC0<br>LEI: 5493009S30DUFCF75V87 | Long             | LON              | CORP              | US        |     266712 | PA      | $251375.89    | 0.09%             | 2029-10-13      | Floating      | 8.70%                 | No            |                  2 | On Loan: No      |
| CORE SCIENTIFIC FINANCE                           | Core Scientific Finance I LLC                                                 | CUSIP: 21874LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     350000 | PA      | $349126.47    | 0.13%             | 2031-05-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| NWD MTN LTD                                       | NWD MTN Ltd.                                                                  | CUSIP: 000000000<br>LEI: 254900STSWBVJ5FV9O74 | Long             | DBT              | CORP              | VG        |     350000 | PA      | $330688.27    | 0.12%             | 2028-02-08      | Fixed         | 8.63%                 | Yes           |                  2 | On Loan: No      |
| HORMEL FOODS CORP                                 | Hormel Foods Corp.                                                            | CUSIP: 440452AK6<br>LEI: MSD54751OJP1FS2ND863 | Long             | DBT              | CORP              | US        |      65000 | PA      | $65438.57     | 0.02%             | 2027-03-30      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                               | American Tower Corp.                                                          | CUSIP: 03027XBS8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |      60000 | PA      | $53048.40     | 0.02%             | 2031-09-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| AZURIA WATER SOLUTIONS INC                        | Azuria Water Solutions, Inc.                                                  | CUSIP: 000000000<br>LEI: 549300AG3DVJURRIT691 | Long             | LON              | CORP              | US        |     137895 | PA      | $137292.00    | 0.05%             | 2033-04-25      | Floating      | 6.41%                 | No            |                  2 | On Loan: No      |
| ALIBABA GROUP HOLDING                             | Alibaba Group Holding Ltd.                                                    | CUSIP: 01609WAU6<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |     200000 | PA      | $181625.20    | 0.07%             | 2037-12-06      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                | Ally Financial, Inc.                                                          | CUSIP: 02005NBS8<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |     325000 | PA      | $335546.61    | 0.12%             | 2033-02-14      | Fixed         | 6.70%                 | No            |                  2 | On Loan: —       |
| SURA ASSET MANAGEMENT                             | SURA Asset Management SA                                                      | CUSIP: 000000000<br>LEI: 549300013ETMS1C0EA22 | Long             | DBT              | CORP              | CO        |     300000 | PA      | $313800.00    | 0.11%             | 2032-05-13      | Fixed         | 6.35%                 | Yes           |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                               | Charles Schwab Corp.                                                          | CUSIP: 808513CM5<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $1000443.41   | 0.36%             | 2031-06-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| AI AQUA MERGER SUB INC                            | AI Aqua Merger Sub, Inc.                                                      | CUSIP: 00132UAQ7<br>LEI: 5493005QMH1D47U26R45 | Long             | LON              | CORP              | US        |     215759 | PA      | $216271.71    | 0.08%             | 2028-07-31      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                            | Sempra                                                                        | CUSIP: 816851BX6<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |      60000 | PA      | $59271.38     | 0.02%             | 2036-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                         | Boeing Co.                                                                    | CUSIP: 097023CJ2<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      50000 | PA      | $44939.20     | 0.02%             | 2034-05-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                       | PepsiCo, Inc.                                                                 | CUSIP: 713448GA0<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |      65000 | PA      | $65496.63     | 0.02%             | 2028-02-07      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORP                             | Novartis Capital Corp.                                                        | CUSIP: 66989HBG2<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |      95000 | PA      | $94860.10     | 0.03%             | 2031-03-18      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| PERTAMINA HULU ENERGI PT                          | Pertamina Hulu Energi PT                                                      | CUSIP: 74448WAA2<br>LEI: 2549003IT1KDHL64C037 | Long             | DBT              | CORP              | ID        |     200000 | PA      | $202043.84    | 0.07%             | 2030-05-21      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                           | Mexico Bonos                                                                  | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   26000000 | PA      | $1492565.10   | 0.53%             | 2029-05-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| DARDEN RESTAURANTS INC                            | Darden Restaurants, Inc.                                                      | CUSIP: 237194AP0<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | DBT              | CORP              | US        |      35000 | PA      | $34947.27     | 0.01%             | 2027-10-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Argentina Republic Government International Bonds | Argentina Republic Government International Bonds                             | CUSIP: 040114HT0<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |    1300000 | PA      | $968500.00    | 0.35%             | 2035-07-09      | Variable      | 4.13%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                     | Citigroup, Inc.                                                               | CUSIP: 172967NU1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     327000 | PA      | $326182.49    | 0.12%             | 2033-05-24      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| DP WORLD LTD UAE                                  | DP World Ltd.                                                                 | CUSIP: 000000000<br>LEI: 549300M3U2DNF4QVSS04 | Long             | DBT              | CORP              | AE        |     200000 | PA      | $182417.24    | 0.07%             | 2048-09-25      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                  | Crown Castle, Inc.                                                            | CUSIP: 22822VBD2<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |      52000 | PA      | $53305.28     | 0.02%             | 2029-06-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| ARBOR REALTY SR INC                               | Arbor Realty SR, Inc.                                                         | CUSIP: 03881NAJ6<br>LEI: 549300TW7RTL2CI3CN08 | Long             | DBT              |  | US        |     360000 | PA      | $340073.35    | 0.12%             | 2030-07-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: —       |
| MUTHOOT FINANCE LTD                               | Muthoot Finance Ltd.                                                          | CUSIP: 62828L2E2<br>LEI: 335800HAMJMBFL4RRF02 | Long             | DBT              | CORP              | IN        |     200000 | PA      | $201433.47    | 0.07%             | 2030-03-02      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| UKG Inc                                           | UKG, Inc.                                                                     | CUSIP: 89841EAB1<br>LEI: 529900FKHWSTQ1GXK240 | Long             | LON              | CORP              | US        |     168102 | PA      | $162071.54    | 0.06%             | 2031-02-10      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| WISCONSIN POWER & LIGHT                           | Wisconsin Power & Light Co.                                                   | CUSIP: 976826BQ9<br>LEI: JWBYHVQVMY66CVCOSO49 | Long             | DBT              | CORP              | US        |      88000 | PA      | $83986.88     | 0.03%             | 2032-09-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Ascensus Group Holdings Inc.                      | Ascensus Group Holdings, Inc.                                                 | CUSIP: 03836BAH2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     131872 | PA      | $130718.46    | 0.05%             | 2032-11-25      | Floating      | 6.65%                 | No            |                  2 | On Loan: No      |
| HCA INC                                           | HCA, Inc.                                                                     | CUSIP: 404119DA4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      56000 | PA      | $57386.38     | 0.02%             | 2032-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                             | Wells Fargo & Co.                                                             | CUSIP: 95000U2J1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      55000 | PA      | $51023.80     | 0.02%             | 2031-02-11      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                            | US 10YR ULTRA FUT JUN26                                                       | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        222 | NC      | $-263987.34   | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| ASURION LLC/ASURION CO                            | Asurion LLC/Asurion Co-Issuer, Inc.                                           | CUSIP: 045941AA9<br>LEI: 549300KNQVXGIOXWK278 | Long             | DBT              | CORP              | US        |     745000 | PA      | $778218.81    | 0.28%             | 2032-12-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| PROOFPOINT INC                                    | Proofpoint, Inc.                                                              | CUSIP: 74345HAJ0<br>LEI: 529900C5FODDK0WSR085 | Long             | LON              | CORP              | US        |     173745 | PA      | $168253.27    | 0.06%             | 2028-08-31      | Floating      | 6.70%                 | No            |                  2 | On Loan: No      |
| Rackspace Finance, LLC                            | Rackspace Finance LLC                                                         | CUSIP: 75008UAD9<br>LEI: 25490078N5MHLAGLZ689 | Long             | LON              | CORP              | US        |     247401 | PA      | $124421.95    | 0.04%             | 2028-05-15      | Floating      | 6.53%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Federal Home Loan Mortgage Corp.                                              | CUSIP: 3142J6B28<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     897954 | PA      | $902874.62    | 0.32%             | 2055-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MELCO RESORTS FINANCE                             | Melco Resorts Finance Ltd.                                                    | CUSIP: 000000000<br>LEI: 5493000FQDBWKDBZEF60 | Long             | DBT              | CORP              | KY        |     200000 | PA      | $195333.49    | 0.07%             | 2029-12-04      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| TALEN ENERGY SUPPLY LLC                           | Talen Energy Supply LLC                                                       | CUSIP: 87422VAN8<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |     187000 | PA      | $187708.14    | 0.07%             | 2036-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                               | JPMorgan Chase & Co.                                                          | CUSIP: 46647PEP7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      58000 | PA      | $58066.73     | 0.02%             | 2028-10-22      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| SOCIEDAD QUIMICA Y MINER                          | Sociedad Quimica y Minera de Chile SA                                         | CUSIP: 000000000<br>LEI: TJ88LXZZW5PWIN93ZC81 | Long             | DBT              | CORP              | CL        |     250000 | PA      | $251750.00    | 0.09%             | 2034-09-10      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| COREWEAVE INC                                     | CoreWeave, Inc.                                                               | CUSIP: 21873SAG3<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |     252000 | PA      | $253459.22    | 0.09%             | 2031-10-01      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| VOYAGER PARENT LLC                                | Voyager Parent LLC                                                            | CUSIP: 92921HAD7<br>LEI: 2549002DYVI4ACSV4V71 | Long             | LON              | CORP              | US        |     243306 | PA      | $243096.62    | 0.09%             | 2032-07-01      | Floating      | 7.95%                 | No            |                  2 | On Loan: No      |
| AMKOR TECHNOLOGY INC                              | Amkor Technology, Inc.                                                        | CUSIP: 031652BL3<br>LEI: 529900VHLRTKPWZJBM84 | Long             | DBT              | CORP              | US        |     135000 | PA      | $135733.73    | 0.05%             | 2033-10-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Storable Intermediate Holdings, LLC               | Storable Intermediate Holdings LLC                                            | CUSIP: 86210LAD0<br>LEI: 2549000AWFN27KOH3F59 | Long             | LON              | CORP              | US        |     142419 | PA      | $137197.11    | 0.05%             | 2031-04-16      | Floating      | 6.90%                 | No            |                  2 | On Loan: No      |
| KAWASAN INDUSTRI JABABEK                          | Kawasan Industri Jababeka Tbk. PT                                             | CUSIP: 000000000<br>LEI: 254900JFBW45600V8I61 | Long             | SN               | CORP              | ID        |     100000 | PA      | $99125.00     | 0.04%             | 2027-12-15      | Variable      | 8.50%                 | Yes           |                  2 | On Loan: No      |
| KODIAK GAS SERVICES LLC                           | Kodiak Gas Services LLC                                                       | CUSIP: 50012LAE4<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |      56000 | PA      | $58169.18     | 0.02%             | 2035-10-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                              | Bank of America Corp.                                                         | CUSIP: 06051GKL2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     443000 | PA      | $411506.18    | 0.15%             | 2037-03-08      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                          | Rogers Communications, Inc.                                                   | CUSIP: 775109DG3<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |      95000 | PA      | $96965.55     | 0.03%             | 2055-04-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ERAC USA FINANCE LLC                              | ERAC USA Finance LLC                                                          | CUSIP: 26884TBB7<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |     131000 | PA      | $130670.88    | 0.05%             | 2036-04-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                           | Hyundai Capital America                                                       | CUSIP: 44891ADX2<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |      53000 | PA      | $54007.32     | 0.02%             | 2032-06-23      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                          | Vistra Operations Co. LLC                                                     | CUSIP: 92840VAP7<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     295000 | PA      | $309375.35    | 0.11%             | 2031-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| FORTUNE STAR BVI LTD                              | Fortune Star BVI Ltd.                                                         | CUSIP: 000000000<br>LEI: 2549008CU8NYQQRSNU62 | Long             | DBT              | CORP              | VG        |     300000 | PA      | $307011.16    | 0.11%             | 2028-05-19      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS                          | Univision Communications, Inc.                                                | CUSIP: 914906AZ5<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |     605000 | PA      | $614014.37    | 0.22%             | 2031-07-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                          | National Rural Utilities Cooperative Finance Corp.                            | CUSIP: 63743HFZ0<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |      24000 | PA      | $23887.77     | 0.01%             | 2028-08-25      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Federal National Mortgage Association                                         | CUSIP: 31418EDC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1823624 | PA      | $1535241.27   | 0.55%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GBT US III LLC                                    | GBT U.S. III LLC                                                              | CUSIP: 36154HAD2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     182494 | PA      | $180408.01    | 0.06%             | 2031-07-25      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| DISCOVERY HOLDINGS INC                            | Discovery Global Holdings, Inc.                                               | CUSIP: 55903VBW2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |     265000 | PA      | $189085.45    | 0.07%             | 2042-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                           | Dryden 95 CLO Ltd.                                                            | CUSIP: 262487AQ4<br>LEI: 549300KI3ILQQHC87U86 | Long             | ABS-CBDO         | CORP              | KY        |    2125000 | PA      | $2108779.88   | 0.76%             | 2034-08-20      | Floating      | 6.71%                 | No            |                  2 | On Loan: No      |
| MELCO RESORTS FINANCE                             | Melco Resorts Finance Ltd.                                                    | CUSIP: 000000000<br>LEI: 5493000FQDBWKDBZEF60 | Long             | DBT              | CORP              | KY        |     200000 | PA      | $198906.19    | 0.07%             | 2028-07-21      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                           | Goldman Sachs Group, Inc.                                                     | CUSIP: 38141GD35<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      50000 | PA      | $49049.86     | 0.02%             | 2031-10-21      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| AIMBRIDGE                                         | Aimbridge Acquisition Co., Inc.                                               | CUSIP: 000000000<br>LEI: 549300SPGKLVE9WYCQ20 | Long             | EC               | CORP              | US        |       1345 | NS      | $64560.00     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| COMSTOCK RESOURCES INC                            | Comstock Resources, Inc.                                                      | CUSIP: 205768AT1<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |     300000 | PA      | $290592.93    | 0.10%             | 2030-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                            | Mizuho Financial Group, Inc.                                                  | CUSIP: 60687YDE6<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |     200000 | PA      | $205381.04    | 0.07%             | 2035-05-26      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| TELUS CORP                                        | TELUS Corp.                                                                   | CUSIP: 87971MCR2<br>LEI: 894500TX134IMF6NW757 | Long             | DBT              | CORP              | CA        |     900000 | PA      | $895046.31    | 0.32%             | 2056-06-09      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                               | NCL Corp. Ltd.                                                                | CUSIP: 62886HBY6<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |      12000 | PA      | $11679.84     | 0.00%             | 2031-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| IHO VERWALTUNGS GMBH                              | IHO Verwaltungs GmbH                                                          | CUSIP: 44963BAJ7<br>LEI: 529900JL0HDVGZMUJF32 | Long             | DBT              | CORP              | DE        |      63000 | PA      | $64082.25     | 0.02%             | 2033-05-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Coral-US Co-Borrower, LLC                         | Coral-U.S. Co-Borrower LLC                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     225000 | PA      | $223968.83    | 0.08%             | 2032-01-31      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION                            | Clydesdale Acquisition Holdings, Inc.                                         | CUSIP: 18972EAD7<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |      25000 | PA      | $23520.43     | 0.01%             | 2032-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| WAYFAIR LLC                                       | Wayfair LLC                                                                   | CUSIP: 94419NAC1<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |     245000 | PA      | $247696.72    | 0.09%             | 2032-11-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                          | National Rural Utilities Cooperative Finance Corp.                            | CUSIP: 63743HFT4<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |      55000 | PA      | $54866.85     | 0.02%             | 2027-09-16      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                               | Sirius XM Radio LLC                                                           | CUSIP: 82966BAA3<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |     415000 | PA      | $408066.26    | 0.15%             | 2032-04-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| COX COMMUNICATIONS INC                            | Cox Communications, Inc.                                                      | CUSIP: 224044CS4<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |      42000 | PA      | $41725.66     | 0.01%             | 2033-06-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| BRINKER INTERNATIONAL IN                          | Brinker International, Inc.                                                   | CUSIP: 109641AK6<br>LEI: 52990067JY6PBGJNTG76 | Long             | DBT              | CORP              | US        |     185000 | PA      | $193497.98    | 0.07%             | 2030-07-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Bluemountain CLO Ltd                              | BlueMountain CLO XXXIII Ltd.                                                  | CUSIP: 09630MAU4<br>LEI: 549300NUS8PQQUZMPR50 | Long             | ABS-CBDO         | CORP              | KY        |     915000 | PA      | $923122.46    | 0.33%             | 2038-10-20      | Floating      | 7.43%                 | No            |                  2 | On Loan: No      |
| MONGOLIAN MINING CORP                             | Mongolian Mining Corp.                                                        | CUSIP: 000000000<br>LEI: 254900XQ2EY5O3SAYL47 | Long             | DBT              | CORP              | KY        |     200000 | PA      | $203511.31    | 0.07%             | 2030-04-03      | Fixed         | 8.44%                 | Yes           |                  2 | On Loan: No      |
| LBM Acquisition LLC                               | LBM Acquisition LLC                                                           | CUSIP: 50179JAH1<br>LEI: 549300FAEB3VWZL4NI86 | Long             | LON              | CORP              | US        |     195225 | PA      | $163208.16    | 0.06%             | 2031-06-06      | Floating      | 7.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                                      | CUSIP: 36179WXK9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1859605 | PA      | $1657750.39   | 0.59%             | 2052-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PUGET ENERGY INC                                  | Puget Energy, Inc.                                                            | CUSIP: 745310AT9<br>LEI: SYBSJ96YIDMIUY7WDR33 | Long             | DBT              | CORP              | US        |     500000 | PA      | $502810.50    | 0.18%             | 2056-09-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| HP ENTERPRISE CO                                  | Hewlett Packard Enterprise Co.                                                | CUSIP: 42824CCD9<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |      42000 | PA      | $42023.53     | 0.02%             | 2029-03-23      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Notes                                                           | CUSIP: 91282CNT4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      42000 | PA      | $41632.50     | 0.01%             | 2035-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                           | John Deere Capital Corp.                                                      | CUSIP: 24422EVL0<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |     199000 | PA      | $174445.54    | 0.06%             | 2031-01-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                               | Petroleos Mexicanos                                                           | CUSIP: 71654QDP4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     727000 | PA      | $851916.78    | 0.31%             | 2033-02-07      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                            | Albertsons Cos., Inc./Safeway, Inc./New Albertsons LP/Albertsons LLC          | CUSIP: 01309QAD0<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |     711000 | PA      | $692170.94    | 0.25%             | 2034-03-31      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| VISA INC                                          | Visa, Inc.                                                                    | CUSIP: 92826CBA9<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |      47000 | PA      | $46575.37     | 0.02%             | 2033-02-12      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| PROCTER & GAMBLE CO/THE                           | Procter & Gamble Co.                                                          | CUSIP: 742718FZ7<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |      79000 | PA      | $78995.08     | 0.03%             | 2028-01-26      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                       | Oracle Corp.                                                                  | CUSIP: 68389XEA9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      35000 | PA      | $32549.83     | 0.01%             | 2046-02-04      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| NARRAGANSETT ELECTRIC                             | Narragansett Electric Co.                                                     | CUSIP: 631005BK0<br>LEI: VAI0KZ806W8MCH0BCZ61 | Long             | DBT              | CORP              | US        |      47000 | PA      | $47834.19     | 0.02%             | 2034-05-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| SHELL FINANCE US INC                              | Shell Finance U.S., Inc.                                                      | CUSIP: 822905AN5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      39000 | PA      | $38551.08     | 0.01%             | 2030-11-06      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| PHOENIX AVIATION CAPITAL                          | Phoenix Aviation Capital Ltd.                                                 | CUSIP: 71910DAA9<br>LEI: 8945008YQAKXZQ3VYJ15 | Long             | DBT              | CORP              | IE        |     265000 | PA      | $270447.87    | 0.10%             | 2030-07-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Federal National Mortgage Association                                         | CUSIP: 31418FR74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     292986 | PA      | $288805.24    | 0.10%             | 2055-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                           | Arthur J Gallagher & Co.                                                      | CUSIP: 04316JAH2<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |     199000 | PA      | $201799.60    | 0.07%             | 2034-07-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Ryan, LLC                                         | Ryan LLC                                                                      | CUSIP: 000000000<br>LEI: 549300TG86D8HZC6TE67 | Long             | LON              | CORP              | US        |     279022 | PA      | $274255.07    | 0.10%             | 2032-11-05      | Floating      | 7.15%                 | No            |                  2 | On Loan: No      |
| CHAMPIONS FINANCING INC                           | Champions Financing, Inc.                                                     | CUSIP: 15870LAA6<br>LEI: 391200ZDD75EGEUJ7625 | Long             | DBT              | CORP              | US        |     360000 | PA      | $350321.47    | 0.13%             | 2029-02-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: —       |
| AMPHENOL CORP                                     | Amphenol Corp.                                                                | CUSIP: 032095AY7<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |      51000 | PA      | $50228.95     | 0.02%             | 2030-11-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| CNH INDUSTRIAL CAP LLC                            | CNH Industrial Capital LLC                                                    | CUSIP: 12592BAS3<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |     309000 | PA      | $312996.55    | 0.11%             | 2029-04-20      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| SeaWorld Parks & Entertainment Inc                | SeaWorld Parks & Entertainment, Inc.                                          | CUSIP: 78488CAL4<br>LEI: 549300UZV72O3371JJ53 | Long             | LON              | CORP              | US        |     155976 | PA      | $154123.85    | 0.06%             | 2031-12-04      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| TRAVERSE MIDSTREAM PRTNERS LLC                    | Traverse Midstream Partners LLC                                               | CUSIP: 89435TAH7<br>LEI: 549300DHTM8B2X5QMJ22 | Long             | LON              | CORP              | US        |      77080 | PA      | $77079.77     | 0.03%             | 2033-04-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                            | Pacific Gas & Electric Co.                                                    | CUSIP: 694308HL4<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      45000 | PA      | $35215.72     | 0.01%             | 2045-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| EQUIPMENTSHARE.COM INC                            | EquipmentShare.com, Inc.                                                      | CUSIP: 29450YAB5<br>LEI: 254900PWJK48CGPKPI80 | Long             | DBT              | CORP              | US        |      56000 | PA      | $59391.64     | 0.02%             | 2032-05-15      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| GEORGIA-PACIFIC LLC                               | Georgia-Pacific LLC                                                           | CUSIP: 37331NAN1<br>LEI: L2EVHWFHVAQK72TMH265 | Long             | DBT              | CORP              | US        |      50000 | PA      | $49937.61     | 0.02%             | 2026-05-15      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| DBR LAND HOLDINGS LLC                             | DBR Land Holdings LLC                                                         | CUSIP: 24024BAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     205000 | PA      | $209868.75    | 0.08%             | 2030-12-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                | Banco Santander SA                                                            | CUSIP: 05971KAQ2<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |     800000 | PA      | $949916.80    | 0.34%             | 2033-05-21      | Fixed         | 9.63%                 | No            |                  2 | On Loan: No      |
| CUSTOMERS BANCORP INC                             | Customers Bancorp, Inc.                                                       | CUSIP: 23204G803<br>LEI: 549300WLBCHYKZ53FN68 | Long             | EP               | CORP              | US        |      48886 | NS      | $1110689.92   | 0.40%             |  |  |  | No            |                  2 | On Loan: No      |
| PERFORMANCE FOOD GROUP I                          | Performance Food Group, Inc.                                                  | CUSIP: 71376LAH3<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |     220000 | PA      | $215415.57    | 0.08%             | 2034-03-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                              | Bank of America Corp.                                                         | CUSIP: 06051GKQ1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     269000 | PA      | $264719.96    | 0.09%             | 2033-04-27      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| Specialty Building Products Holdings LLC          | Specialty Building Products Holdings LLC                                      | CUSIP: 84748EAF7<br>LEI: 549300ICFD46O3KMJC06 | Long             | LON              | CORP              | US        |     258749 | PA      | $225839.57    | 0.08%             | 2028-10-16      | Floating      | 7.50%                 | No            |                  2 | On Loan: No      |
| TYCO ELECTRONICS GROUP S                          | Tyco Electronics Group SA                                                     | CUSIP: 902133BF3<br>LEI: C33G1C5SYE2YM95EE712 | Long             | DBT              | CORP              | LU        |      59000 | PA      | $58120.47     | 0.02%             | 2036-02-09      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                 | Post Holdings, Inc.                                                           | CUSIP: 737446AX2<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |     385000 | PA      | $380057.37    | 0.14%             | 2034-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                          | CSX Corp.                                                                     | CUSIP: 126408HH9<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |      69000 | PA      | $68275.17     | 0.02%             | 2027-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| EG AMERICA LLC                                    | EG America LLC                                                                | CUSIP: 28228QAB5<br>LEI: 549300BY1CRYVPEG9R57 | Long             | LON              | CORP              | US        |      99565 | PA      | $99564.70     | 0.04%             | 2031-02-10      | Floating      | 6.90%                 | No            |                  2 | On Loan: No      |
| LBM ACQUISITION LLC                               | LBM Acquisition LLC                                                           | CUSIP: 52109SAB5<br>LEI: 549300FAEB3VWZL4NI86 | Long             | DBT              | CORP              | US        |     180000 | PA      | $157497.25    | 0.06%             | 2031-06-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| JANE STREET GRP/JSG FIN                           | Jane Street Group/JSG Finance, Inc.                                           | CUSIP: 47077WAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     129000 | PA      | $129678.20    | 0.05%             | 2032-11-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| KREF Holdings X LLC                               | KREF Holdings X LLC                                                           | CUSIP: 48266YAH6<br>LEI: N/A                  | Long             | LON              |  | US        |     177942 | PA      | $172825.72    | 0.06%             | 2032-03-05      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| NATIONAL HEALTH INVESTOR                          | National Health Investors, Inc.                                               | CUSIP: 63633DAG9<br>LEI: 549300ZPKZIG6DKDEC02 | Long             | DBT              |  | US        |      14000 | PA      | $13915.09     | 0.00%             | 2033-02-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                   | McDonald's Corp.                                                              | CUSIP: 58013MFU3<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |     332000 | PA      | $335341.48    | 0.12%             | 2028-08-14      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Greystar Real Estate Partners, LLC                | Greystar Real Estate Partners LLC                                             | CUSIP: 39806LAJ6<br>LEI: 254900HGC806SXAS4M46 | Long             | LON              | CORP              | US        |      99497 | PA      | $99497.16     | 0.04%             | 2030-08-21      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERG                          | Berkshire Hathaway Energy Co.                                                 | CUSIP: 084659AM3<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |     178000 | PA      | $174691.96    | 0.06%             | 2028-04-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| VERISK ANALYTICS INC                              | Verisk Analytics, Inc.                                                        | CUSIP: 92345YAP1<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |      62000 | PA      | $61147.10     | 0.02%             | 2031-03-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| EMBRAER NETHERLANDS FINA                          | Embraer Netherlands Finance BV                                                | CUSIP: 29082HAF9<br>LEI: 724500PBR8LR26XBSP67 | Long             | DBT              | CORP              | NL        |     218000 | PA      | $211950.50    | 0.08%             | 2038-01-09      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                      | Barclays PLC                                                                  | CUSIP: 06738EDJ1<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     200000 | PA      | $195770.19    | 0.07%             | 2032-02-24      | Fixed         | 4.52%                 | No            |                  2 | On Loan: No      |
| Boxer Parent Company Inc                          | Boxer Parent Co., Inc.                                                        | CUSIP: 05988HAQ0<br>LEI: 5493006T045HLTF7YX04 | Long             | LON              | CORP              | US        |     158765 | PA      | $146138.14    | 0.05%             | 2031-07-30      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| KEYCORP                                           | KeyCorp                                                                       | CUSIP: 49326EER0<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |      38000 | PA      | $37323.42     | 0.01%             | 2037-01-28      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| DEVT BANK OF MONGOLIA                             | Development Bank of Mongolia LLC                                              | CUSIP: 000000000<br>LEI: 254900HRWK3OKXS9UW60 | Long             | DBT              | NUSS              | MN        |     200000 | PA      | $206121.64    | 0.07%             | 2028-07-03      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| HUDBAY MINERALS INC                               | Hudbay Minerals, Inc.                                                         | CUSIP: 443628AH5<br>LEI: 894500LX3TMESP27BE29 | Long             | DBT              | CORP              | CA        |     180000 | PA      | $180704.16    | 0.06%             | 2029-04-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| VEDANTA RESOURCES                                 | Vedanta Resources Finance II PLC                                              | CUSIP: 000000000<br>LEI: 8945002DGA3BBXO3N634 | Long             | DBT              | CORP              | GB        |     300000 | PA      | $315375.92    | 0.11%             | 2030-07-24      | Fixed         | 9.48%                 | Yes           |                  2 | On Loan: No      |
| NOVELIS CORP                                      | Novelis Corp.                                                                 | CUSIP: 670001AN6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |     243000 | PA      | $244019.87    | 0.09%             | 2033-08-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| FMC CORP                                          | FMC Corp.                                                                     | CUSIP: 302491AZ8<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $994100.70    | 0.36%             | 2055-11-01      | Fixed         | 8.45%                 | No            |                  2 | On Loan: No      |
| COX COMMUNICATIONS INC                            | Cox Communications, Inc.                                                      | CUSIP: 224044CU9<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |      65000 | PA      | $62551.78     | 0.02%             | 2034-09-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| IHS HOLDING LTD                                   | IHS Holding Ltd.                                                              | CUSIP: 44963HAD7<br>LEI: 213800CLGMKL63VKTD94 | Long             | DBT              | CORP              | KY        |     200000 | PA      | $209199.03    | 0.07%             | 2031-11-29      | Fixed         | 8.25%                 | No            |                  2 | On Loan: —       |
| CAPITAL ONE FINANCIAL CO                          | Capital One Financial Corp.                                                   | CUSIP: 14040HBK0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |      87000 | PA      | $86896.97     | 0.03%             | 2026-07-28      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| PARK RIVER HOLDINGS INC                           | Park River Holdings, Inc.                                                     | CUSIP: 70082LAD9<br>LEI: 254900PGY077KWCROT75 | Long             | DBT              | CORP              | US        |      96973 | PA      | $91310.11     | 0.03%             | 2030-12-31      | Fixed         | 8.75%                 | No            |                  2 | On Loan: —       |
| NISSAN MOTOR CO                                   | Nissan Motor Co. Ltd.                                                         | CUSIP: 654922AD5<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |     200000 | PA      | $211014.36    | 0.08%             | 2035-07-17      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| OAK-EAGLE ACQUIRECO INC                           | OAK-Eagle Acquireco, Inc.                                                     | CUSIP: 67124CAB9<br>LEI: 6488ICS9P20290MA1H31 | Long             | DBT              | CORP              | US        |     150000 | PA      | $156094.04    | 0.06%             | 2034-07-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| ST MARYS CEMENT INC                               | St. Mary's Cement, Inc.                                                       | CUSIP: 000000000<br>LEI: 5493009981WBHS86CJ89 | Long             | DBT              | CORP              | CA        |     200000 | PA      | $206965.80    | 0.07%             | 2034-04-02      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Upfield BV                                        | Upfield BV                                                                    | CUSIP: 000000000<br>LEI: 254900U4MHW4MZWGFU47 | Long             | LON              | CORP              | US        |          0 | PA      | $0.02         | 0.00%             | 2027-12-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                        | AbbVie, Inc.                                                                  | CUSIP: 00287YBX6<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     327000 | PA      | $314667.24    | 0.11%             | 2029-11-21      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                               | Global Payments, Inc.                                                         | CUSIP: 37940XAX0<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |      52000 | PA      | $50800.93     | 0.02%             | 2032-11-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| MCKESSON CORP                                     | McKesson Corp.                                                                | CUSIP: 581557BX2<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |      91000 | PA      | $92367.72     | 0.03%             | 2032-05-30      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ASSURANT INC                                      | Assurant, Inc.                                                                | CUSIP: 04621XAQ1<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | DBT              | CORP              | US        |      62000 | PA      | $61883.76     | 0.02%             | 2036-02-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                             | Tenet Healthcare Corp.                                                        | CUSIP: 88033GDW7<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     497000 | PA      | $495732.40    | 0.18%             | 2032-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                               | JPMorgan Chase & Co.                                                          | CUSIP: 46647PCR5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     346000 | PA      | $307903.55    | 0.11%             | 2032-11-08      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                               | Gilead Sciences, Inc.                                                         | CUSIP: 375558CC5<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |      46000 | PA      | $46395.16     | 0.02%             | 2035-06-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| MINERA MEXICO SA DE CV                            | Minera Mexico SA de CV                                                        | CUSIP: 60284MAC6<br>LEI: 2549005BMA2EK49I0T98 | Long             | DBT              | CORP              | MX        |     200000 | PA      | $204296.00    | 0.07%             | 2032-02-12      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Federal Home Loan Mortgage Corp.                                              | CUSIP: 3132DWPS6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     817069 | PA      | $821545.58    | 0.29%             | 2055-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NORTHERN OIL & GAS INC                            | Northern Oil & Gas, Inc.                                                      | CUSIP: 665531AL3<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | DBT              | CORP              | US        |     295000 | PA      | $305736.38    | 0.11%             | 2033-10-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                   | CVS Health Corp.                                                              | CUSIP: 126650EC0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     101000 | PA      | $104437.45    | 0.04%             | 2031-06-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Spring Education Group Inc                        | Spring Education Group, Inc.                                                  | CUSIP: 84840EAC1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     145310 | PA      | $143987.10    | 0.05%             | 2030-10-04      | Floating      | 6.95%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INC                                      | QUALCOMM, Inc.                                                                | CUSIP: 747525BV4<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |      37000 | PA      | $37263.27     | 0.01%             | 2032-05-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                      | Alphabet, Inc.                                                                | CUSIP: 02079KAJ6<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |     347000 | PA      | $334089.96    | 0.12%             | 2027-08-15      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                          | Constellation Brands, Inc.                                                    | CUSIP: 21036PBK3<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |      26000 | PA      | $26007.29     | 0.01%             | 2027-05-09      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| NGL ENRGY OP/FIN CORP                             | NGL Energy Operating LLC/NGL Energy Finance Corp.                             | CUSIP: 62922LAC2<br>LEI: 5299005YSRP46BE8Z459 | Long             | DBT              | CORP              | US        |      95000 | PA      | $98474.89     | 0.04%             | 2029-02-15      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                            | NextEra Energy Capital Holdings, Inc.                                         | CUSIP: 65339KDK3<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |      83000 | PA      | $85148.74     | 0.03%             | 2032-03-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU                          | Venture Global Calcasieu Pass LLC                                             | CUSIP: 92328MAF0<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |     275000 | PA      | $277140.36    | 0.10%             | 2036-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                  | T-Mobile USA, Inc.                                                            | CUSIP: 87264ABV6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     274000 | PA      | $265929.26    | 0.10%             | 2029-04-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                         | Sunoco LP                                                                     | CUSIP: 86765KAG4<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |     660000 | PA      | $657631.39    | 0.24%             | 2034-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ARCHROCK PARTNERS LP/FIN                          | Archrock Partners LP/Archrock Partners Finance Corp.                          | CUSIP: 03959KAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      95000 | PA      | $97750.92     | 0.03%             | 2032-09-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| BANIJAY ENTERTAINMENT                             | Banijay Entertainment SAS                                                     | CUSIP: 060335AB2<br>LEI: 969500CE0IE2EZ5VBG13 | Long             | DBT              | CORP              | FR        |     200000 | PA      | $206434.20    | 0.07%             | 2029-05-01      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| MINERAL RESOURCES LTD                             | Mineral Resources Ltd.                                                        | CUSIP: 603051AH6<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |      85000 | PA      | $83931.31     | 0.03%             | 2034-05-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                  | CSC Holdings LLC                                                              | CUSIP: 126307AZ0<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |     445000 | PA      | $277033.59    | 0.10%             | 2029-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ASPEN INSURANCE HLDG LTD                          | Aspen Insurance Holdings Ltd.                                                 | CUSIP: 000000000<br>LEI: 549300YX6HECG9XQCQ75 | Long             | EP               | CORP              | BM        |      49896 | NS      | $1232930.16   | 0.44%             |  |  |  | No            |                  1 | On Loan: —       |
| THERMO FISHER SCIENTIFIC                          | Thermo Fisher Scientific, Inc.                                                | CUSIP: 883556DA7<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |      45000 | PA      | $45845.75     | 0.02%             | 2029-01-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Varsity Brands Inc                                | Varsity Brands, Inc.                                                          | CUSIP: 92227QAG1<br>LEI: 254900PLBJA0I5NSTT38 | Long             | LON              | CORP              | US        |     243926 | PA      | $243468.19    | 0.09%             | 2031-08-26      | Floating      | 6.45%                 | No            |                  2 | On Loan: No      |
| AGILENT TECHNOLOGIES INC                          | Agilent Technologies, Inc.                                                    | CUSIP: 00846UAN1<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | DBT              | CORP              | US        |     127000 | PA      | $114209.07    | 0.04%             | 2031-03-12      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES INC                               | United Airlines, Inc.                                                         | CUSIP: 90932RAQ7<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | LON              | CORP              | US        |     207525 | PA      | $207654.24    | 0.07%             | 2031-02-22      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| GEORGIA-PACIFIC LLC                               | Georgia-Pacific LLC                                                           | CUSIP: 37331NAR2<br>LEI: L2EVHWFHVAQK72TMH265 | Long             | DBT              | CORP              | US        |      26000 | PA      | $26024.43     | 0.01%             | 2028-06-30      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| ADVANCED DRAINAGE SYSTEM                          | Advanced Drainage Systems, Inc.                                               | CUSIP: 00790RAC8<br>LEI: 6QQTOZ5MF5DHM7K92I60 | Long             | DBT              | CORP              | US        |     165000 | PA      | $162667.64    | 0.06%             | 2034-03-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                  | Crown Castle, Inc.                                                            | CUSIP: 22822VBA8<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |     118000 | PA      | $118908.08    | 0.04%             | 2028-01-11      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CHARLES RIVER LABORATORI                          | Charles River Laboratories International, Inc.                                | CUSIP: 159864AJ6<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | DBT              | CORP              | US        |     320000 | PA      | $298763.20    | 0.11%             | 2031-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| QXO INC                                           | QXO, Inc.                                                                     | CUSIP: 07368RAM3<br>LEI: 549300HDXQWWCBOYXP31 | Long             | LON              | CORP              | US        |     150568 | PA      | $150551.95    | 0.05%             | 2032-04-30      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| SWORD PURCHASER LLC                               | Sword Purchaser LLC                                                           | CUSIP: 87110SAB8<br>LEI: 254900S0VY2QTAITBR94 | Long             | LON              | CORP              | US        |     364858 | PA      | $354108.19    | 0.13%             | 2033-04-11      | Floating      | 7.65%                 | No            |                  2 | On Loan: No      |
| NVENT FINANCE SARL                                | nVent Finance SARL                                                            | CUSIP: 67078AAE3<br>LEI: 549300KO1OQ4MVFB6X02 | Long             | DBT              | CORP              | LU        |     140000 | PA      | $124537.64    | 0.04%             | 2031-11-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                            | Williams Cos., Inc.                                                           | CUSIP: 969457CJ7<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |      62000 | PA      | $64205.08     | 0.02%             | 2033-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| BANKUNITED INC                                    | BankUnited, Inc.                                                              | CUSIP: 06652KAB9<br>LEI: 96OVUWEW5D4YX6PFXD91 | Long             | DBT              | CORP              | US        |      86000 | PA      | $85776.25     | 0.03%             | 2030-06-11      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| TRAVEL + LEISURE CO                               | Travel & Leisure Co.                                                          | CUSIP: 894164AC6<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | DBT              | CORP              | US        |     210000 | PA      | $208106.79    | 0.07%             | 2033-09-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| EDGEWELL PERSONAL CARE                            | Edgewell Personal Care Co.                                                    | CUSIP: 28035QAB8<br>LEI: 549300CY8QZDL4Z3RU59 | Long             | DBT              | CORP              | US        |     310000 | PA      | $296271.65    | 0.11%             | 2029-04-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| HERTZ CORP/THE                                    | Hertz Corp.                                                                   | CUSIP: 428040DC0<br>LEI: 549300PD0C69OJ0NLB27 | Long             | DBT              | CORP              | US        |     177000 | PA      | $166860.43    | 0.06%             | 2029-07-15      | Fixed         | 12.63%                | No            |                  2 | On Loan: No      |
| GRAHAM PACKAGING COMPANY INC                      | Graham Packaging Co., Inc.                                                    | CUSIP: 000000000<br>LEI: 549300YS0ZFT826HIK72 | Long             | LON              | CORP              | US        |     133460 | PA      | $133181.54    | 0.05%             | 2033-01-26      | Floating      | 5.90%                 | No            |                  2 | On Loan: No      |
| CENCOSUD SA                                       | Cencosud SA                                                                   | CUSIP: 15132HAK7<br>LEI: 549300NLTGCFV7482429 | Long             | DBT              | CORP              | CL        |     280000 | PA      | $279650.00    | 0.10%             | 2036-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NOTA DO TESOURO NACIONAL                          | Brazil Notas do Tesouro Nacional                                              | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |   15000000 | PA      | $2742256.74   | 0.98%             | 2031-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| WEC US Holdings Ltd                               | WEC U.S. Holdings Ltd.                                                        | CUSIP: 92943LAC4<br>LEI: 5493002M6GRSU1IWMG57 | Long             | LON              | CORP              | US        |     210578 | PA      | $210958.40    | 0.08%             | 2031-01-27      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                       | PepsiCo, Inc.                                                                 | CUSIP: 713448FE3<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |     345000 | PA      | $304748.99    | 0.11%             | 2031-10-21      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                    | Mastercard, Inc.                                                              | CUSIP: 57636QBB9<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |      43000 | PA      | $42694.37     | 0.02%             | 2032-01-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                            | Marriott International, Inc.                                                  | CUSIP: 571903BU6<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |      28000 | PA      | $28032.56     | 0.01%             | 2037-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| INDIA CLEANTECH ENERGY                            | India Cleantech Energy                                                        | CUSIP: 000000000<br>LEI: 254900DGTS4HHR3Q6F66 | Long             | DBT              | CORP              | MU        |      81676 | PA      | $81370.50     | 0.03%             | 2026-08-10      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                             | Wells Fargo & Co.                                                             | CUSIP: 95000U2G7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      11000 | PA      | $10384.09     | 0.00%             | 2030-10-30      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| MOOG INC                                          | Moog, Inc.                                                                    | CUSIP: 615394AP8<br>LEI: 549300WM2I4U7OBAHG07 | Long             | DBT              | CORP              | US        |     180000 | PA      | $180160.56    | 0.06%             | 2034-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SNB FUNDING LTD                                   | SNB Funding Ltd.                                                              | CUSIP: 000000000<br>LEI: 549300PT73WJRNMAKE44 | Long             | DBT              | CORP              | KY        |     200000 | PA      | $200783.76    | 0.07%             | 2035-06-24      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| CACI INTERNATIONAL INC                            | CACI International, Inc.                                                      | CUSIP: 127190AE6<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | DBT              | CORP              | US        |     195000 | PA      | $199495.38    | 0.07%             | 2033-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| NETFLIX INC                                       | Netflix, Inc.                                                                 | CUSIP: 64110LAS5<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |     178000 | PA      | $180260.40    | 0.06%             | 2028-04-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| TORY BURCH LLC                                    | Tory Burch LLC                                                                | CUSIP: 000000000<br>LEI: 549300GGL74W33KY2650 | Long             | LON              | CORP              | US        |     180068 | PA      | $178435.76    | 0.06%             | 2031-04-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                            | Credit Suisse Group AG                                                        | CUSIP: 225401AR9<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |    1667000 | PA      | $400080.00    | 0.14%             | 2099-12-31      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                             | Foundry JV Holdco LLC                                                         | CUSIP: 350930AK9<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |     200000 | PA      | $212257.11    | 0.08%             | 2039-01-25      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                 | HSBC Holdings PLC                                                             | CUSIP: 404280FH7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     200000 | PA      | $202571.16    | 0.07%             | 2031-03-24      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| FEDEX 2020-1 PASS TST                             | Federal Express Corp. Pass-Through Trusts                                     | CUSIP: 314353AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      29648 | PA      | $25646.64     | 0.01%             | 2034-02-20      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                     | Carnival Corp.                                                                | CUSIP: 143658BX9<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     385000 | PA      | $390643.93    | 0.14%             | 2033-02-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| BANK MUSCAT SAOG                                  | Bank Muscat SAOG                                                              | CUSIP: 000000000<br>LEI: 549300HC6W6OEXV7SY67 | Long             | DBT              | CORP              | OM        |     250000 | PA      | $246549.46    | 0.09%             | 2030-10-01      | Fixed         | 4.85%                 | Yes           |                  2 | On Loan: No      |
| SK HYNIX INC                                      | SK Hynix, Inc.                                                                | CUSIP: 000000000<br>LEI: 988400XAIK6XISWQV045 | Long             | DBT              | CORP              | KR        |     400000 | PA      | $364453.20    | 0.13%             | 2031-01-19      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| GLP CHINA HOLDINGS LTD                            | GLP China Holdings Ltd.                                                       | CUSIP: 000000000<br>LEI: 254900C6X2D3TGF2CO98 | Long             | DBT              | CORP              | HK        |     200000 | PA      | $160817.81    | 0.06%             | 2029-04-30      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| CAS CAPITAL NO2 LTD                               | Cas Capital No. 2 Ltd.                                                        | CUSIP: 000000000<br>LEI: 2549007CLL9JS1Z83O04 | Long             | DBT              | CORP              | VG        |     200000 | PA      | $201095.48    | 0.07%             | 2031-01-13      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                            | Mitsubishi UFJ Financial Group, Inc.                                          | CUSIP: 606822CT9<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |     400000 | PA      | $410902.61    | 0.15%             | 2031-02-22      | Fixed         | 5.48%                 | No            |                  2 | On Loan: No      |
| ESAB CORP                                         | Esab Corp.                                                                    | CUSIP: 29605JAB2<br>LEI: 549300ZNV0SWBXEIWT04 | Long             | DBT              | CORP              | US        |     240000 | PA      | $242210.12    | 0.09%             | 2031-04-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                            | UnitedHealth Group, Inc.                                                      | CUSIP: 91324PFJ6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |      55000 | PA      | $55656.59     | 0.02%             | 2034-07-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| REWORLD HOLDING CORP                              | Reworld Holding Corp.                                                         | CUSIP: 22282GAS6<br>LEI: 40XIFLS8XDQGGHGPGC04 | Long             | LON              | CORP              | US        |     128871 | PA      | $128790.63    | 0.05%             | 2031-01-15      | Floating      | 5.91%                 | No            |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC                          | Baxter International, Inc.                                                    | CUSIP: 071813DE6<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |      30000 | PA      | $29469.21     | 0.01%             | 2035-12-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                            | Verizon Communications, Inc.                                                  | CUSIP: 92343VGZ1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      91000 | PA      | $90982.40     | 0.03%             | 2035-04-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| EXCELERATE ENERGY LP                              | Excelerate Energy LP                                                          | CUSIP: 30069UAA6<br>LEI: LGL4IE90TNTFYJ55BK06 | Long             | DBT              | CORP              | US        |     270000 | PA      | $286332.03    | 0.10%             | 2030-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                    | NRG Energy, Inc.                                                              | CUSIP: 629377DF6<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     185000 | PA      | $184334.45    | 0.07%             | 2034-05-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Ontario Gaming GTA LP                             | Ontario Gaming GTA LP                                                         | CUSIP: 000000000<br>LEI: 894500EC9KLZLOC3V025 | Long             | LON              | CORP              | CA        |     234811 | PA      | $222581.72    | 0.08%             | 2030-08-01      | Floating      | 7.95%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIAN OIL CO                              | Saudi Arabian Oil Co.                                                         | CUSIP: 80414L2Q7<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |     200000 | PA      | $188223.61    | 0.07%             | 2064-07-17      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Sedgwick Claims Management Services Inc           | Sedgwick Claims Management Services, Inc.                                     | CUSIP: 81527CAP2<br>LEI: 549300BIN4DWJG5VWF64 | Long             | LON              | CORP              | US        |     172484 | PA      | $171221.39    | 0.06%             | 2031-07-31      | Floating      | 6.15%                 | No            |                  2 | On Loan: No      |
| Moneygram International Inc                       | Moneygram International, Inc.                                                 | CUSIP: 60935QAT3<br>LEI: 5299002DLX0Q04KC4156 | Long             | LON              | CORP              | US        |     187201 | PA      | $126048.29    | 0.05%             | 2030-06-03      | Floating      | 8.42%                 | No            |                  2 | On Loan: No      |
| IRIS Holdings Inc                                 | Iris Holding, Inc.                                                            | CUSIP: 46271BAB6<br>LEI: 54930013SPZ2NB3I3V40 | Long             | LON              | CORP              | US        |     191269 | PA      | $179882.53    | 0.06%             | 2028-06-28      | Floating      | 8.51%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                           | MPLX LP                                                                       | CUSIP: 55336VCE8<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |      33000 | PA      | $32411.96     | 0.01%             | 2036-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC                                    | S&P Global, Inc.                                                              | CUSIP: 78409VBT0<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |      39000 | PA      | $38466.93     | 0.01%             | 2031-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| KENTUCKY POWER CO                                 | Kentucky Power Co.                                                            | CUSIP: 491386AP3<br>LEI: JHOZYZ5WPEXWR477VH72 | Long             | DBT              | CORP              | US        |     110000 | PA      | $118361.11    | 0.04%             | 2033-11-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                      | Barclays PLC                                                                  | CUSIP: 06738EDC6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    1000000 | PA      | $1053250.00   | 0.38%             | 2035-03-15      | Fixed         | 7.63%                 | No            |                  2 | On Loan: —       |
| O'REILLY AUTOMOTIVE INC                           | O'Reilly Automotive, Inc.                                                     | CUSIP: 67103HAF4<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |      30000 | PA      | $29694.86     | 0.01%             | 2027-09-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| WOODSIDE FINANCE LTD                              | Woodside Finance Ltd.                                                         | CUSIP: 980236AT0<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |     111000 | PA      | $113387.24    | 0.04%             | 2030-05-19      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP                          | Citizens Financial Group, Inc.                                                | CUSIP: 174610BH7<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |     109000 | PA      | $112305.75    | 0.04%             | 2032-07-23      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| CRESCENT ENERGY FINANCE                           | Crescent Energy Finance LLC                                                   | CUSIP: 516806AK2<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |      40000 | PA      | $41468.20     | 0.01%             | 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        |     700000 | PA      | $701981.00    | 0.25%             | 2054-10-15      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| MATCH GROUP HLD II LLC                            | Match Group Holdings II LLC                                                   | CUSIP: 57665RAL0<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |     138000 | PA      | $129605.64    | 0.05%             | 2030-08-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| WestJet Loyalty LP                                | WestJet Loyalty LP                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |     273064 | PA      | $266180.63    | 0.10%             | 2031-02-14      | Floating      | 6.45%                 | No            |                  2 | On Loan: No      |
| QUEST DIAGNOSTICS INC                             | Quest Diagnostics, Inc.                                                       | CUSIP: 74834LBG4<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |      68000 | PA      | $67750.31     | 0.02%             | 2034-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| INDIA GREEN POWER HOLD                            | India Green Power Holdings                                                    | CUSIP: 000000000<br>LEI: 254900I7N0GT4VVL6V29 | Long             | DBT              | CORP              | MU        |     200000 | PA      | $196789.48    | 0.07%             | 2027-02-22      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                              | Royal Bank of Canada                                                          | CUSIP: 78017DAT5<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |      87000 | PA      | $86634.42     | 0.03%             | 2030-04-17      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| CBQ FINANCE LTD                                   | CBQ Finance Ltd.                                                              | CUSIP: 000000000<br>LEI: 213800FNEMX56U9OHK56 | Long             | DBT              | CORP              | BM        |     400000 | PA      | $399393.72    | 0.14%             | 2026-05-12      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                            | Albertsons Cos., Inc./Safeway, Inc./New Albertsons LP/Albertsons LLC          | CUSIP: 01309QAB4<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |      65000 | PA      | $65576.68     | 0.02%             | 2033-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                               | American Tower Corp.                                                          | CUSIP: 03027XCG3<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |     124000 | PA      | $126188.70    | 0.05%             | 2029-02-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ALLEGION US HOLDING CO                            | Allegion U.S. Holding Co., Inc.                                               | CUSIP: 01748NAF1<br>LEI: 5493002B66JX7J7SXI33 | Long             | DBT              | CORP              | US        |      98000 | PA      | $100368.89    | 0.04%             | 2034-05-29      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                                       | Nutrien Ltd.                                                                  | CUSIP: 67077MBA5<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |     127000 | PA      | $128038.25    | 0.05%             | 2028-03-27      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Orion US Finco Inc.                               | Orion U.S. Finco, Inc.                                                        | CUSIP: 68631KAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     159017 | PA      | $158752.37    | 0.06%             | 2032-10-08      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| LENNAR CORP                                       | Lennar Corp.                                                                  | CUSIP: 526057CY8<br>LEI: 529900G61XVRLX5TJX09 | Long             | DBT              | CORP              | US        |      40000 | PA      | $40537.60     | 0.01%             | 2030-07-30      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| KENVUE INC                                        | Kenvue, Inc.                                                                  | CUSIP: 49177JAS1<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |      52000 | PA      | $52607.65     | 0.02%             | 2032-05-22      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| MINERAL RESOURCES LTD                             | Mineral Resources Ltd.                                                        | CUSIP: 603051AE3<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |     284000 | PA      | $294760.91    | 0.11%             | 2028-10-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                    | Eli Lilly & Co.                                                               | CUSIP: 532457CV8<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |      55000 | PA      | $55924.63     | 0.02%             | 2030-02-12      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                              | Bank of America Corp.                                                         | CUSIP: 06051GLV9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     327000 | PA      | $328700.59    | 0.12%             | 2027-09-15      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON & CO                             | Becton Dickinson & Co.                                                        | CUSIP: 075887CP2<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |      60000 | PA      | $58191.91     | 0.02%             | 2032-08-22      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| ALDAR INVESTMENT PROP                             | Aldar Investment Properties Sukuk Ltd.                                        | CUSIP: 000000000<br>LEI: 549300ZE234V8AG9E962 | Long             | DBT              | CORP              | KY        |     200000 | PA      | $197550.34    | 0.07%             | 2035-03-25      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| TRITON CONTAINER/TAL INT                          | Triton Container International Ltd./TAL International Container Corp.         | CUSIP: 89681LAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |      87000 | PA      | $85393.25     | 0.03%             | 2033-02-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| XPLR INFRAST OPERATING                            | XPLR Infrastructure Operating Partners LP                                     | CUSIP: 98379YAA0<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |     285000 | PA      | $298723.04    | 0.11%             | 2034-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Jump Financial LLC                                | Jump Financial LLC                                                            | CUSIP: 48138UAE7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     169802 | PA      | $170227.01    | 0.06%             | 2032-02-26      | Floating      | 7.20%                 | No            |                  2 | On Loan: No      |
| 10 RENEW POWER SUBSIDIAR                          | ReNew Wind Energy AP2/ReNew Power Pvt Ltd. other 9 Subsidiaries               | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | IN        |     200000 | PA      | $192330.55    | 0.07%             | 2028-07-14      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| WARRIOR MET COAL INC                              | Warrior Met Coal, Inc.                                                        | CUSIP: 93627CAB7<br>LEI: 549300152B1S9YKBYV79 | Long             | DBT              | CORP              | US        |      50000 | PA      | $50710.25     | 0.02%             | 2028-12-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Federal National Mortgage Association                                         | CUSIP: 31418ECV0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1091061 | PA      | $1027037.70   | 0.37%             | 2037-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BALDWIN INSUR GRP/FIN                             | Baldwin Insurance Group Holdings LLC/Baldwin Insurance Group Holdings Finance | CUSIP: 05825XAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     129000 | PA      | $130610.18    | 0.05%             | 2031-05-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                          | National Rural Utilities Cooperative Finance Corp.                            | CUSIP: 63743HFW7<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |      36000 | PA      | $36260.69     | 0.01%             | 2028-02-07      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Notes                                                           | CUSIP: 91282CLJ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      52000 | PA      | $51209.84     | 0.02%             | 2031-08-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                           | Bristol-Myers Squibb Co.                                                      | CUSIP: 110122DY1<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |     189000 | PA      | $199284.79    | 0.07%             | 2031-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                      | Alphabet, Inc.                                                                | CUSIP: 02079KAZ0<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |      94000 | PA      | $91197.14     | 0.03%             | 2045-11-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| INGRAM MICRO INC                                  | Ingram Micro, Inc.                                                            | CUSIP: 45258LAA5<br>LEI: 549300KJMEWPKRQZHX63 | Long             | DBT              | CORP              | US        |     235000 | PA      | $230925.55    | 0.08%             | 2029-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PARK RIVER HOLDINGS INC                           | Park River Holdings, Inc.                                                     | CUSIP: 70082LAC1<br>LEI: 254900PGY077KWCROT75 | Long             | DBT              | CORP              | US        |     271000 | PA      | $272487.25    | 0.10%             | 2031-03-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| EMAAR SUKUK LTD                                   | Emaar Sukuk Ltd.                                                              | CUSIP: 000000000<br>LEI: 549300NZHOOO6634T541 | Long             | DBT              | CORP              | KY        |     400000 | PA      | $387702.00    | 0.14%             | 2029-09-17      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Notes                                                           | CUSIP: 91282CKQ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1021000 | PA      | $1027341.37   | 0.37%             | 2034-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                       | Oracle Corp.                                                                  | CUSIP: 68389XDH5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      51000 | PA      | $49190.03     | 0.02%             | 2030-09-26      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| GALAXY PIPELINE ASSETS                            | Galaxy Pipeline Assets Bidco Ltd.                                             | CUSIP: 000000000<br>LEI: 549300L82YB0C6JQIC26 | Long             | DBT              | CORP              | JE        |     254673 | PA      | $209921.01    | 0.08%             | 2040-09-30      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                            | PNC Financial Services Group, Inc.                                            | CUSIP: 693475CF0<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |      25000 | PA      | $24517.91     | 0.01%             | 2041-01-25      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| WEX INC                                           | WEX, Inc.                                                                     | CUSIP: 96208TAD6<br>LEI: T9M5IGROL1TL1G5OV478 | Long             | DBT              | CORP              | US        |     236000 | PA      | $235060.06    | 0.08%             | 2033-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| VM Consolidated Inc                               | VM Consolidated, Inc.                                                         | CUSIP: 00215NAP5<br>LEI: 549300GCTGJLEBXJUK89 | Long             | LON              | CORP              | US        |     124178 | PA      | $124643.76    | 0.04%             | 2032-10-01      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| OVERSEA-CHINESE BANKING                           | Oversea-Chinese Banking Corp. Ltd.                                            | CUSIP: 000000000<br>LEI: 5493007O3QFXCPOGWK22 | Long             | DBT              | CORP              | SG        |     200000 | PA      | $204162.26    | 0.07%             | 2034-05-21      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                              | Royal Bank of Canada                                                          | CUSIP: 78016FZW7<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |     161000 | PA      | $162755.25    | 0.06%             | 2028-01-12      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| SALESFORCE INC                                    | Salesforce, Inc.                                                              | CUSIP: 79466LAR5<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |      66000 | PA      | $66128.55     | 0.02%             | 2029-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| STAR LEASING CO LLC                               | Star Leasing Co. LLC                                                          | CUSIP: 854938AA5<br>LEI: 549300WXKNX4PT3HSN71 | Long             | DBT              | CORP              | US        |     216000 | PA      | $209017.82    | 0.07%             | 2030-02-15      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| NSW ELECTRICITY NETWORKS                          | NSW Electricity Networks Finance Pty. Ltd.                                    | CUSIP: 000000000<br>LEI: 5493009VPYKFFK7UXM97 | Long             | DBT              | CORP              | AU        |     130000 | PA      | $89363.28     | 0.03%             | 2055-11-20      | Fixed         | 6.30%                 | Yes           |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                | Royalty Pharma PLC                                                            | CUSIP: 78081BAN3<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |     127000 | PA      | $111352.26    | 0.04%             | 2031-09-02      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                 | Herc Holdings, Inc.                                                           | CUSIP: 42704LAG9<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |     285000 | PA      | $298460.27    | 0.11%             | 2033-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| LAND O'LAKES INC                                  | Land O' Lakes, Inc.                                                           | CUSIP: 514666AN6<br>LEI: 4ONCJWH5BBCYSJIJYX61 | Long             | DBT              | CORP              | US        |    1770000 | PA      | $1552561.87   | 0.56%             | 2028-09-18      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| GXO LOGISTICS INC                                 | GXO Logistics, Inc.                                                           | CUSIP: 36262GAF8<br>LEI: 5493007CNWMXN78JRN66 | Long             | DBT              | CORP              | US        |      47000 | PA      | $48786.41     | 0.02%             | 2029-05-06      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| VONTIER CORP                                      | Vontier Corp.                                                                 | CUSIP: 928881AF8<br>LEI: 549300VVSQLG4P5K4639 | Long             | DBT              | CORP              | US        |     198000 | PA      | $180839.82    | 0.06%             | 2031-04-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Sculptor CLO Ltd                                  | Sculptor CLO XXX Ltd.                                                         | CUSIP: 81124NBA7<br>LEI: 254900HDB8TKKOZR3P46 | Long             | ABS-CBDO         | CORP              | KY        |    3750000 | PA      | $3753371.25   | 1.34%             | 2038-07-20      | Floating      | 8.28%                 | No            |                  2 | On Loan: No      |
| ECOLAB INC                                        | Ecolab, Inc.                                                                  | CUSIP: 278865BP4<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |     113000 | PA      | $114900.87    | 0.04%             | 2028-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| QUANTA SERVICES INC                               | Quanta Services, Inc.                                                         | CUSIP: 74762EAF9<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |      12000 | PA      | $11176.16     | 0.00%             | 2030-10-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| CNH INDUSTRIAL CAP LLC                            | CNH Industrial Capital LLC                                                    | CUSIP: 12592BAV6<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |      53000 | PA      | $52396.25     | 0.02%             | 2030-10-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| IBM INTERNAT CAPITAL                              | IBM International Capital Pte. Ltd.                                           | CUSIP: 449276AD6<br>LEI: 2549007KTXQQBYZO7485 | Long             | DBT              | CORP              | SG        |     166000 | PA      | $166133.36    | 0.06%             | 2031-02-05      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SOMPO HOLDINGS INC                                | Sompo Holdings, Inc.                                                          | CUSIP: 83540JAA9<br>LEI: 353800CWW4SRGEYEB512 | Long             | DBT              | CORP              | JP        |     200000 | PA      | $196789.97    | 0.07%             | 2037-04-22      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| OWENS CORNING                                     | Owens Corning                                                                 | CUSIP: 690742AN1<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |      41000 | PA      | $41498.29     | 0.01%             | 2027-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                             | Venture Global Plaquemines LNG LLC                                            | CUSIP: 922966AE6<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |      10000 | PA      | $10312.78     | 0.00%             | 2030-12-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                               | American Express Co.                                                          | CUSIP: 025816DY2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |      56000 | PA      | $56991.22     | 0.02%             | 2031-01-30      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                             | Venture Global Plaquemines LNG LLC                                            | CUSIP: 922966AA4<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |      28000 | PA      | $31050.96     | 0.01%             | 2033-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| HA SUSTAINABLE INF CAP                            | HA Sustainable Infrastructure Capital, Inc.                                   | CUSIP: 40408AAB7<br>LEI: 254900ZZRL7MWL1X8E92 | Long             | DBT              | CORP              | US        |     160000 | PA      | $167305.49    | 0.06%             | 2035-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SRI LANKA                             | Sri Lanka Government International Bonds                                      | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |     200000 | PA      | $188186.46    | 0.07%             | 2038-02-15      | Variable      | 3.60%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                           | Inter-American Development Bank                                               | CUSIP: 4581X0EH7<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |      85000 | PA      | $85109.63     | 0.03%             | 2028-01-12      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SANDS CHINA LTD                                   | Sands China Ltd.                                                              | CUSIP: 80007RAQ8<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |     200000 | PA      | $189812.74    | 0.07%             | 2029-03-08      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Charlotte Buyer Inc                               | Charlotte Buyer, Inc.                                                         | CUSIP: 12568YAH7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     181562 | PA      | $181199.38    | 0.06%             | 2028-02-11      | Floating      | 7.90%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                        | AbbVie, Inc.                                                                  | CUSIP: 00287YEF2<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |      63000 | PA      | $61843.34     | 0.02%             | 2033-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                         | Sunoco LP                                                                     | CUSIP: 86765KAF6<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |      35000 | PA      | $35129.89     | 0.01%             | 2031-03-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Pegasus BidCo BV                                  | Pegasus BidCo BV                                                              | CUSIP: 000000000<br>LEI: 254900U303DPAFR7MA71 | Long             | LON              | CORP              | NL        |     169744 | PA      | $170062.53    | 0.06%             | 2029-07-12      | Floating      | 6.40%                 | No            |                  2 | On Loan: No      |
| JANE STREET GRP/JSG FIN                           | Jane Street Group/JSG Finance, Inc.                                           | CUSIP: 47077WAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     295000 | PA      | $305847.37    | 0.11%             | 2031-04-30      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| ALTAGAS LTD                                       | AltaGas Ltd.                                                                  | CUSIP: 021361AD2<br>LEI: 2549008X5V70MOS4HM10 | Long             | DBT              | CORP              | CA        |    1000000 | PA      | $1038937.00   | 0.37%             | 2054-10-15      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| FLUTTER TREASURY DAC                              | Flutter Treasury DAC                                                          | CUSIP: 344045AB5<br>LEI: 635400JE8VLL9UFVIC38 | Long             | DBT              | CORP              | IE        |     210000 | PA      | $209214.60    | 0.07%             | 2031-06-04      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                          | Marsh & McLennan Cos., Inc.                                                   | CUSIP: 571748BY7<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |      58000 | PA      | $58259.72     | 0.02%             | 2027-11-08      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                    | Morgan Stanley                                                                | CUSIP: 61747YFU4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      25000 | PA      | $24957.51     | 0.01%             | 2030-10-18      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Federal Home Loan Mortgage Corp.                                              | CUSIP: 3132D6BF6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     909254 | PA      | $855898.86    | 0.31%             | 2037-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GEN DIGITAL INC                                   | Gen Digital, Inc.                                                             | CUSIP: 668771AL2<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |     220000 | PA      | $223111.68    | 0.08%             | 2030-09-30      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| Forward Air Corporation                           | Forward Air Corp.                                                             | CUSIP: 18948EAC0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     210116 | PA      | $208606.16    | 0.07%             | 2030-12-19      | Floating      | 8.16%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                            | Asian Development Bank                                                        | CUSIP: 045167ER0<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |      89000 | PA      | $82565.31     | 0.03%             | 2030-01-24      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                                 | Sysco Corp.                                                                   | CUSIP: 871829BW6<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |      41000 | PA      | $40106.85     | 0.01%             | 2031-07-25      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| CBRE SERVICES INC                                 | CBRE Services, Inc.                                                           | CUSIP: 12505BAL4<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |      38000 | PA      | $37562.49     | 0.01%             | 2033-01-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                    | Amazon.com, Inc.                                                              | CUSIP: 023135DE3<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |      90000 | PA      | $88904.46     | 0.03%             | 2033-03-13      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                                      | CUSIP: 3618N5GP8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1493116 | PA      | $1506074.46   | 0.54%             | 2055-02-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                            | Standard Chartered PLC                                                        | CUSIP: 000000000<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |     200000 | PA      | $183928.94    | 0.07%             | 2036-02-18      | Fixed         | 3.27%                 | Yes           |                  2 | On Loan: No      |
| CYPRIUM CORP/CYPRIUM HOL                          | Cyprium Corp./Cyprium Holdings Luxembourg SARL                                | CUSIP: 23292NAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |      41000 | PA      | $40947.95     | 0.01%             | 2034-04-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                               | American Tower Corp.                                                          | CUSIP: 03027XCR9<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |      27000 | PA      | $26667.67     | 0.01%             | 2032-12-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| BANCO GENERAL SA                                  | Banco General SA                                                              | CUSIP: 000000000<br>LEI: 549300B5C08LGDFB7205 | Long             | DBT              | CORP              | PA        |     200000 | PA      | $198606.00    | 0.07%             | 2027-08-07      | Fixed         | 4.13%                 | Yes           |                  2 | On Loan: No      |
| ION Platform Finance US Inc                       | ION Platform Finance U.S., Inc.                                               | CUSIP: 46206RAC9<br>LEI: 213800FKHT3BRRKMCC89 | Long             | LON              | CORP              | US        |     126080 | PA      | $102260.16    | 0.04%             | 2032-10-07      | Floating      | 7.45%                 | No            |                  2 | On Loan: No      |
| HA SUSTAINABLE INF CAP                            | HA Sustainable Infrastructure Capital, Inc.                                   | CUSIP: 41068XAG5<br>LEI: 254900ZZRL7MWL1X8E92 | Long             | DBT              | CORP              | US        |     420000 | PA      | $445830.00    | 0.16%             | 2056-06-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Cushman & Wakefield U.S. Borrower, LLC            | Cushman & Wakefield U.S. Borrower LLC                                         | CUSIP: 23340DAW2<br>LEI: 549300870CMN3WI5IF97 | Long             | LON              | CORP              | US        |     100219 | PA      | $100636.95    | 0.04%             | 2030-01-31      | Floating      | 6.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Federal National Mortgage Association                                         | CUSIP: 31418FEC7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     881371 | PA      | $869134.73    | 0.31%             | 2054-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                         | Boeing Co.                                                                    | CUSIP: 097023CY9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     276000 | PA      | $280463.67    | 0.10%             | 2030-05-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| AMERICAN AXLE & MFG INC                           | American Axle & Manufacturing, Inc.                                           | CUSIP: 02406PBC3<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |     212000 | PA      | $211621.16    | 0.08%             | 2032-10-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Federal Home Loan Mortgage Corp.                                              | CUSIP: 3132DWD67<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1411909 | PA      | $1237011.97   | 0.44%             | 2052-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MASTEC INC                                        | MasTec, Inc.                                                                  | CUSIP: 576323AT6<br>LEI: 549300TMDIT8WREDOF45 | Long             | DBT              | CORP              | US        |      60000 | PA      | $61862.96     | 0.02%             | 2029-06-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| IXS Holdings Inc                                  | IXS Holdings, Inc.                                                            | CUSIP: 45074HAC2<br>LEI: 254900I3GPHU9VH9Z454 | Long             | LON              | CORP              | US        |      99699 | PA      | $100010.43    | 0.04%             | 2029-09-05      | Floating      | 9.16%                 | No            |                  2 | On Loan: No      |
| Nouryon Finance BV                                | Nouryon Finance BV                                                            | CUSIP: 000000000<br>LEI: 549300GD4NJGLPVYB245 | Long             | LON              | CORP              | NL        |     170545 | PA      | $169479.07    | 0.06%             | 2028-04-03      | Floating      | 6.94%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                           | BPCE SA                                                                       | CUSIP: 05578QAG8<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |     250000 | PA      | $184841.77    | 0.07%             | 2042-10-19      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                             | Tenet Healthcare Corp.                                                        | CUSIP: 88033GDV9<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     320000 | PA      | $323436.48    | 0.12%             | 2033-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| PG INVESTMENT COMPANY 59 SA RL                    | PG Investment Co. 59 SARL                                                     | CUSIP: 91728NAD1<br>LEI: 254900XMCCB3IEZ2A005 | Long             | LON              | CORP              | LU        |     129125 | PA      | $129673.78    | 0.05%             | 2031-03-26      | Floating      | 5.95%                 | No            |                  2 | On Loan: No      |
| ECOLAB INC                                        | Ecolab, Inc.                                                                  | CUSIP: 278865BQ2<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |      29000 | PA      | $29051.48     | 0.01%             | 2028-06-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CS TREASURY MGMT SERVICE                          | CS Treasury Management Services P Ltd.                                        | CUSIP: 000000000<br>LEI: 254900MLBK4TUEESYL96 | Long             | DBT              | CORP              | VG        |     295000 | PA      | $301355.08    | 0.11%             | 2026-06-05      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| METHANEX CORP                                     | Methanex Corp.                                                                | CUSIP: 59151KAL2<br>LEI: 549300TSJHRXT9QXRD13 | Long             | DBT              | CORP              | CA        |       4000 | PA      | $3975.52      | 0.00%             | 2029-12-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Clover Holdings 2 LLC                             | Clover Holdings 2 LLC                                                         | CUSIP: 18914DAB4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     165582 | PA      | $161856.27    | 0.06%             | 2031-12-09      | Floating      | 7.40%                 | No            |                  2 | On Loan: No      |
| PETSMART LLC/PETSMART FI                          | PetSmart LLC/PetSmart Finance Corp.                                           | CUSIP: 71677KAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     275000 | PA      | $277770.90    | 0.10%             | 2033-09-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                          | Hilcorp Energy I LP/Hilcorp Finance Co.                                       | CUSIP: 431318AZ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      50000 | PA      | $49672.18     | 0.02%             | 2032-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CYPRIUM CORP/CYPRIUM HOL                          | Cyprium Corp./Cyprium Holdings Luxembourg SARL                                | CUSIP: 23292NAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     167000 | PA      | $168152.97    | 0.06%             | 2031-04-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                | Ally Financial, Inc.                                                          | CUSIP: 02005NBY5<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |     160000 | PA      | $157555.04    | 0.06%             | 2040-01-17      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                               | JPMorgan Chase & Co.                                                          | CUSIP: 46647PDY9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     116000 | PA      | $124413.90    | 0.04%             | 2034-10-23      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                         | Amgen, Inc.                                                                   | CUSIP: 031162DP2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     291000 | PA      | $295025.66    | 0.11%             | 2028-03-02      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS                          | Univision Communications, Inc.                                                | CUSIP: 914906BA9<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |     215000 | PA      | $222492.32    | 0.08%             | 2032-08-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                          | Vistra Operations Co. LLC                                                     | CUSIP: 92840VBC5<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     114000 | PA      | $112903.18    | 0.04%             | 2036-04-30      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE                          | Caterpillar Financial Services Corp.                                          | CUSIP: 14913UBD1<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |     137000 | PA      | $136446.26    | 0.05%             | 2028-11-14      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| INDUSTRIAS PENOLES SAB D                          | Industrias Penoles SAB de CV                                                  | CUSIP: 000000000<br>LEI: 549300WA2HB7776CB324 | Long             | DBT              | CORP              | MX        |     200000 | PA      | $163800.00    | 0.06%             | 2050-08-06      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| AMERICA MOVIL SAB DE CV                           | America Movil SAB de CV                                                       | CUSIP: 02364WBE4<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |     200000 | PA      | $173404.38    | 0.06%             | 2042-07-16      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BANC CREDITO INVERSIONES                          | Banco de Credito e Inversiones SA                                             | CUSIP: 05890MAC7<br>LEI: 549300E9E5Y3PKW24142 | Long             | DBT              | CORP              | CL        |     755000 | PA      | $810756.75    | 0.29%             | 2029-05-08      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| APLD COMPUTECO 2 LLC                              | APLD ComputeCo 2 LLC                                                          | CUSIP: 03772CAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     416000 | PA      | $411862.98    | 0.15%             | 2031-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                | Meta Platforms, Inc.                                                          | CUSIP: 30303MAC6<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |      35000 | PA      | $34579.17     | 0.01%             | 2032-11-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| CHAMPION PATH HOLDINGS                            | Champion Path Holdings Ltd.                                                   | CUSIP: 000000000<br>LEI: 549300QWJFPV5413KI88 | Long             | DBT              | CORP              | VG        |     200000 | PA      | $194878.36    | 0.07%             | 2028-01-27      | Fixed         | 4.85%                 | Yes           |                  2 | On Loan: No      |
| Seagate Data Storage Technology Pte Ltd           | Seagate Data Storage Technology Pte. Ltd.                                     | CUSIP: 81180LAN5<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |       2000 | PA      | $1931.60      | 0.00%             | 2031-01-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| THAIOIL TRSRY CENTER                              | Thaioil Treasury Center Co. Ltd.                                              | CUSIP: 88323RAC9<br>LEI: 549300NH03B9E8VGJR89 | Long             | DBT              | CORP              | TH        |     200000 | PA      | $195747.83    | 0.07%             | 2031-01-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| VALE OVERSEAS LIMITED                             | Vale Overseas Ltd.                                                            | CUSIP: 91911TAS2<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |     200000 | PA      | $205296.00    | 0.07%             | 2054-06-28      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                         | Apple, Inc.                                                                   | CUSIP: 037833EH9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |     378000 | PA      | $357601.24    | 0.13%             | 2028-08-05      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| SYDNEY AIRPORT FINANCE                            | Sydney Airport Finance Co. Pty. Ltd.                                          | CUSIP: 87124VAG4<br>LEI: 549300MJAANHLHOVTO40 | Long             | DBT              | CORP              | AU        |     200000 | PA      | $198620.71    | 0.07%             | 2036-03-26      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| WBI OPERATING LLC                                 | WBI Operating LLC                                                             | CUSIP: 92944BAB7<br>LEI: 254900POBWB4RX0ODY78 | Long             | DBT              | CORP              | US        |      90000 | PA      | $90968.40     | 0.03%             | 2033-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                       | BNP Paribas SA                                                                | CUSIP: 05565AM34<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    1000000 | PA      | $1048870.00   | 0.38%             | 2029-08-16      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| MURPHY OIL USA INC                                | Murphy Oil USA, Inc.                                                          | CUSIP: 626738AE8<br>LEI: N32S6DTR2ZZ5222WHV58 | Long             | DBT              | CORP              | US        |     215000 | PA      | $212774.00    | 0.08%             | 2029-09-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                           | Royal Caribbean Cruises Ltd.                                                  | CUSIP: 780153BV3<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |     335000 | PA      | $340133.87    | 0.12%             | 2033-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| VS Buyer LLC                                      | VS Buyer LLC                                                                  | CUSIP: 91834WAG5<br>LEI: 254900G5QLDMHSCYJK25 | Long             | LON              | CORP              | US        |     103353 | PA      | $101673.94    | 0.04%             | 2031-04-12      | Floating      | 5.91%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Federal National Mortgage Association                                         | CUSIP: 31418E3C2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1366113 | PA      | $1348306.17   | 0.48%             | 2054-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Cloud Software Group Inc                          | Cloud Software Group, Inc.                                                    | CUSIP: 88632NBK5<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | LON              | CORP              | US        |     156162 | PA      | $144254.27    | 0.05%             | 2031-03-21      | Floating      | 6.95%                 | No            |                  2 | On Loan: No      |
| Crescent Midstream Operating LLC                  | Crescent Midstream Operating LLC                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     194990 | PA      | $195964.96    | 0.07%             | 2033-02-18      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| SEAWORLD PARKS & ENTERTA                          | SeaWorld Parks & Entertainment, Inc.                                          | CUSIP: 81282UAG7<br>LEI: 549300UZV72O3371JJ53 | Long             | DBT              | CORP              | US        |     300000 | PA      | $290037.57    | 0.10%             | 2029-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| CENCORA INC                                       | Cencora, Inc.                                                                 | CUSIP: 03073EAU9<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |      25000 | PA      | $25097.58     | 0.01%             | 2034-02-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING/PTL                          | Penske Truck Leasing Co. LP/PTL Finance Corp.                                 | CUSIP: 709599BW3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      78000 | PA      | $80220.43     | 0.03%             | 2028-08-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| CLEAN RENEWABLE POWER                             | Clean Renewable Power Mauritius Pte. Ltd.                                     | CUSIP: 000000000<br>LEI: 2138003P9CSDW7P4MT75 | Long             | DBT              | CORP              | MU        |     220500 | PA      | $217060.20    | 0.08%             | 2027-03-25      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                          | Alliant Holdings Intermediate LLC/Alliant Holdings Co-Issuer                  | CUSIP: 01883LAG8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     245000 | PA      | $247094.51    | 0.09%             | 2031-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GENESIS ENERGY LP/FIN                             | Genesis Energy LP/Genesis Energy Finance Corp.                                | CUSIP: 37185LAN2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     345000 | PA      | $361453.40    | 0.13%             | 2030-04-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                      | UBS Group AG                                                                  | CUSIP: 902613BK3<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     413000 | PA      | $440570.23    | 0.16%             | 2031-04-12      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Apex Group Treasury LLC                           | Apex Group Treasury LLC                                                       | CUSIP: 000000000<br>LEI: 254900N6HRPDDNW7HP03 | Long             | LON              | CORP              | US        |     168866 | PA      | $158312.15    | 0.06%             | 2032-02-27      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| BELL CANADA                                       | Bell Telephone Co. of Canada or Bell Canada                                   | CUSIP: 0778FPAQ2<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |     316000 | PA      | $327929.32    | 0.12%             | 2055-09-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ABU DHABI COMMERCIAL BNK                          | Abu Dhabi Commercial Bank PJSC                                                | CUSIP: 000000000<br>LEI: 213800RWVKKIRX1AUH58 | Long             | DBT              | CORP              | AE        |     200000 | PA      | $199667.61    | 0.07%             | 2035-03-10      | Fixed         | 5.36%                 | Yes           |                  2 | On Loan: No      |
| State Street Global Advisors                      | State Street Institutional U.S. Government Money Market Fund                  | CUSIP: 857492706<br>LEI: 549300BZ5TGIFZUZDZ37 | Long             | STIV             | RF                | US        |   11188960 | NS      | $11188959.95  | 4.01%             |  |  |  | No            |                  1 | On Loan: No      |
| KENNEDY-WILSON INC                                | Kennedy-Wilson, Inc.                                                          | CUSIP: 489399AL9<br>LEI: 5EA4464UK7FM5QNNKL62 | Long             | DBT              | CORP              | US        |     286000 | PA      | $282871.39    | 0.10%             | 2029-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                          | International Business Machines Corp.                                         | CUSIP: 459200LS8<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |     100000 | PA      | $98251.61     | 0.04%             | 2033-02-03      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| HLF FIN SARL LLC/HERBALI                          | HLF Financing SARL LLC/Herbalife International, Inc.                          | CUSIP: 40390DAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     385000 | PA      | $362018.64    | 0.13%             | 2029-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE LTD                                     | Aircastle Ltd.                                                                | CUSIP: 00928QAW1<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |     180000 | PA      | $179685.09    | 0.06%             | 2026-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ZAYO GROUP HOLDINGS INC                           | Zayo Group Holdings, Inc.                                                     | CUSIP: 98919VAC9<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | DBT              | CORP              | US        |      37457 | PA      | $37475.73     | 0.01%             | 2030-03-09      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                            | CCO Holdings LLC/CCO Holdings Capital Corp.                                   | CUSIP: 1248EPCU5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     150000 | PA      | $147859.99    | 0.05%             | 2033-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| HLF FIN SARL LLC/HERBALI                          | HLF Financing SARL LLC/Herbalife International, Inc.                          | CUSIP: 40390DAE5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     236000 | PA      | $241049.48    | 0.09%             | 2033-05-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                          | Madison Park Funding XXXV Ltd.                                                | CUSIP: 55819MBN5<br>LEI: 254900PB1ZVJO7PYBX29 | Long             | ABS-CBDO         | CORP              | KY        |    1250000 | PA      | $1224298.75   | 0.44%             | 2039-02-13      | Floating      | 7.58%                 | No            |                  2 | On Loan: No      |
| FIRST ABU DHABI BANK PJS                          | First Abu Dhabi Bank PJSC                                                     | CUSIP: 000000000<br>LEI: 2138002Y3WMK6RZS8H90 | Long             | DBT              | CORP              | AE        |     200000 | PA      | $204937.80    | 0.07%             | 2034-04-04      | Fixed         | 6.32%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY PENN ELECTRI                          | FirstEnergy Pennsylvania Electric Co.                                         | CUSIP: 591894CE8<br>LEI: O1PLQWO3TX952VMBJ146 | Long             | DBT              | CORP              | US        |     104000 | PA      | $105338.83    | 0.04%             | 2028-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                           | Dryden 87 CLO Ltd.                                                            | CUSIP: 26246GAY9<br>LEI: 549300KI3ILQQHC87U86 | Long             | ABS-CBDO         | CORP              | KY        |    1000000 | PA      | $1001087.00   | 0.36%             | 2038-08-20      | Floating      | 8.01%                 | No            |                  2 | On Loan: No      |
| EASTMAN CHEMICAL CO                               | Eastman Chemical Co.                                                          | CUSIP: 277432AX8<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | DBT              | CORP              | US        |     155000 | PA      | $161045.74    | 0.06%             | 2033-03-08      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Hertz Corporation (The)                           | Hertz Corp.                                                                   | CUSIP: 42804VBD2<br>LEI: 549300PD0C69OJ0NLB27 | Long             | LON              | CORP              | US        |     208913 | PA      | $161907.22    | 0.06%             | 2028-06-30      | Floating      | 7.41%                 | No            |                  2 | On Loan: No      |
| BOOZ ALLEN HAMILTON INC                           | Booz Allen Hamilton, Inc.                                                     | CUSIP: 09951LAD5<br>LEI: 549300D7XCH2480XU542 | Long             | DBT              | CORP              | US        |     109000 | PA      | $109839.45    | 0.04%             | 2035-04-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                               | NCL Corp. Ltd.                                                                | CUSIP: 62886HBZ3<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |       5000 | PA      | $4839.16      | 0.00%             | 2033-09-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| FORD MOTOR CREDIT CO LLC                          | Ford Motor Credit Co. LLC                                                     | CUSIP: 345397G31<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     200000 | PA      | $202880.93    | 0.07%             | 2031-11-05      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Medline Borrower LP                               | Medline Borrower LP                                                           | CUSIP: 58503UAJ2<br>LEI: 254900QT3R363TVK6F09 | Long             | LON              | CORP              | US        |     235954 | PA      | $236884.20    | 0.08%             | 2030-10-23      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| Reworld Holding Corp                              | Reworld Holding Corp.                                                         | CUSIP: 22282GAR8<br>LEI: 40XIFLS8XDQGGHGPGC04 | Long             | LON              | CORP              | US        |      65859 | PA      | $65817.99     | 0.02%             | 2031-01-15      | Floating      | 5.90%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                               | Charles Schwab Corp.                                                          | CUSIP: 808513BY0<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |      21000 | PA      | $20718.92     | 0.01%             | 2027-03-03      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| OAK-EAGLE ACQUIRECO INC                           | OAK-Eagle Acquireco, Inc.                                                     | CUSIP: 67124CAA1<br>LEI: 6488ICS9P20290MA1H31 | Long             | DBT              | CORP              | US        |     151000 | PA      | $155592.82    | 0.06%             | 2033-07-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Federal National Mortgage Association                                         | CUSIP: 31418ECQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1647938 | PA      | $1387662.80   | 0.50%             | 2052-04-01      | Fixed         | 2.50%                 | 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        |     239000 | PA      | $238527.74    | 0.09%             | 2032-08-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| INSULET CORPORATION                               | Insulet Corp.                                                                 | CUSIP: 45784PAL5<br>LEI: 549300TZTYD2PYN92D43 | Long             | DBT              | CORP              | US        |     283000 | PA      | $288885.83    | 0.10%             | 2033-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SUZANO NETHERLANDS BV                             | Suzano Netherlands BV                                                         | CUSIP: 86960YAA0<br>LEI: 9845009ZB9F5D6DB3602 | Long             | DBT              | CORP              | NL        |     350000 | PA      | $342842.50    | 0.12%             | 2036-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Crash Champions LLC                               | Crash Champions LLC                                                           | CUSIP: 15870MAC0<br>LEI: 391200ZDD75EGEUJ7625 | Long             | LON              | CORP              | US        |     256182 | PA      | $242492.51    | 0.09%             | 2029-02-23      | Floating      | 8.42%                 | No            |                  2 | On Loan: No      |
| QUANTA SERVICES INC                               | Quanta Services, Inc.                                                         | CUSIP: 74762EAH5<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |      61000 | PA      | $53563.78     | 0.02%             | 2032-01-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| NY STATE ELECTRIC & GAS                           | New York State Electric & Gas Corp.                                           | CUSIP: 649840CV5<br>LEI: 549300GEC6J0YHUXA160 | Long             | DBT              | CORP              | US        |      26000 | PA      | $27161.39     | 0.01%             | 2033-08-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| MATTAMY GROUP CORP                                | Mattamy Group Corp.                                                           | CUSIP: 57701RAM4<br>LEI: 5493008TNY7A82WCXU31 | Long             | DBT              | CORP              | CA        |     226000 | PA      | $215833.37    | 0.08%             | 2030-03-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Dragon Buyer, Inc                                 | Dragon Buyer, Inc.                                                            | CUSIP: 26143FAB5<br>LEI: 2549006V6EIUFGF2Y127 | Long             | LON              | CORP              | US        |     182822 | PA      | $174214.02    | 0.06%             | 2031-09-30      | Floating      | 6.45%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                                | Ford Motor Co.                                                                | CUSIP: 345370845<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | EP               | CORP              | US        |      20778 | NS      | $439246.92    | 0.16%             |  |  |  | No            |                  1 | On Loan: —       |
| FORTRESS INTERMEDIATE                             | Fortress Intermediate 3, Inc.                                                 | CUSIP: 34966MAA0<br>LEI: 254900NLAZ3JQJW5JP75 | Long             | DBT              | CORP              | US        |      52000 | PA      | $52519.12     | 0.02%             | 2031-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| APTARGROUP INC                                    | AptarGroup, Inc.                                                              | CUSIP: 038336AB9<br>LEI: VNPEQDQFAA7IY1T2PX43 | Long             | DBT              | CORP              | US        |      81000 | PA      | $80437.14     | 0.03%             | 2031-03-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| REWORLD HOLDING CORP                              | Reworld Holding Corp.                                                         | CUSIP: 22282GAT4<br>LEI: 40XIFLS8XDQGGHGPGC04 | Long             | LON              | CORP              | US        |      20942 | PA      | $20928.47     | 0.01%             | 2031-01-15      | Floating      | 5.91%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                            | US LONG BOND(CBT) JUN26                                                       | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         81 | NC      | $-66012.57    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| KINDER MORGAN INC                                 | Kinder Morgan, Inc.                                                           | CUSIP: 494553AE0<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |     442000 | PA      | $452415.11    | 0.16%             | 2034-02-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CAJA ASIGNACION LOS ANDE                          | Caja de Compensacion de Asignacion Familiar de Los Andes                      | CUSIP: 000000000<br>LEI: 549300VGDEQ1WZPVLL10 | Long             | DBT              | CORP              | CL        |     200000 | PA      | $209322.40    | 0.07%             | 2029-07-30      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| ENBRIDGE INC                                      | Enbridge, Inc.                                                                | CUSIP: 29250NCH6<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |      29000 | PA      | $29084.62     | 0.01%             | 2028-06-20      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Third Coast Infrastructure LLC                    | Third Coast Infrastructure LLC                                                | CUSIP: 88412KAE2<br>LEI: 5493006R4EN78GPJ4M96 | Long             | LON              | CORP              | US        |     283256 | PA      | $284318.46    | 0.10%             | 2030-09-25      | Floating      | 6.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Federal Home Loan Mortgage Corp.                                              | CUSIP: 3132DWMY6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1270312 | PA      | $1277534.40   | 0.46%             | 2054-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| VFH PARENT / VALOR CO                             | VFH Parent LLC/Valor Co-Issuer, Inc.                                          | CUSIP: 91824YAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     255000 | PA      | $267787.49    | 0.10%             | 2031-06-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Construction Partners Inc                         | Construction Partners, Inc.                                                   | CUSIP: 21043XAH5<br>LEI: 549300MHLFL4E8JLZU44 | Long             | LON              | CORP              | US        |     142807 | PA      | $143401.77    | 0.05%             | 2031-11-03      | Floating      | 6.15%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                            | General Motors Financial Co., Inc.                                            | CUSIP: 37045XFC5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |      47000 | PA      | $48252.75     | 0.02%             | 2035-01-07      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| CLUE OPCO LLC                                     | Clue Opco LLC                                                                 | CUSIP: 36267QAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     175000 | PA      | $178833.38    | 0.06%             | 2031-10-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: —       |
| HCA INC                                           | HCA, Inc.                                                                     | CUSIP: 404119CA5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     124000 | PA      | $117900.61    | 0.04%             | 2030-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Canyon Capital CLO Ltd                            | Canyon Capital CLO Ltd.                                                       | CUSIP: 13877LBC9<br>LEI: 254900FXDN97BW4YMK55 | Long             | ABS-CBDO         | CORP              | JE        |    2000000 | PA      | $1984392.00   | 0.71%             | 2038-04-15      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                 | HSBC Holdings PLC                                                             | CUSIP: 404280DU0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     200000 | PA      | $205598.98    | 0.07%             | 2029-03-09      | Fixed         | 6.16%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO, Limited                  | Bain Capital Credit CLO Ltd.                                                  | CUSIP: 05682GBA5<br>LEI: 254900XLVE4635MESI73 | Long             | ABS-CBDO         | CORP              | JE        |     800000 | PA      | $771776.00    | 0.28%             | 2035-04-22      | Floating      | 8.66%                 | No            |                  2 | On Loan: No      |
| BCPE Grill Parent                                 | BCPE Grill Parent                                                             | CUSIP: 05553QAB8<br>LEI: 254900GQZ43I22BGT628 | Long             | LON              | CORP              | US        |     149655 | PA      | $143481.76    | 0.05%             | 2030-09-30      | Floating      | 8.42%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                              | Bank of America Corp.                                                         | CUSIP: 06051GMY2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      84000 | PA      | $83751.28     | 0.03%             | 2030-04-23      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| JBS NV/USA FOODS/FOOD CO                          | JBS NV/JBS USA Foods Group Holdings, Inc./JBS USA Food Co. Holdings           | CUSIP: 472140AH5<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     200000 | PA      | $192990.30    | 0.07%             | 2056-03-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                            | Bank of New York Mellon Corp.                                                 | CUSIP: 06406RCL9<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |      69000 | PA      | $68735.91     | 0.02%             | 2032-04-23      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| PFIZER INVESTMENT ENTER                           | Pfizer Investment Enterprises Pte. Ltd.                                       | CUSIP: 716973AF9<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |      41000 | PA      | $38605.21     | 0.01%             | 2043-05-19      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                             | Wells Fargo & Co.                                                             | CUSIP: 95000U4A8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     100000 | PA      | $98988.94     | 0.04%             | 2029-09-15      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Federal Home Loan Mortgage Corp.                                              | CUSIP: 3132DWKP7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     582723 | PA      | $595847.11    | 0.21%             | 2054-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DEERE & COMPANY                                   | Deere & Co.                                                                   | CUSIP: 244199BL8<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | DBT              | CORP              | US        |     276000 | PA      | $287209.57    | 0.10%             | 2035-01-16      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| CRH SMW FINANCE DAC                               | CRH SMW Finance DAC                                                           | CUSIP: 12704PAA6<br>LEI: 54930044475SH442C864 | Long             | DBT              | CORP              | IE        |     200000 | PA      | $204321.00    | 0.07%             | 2029-05-21      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                           | John Deere Capital Corp.                                                      | CUSIP: 24422EXX2<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |      78000 | PA      | $77829.05     | 0.03%             | 2031-09-08      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES HOLDINGS                          | United Airlines Holdings, Inc.                                                | CUSIP: 910047AL3<br>LEI: 98450079DA0B78DD6764 | Long             | DBT              | CORP              | US        |      49000 | PA      | $48295.08     | 0.02%             | 2031-03-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                            | Standard Chartered PLC                                                        | CUSIP: 853254DH0<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |     200000 | PA      | $204172.80    | 0.07%             | 2035-11-14      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BHARTI AIRTEL LTD                                 | Bharti Airtel Ltd.                                                            | CUSIP: 000000000<br>LEI: 335800KQ1FPKOQ84OR26 | Long             | DBT              | CORP              | IN        |     250000 | PA      | $234834.44    | 0.08%             | 2031-06-03      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| Prometric Holdings Inc                            | Prometric Holdings, Inc.                                                      | CUSIP: 80358TAG1<br>LEI: 54930034OH1XQT27TX40 | Long             | LON              | CORP              | US        |     205192 | PA      | $205192.32    | 0.07%             | 2032-06-25      | Floating      | 7.40%                 | No            |                  2 | On Loan: No      |
| UNITED OVERSEAS BANK LTD                          | United Overseas Bank Ltd.                                                     | CUSIP: 91127LAH3<br>LEI: IO66REGK3RCBAMA8HR66 | Long             | DBT              | CORP              | SG        |     200000 | PA      | $198051.20    | 0.07%             | 2032-10-07      | Fixed         | 3.86%                 | Yes           |                  2 | On Loan: No      |
| PFIZER INC                                        | Pfizer, Inc.                                                                  | CUSIP: 717081FJ7<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |      61000 | PA      | $60854.09     | 0.02%             | 2027-11-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                               | NCL Corp. Ltd.                                                                | CUSIP: 62886HBR1<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |     580000 | PA      | $577154.35    | 0.21%             | 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        |    4500000 | PA      | $4045781.25   | 1.45%             | 2044-08-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| MATCH GROUP HLD II LLC                            | Match Group Holdings II LLC                                                   | CUSIP: 57667JAA0<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |      48000 | PA      | $43014.80     | 0.02%             | 2031-10-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings Inc               | Clydesdale Acquisition Holdings, Inc.                                         | CUSIP: 18972FAE2<br>LEI: 254900QKSDYFR3K5YD98 | Long             | LON              | CORP              | US        |      90464 | PA      | $83693.42     | 0.03%             | 2032-04-01      | Floating      | 6.90%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                    | Eli Lilly & Co.                                                               | CUSIP: 532457BP2<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |      24000 | PA      | $23805.06     | 0.01%             | 2027-05-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| GOHL CAPITAL LTD                                  | Gohl Capital Ltd.                                                             | CUSIP: 000000000<br>LEI: 254900TF7OK6KSDZA888 | Long             | DBT              | CORP              | IM        |     200000 | PA      | $199201.90    | 0.07%             | 2027-01-24      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| NUSTAR LOGISTICS LP                               | NuStar Logistics LP                                                           | CUSIP: 67059TAH8<br>LEI: N62BF2PKP51FIIOIUN20 | Long             | DBT              | CORP              | US        |     120000 | PA      | $124743.00    | 0.04%             | 2030-10-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                              | Bank of America Corp.                                                         | CUSIP: 06051GMD8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     182000 | PA      | $183351.40    | 0.07%             | 2035-10-25      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                             | Wells Fargo & Co.                                                             | CUSIP: 95000U3K7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      33000 | PA      | $33650.16     | 0.01%             | 2035-01-23      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Nielsen Consumer Inc                              | Nielsen Consumer, Inc.                                                        | CUSIP: 45674PAS3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     131410 | PA      | $131081.55    | 0.05%             | 2030-10-31      | Floating      | 5.90%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Notes                                                           | CUSIP: 91282CMW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     641000 | PA      | $639272.31    | 0.23%             | 2028-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| GRUPO ENERGIA BOGOTA                              | Grupo Energia Bogota SA ESP                                                   | CUSIP: 000000000<br>LEI: 529900LG618OWYVHI655 | Long             | DBT              | CORP              | CO        |     250000 | PA      | $244982.50    | 0.09%             | 2030-05-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| EIG PEARL HOLDINGS SARL                           | EIG Pearl Holdings SARL                                                       | CUSIP: 000000000<br>LEI: 549300KIMRL45BWA5H76 | Long             | DBT              | CORP              | LU        |     193983 | PA      | $177336.40    | 0.06%             | 2036-08-31      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                    | NRG Energy, Inc.                                                              | CUSIP: 629377CR1<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     535000 | PA      | $496981.13    | 0.18%             | 2031-02-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                                 | Sysco Corp.                                                                   | CUSIP: 871829BU0<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |      47000 | PA      | $47580.82     | 0.02%             | 2030-09-23      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| PHOENIX AVIATION CAPITAL LLC                      | Phoenix Aviation Capital LLC                                                  | CUSIP: 69450PAB0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     217341 | PA      | $214986.51    | 0.08%             | 2030-10-28      | Floating      | 6.91%                 | No            |                  2 | On Loan: No      |
| Froneri Lux Finco Sarl                            | Froneri Lux Finco SARL                                                        | CUSIP: 000000000<br>LEI: 9845005YBZ75E5AA3B94 | Long             | LON              | CORP              | US        |     170691 | PA      | $169371.64    | 0.06%             | 2032-09-30      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| MINERAL RESOURCES LTD                             | Mineral Resources Ltd.                                                        | CUSIP: 603051AG8<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |      80000 | PA      | $79379.78     | 0.03%             | 2032-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Federal National Mortgage Association                                         | CUSIP: 31418FPG6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1570612 | PA      | $1579217.96   | 0.57%             | 2055-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Sound Point CLO LTD                               | Sound Point CLO 35 Ltd.                                                       | CUSIP: 83607PAY3<br>LEI: 5493007O9REHODCOEJ53 | Long             | ABS-CBDO         | CORP              | JE        |    2300000 | PA      | $2194892.30   | 0.79%             | 2038-04-26      | Floating      | 7.52%                 | No            |                  2 | On Loan: No      |
| Alliant Holdings Intermediate, LLC                | Alliant Holdings Intermediate LLC                                             | CUSIP: 01881UAN5<br>LEI: 5493006Q26653NF8SI73 | Long             | LON              | CORP              | US        |     154243 | PA      | $153873.13    | 0.06%             | 2031-09-19      | Floating      | 6.15%                 | No            |                  2 | On Loan: No      |
| BRIGHTHOUSE FINANCIAL IN                          | Brighthouse Financial, Inc.                                                   | CUSIP: 10922N202<br>LEI: 5493003T8SZSHOGGAW52 | Long             | EP               | CORP              | US        |      44102 | NS      | $755467.26    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| HERSHEY COMPANY                                   | Hershey Co.                                                                   | CUSIP: 427866BK3<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | DBT              | CORP              | US        |     176000 | PA      | $177341.92    | 0.06%             | 2028-02-24      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| GE HEALTHCARE TECH INC                            | GE HealthCare Technologies, Inc.                                              | CUSIP: 36267VAF0<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |     100000 | PA      | $101809.95    | 0.04%             | 2027-11-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| CHAMPION MTN LTD                                  | Champion MTN Ltd.                                                             | CUSIP: 000000000<br>LEI: 25490094RKSYWL8Z4255 | Long             | DBT              |  | KY        |     400000 | PA      | $354147.85    | 0.13%             | 2030-06-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING/PTL                          | Penske Truck Leasing Co. LP/PTL Finance Corp.                                 | CUSIP: 709599BZ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      25000 | PA      | $25431.33     | 0.01%             | 2029-03-30      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Allegro CLO Ltd                                   | Allegro CLO XV Ltd.                                                           | CUSIP: 01749WAW3<br>LEI: 2138003E5WTFBR7NV267 | Long             | ABS-CBDO         | CORP              | JE        |    2000000 | PA      | $1955880.00   | 0.70%             | 2038-04-20      | Floating      | 7.68%                 | No            |                  2 | On Loan: No      |
| ALGONQUIN PWR & UTILITY                           | Algonquin Power & Utilities Corp.                                             | CUSIP: 015857808<br>LEI: 549300K5VIUTJXQL7X75 | Long             | EP               | CORP              | CA        |      10513 | NS      | $274704.69    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| ILIAD HOLDING SAS                                 | Iliad Holding SAS                                                             | CUSIP: 449691AG9<br>LEI: 9695009BGMXB527HV965 | Long             | DBT              | CORP              | FR        |     604000 | PA      | $613213.42    | 0.22%             | 2032-04-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| STONEPEAK NILE PARENT                             | Stonepeak Nile Parent LLC                                                     | CUSIP: 861932AA9<br>LEI: 254900TJV3VAFZD0GU41 | Long             | DBT              | CORP              | US        |     274000 | PA      | $286689.60    | 0.10%             | 2032-03-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORP                                     | Amphenol Corp.                                                                | CUSIP: 032095AX9<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |      49000 | PA      | $48606.72     | 0.02%             | 2028-11-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| COMMERCIAL METALS CO                              | Commercial Metals Co.                                                         | CUSIP: 201723AS2<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |      25000 | PA      | $25041.80     | 0.01%             | 2033-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                     | Citigroup, Inc.                                                               | CUSIP: 17327CAT0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      92000 | PA      | $91655.66     | 0.03%             | 2030-09-19      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                            | Roper Technologies, Inc.                                                      | CUSIP: 776696AK2<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |      40000 | PA      | $39705.88     | 0.01%             | 2028-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Homeserve USA Holding Corp                        | Homeserve USA Holding Corp.                                                   | CUSIP: 43761EAD0<br>LEI: 254900UCR2BMZVFOR729 | Long             | LON              | CORP              | US        |     197980 | PA      | $197608.59    | 0.07%             | 2030-10-21      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                            | Venture Global LNG, Inc.                                                      | CUSIP: 92332YAB7<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     511000 | PA      | $532785.97    | 0.19%             | 2031-06-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                      | Broadcom, Inc.                                                                | CUSIP: 11135FCL3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |      48000 | PA      | $48458.88     | 0.02%             | 2032-07-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| SOFTBANK GROUP CORP                               | SoftBank Group Corp.                                                          | CUSIP: 000000000<br>LEI: 5493003BZYYYCDIO0R13 | Long             | DBT              | CORP              | JP        |     425000 | PA      | $392008.08    | 0.14%             | 2065-10-29      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                   | Cigna Group                                                                   | CUSIP: 125523CM0<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |      42000 | PA      | $37892.34     | 0.01%             | 2031-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| WHITE CAP BUYER LLC                               | White Cap Buyer LLC                                                           | CUSIP: 96350TAK6<br>LEI: 254900L2N0T6GULCL366 | Long             | LON              | CORP              | US        |     125874 | PA      | $124890.80    | 0.04%             | 2033-02-10      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| PAI Holdco Inc                                    | PAI Holdco, Inc.                                                              | CUSIP: 69315JAG8<br>LEI: 2549001NJ55NUV372F56 | Long             | LON              | CORP              | US        |     202227 | PA      | $188239.38    | 0.07%             | 2027-10-28      | Floating      | 7.68%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                             | Texas Instruments, Inc.                                                       | CUSIP: 882508BV5<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |     166000 | PA      | $167291.24    | 0.06%             | 2028-02-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: —       |
| Charter NEX US Inc                                | Charter NEX U.S., Inc.                                                        | CUSIP: 16125TAP7<br>LEI: 549300KRNU8RNVGYXG75 | Long             | LON              | CORP              | US        |     156497 | PA      | $156322.87    | 0.06%             | 2030-11-29      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| KAZMUNAYGAS NATIONAL CO                           | KazMunayGas National Co. JSC                                                  | CUSIP: 000000000<br>LEI: 2138001H1M69RFJCSH88 | Long             | DBT              | CORP              | KZ        |     200000 | PA      | $182040.09    | 0.07%             | 2033-04-14      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ELECTRONIC ARTS INC                               | Electronic Arts, Inc.                                                         | CUSIP: 67123SAB5<br>LEI: 6488ICS9P20290MA1H31 | Long             | LON              | CORP              | US        |     132939 | PA      | $132939.44    | 0.05%             | 2033-03-24      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                               | JPMorgan Chase & Co.                                                          | CUSIP: 46625HJZ4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      68000 | PA      | $68022.52     | 0.02%             | 2026-12-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                       | Oracle Corp.                                                                  | CUSIP: 68389XCD5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      90000 | PA      | $85912.85     | 0.03%             | 2028-03-25      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| CLEARWAY ENERGY OP LLC                            | Clearway Energy Operating LLC                                                 | CUSIP: 18539UAE5<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |     295000 | PA      | $271988.94    | 0.10%             | 2032-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| COLBUN SA                                         | Colbun SA                                                                     | CUSIP: 000000000<br>LEI: 5493003VQJLE2QB8IF36 | Long             | DBT              | CORP              | CL        |     200000 | PA      | $198250.00    | 0.07%             | 2035-09-11      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP INC                            | Cloud Software Group, Inc.                                                    | CUSIP: 88632QAE3<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |     406000 | PA      | $395304.33    | 0.14%             | 2029-03-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                          | Thermo Fisher Scientific, Inc.                                                | CUSIP: 883556DD1<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |      49000 | PA      | $48437.47     | 0.02%             | 2032-10-07      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                        | Humana, Inc.                                                                  | CUSIP: 444859BN1<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |      55000 | PA      | $55004.16     | 0.02%             | 2030-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Federal Home Loan Mortgage Corp.                                              | CUSIP: 3133B9KZ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1101130 | PA      | $882538.05    | 0.32%             | 2052-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                  | Paramount Global                                                              | CUSIP: 92553PBC5<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     323000 | PA      | $230758.43    | 0.08%             | 2057-02-28      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| STUDIO CITY FINANCE LTD                           | Studio City Finance Ltd.                                                      | CUSIP: 000000000<br>LEI: 254900D6R731QAUIG324 | Long             | DBT              | CORP              | VG        |     200000 | PA      | $199622.07    | 0.07%             | 2028-01-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                             | Toronto-Dominion Bank                                                         | CUSIP: 89115KAR1<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     133000 | PA      | $132254.50    | 0.05%             | 2033-04-22      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST                           | Starwood Property Trust, Inc.                                                 | CUSIP: 85571BBD6<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              |  | US        |     240000 | PA      | $245891.04    | 0.09%             | 2030-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| TRUIST BANK                                       | Truist Bank                                                                   | CUSIP: 89788JAH2<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |     250000 | PA      | $247830.50    | 0.09%             | 2029-10-23      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| GC TREASURY CENTRE CO                             | GC Treasury Center Co. Ltd.                                                   | CUSIP: 000000000<br>LEI: 549300LUFQBC2EQNAR40 | Long             | DBT              | CORP              | TH        |     200000 | PA      | $197097.74    | 0.07%             | 2030-09-10      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| RealPage Inc                                      | RealPage, Inc.                                                                | CUSIP: 75605VAD4<br>LEI: 5493001RSFZX4122A604 | Long             | LON              | CORP              | US        |          0 | PA      | $0.01         | 0.00%             | 2028-04-24      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GNL QUINTERO SA                                   | GNL Quintero SA                                                               | CUSIP: 000000000<br>LEI: 549300JJJIQXE6E1QY27 | Long             | DBT              | CORP              | CL        |     164800 | PA      | $165077.69    | 0.06%             | 2029-07-31      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                    | Merck & Co., Inc.                                                             | CUSIP: 58933YBJ3<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |     116000 | PA      | $115891.64    | 0.04%             | 2030-05-17      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| TTM TECHNOLOGIES INC                              | TTM Technologies, Inc.                                                        | CUSIP: 87305RAK5<br>LEI: 549300SC4BDOIS008048 | Long             | DBT              | CORP              | US        |     310000 | PA      | $299894.25    | 0.11%             | 2029-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| EMERA US FINANCE LLC                              | Emera U.S. Finance LLC                                                        | CUSIP: 29103HAD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      43000 | PA      | $42674.88     | 0.02%             | 2033-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| EVERGY INC                                        | Evergy, Inc.                                                                  | CUSIP: 30034WAF3<br>LEI: 549300PGTHDQY6PSUI61 | Long             | DBT              | CORP              | US        |      32000 | PA      | $31742.71     | 0.01%             | 2029-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AIRBNB INC                                        | Airbnb, Inc.                                                                  | CUSIP: 009066AD3<br>LEI: 549300HMUDNO0RY56D37 | Long             | DBT              | CORP              | US        |      61000 | PA      | $60896.18     | 0.02%             | 2031-03-16      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| HARVEST MIDSTREAM I LP                            | Harvest Midstream I LP                                                        | CUSIP: 417558AB9<br>LEI: 549300DW5M17KJOXCY66 | Long             | DBT              | CORP              | US        |     445000 | PA      | $463311.75    | 0.17%             | 2032-05-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                           | Consolidated Edison Co. of New York, Inc.                                     | CUSIP: 209111FD0<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |      71000 | PA      | $60673.72     | 0.02%             | 2044-03-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                 | Herc Holdings, Inc.                                                           | CUSIP: 42704LAF1<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |      68000 | PA      | $70745.36     | 0.03%             | 2030-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| KOOKMIN BANK                                      | Kookmin Bank                                                                  | CUSIP: 000000000<br>LEI: 549300XXMOJSIW8P4769 | Long             | DBT              | CORP              | KR        |     200000 | PA      | $199383.37    | 0.07%             | 2029-02-01      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| HA SUSTAINABLE INF CAP                            | HA Sustainable Infrastructure Capital, Inc.                                   | CUSIP: 41068XAH3<br>LEI: 254900ZZRL7MWL1X8E92 | Long             | DBT              | CORP              | US        |      63000 | PA      | $63597.24     | 0.02%             | 2056-11-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA FINANCE LLC                           | Astrazeneca Finance LLC                                                       | CUSIP: 04636NAL7<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |      98000 | PA      | $99569.72     | 0.04%             | 2029-02-26      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| INDUSTRIAL F&B INV                                | Industrial F&B Investments III, Inc.                                          | CUSIP: 456142AA6<br>LEI: 254900VSX7CEW7CNTO51 | Long             | DBT              | CORP              | US        |     265000 | PA      | $267784.13    | 0.10%             | 2033-02-11      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| METHANEX US OPERATIONS                            | Methanex U.S. Operations, Inc.                                                | CUSIP: 59151LAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     320000 | PA      | $329294.72    | 0.12%             | 2032-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                    | NRG Energy, Inc.                                                              | CUSIP: 629377DE9<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |      47000 | PA      | $46677.31     | 0.02%             | 2031-04-30      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| M6 ETX Holdings II Midco LLC                      | M6 ETX Holdings II Midco LLC                                                  | CUSIP: 55285DAJ0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     212102 | PA      | $212632.63    | 0.08%             | 2032-04-01      | Floating      | 6.15%                 | No            |                  2 | On Loan: No      |
| BMW US CAPITAL LLC                                | BMW U.S. Capital LLC                                                          | CUSIP: 05565EDJ1<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |      29000 | PA      | $28871.22     | 0.01%             | 2033-03-19      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MATCH GROUP HLD II LLC                            | Match Group Holdings II LLC                                                   | CUSIP: 57667JAC6<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |     130000 | PA      | $128446.12    | 0.05%             | 2033-09-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Sunrise Financing Partnership                     | Sunrise Financing Partnership                                                 | CUSIP: 000000000<br>LEI: 213800DXWIS9KORQ3X94 | Long             | LON              | CORP              | US        |     146624 | PA      | $146513.85    | 0.05%             | 2032-02-15      | Floating      | 6.10%                 | No            |                  2 | On Loan: No      |
| PATTERN ENERGY OP LP/PAT                          | Pattern Energy Operations LP/Pattern Energy Operations, Inc.                  | CUSIP: 70339PAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     315000 | PA      | $309486.11    | 0.11%             | 2028-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                           | Mexico Bonos                                                                  | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   22000000 | PA      | $1155942.21   | 0.41%             | 2036-02-21      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| RAKUTEN GROUP INC                                 | Rakuten Group, Inc.                                                           | CUSIP: 000000000<br>LEI: 529900IMXUCQKUL1H943 | Long             | DBT              | CORP              | JP        |     200000 | PA      | $204304.31    | 0.07%             | 2029-12-15      | Fixed         | 8.13%                 | Yes           |                  2 | On Loan: No      |
| LifePoint Health Inc                              | LifePoint Health, Inc.                                                        | CUSIP: 75915TAK8<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | LON              | CORP              | US        |     280631 | PA      | $279438.61    | 0.10%             | 2031-05-19      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| CONCENTRA HEALTH SERVICE                          | Concentra Health Services, Inc.                                               | CUSIP: 20600DAA1<br>LEI: 984500GB84105F75DE32 | Long             | DBT              | CORP              | US        |     283000 | PA      | $293270.35    | 0.11%             | 2032-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| WILLIS NORTH AMERICA INC                          | Willis North America, Inc.                                                    | CUSIP: 970648AP6<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |      54000 | PA      | $53330.12     | 0.02%             | 2031-03-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| SUNRISE FINCO I BV                                | Sunrise FinCo I BV                                                            | CUSIP: 90320BAA7<br>LEI: 213800MNFBDEQRS6HZ22 | Long             | DBT              | CORP              | NL        |     400000 | PA      | $384288.00    | 0.14%             | 2031-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                         | Amgen, Inc.                                                                   | CUSIP: 031162DV9<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |      43000 | PA      | $42417.94     | 0.02%             | 2031-02-19      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Opal Bidco SAS                                    | Opal Bidco SAS                                                                | CUSIP: 000000000<br>LEI: 969500R96XT7XY2UJ564 | Long             | LON              | CORP              | US        |     190846 | PA      | $191561.64    | 0.07%             | 2032-04-28      | Floating      | 6.70%                 | No            |                  2 | On Loan: No      |
| ARCOS DORADOS BV                                  | Arcos Dorados BV                                                              | CUSIP: 000000000<br>LEI: 549300T91OYP6I7P8G39 | Long             | DBT              | CORP              | NL        |     200000 | PA      | $209200.00    | 0.07%             | 2032-01-29      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-05-19

**Name of Applicant:** TRANSAMERICA FUNDS

**Signature:** Kari Seabrands

**Name of Signer:** Kari Seabrands

**Title:** Treasurer