# EDGAR Filing Document

**Accession Number:** 0000822977
**File Stem:** 0001752724-23-068173
**Filing Date:** 2023-3
**Character Count:** 368145
**Document Hash:** eebb3aa46a385364b4c2e4888cd36548
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-068173.hdr.sgml**: 20230327

**ACCESSION NUMBER**: 0001752724-23-068173

**CONFORMED SUBMISSION TYPE**: NPORT-P/A

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221031

**FILED AS OF DATE**: 20230327

**DATE AS OF CHANGE**: 20230327

**PERIOD START**: 20221031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** GOLDMAN SACHS TRUST
- **CENTRAL INDEX KEY:** 0000822977
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1031

**FILING VALUES:**
- **FORM TYPE:** NPORT-P/A
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-05349
- **FILM NUMBER:** 23764627

**BUSINESS ADDRESS:**
- **STREET 1:** 71  SOUTH WACKER DRIVE
- **STREET 2:** C/O GOLDMAN SACHS & CO
- **CITY:** CHICAGO
- **STATE:** IL
- **ZIP:** 60606
- **BUSINESS PHONE:** 3126554400

**MAIL ADDRESS:**
- **STREET 1:** 200 WEST STREET
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10282

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** GOLDMAN SACHS SHORT INTERMEDIATE GOVERNMENT FUND
- **DATE OF NAME CHANGE:** 19910711

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** SHORT INTERMEDIATE GOVERNMENT FUND
- **DATE OF NAME CHANGE:** 19900104

## Series and Classes Contracts Data

### Goldman Sachs Income Builder Fund (Series ID: S000009342)

| Class ID   | Class Name      | Ticker Symbol   |
|:---|:---|:---|
| C000025613 | Institutional   | GSBIX           |
| C000025615 | Class A         | GSBFX           |
| C000025617 | Class C         | GSBCX           |
| C000091959 | Investor Shares | GKIRX           |
| C000161511 | Class R6 Shares | GSBUX           |
| C000201720 | Class P Shares  | GGKPX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** GOLDMAN SACHS TRUST

- **b. Investment Company Act file number:** 811-05349

- **c. CIK number of Registrant:** 0000822977

- **d. LEI of Registrant:** S2FHCT8U6D2VORP0J605

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

  - **Street Address 1:** 71  SOUTH WACKER DRIVE

  - **City:** CHICAGO

  - **State:** IL

  - **Foreign country:** US

  - **Zip / Postal Code:** 60606

  - **Telephone number:** 312-655-4400

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

- **a. Name of Series:** Goldman Sachs Income Builder Fund

- **b. EDGAR series identifier (if any):** S000009342

- **c. LEI of Series:** J2WM8Q8H6QHKH0TBNJ23

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

- **a. Date of fiscal year-end:** 2022-10-31

- **b. Date as of which information is reported:** 2022-10-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $2277234174.57

**Total Liabilities:** $9348560.20

**Net Assets:** $2267885614.37

**Delayed Delivery Securities:** $666509.76

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 173.90000000 | **1-Year:** 3559.75000000 | **5-Year:** 38480.21000000 | **10-Year:** 99123.39000000 | **30-Year:** 48968.53000000

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

- **3-Month:** 218.85000000 | **1-Year:** 24413.94000000 | **5-Year:** 223789.52000000 | **10-Year:** 101716.29000000 | **30-Year:** 24230.31000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000161511 | -2.14%               | -5.76%               | 4.58%                |
| Class ID C000201720 | -2.14%               | -5.75%               | 4.53%                |
| Class ID C000025613 | -2.14%               | -5.75%               | 4.58%                |
| Class ID C000091959 | -2.11%               | -5.78%               | 4.59%                |
| Class ID C000025615 | -2.14%               | -5.80%               | 4.53%                |
| Class ID C000025617 | -2.21%               | -5.85%               | 4.47%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-2978684.31             | $-51732106.25                              |
| Month 2  | $-8234218.11             | $-123617785.16                             |
| Month 3  | $-4539348.07             | $101702651.85                              |

**Designated Index Information**

- **Index Name:** Russell 1000 Value Index (60%) and ICE BofAML BB to B U.S. High Yield Constrained Index (40%)

- **Index Identifier:** CUGSINC0YD

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| UNITED AIRLINES INC                            | United Airlines Inc                                                                                        | CUSIP: 90932LAG2<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |   1625000 | PA      | $1486793.75   | 0.07%             | 2026-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Honeywell International Inc                    | Honeywell International Inc                                                                                | CUSIP: 438516106<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | EC               | CORP              | US        |     54444 | NS      | $11107664.88  | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| GREENKO SOLAR MAURITIUS                        | Greenko Solar Mauritius Ltd                                                                                | CUSIP: 000000000<br>LEI: 2138007S1PL541B3KP92 | Long             | DBT              | CORP              | MU        |    350000 | PA      | $280875.00    | 0.01%             | 2026-07-29      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| IHS HOLDING LTD                                | IHS Holding Ltd                                                                                            | CUSIP: 44963HAA3<br>LEI: 213800CLGMKL63VKTD94 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $148350.00    | 0.01%             | 2026-11-29      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Sigma Bidco B.V.                               | Sigma Bidco B.V. 2018 USD Term Loan B2                                                                     | CUSIP: 000000000<br>LEI: 254900U4MHW4MZWGFU47 | Long             | LON              | CORP              | US        |    822852 | PA      | $696222.93    | 0.03%             | 2025-07-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| INEOS QUATTRO FINANCE 2                        | INEOS Quattro Finance 2 Plc                                                                                | CUSIP: 45674GAA2<br>LEI: 213800V48W4Y5MT5Q131 | Long             | DBT              | CORP              | GB        |    780000 | PA      | $657937.80    | 0.03%             | 2026-01-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| HERENS HOLDCO SARL                             | Herens Holdco Sarl                                                                                         | CUSIP: 427169AA5<br>LEI: 2221002FZ55AMAUX4G64 | Long             | DBT              | CORP              | LU        |   1795000 | PA      | $1469871.65   | 0.06%             | 2028-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| HILTON GRAND VAC BOR ESC                       | Hilton Grand Vacations Borrower Escrow LLC / Hilton Grand Vacations Borrower Esc                           | CUSIP: 43284MAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3795000 | PA      | $3265863.15   | 0.14%             | 2029-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EXPEDIA GROUP INC                              | Expedia Group Inc                                                                                          | CUSIP: 30212PAS4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1160000 | PA      | $1159315.60   | 0.05%             | 2025-05-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Trident TPI Holdings, Inc.                     | Trident TPI Holdings, Inc. 2021 Incremental Term Loan                                                      | CUSIP: 00216EAE9<br>LEI: 549300TPLK304J3RNC85 | Long             | LON              | CORP              | US        |   1820739 | PA      | $1723202.12   | 0.08%             | 2028-09-15      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| VERISURE MIDHOLDING AB                         | Verisure Midholding AB                                                                                     | CUSIP: 000000000<br>LEI: 549300496LYEZ55X1M49 | Long             | DBT              | CORP              | SE        |    800000 | PA      | $608809.26    | 0.03%             | 2029-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                   | Broadcom Inc                                                                                               | CUSIP: 11135FBQ3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   3319000 | PA      | $2264586.89   | 0.10%             | 2036-11-15      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                            | Petroleos Mexicanos                                                                                        | CUSIP: 71654QDB5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    210000 | PA      | $183414.00    | 0.01%             | 2027-01-23      | Fixed         | 6.49%                 | No            |                  2 | On Loan: No      |
| NOBLE FINANCE CO                               | Noble Finance Co                                                                                           | CUSIP: 65505JAA9<br>LEI: 5493003DTPH8AMMK4P51 | Long             | DBT              | CORP              | KY        |     55098 | PA      | $59418.79     | 0.00%             | 2028-02-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| ANADOLU EFES BIR                               | Anadolu Efes Biracilik Ve Malt Sanayii AS                                                                  | CUSIP: 000000000<br>LEI: 7890006LGARYVIPOJX03 | Long             | DBT              | CORP              | TR        |    200000 | PA      | $140287.50    | 0.01%             | 2028-06-29      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ATP TOW / AND TELECOM                          | ATP Tower Holdings LLC / Andean Tower Partners Colombia SAS / Andean Telecom Par                           | CUSIP: 00216DAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    950000 | PA      | $761662.50    | 0.03%             | 2026-04-27      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| LUMEN TECHNOLOGIES INC                         | Lumen Technologies Inc                                                                                     | CUSIP: 156700AT3<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |   2870000 | PA      | $1925626.50   | 0.08%             | 2042-03-15      | Fixed         | 7.65%                 | No            |                  2 | On Loan: No      |
| COMERICA INC                                   | Comerica Inc                                                                                               | CUSIP: 200340AU1<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $969720.00    | 0.04%             | 2025-07-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Nordea Bank Abp                                | Nordea Bank Abp                                                                                            | CUSIP: 65558R109<br>LEI: 529900ODI3047E2LIV03 | Long             | EC               | CORP              | FI        |   1525574 | NS      | $14523464.48  | 0.64%             |  |  |  | No            |                  1 | On Loan: —       |
| RC Buyer, Inc.                                 | RC Buyer, Inc. 2021 Term Loan                                                                              | CUSIP: 74934KAC5<br>LEI: 549300ULXHJ9CR0QDU59 | Long             | LON              | CORP              | US        |   1925625 | PA      | $1798533.75   | 0.08%             | 2028-07-28      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| Shell PLC                                      | Shell PLC                                                                                                  | CUSIP: 780259305<br>LEI: 21380068P1DRHMJ8KU70 | Long             | EC               | CORP              | GB        |    298827 | NS      | $16623746.01  | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| Cisco Systems Inc                              | Cisco Systems Inc                                                                                          | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |    294684 | NS      | $13387494.12  | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                       | Avolon Holdings Funding Ltd                                                                                | CUSIP: 05401AAD3<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   3450000 | PA      | $3343498.50   | 0.15%             | 2024-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MGM RESORTS INTL                               | MGM Resorts International                                                                                  | CUSIP: 552953CH2<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |   1832000 | PA      | $1590688.96   | 0.07%             | 2028-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ION TRADING TECHNOLOGIES                       | ION Trading Technologies Sarl                                                                              | CUSIP: 46205YAA9<br>LEI: 5493009ZVXOKZLQ6QJ12 | Long             | DBT              | CORP              | LU        |   1868000 | PA      | $1503833.40   | 0.07%             | 2028-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ALLEGIANT TRAVEL CO                            | Allegiant Travel Co                                                                                        | CUSIP: 01748XAD4<br>LEI: 549300JM9OZXOHWL2K18 | Long             | DBT              | CORP              | US        |   1035000 | PA      | $975363.30    | 0.04%             | 2027-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| L3Harris Technologies Inc                      | L3Harris Technologies Inc                                                                                  | CUSIP: 502431109<br>LEI: 549300UTE50ZMDBG8A20 | Long             | EC               | CORP              | US        |     49052 | NS      | $12089846.44  | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| BlackRock Inc                                  | BlackRock Inc                                                                                              | CUSIP: 09247X101<br>LEI: 549300LRIF3NWCU26A80 | Long             | EC               | CORP              | US        |     12814 | NS      | $8276690.74   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| YAPI VE KREDI BANKASI AS                       | Yapi ve Kredi Bankasi AS                                                                                   | CUSIP: 000000000<br>LEI: B85ZYWEZ5IZCZ2WNIO12 | Long             | DBT              | CORP              | TR        |    260000 | PA      | $267930.00    | 0.01%             | 2024-01-15      | Fixed         | 13.88%                | No            |                  2 | On Loan: No      |
| Allied Universal                               | Allied Universal Holdco LLC / Allied Universal Finance Corp                                                | CUSIP: 019576AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2557000 | PA      | $2447688.25   | 0.11%             | 2026-07-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                       | Constellation Brands Inc                                                                                   | CUSIP: 21036PBH0<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |   3975000 | PA      | $3049898.25   | 0.13%             | 2031-08-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                    | Long: BR210944  IRS EUR R V 06MEURIB 1 CCPVANILLA / Short: BR210944  IRS EUR P F  1.50000 2 CCPVANILLA     | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    150000 | OU      | $10168.69     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Accenture PLC                                  | Accenture PLC                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |     22939 | NS      | $6512382.10   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| STANDARD INDUSTRIES INC                        | Standard Industries Inc/NJ                                                                                 | CUSIP: 853496AG2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |   1880000 | PA      | $1522292.40   | 0.07%             | 2030-07-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| TURKIYE VAKIFLAR BANKASI                       | Turkiye Vakiflar Bankasi TAO                                                                               | CUSIP: 000000000<br>LEI: 789000KAIHOLSQKQ9858 | Long             | DBT              | CORP              | TR        |    200000 | PA      | $200000.00    | 0.01%             | 2022-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| US FOODS INC                                   | US Foods Inc                                                                                               | CUSIP: 90290MAE1<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |   1020000 | PA      | $886053.60    | 0.04%             | 2030-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| AIR PRODUCTS & CHEMICALS                       | Air Products and Chemicals Inc                                                                             | CUSIP: 009158BA3<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |    200000 | PA      | $128088.00    | 0.01%             | 2050-05-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| TECHEM VERWALTUNGSGES                          | Techem Verwaltungsgesellschaft 674 mbH                                                                     | CUSIP: 000000000<br>LEI: 549300W2QKB8BC676O97 | Long             | DBT              | CORP              | DE        |    668190 | PA      | $619014.95    | 0.03%             | 2026-07-30      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PIKE CORP                                      | Pike Corp                                                                                                  | CUSIP: 721283AA7<br>LEI: 549300P4EKEP6HK0NC58 | Long             | DBT              | CORP              | US        |   2420000 | PA      | $2064768.20   | 0.09%             | 2028-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SS&C Technologies Inc                          | SS&C Technologies Inc                                                                                      | CUSIP: 78466CAC0<br>LEI: 549300KY09TR3J12JU49 | Long             | DBT              | CORP              | US        |    850000 | PA      | $789964.50    | 0.03%             | 2027-09-30      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FIDELITY & GUARANTY LIFE                       | Fidelity & Guaranty Life Holdings Inc                                                                      | CUSIP: 315786AC7<br>LEI: 549300WCR5QBFH98VZ75 | Long             | DBT              | CORP              | US        |   2850000 | PA      | $2787414.00   | 0.12%             | 2025-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                            | American Express Co                                                                                        | CUSIP: 025816CH0<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $777160.00    | 0.03%             | 2026-09-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| TRIVIUM PACKAGING FIN                          | Trivium Packaging Finance BV                                                                               | CUSIP: 89686QAA4<br>LEI: 724500GMZWW3PVYET548 | Long             | DBT              | CORP              | NL        |   1075000 | PA      | $988376.50    | 0.04%             | 2026-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ARKO CORP                                      | Arko Corp                                                                                                  | CUSIP: 041242AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1770000 | PA      | $1402494.90   | 0.06%             | 2029-11-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| DNO ASA                                        | DNO ASA                                                                                                    | CUSIP: 000000000<br>LEI: 5967007LIEEXZXH3K072 | Long             | DBT              | CORP              | NO        |    330000 | PA      | $300630.00    | 0.01%             | 2026-09-09      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| LaserShip, Inc.                                | LaserShip, Inc. 2021 Term Loan                                                                             | CUSIP: 51809EAB1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2425500 | PA      | $1904017.50   | 0.08%             | 2028-05-07      | Floating      | 7.38%                 | No            |                  3 | On Loan: No      |
| IHS HOLDING LTD                                | IHS Holding Ltd                                                                                            | CUSIP: 44963HAB1<br>LEI: 213800CLGMKL63VKTD94 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $143037.50    | 0.01%             | 2028-11-29      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                       | CHS/Community Health Systems Inc                                                                           | CUSIP: 12543DBK5<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |   2170000 | PA      | $1456156.80   | 0.06%             | 2031-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AG TTMT ESCROW ISSUER                          | AG TTMT Escrow Issuer LLC                                                                                  | CUSIP: 00840KAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1025000 | PA      | $1028966.75   | 0.05%             | 2027-09-30      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                        | HCA Inc                                                                                                    | CUSIP: 404119BS7<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    250000 | PA      | $247872.50    | 0.01%             | 2026-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ADAPTHEALTH LLC                                | AdaptHealth LLC                                                                                            | CUSIP: 00653VAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    670000 | PA      | $570665.80    | 0.03%             | 2029-08-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Momentive Performance Materials Inc.           | Momentive Performance Materials Inc. Term Loan B                                                           | CUSIP: 60877JAB8<br>LEI: 54930021ZH8MCUXACZ50 | Long             | LON              | CORP              | US        |   4641886 | PA      | $4576621.00   | 0.20%             | 2024-05-15      | Floating      | 7.01%                 | No            |                  2 | On Loan: No      |
| Travelport Finance (Luxembourg) S.a.r.l.       | Travelport Finance (Luxembourg) S.a.r.l. 2020 Super Priority Term Loan                                     | CUSIP: 000000000<br>LEI: 2221005SGFWYZHL40F77 | Long             | LON              | CORP              | LU        |   1722919 | PA      | $1700952.17   | 0.08%             | 2025-02-28      | Floating      | 7.25%                 | No            |                  2 | On Loan: No      |
| TALLGRASS NRG PRTNR/FIN                        | Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp                                               | CUSIP: 87470LAJ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    525000 | PA      | $476238.00    | 0.02%             | 2030-12-31      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| KINETIK HOLDINGS LP                            | Kinetik Holdings LP                                                                                        | CUSIP: 49461MAA8<br>LEI: 549300RD6AJIMYC0HY12 | Long             | DBT              | CORP              | US        |   3490000 | PA      | $3299655.40   | 0.15%             | 2030-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                         | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC                                      | CUSIP: 013092AB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1995000 | PA      | $1875778.80   | 0.08%             | 2028-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| AMERIGAS PART/FIN CORP                         | AmeriGas Partners LP / AmeriGas Finance Corp                                                               | CUSIP: 030981AJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4125000 | PA      | $3876180.00   | 0.17%             | 2026-08-20      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Rio Tinto PLC                                  | Rio Tinto PLC                                                                                              | CUSIP: 767204100<br>LEI: 213800YOEO5OQ72G2R82 | Long             | EC               | CORP              | GB        |    176982 | NS      | $9441989.70   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| American Water Works Co Inc                    | American Water Works Co Inc                                                                                | CUSIP: 030420103<br>LEI: 549300DXHIJQMD5WFW18 | Long             | EC               | CORP              | US        |     46013 | NS      | $6687529.42   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| ITAU UNIBANCO HLDG SA/KY                       | Itau Unibanco Holding SA/Cayman Island                                                                     | CUSIP: 000000000<br>LEI: 5493002W2IVG62O3ZJ94 | Long             | DBT              | CORP              | BR        |    500000 | PA      | $467312.50    | 0.02%             | 2022-12-12      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| AppLovin Corporation                           | AppLovin Corporation 2018 Term Loan B                                                                      | CUSIP: 03835EAC8<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | LON              | CORP              | US        |    834821 | PA      | $815253.20    | 0.04%             | 2025-08-15      | Floating      | 7.00%                 | No            |                  2 | On Loan: No      |
| Banff Merger Sub Inc                           | Banff Merger Sub Inc 2021 USD Term Loan                                                                    | CUSIP: 05988HAE7<br>LEI: 5493006T045HLTF7YX04 | Long             | LON              | CORP              | US        |   4292307 | PA      | $4119541.85   | 0.18%             | 2025-10-02      | Floating      | 7.50%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                            | Dominion Energy Inc                                                                                        | CUSIP: 25746U109<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | EC               | CORP              | US        |    109069 | NS      | $7631557.93   | 0.34%             |  |  |  | No            |                  1 | 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        |   6580000 | PA      | $4831694.00   | 0.21%             | 2034-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                        | BPCE SA                                                                                                    | CUSIP: 05583JAE2<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   4150000 | PA      | $3705535.00   | 0.16%             | 2028-09-12      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                       | Enterprise Products Operating LLC                                                                          | CUSIP: 29379VAN3<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $834500.00    | 0.04%             | 2067-06-01      | Variable      | 5.86%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                              | Johnson & Johnson                                                                                          | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |    137095 | NS      | $23850417.15  | 1.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Samarco Mineracao SA                           | Samarco Mineracao SA                                                                                       | CUSIP: 000000000<br>LEI: 529900U8HKV15GJC4O60 | Long             | DBT              | CORP              | BR        |    400000 | PA      | $188000.00    | 0.01%             | 2022-11-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Macquarie Group Ltd                            | Macquarie Group Ltd                                                                                        | CUSIP: 55608JAK4<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | AU        |   3650000 | PA      | $3220541.00   | 0.14%             | 2028-11-28      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| MASONITE INTERNATIONAL C                       | Masonite International Corp                                                                                | CUSIP: 575385AD1<br>LEI: 549300H0H07ZFT4JYM32 | Long             | DBT              | CORP              | CA        |   2075000 | PA      | $1900803.75   | 0.08%             | 2028-02-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                | McDonald's Corp                                                                                            | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               | CORP              | US        |     46185 | NS      | $12592802.10  | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| HAWAIIAN BRAND INTELLECT                       | Hawaiian Brand Intellectual Property Ltd / HawaiianMiles Loyalty Ltd                                       | CUSIP: 41984LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |   2155000 | PA      | $1988181.45   | 0.09%             | 2026-01-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| EASTERN & SOUTHERN AFRIC                       | Eastern & Southern African Trade & Development Bank/The                                                    | CUSIP: 000000000<br>LEI: 2138004HC83AB2ENIZ64 | Long             | DBT              | NUSS              | XX        |    520000 | PA      | $411840.00    | 0.02%             | 2028-06-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                         | US 10YR ULTRA FUT DEC22                                                                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      -280 | NC      | $2643629.03   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| LIMAK ISKENDERUN                               | Limak Iskenderun Uluslararasi Liman Isletmeciligi AS                                                       | CUSIP: 53263TAA5<br>LEI: 5299001DUZ9PI7TCRC47 | Long             | DBT              | CORP              | TR        |    199946 | PA      | $158807.07    | 0.01%             | 2036-07-10      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| RAYONIER AM PROD INC                           | Rayonier AM Products Inc                                                                                   | CUSIP: 75508EAB4<br>LEI: 549300ZGRDDK1QM6MM16 | Long             | DBT              | CORP              | US        |    281000 | PA      | $244203.05    | 0.01%             | 2026-01-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                         | PNC Financial Services Group Inc/The                                                                       | CUSIP: 693475BF1<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2835030.00   | 0.13%             | 2027-09-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| NetApp Inc                                     | NetApp Inc                                                                                                 | CUSIP: 64110D104<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | EC               | CORP              | US        |     44428 | NS      | $3077527.56   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Aspect Software, Inc.                          | Aspect Class B Warrants                                                                                    | CUSIP: 000000000<br>LEI: 549300DDK3ZCQPZWVP70 | N/A              | DE               |  | US        |    194739 | NS      | $1947.39      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| BROOKFIELD PPTY REIT INC                       | Brookfield Property REIT Inc / BPR Cumulus LLC / BPR Nimbus LLC / GGSI Sellco LL                           | CUSIP: 11284DAA3<br>LEI: N/A                  | Long             | DBT              |  | US        |    600000 | PA      | $558096.00    | 0.02%             | 2026-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SASOL FINANCING USA LLC                        | Sasol Financing USA LLC                                                                                    | CUSIP: 80386WAD7<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | US        |    510000 | PA      | $381001.88    | 0.02%             | 2031-03-18      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                  | Citigroup Inc                                                                                              | CUSIP: 172967MP3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    900000 | PA      | $801747.00    | 0.04%             | 2031-03-31      | Fixed         | 4.41%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                           | Bank of America Corp                                                                                       | CUSIP: 060505EN0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3854880.00   | 0.17%             | 2025-03-17      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                         | UnitedHealth Group Inc                                                                                     | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |     20533 | NS      | $11398894.95  | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| TEGNA INC                                      | TEGNA Inc                                                                                                  | CUSIP: 87901JAJ4<br>LEI: 549300YC5EDBGX85AO10 | Long             | DBT              | CORP              | US        |   2300000 | PA      | $2188657.00   | 0.10%             | 2028-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ZI TECH LLC/ZI FIN CORP                        | ZoomInfo Technologies LLC/ZoomInfo Finance Corp                                                            | CUSIP: 98981BAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1450000 | PA      | $1221262.50   | 0.05%             | 2029-02-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| METIS MERGER SUB LLC                           | Metis Merger Sub LLC                                                                                       | CUSIP: 59155LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    717000 | PA      | $577378.59    | 0.03%             | 2029-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| DYCOM INDUSTRIES INC                           | Dycom Industries Inc                                                                                       | CUSIP: 267475AD3<br>LEI: 549300F56EKTHQI3WT60 | Long             | DBT              | CORP              | US        |   2764000 | PA      | $2416454.64   | 0.11%             | 2029-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                       | Charter Communications Operating LLC / Charter Communications Operating Capital                            | CUSIP: 161175AZ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  12000000 | PA      | $10979880.00  | 0.48%             | 2035-10-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| MOLINA HEALTHCARE INC                          | Molina Healthcare Inc                                                                                      | CUSIP: 60855RAL4<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |   1893000 | PA      | $1577228.67   | 0.07%             | 2032-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| PRESTIGE BRANDS INC                            | Prestige Brands Inc                                                                                        | CUSIP: 74112BAM7<br>LEI: 549300JBVP4J6D42I235 | Long             | DBT              | CORP              | US        |   1855000 | PA      | $1492755.60   | 0.07%             | 2031-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp           | International Business Machines Corp                                                                       | CUSIP: 459200101<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | EC               | CORP              | US        |     72812 | NS      | $10069171.48  | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| AXALTA COATING SYSTEMS                         | Axalta Coating Systems LLC                                                                                 | CUSIP: 05453GAC9<br>LEI: 549300G80QONCHILSF69 | Long             | DBT              | CORP              | US        |   3100000 | PA      | $2560073.00   | 0.11%             | 2029-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ESC CB144A INTELSAT JA                         | ESC CB144A INTELSAT JA                                                                                     | CUSIP: 458ESCAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |   3000000 | PA      | $0.00         | 0.00%             | 2024-10-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| TRIVIUM PACKAGING FIN                          | Trivium Packaging Finance BV                                                                               | CUSIP: 89686QAB2<br>LEI: 724500GMZWW3PVYET548 | Long             | DBT              | CORP              | NL        |   1300000 | PA      | $1233362.00   | 0.05%             | 2027-08-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| SPECIALTY BUILDING PRODU                       | Specialty Building Products Holdings LLC / SBP Finance Corp                                                | CUSIP: 84749AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3446000 | PA      | $2791156.62   | 0.12%             | 2026-09-30      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                       | Occidental Petroleum Corp                                                                                  | CUSIP: 674599ED3<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   2550000 | PA      | $2653963.50   | 0.12%             | 2030-09-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| VALE OVERSEAS LIMITED                          | Vale Overseas Ltd                                                                                          | CUSIP: 91911TAQ6<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |    460000 | PA      | $378350.00    | 0.02%             | 2030-07-08      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| MTN MAURITIUS INVSTMENTS                       | MTN Mauritius Investments Ltd                                                                              | CUSIP: 000000000<br>LEI: 2549009PQD415OQIR074 | Long             | DBT              | CORP              | MU        |    420000 | PA      | $398816.25    | 0.02%             | 2026-10-13      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                   | Broadcom Inc                                                                                               | CUSIP: 11135FBP5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1856000 | PA      | $1287340.16   | 0.06%             | 2035-11-15      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| Tokyo Electron Ltd                             | Tokyo Electron Ltd                                                                                         | CUSIP: 889110102<br>LEI: 549300H5LSF8DP3RIJ34 | Long             | EC               | CORP              | JP        |    111200 | NS      | $7323632.00   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| PRA Health Sciences, Inc.                      | PRA Health Sciences, Inc. US Term Loan                                                                     | CUSIP: 000000000<br>LEI: 549300R1HR1VWWHIAK47 | Long             | LON              | CORP              | US        |    198968 | PA      | $196729.97    | 0.01%             | 2028-07-03      | Floating      | 5.94%                 | No            |                  2 | On Loan: No      |
| ADAPTHEALTH LLC                                | AdaptHealth LLC                                                                                            | CUSIP: 00653VAE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1020000 | PA      | $884493.00    | 0.04%             | 2030-03-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| ALTICE FINANCING SA                            | Altice Financing SA                                                                                        | CUSIP: 000000000<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | DBT              | CORP              | LU        |   2975000 | PA      | $2251896.45   | 0.10%             | 2029-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Noble Corp PLC                                 | Noble Corp PLC                                                                                             | CUSIP: 000000000<br>LEI: 549300I3HBUNXO0OG954 | N/A              | DE               |  | GB        |      2644 | NS      | $38338.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                       | Ford Motor Credit Co LLC                                                                                   | CUSIP: 345397YT4<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1640000 | PA      | $1422782.00   | 0.06%             | 2027-11-02      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| Minejesa Capital BV                            | Minejesa Capital BV                                                                                        | CUSIP: 000000000<br>LEI: 549300KS7ERCP10BKC35 | Long             | DBT              | CORP              | NL        |    260000 | PA      | $197210.00    | 0.01%             | 2030-08-10      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Inc                             | NextEra Energy Inc                                                                                         | CUSIP: 65339F101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    188055 | NS      | $14574262.50  | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| AFRICAN EXPORT-IMPORT BA                       | African Export-Import Bank/The                                                                             | CUSIP: 000000000<br>LEI: 21380068LJCDYA42GJ76 | Long             | DBT              | NUSS              | XX        |    200000 | PA      | $160080.00    | 0.01%             | 2029-09-21      | Fixed         | 3.99%                 | No            |                  2 | On Loan: No      |
| IAA Inc                                        | IAA Inc                                                                                                    | CUSIP: 449253AB9<br>LEI: 549300PZCOPC5178W747 | Long             | DBT              | CORP              | US        |    750000 | PA      | $703162.50    | 0.03%             | 2027-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ROCKETMTGE C0-ISSUER INC                       | Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc                                                        | CUSIP: 77313LAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2390000 | PA      | $1668363.40   | 0.07%             | 2033-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                         | NXP BV / NXP Funding LLC / NXP USA Inc                                                                     | CUSIP: 62954HBE7<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    975000 | PA      | $914374.50    | 0.04%             | 2027-06-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| MARKEL CORP                                    | Markel Corp                                                                                                | CUSIP: 570535AW4<br>LEI: 549300SCNO12JLWIK605 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1441245.00   | 0.06%             | 2025-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                   | ING Groep NV                                                                                               | CUSIP: 456837AF0<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |   3000000 | PA      | $2731590.00   | 0.12%             | 2025-04-16      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UNIFRAX ESCROW ISS CORP                        | ASP Unifrax Holdings Inc                                                                                   | CUSIP: 90473LAA0<br>LEI: 549300RRU6BWJLD0YT71 | Long             | DBT              | CORP              | US        |    775000 | PA      | $623115.50    | 0.03%             | 2028-09-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| General Mills Inc                              | General Mills Inc                                                                                          | CUSIP: 370334104<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | EC               | CORP              | US        |    103846 | NS      | $8471756.68   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Eskom Holdings SOC Ltd                         | Eskom Holdings SOC Ltd                                                                                     | CUSIP: 000000000<br>LEI: 3789001900ED06F65111 | Long             | DBT              | CORP              | ZA        |    220000 | PA      | $196968.75    | 0.01%             | 2028-08-10      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| CQP Holdco LP                                  | CQP Holdco LP 2021 Term Loan B                                                                             | CUSIP: 12657QAB9<br>LEI: 549300LPL012JY5D4B69 | Long             | LON              | CORP              | US        |   3308249 | PA      | $3261536.90   | 0.14%             | 2028-06-05      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| AMERICA MOVIL SAB DE CV                        | America Movil SAB de CV                                                                                    | CUSIP: 03217KAB4<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |    360000 | PA      | $304042.50    | 0.01%             | 2032-04-04      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CREDIT BANK OF MOSCOW (C                       | Credit Bank of Moscow Via CBOM Finance PLC                                                                 | CUSIP: 12504PAH3<br>LEI: 635400Y22HQLUDCVZX38 | Long             | DBT              | CORP              | IE        |    260000 | PA      | $79381.25     | 0.00%             | 2025-01-29      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| EQT Corp                                       | EQT Corp                                                                                                   | CUSIP: 26884LAF6<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    460000 | PA      | $413429.60    | 0.02%             | 2027-10-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| XEROX HOLDINGS CORP                            | Xerox Holdings Corp                                                                                        | CUSIP: 98421MAA4<br>LEI: 5493000Y33XDVO2CXC18 | Long             | DBT              | CORP              | US        |   1055000 | PA      | $954015.40    | 0.04%             | 2025-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                    | Long: BR218707  IRS EUR R V 06MEURIB 1 CCPVANILLA / Short: BR218707  IRS EUR P F  1.50000 2 CCPVANILLA     | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    270000 | OU      | $11264.25     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                    | Long: SR218697  IRS USD R F  2.75000 2 CCPOIS / Short: SR218697  IRS USD P V 00MSOFR 1 CCPOIS              | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |  81520000 | OU      | $-4561125.52  | -0.20%            |  |  |  | No            |                  2 | On Loan: No      |
| ESC GCB INTELSAT JACKS                         | ESC GCB INTELSAT JACKS                                                                                     | CUSIP: 458ESCAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    708000 | PA      | $0.00         | 0.00%             | 2023-08-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| ALTICE FINANCING SA                            | Altice Financing SA                                                                                        | CUSIP: 02154CAF0<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | DBT              | CORP              | LU        |   1848000 | PA      | $1476478.08   | 0.07%             | 2028-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Spectrum Brands Inc                            | Spectrum Brands Inc                                                                                        | CUSIP: 84762LAU9<br>LEI: 549300VU3EH2E73C1Q04 | Long             | DBT              | CORP              | US        |    108000 | PA      | $106532.28    | 0.00%             | 2025-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BBVA BANCOMER SA TEXAS                         | BBVA Bancomer SA/Texas                                                                                     | CUSIP: 000000000<br>LEI: 549300WIWQK5Q9MCUN92 | Long             | DBT              | CORP              | MX        |    530000 | PA      | $428796.50    | 0.02%             | 2033-01-18      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CQP HOLDCO LP/BIP-V CHIN                       | CQP Holdco LP / BIP-V Chinook Holdco LLC                                                                   | CUSIP: 12657NAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4130000 | PA      | $3665870.60   | 0.16%             | 2031-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| IVORY COAST                                    | Ivory Coast Government International Bond                                                                  | CUSIP: 221625AM8<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |    450000 | PA      | $407334.38    | 0.02%             | 2028-03-03      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Freeport-McMoRan Inc                           | Freeport-McMoRan Inc                                                                                       | CUSIP: 35671DBJ3<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1787060.00   | 0.08%             | 2034-11-14      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CAP SA                                         | CAP SA                                                                                                     | CUSIP: 13911YAA4<br>LEI: 54930079GPG23NTBB003 | Long             | DBT              | CORP              | CL        |    200000 | PA      | $136412.50    | 0.01%             | 2031-04-27      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                  | TransDigm Inc                                                                                              | CUSIP: 893647BQ9<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    266000 | PA      | $226522.94    | 0.01%             | 2029-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC / FIN INC                         | Acrisure LLC / Acrisure Finance Inc                                                                        | CUSIP: 00489LAD5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1550000 | PA      | $1547272.00   | 0.07%             | 2026-08-01      | Fixed         | 10.12%                | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                       | Anheuser-Busch InBev Worldwide Inc                                                                         | CUSIP: 035240AQ3<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |   2100000 | PA      | $2044875.00   | 0.09%             | 2029-01-23      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Chamberlain Group Inc                          | Chamberlain Group Inc Term Loan B                                                                          | CUSIP: 15963CAC0<br>LEI: 25490092IFNOZBRVE539 | Long             | LON              | CORP              | US        |   4391812 | PA      | $3979289.55   | 0.18%             | 2028-11-03      | Floating      | 7.25%                 | No            |                  2 | On Loan: No      |
| SHAMARAN PETROLEUM CORP                        | ShaMaran Petroleum Corp                                                                                    | CUSIP: 000000000<br>LEI: 529900227RVB89NZH924 | Long             | DBT              | CORP              | CA        |    260000 | PA      | $239200.00    | 0.01%             | 2025-07-30      | Fixed         | 12.00%                | No            |                  2 | On Loan: No      |
| BANCO MERCANTIL DE NORTE                       | Banco Mercantil del Norte SA/Grand Cayman                                                                  | CUSIP: 000000000<br>LEI: 549300QTVYRPFHS0J362 | Long             | DBT              | CORP              | MX        |    690000 | PA      | $625312.50    | 0.03%             | 2024-09-27      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Air Products and Chemicals Inc                 | Air Products and Chemicals Inc                                                                             | CUSIP: 009158106<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | EC               | CORP              | US        |     34632 | NS      | $8671852.80   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY                                 | Morgan Stanley                                                                                             | CUSIP: 61762VAA9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2403475.00   | 0.11%             | 2026-09-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| HILLENBRAND INC                                | Hillenbrand Inc                                                                                            | CUSIP: 431571AE8<br>LEI: U246OE781574J2BUD366 | Long             | DBT              | CORP              | US        |   1349000 | PA      | $1081250.48   | 0.05%             | 2031-03-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ICAHN ENTERPRISES/FIN                          | Icahn Enterprises LP / Icahn Enterprises Finance Corp                                                      | CUSIP: 451102CC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5743000 | PA      | $4819812.75   | 0.21%             | 2029-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Ventas Inc                                     | Ventas Inc                                                                                                 | CUSIP: 92276F100<br>LEI: ORQTRC074CWLT3DKHT41 | Long             | EC               |  | US        |    202598 | NS      | $7927659.74   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| TOWNSQUARE MEDIA INC                           | Townsquare Media Inc                                                                                       | CUSIP: 892231AB7<br>LEI: 549300XBA8C68H0DR538 | Long             | DBT              | CORP              | US        |   2038000 | PA      | $1923872.00   | 0.08%             | 2026-02-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| NBK TIER 1 FINANCING 2                         | NBK Tier 1 Financing 2 Ltd                                                                                 | CUSIP: 000000000<br>LEI: 549300HMWSJFNREWT164 | Long             | DBT              | CORP              | AE        |    790000 | PA      | $691250.00    | 0.03%             | 2025-08-27      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TIGER HOLDCO PTE LTD                           | Tiger Holdco Pte Ltd                                                                                       | CUSIP: 000000000<br>LEI: 9845003DRSBC69D06X98 | Long             | DBT              | CORP              | SG        |    212334 | PA      | $209454.22    | 0.01%             | 2023-06-10      | Fixed         | 13.00%                | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                             | VICI Properties LP                                                                                         | CUSIP: 925650AB9<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              |  | US        |   2480000 | PA      | $2264537.60   | 0.10%             | 2028-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ALLIED UNIVERSAL                               | Allied Universal Holdco LLC / Allied Universal Finance Corp                                                | CUSIP: 019576AC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1184628.00   | 0.05%             | 2029-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NABORS INDUSTRIES INC                          | Nabors Industries Inc                                                                                      | CUSIP: 62957HAJ4<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |   4795000 | PA      | $4724513.50   | 0.21%             | 2027-05-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| First Brands Group, LLC                        | First Brands Group, LLC 2021 Term Loan                                                                     | CUSIP: 31935HAD9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3308751 | PA      | $3125114.96   | 0.14%             | 2027-03-30      | Floating      | 8.37%                 | No            |                  2 | On Loan: No      |
| The Federal Republic of Nigeria                | Nigeria Government International Bond                                                                      | CUSIP: 000000000<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |    690000 | PA      | $488175.00    | 0.02%             | 2027-11-28      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                         | General Motors Financial Co Inc                                                                            | CUSIP: 37045XCS3<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   1975000 | PA      | $1863669.25   | 0.08%             | 2029-01-17      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Getty Images, Inc.                             | Getty Images, Inc. 2019 USD Term Loan B                                                                    | CUSIP: 37427UAJ9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2765579 | PA      | $2744836.79   | 0.12%             | 2026-02-19      | Floating      | 7.62%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                   | Broadcom Inc                                                                                               | CUSIP: 11135FAQ4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   3723000 | PA      | $3202896.90   | 0.14%             | 2030-11-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Sealed Air Corp                                | Sealed Air Corp                                                                                            | CUSIP: 81211KAK6<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |   1843000 | PA      | $1767197.41   | 0.08%             | 2033-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| BANCO MERCANTIL DE NORTE                       | Banco Mercantil del Norte SA/Grand Cayman                                                                  | CUSIP: 05973KAA5<br>LEI: 549300QTVYRPFHS0J362 | Long             | DBT              | CORP              | MX        |    340000 | PA      | $260950.00    | 0.01%             | 2027-01-24      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| LCH Limited                                    | Long: BR218694  IRS USD R V 00MSOFR 1 CCPOIS / Short: BR218694  IRS USD P F  3.25000 2 CCPOIS              | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   3030000 | OU      | $75208.54     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TWITTER INC                                    | Twitter Inc                                                                                                | CUSIP: 90184LAP7<br>LEI: 549300I8RX485XMK6836 | Long             | DBT              | CORP              | US        |   3735000 | PA      | $3758717.25   | 0.17%             | 2030-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fiserv Investment Solutions, Inc.              | Fiserv Investment Solutions, Inc. 2020 Term Loan B                                                         | CUSIP: 33774UAC2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    635375 | PA      | $595981.68    | 0.03%             | 2027-02-18      | Floating      | 6.96%                 | No            |                  2 | On Loan: No      |
| Syndigo LLC                                    | Syndigo LLC 2020 Term Loan                                                                                 | CUSIP: 87167XAC7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2043875 | PA      | $1844597.19   | 0.08%             | 2027-12-15      | Floating      | 7.91%                 | No            |                  2 | On Loan: No      |
| CATALENT PHARMA SOLUTION                       | Catalent Pharma Solutions Inc                                                                              | CUSIP: 14879EAH1<br>LEI: 549300HALRZ339MSTH85 | Long             | DBT              | CORP              | US        |   1005000 | PA      | $822803.55    | 0.04%             | 2029-02-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| CIBANCO SA INS DE BANCA                        | CIBANCO SA Institucion de Banca Multiple Trust CIB/3332                                                    | CUSIP: 171653AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |    390000 | PA      | $241800.00    | 0.01%             | 2031-07-22      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ENDEAVOR MINING PLC                            | Endeavour Mining PLC                                                                                       | CUSIP: 000000000<br>LEI: 529900NI5MXQ91GHXR07 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $155350.00    | 0.01%             | 2026-10-14      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BANCO DO BRASIL (CAYMAN)                       | Banco do Brasil SA/Cayman                                                                                  | CUSIP: 000000000<br>LEI: QE0Q0253K88YAGNPE356 | Long             | DBT              | CORP              | BR        |    200000 | PA      | $174725.00    | 0.01%             | 2024-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| AZUL INVESTMENTS LLP                           | Azul Investments LLP                                                                                       | CUSIP: 000000000<br>LEI: 549300C6XNC8IDH04C74 | Long             | DBT              | CORP              | US        |    200000 | PA      | $149500.00    | 0.01%             | 2024-10-26      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| GCC SAB DE CV                                  | GCC SAB de CV                                                                                              | CUSIP: 36165RAC9<br>LEI: 254900WY9XL8033CKX68 | Long             | DBT              | CORP              | MX        |    450000 | PA      | $354375.00    | 0.02%             | 2032-04-20      | Fixed         | 3.61%                 | No            |                  2 | On Loan: No      |
| Cognizant Technology Solutions Corp            | Cognizant Technology Solutions Corp                                                                        | CUSIP: 192446102<br>LEI: 5493006IEVQEFQO40L83 | Long             | EC               | CORP              | US        |     62990 | NS      | $3921127.50   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| SCRIPPS ESCROW INC                             | Scripps Escrow Inc                                                                                         | CUSIP: 81104PAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1050000 | PA      | $951058.50    | 0.04%             | 2027-07-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SEPLAT ENERGY PL                               | SEPLAT Energy PLC                                                                                          | CUSIP: 81733LAB3<br>LEI: 029200711C4S4CB2E982 | Long             | DBT              | CORP              | NG        |    630000 | PA      | $486990.00    | 0.02%             | 2026-04-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| VALVOLINE INC                                  | Valvoline Inc                                                                                              | CUSIP: 92047WAG6<br>LEI: 549300CMHPBEY6VPOT75 | Long             | DBT              | CORP              | US        |    885000 | PA      | $698096.85    | 0.03%             | 2031-06-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Cumulus Media New Holdings Inc.                | Cumulus Media New Holdings Inc. Term Loan B                                                                | CUSIP: 23108LAB2<br>LEI: 5493001D9VBAVY1OKJ46 | Long             | LON              | CORP              | US        |    602528 | PA      | $569991.11    | 0.03%             | 2026-03-31      | Floating      | 7.50%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO INC                            | Sirius XM Radio Inc                                                                                        | CUSIP: 82967NBM9<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |   2260000 | PA      | $1806915.20   | 0.08%             | 2031-09-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                  | Citigroup Inc                                                                                              | CUSIP: 172967KM2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1890000 | PA      | $1826552.70   | 0.08%             | 2026-08-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                      | Boeing Co/The                                                                                              | CUSIP: 097023CA1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1875000 | PA      | $1598643.75   | 0.07%             | 2028-11-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| API GROUP DE INC                               | APi Group DE Inc                                                                                           | CUSIP: 00185PAA9<br>LEI: 549300XP4G7B4QYA0G83 | Long             | DBT              | CORP              | US        |    575000 | PA      | $481309.50    | 0.02%             | 2029-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BRIGHT PATTERN HOLDCO                          | BRIGHT PATTERN HOLDCO                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    194739 | NS      | $1947.39      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| ASBURY AUTOMOTIVE GROUP                        | Asbury Automotive Group Inc                                                                                | CUSIP: 043436AX2<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |    809000 | PA      | $652231.98    | 0.03%             | 2032-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LORCA TELECOM BONDCO                           | Lorca Telecom Bondco SA                                                                                    | CUSIP: 000000000<br>LEI: 9598004HFBAS82YM7X35 | Long             | DBT              | CORP              | ES        |   1525000 | PA      | $1326577.74   | 0.06%             | 2027-09-18      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                  | TransDigm Inc                                                                                              | CUSIP: 893647BP1<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    315000 | PA      | $268468.20    | 0.01%             | 2029-01-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| TALLGRASS NRG PRTNR/FIN                        | Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp                                               | CUSIP: 87470LAK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4485000 | PA      | $4014972.00   | 0.18%             | 2031-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Regency Centers Corp                           | Regency Centers Corp                                                                                       | CUSIP: 758849103<br>LEI: 529900053A7X7FJ97S58 | Long             | EC               |  | US        |     51256 | NS      | $3101500.56   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Reckitt Benckiser Group PLC                    | Reckitt Benckiser Group PLC                                                                                | CUSIP: 756255204<br>LEI: 5493003JFSMOJG48V108 | Long             | EC               | CORP              | GB        |    591108 | NS      | $7844003.16   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| GUARA NORTE SARL                               | Guara Norte Sarl                                                                                           | CUSIP: 000000000<br>LEI: 549300U2I4L03BBA3485 | Long             | DBT              | CORP              | LU        |    346376 | PA      | $270172.89    | 0.01%             | 2034-06-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| TerraForm Power Operating, LLC                 | TerraForm Power Operating, LLC 2022 Term Loan B                                                            | CUSIP: 88103NAK6<br>LEI: 5493000S2OLR3UT5BE13 | Long             | LON              | CORP              | US        |   2144625 | PA      | $2126760.27   | 0.09%             | 2029-05-21      | Floating      | 6.40%                 | No            |                  2 | On Loan: No      |
| OMAN GOV INTERNTL BOND                         | Oman Government International Bond                                                                         | CUSIP: 000000000<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |    280000 | PA      | $266000.00    | 0.01%             | 2028-01-17      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| MHP LUX SA                                     | MHP Lux SA                                                                                                 | CUSIP: 000000000<br>LEI: 222100RHC7R1WZ1J3M44 | Long             | DBT              | CORP              | LU        |    200000 | PA      | $91000.00     | 0.00%             | 2029-09-19      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Linde PLC                                      | Linde PLC                                                                                                  | CUSIP: 000000000<br>LEI: 8945002PAZHZLBGKGF02 | Long             | EC               | CORP              | IE        |     37761 | NS      | $11228233.35  | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| MEG ENERGY CORP                                | MEG Energy Corp                                                                                            | CUSIP: 552704AF5<br>LEI: 5493002WXPTG5ZC1T326 | Long             | DBT              | CORP              | CA        |   1250000 | PA      | $1198250.00   | 0.05%             | 2029-02-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Chubb Ltd                                      | Chubb Ltd                                                                                                  | CUSIP: 000000000<br>LEI: E0JAN6VLUDI1HITHT809 | Long             | EC               | CORP              | CH        |     56339 | NS      | $12106687.71  | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Sprint Capital Corp                            | Sprint Capital Corp                                                                                        | CUSIP: 852060AT9<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1349157.00   | 0.06%             | 2032-03-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| AEROPUERTOS DOMINICANOS                        | Aeropuertos Dominicanos Siglo XXI SA                                                                       | CUSIP: 000000000<br>LEI: 254900KJA5MXNPYB4W32 | Long             | DBT              | CORP              | DO        |    630000 | PA      | $551722.50    | 0.02%             | 2029-03-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BROADSTREET PARTNERS INC                       | BroadStreet Partners Inc                                                                                   | CUSIP: 11135RAA3<br>LEI: 549300BS9N54G8DD0R75 | Long             | DBT              | CORP              | US        |   2940000 | PA      | $2376460.80   | 0.10%             | 2029-04-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| NORTH QUEENSLAND                               | North Queensland Export Terminal Pty Ltd                                                                   | CUSIP: 000000000<br>LEI: 213800QDQZHS7LJ9UA09 | Long             | DBT              | CORP              | AU        |    200000 | PA      | $196470.00    | 0.01%             | 2022-12-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| SAGICOR FINANCIAL CO                           | Sagicor Financial Co Ltd                                                                                   | CUSIP: 78669QAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    200000 | PA      | $182420.00    | 0.01%             | 2028-05-13      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| CNTL AMR BOTTLING CORP                         | Central American Bottling Corp / CBC Bottling Holdco SL / Beliv Holdco SL                                  | CUSIP: 15239XAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | VG        |    200000 | PA      | $176225.00    | 0.01%             | 2029-04-27      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Xcel Energy Inc                                | Xcel Energy Inc                                                                                            | CUSIP: 98389B100<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | EC               | CORP              | US        |     89077 | NS      | $5799803.47   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                       | PURCHASED USD / SOLD EUR                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |         1 | NC      | $-1151.49     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| iHeartCommunications Inc                       | iHeartCommunications Inc                                                                                   | CUSIP: 45174HBD8<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |   4605000 | PA      | $4140033.15   | 0.18%             | 2027-05-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                         | NXP BV / NXP Funding LLC / NXP USA Inc                                                                     | CUSIP: 62954HAY4<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    982000 | PA      | $814343.14    | 0.04%             | 2030-05-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| LCH Limited                                    | Long: SR218700  IRS USD R F  2.50000 2 CCPOIS / Short: SR218700  IRS USD P V 00MSOFR 1 CCPOIS              | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  87510000 | OU      | $-9335523.04  | -0.41%            |  |  |  | No            |                  2 | On Loan: No      |
| GRUPO AVAL LTD                                 | Grupo Aval Ltd                                                                                             | CUSIP: 000000000<br>LEI: 549300J4FW1ELLQ80113 | Long             | DBT              | CORP              | KY        |    580000 | PA      | $400308.75    | 0.02%             | 2030-02-04      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| RED SUN PROPERTIES GRP                         | Redsun Properties Group Ltd                                                                                | CUSIP: 000000000<br>LEI: 549300TYWIIKAOK07L47 | Long             | DBT              | CORP              | KY        |    230000 | PA      | $10536.88     | 0.00%             | 2025-01-13      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                            | Medline Borrower LP                                                                                        | CUSIP: 62482BAA0<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |   3270000 | PA      | $2670936.00   | 0.12%             | 2029-04-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Icebox Holdco III, Inc.                        | Icebox Holdco III, Inc. 2021 2nd Lien Term Loan                                                            | CUSIP: 45114NAF4<br>LEI: 254900DLB65AKI8CQ466 | Long             | LON              | CORP              | US        |    625000 | PA      | $550000.00    | 0.02%             | 2029-12-21      | Floating      | 10.42%                | No            |                  2 | On Loan: No      |
| TEMPUR SEALY INTL INC                          | Tempur Sealy International Inc                                                                             | CUSIP: 88023UAJ0<br>LEI: 549300HFEKVR3US71V91 | Long             | DBT              | CORP              | US        |   1515000 | PA      | $1140598.05   | 0.05%             | 2031-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                   | Comcast Corp                                                                                               | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |    157444 | NS      | $4997272.56   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Ceridian HCM Holding Inc.                      | Ceridian HCM Holding Inc. 2018 Term Loan B                                                                 | CUSIP: 15677GAF1<br>LEI: 549300T64GVCHFJ8L449 | Long             | LON              | CORP              | US        |   2880000 | PA      | $2777760.00   | 0.12%             | 2025-04-30      | Floating      | 6.25%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                       | Avolon Holdings Funding Ltd                                                                                | CUSIP: 05401AAJ0<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   1300000 | PA      | $1064206.00   | 0.05%             | 2027-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Co                           | Kraft Heinz Foods Co                                                                                       | CUSIP: 50077LAB2<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |   2592000 | PA      | $2025285.12   | 0.09%             | 2046-06-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP                         | Aviation Capital Group LLC                                                                                 | CUSIP: 05369AAK7<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |    800000 | PA      | $665864.00    | 0.03%             | 2026-01-30      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                            | Petroleos Mexicanos                                                                                        | CUSIP: 71654QCG5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    290000 | PA      | $252735.00    | 0.01%             | 2027-03-13      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| General Motors Co                              | General Motors Co                                                                                          | CUSIP: 37045VAK6<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2827560.00   | 0.12%             | 2036-04-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| AERCAP HOLDINGS NV                             | AerCap Holdings NV                                                                                         | CUSIP: 00774YAA7<br>LEI: 549300SZYINBBLJQU475 | Long             | DBT              | CORP              | NL        |   1825000 | PA      | $1639470.50   | 0.07%             | 2079-10-10      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| MIDCAP FINANCIAL                               | Midcap Financial Issuer Trust                                                                              | CUSIP: 59590AAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    810000 | PA      | $623870.10    | 0.03%             | 2030-01-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| LABL, Inc.                                     | LABL, Inc. 2021 USD 1st Lien Term Loan                                                                     | CUSIP: 50168EAN2<br>LEI: 5493004FUZN8R6Y3VB98 | Long             | LON              | CORP              | US        |   1885750 | PA      | $1736191.17   | 0.08%             | 2028-10-29      | Floating      | 8.75%                 | No            |                  2 | On Loan: No      |
| REALOGY GROUP/CO-ISSUER                        | Realogy Group LLC / Realogy Co-Issuer Corp                                                                 | CUSIP: 75606DAL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2080000 | PA      | $1493710.40   | 0.07%             | 2029-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Nokia of America Corp                          | Nokia of America Corp                                                                                      | CUSIP: 549463AE7<br>LEI: 529900BF8WCYOHYGIJ13 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2818740.00   | 0.12%             | 2029-03-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                         | Williams Cos Inc/The                                                                                       | CUSIP: 969457BB5<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |   7000000 | PA      | $7444850.00   | 0.33%             | 2031-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Anticimex International AB                     | Anticimex International AB 2021 USD Incremental Term Loan                                                  | CUSIP: 000000000<br>LEI: 54930005SBU6WYFBEB41 | Long             | LON              | CORP              | SE        |   2965800 | PA      | $2866949.83   | 0.13%             | 2028-11-16      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                            | Charles Schwab Corp/The                                                                                    | CUSIP: 808513AP0<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |   2195000 | PA      | $2196712.10   | 0.10%             | 2022-12-01      | Variable      | 6.40%                 | No            |                  2 | On Loan: No      |
| GENEL ENERGY FIN IV                            | Genel Energy Finance 4 PLC                                                                                 | CUSIP: 000000000<br>LEI: 213800H4JDISDH7KBK45 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $186200.00    | 0.01%             | 2025-10-14      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Epicor Software Corporation                    | Epicor Software Corporation 2020 2nd Lien Term Loan                                                        | CUSIP: 29426NAQ7<br>LEI: JGNXVGGGXR4O1L5I7S73 | Long             | LON              | CORP              | US        |   1275000 | PA      | $1246707.75   | 0.05%             | 2028-07-31      | Floating      | 11.50%                | No            |                  2 | On Loan: No      |
| BROADCOM INC                                   | Broadcom Inc                                                                                               | CUSIP: 11135FBL4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   2069000 | PA      | $1548625.81   | 0.07%             | 2034-04-15      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| Buckeye Partners LP                            | Buckeye Partners LP                                                                                        | CUSIP: 118230AQ4<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |   4636000 | PA      | $4064566.64   | 0.18%             | 2026-12-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Unilever PLC                                   | Unilever PLC                                                                                               | CUSIP: 904767704<br>LEI: 549300MKFYEKVRWML317 | Long             | EC               | CORP              | GB        |    194889 | NS      | $8869398.39   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Medtronic PLC                                  | Medtronic PLC                                                                                              | CUSIP: 000000000<br>LEI: 549300GX3ZBSQWUXY261 | Long             | EC               | CORP              | IE        |    148791 | NS      | $12995405.94  | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| CIKARANG LISTRINDO PT                          | Cikarang Listrindo Tbk PT                                                                                  | CUSIP: 000000000<br>LEI: 254900NPCIO562Z7FN53 | Long             | DBT              | CORP              | ID        |    200000 | PA      | $173850.00    | 0.01%             | 2026-09-14      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP/FINANCE CORP                         | Sunoco LP / Sunoco Finance Corp                                                                            | CUSIP: 86765LAT4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6970000 | PA      | $6022219.40   | 0.27%             | 2029-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Saka Energi Indonesia PT                       | Saka Energi Indonesia PT                                                                                   | CUSIP: 000000000<br>LEI: 25490049636XFM5KBR83 | Long             | DBT              | CORP              | ID        |    200000 | PA      | $185725.00    | 0.01%             | 2024-05-05      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Pactiv LLC                                     | Pactiv LLC                                                                                                 | CUSIP: 880394AE1<br>LEI: 549300O4WTC6DL4JIE57 | Long             | DBT              | CORP              | US        |   2845000 | PA      | $2568238.40   | 0.11%             | 2027-04-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp                          | Truist Financial Corp                                                                                      | CUSIP: 89832Q109<br>LEI: 549300DRQQI75D2JP341 | Long             | EC               | CORP              | US        |    231324 | NS      | $10361001.96  | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| SCOTTS MIRACLE-GRO CO                          | Scotts Miracle-Gro Co/The                                                                                  | CUSIP: 810186AX4<br>LEI: 2TH9E0JTOUXOEGI2R879 | Long             | DBT              | CORP              | US        |   3702000 | PA      | $2835139.68   | 0.13%             | 2031-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SWF ESCROW ISSUER CORP                         | SWF Escrow Issuer Corp                                                                                     | CUSIP: 78500AAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3255000 | PA      | $1870453.20   | 0.08%             | 2029-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ITT HOLDINGS LLC                               | ITT Holdings LLC                                                                                           | CUSIP: 45074JAA2<br>LEI: 549300TH2PHOLK31LB42 | Long             | DBT              | CORP              | US        |   3380000 | PA      | $2720731.00   | 0.12%             | 2029-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Texas Instruments Inc                          | Texas Instruments Inc                                                                                      | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               | CORP              | US        |     40055 | NS      | $6434034.65   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| CHEPLAPHARM ARZNEIMITTEL                       | Cheplapharm Arzneimittel GmbH                                                                              | CUSIP: 16412EAA5<br>LEI: 529900ONXKBELT7EW052 | Long             | DBT              | CORP              | DE        |   1268000 | PA      | $1051172.00   | 0.05%             | 2028-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                             | Banco Santander SA                                                                                         | CUSIP: 05971KAL3<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   3600000 | PA      | $2468376.00   | 0.11%             | 2032-11-22      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                    | Oracle Corp                                                                                                | CUSIP: 68389XBX2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1405000 | PA      | $865016.35    | 0.04%             | 2050-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| DIRECTV FIN LLC/COINC                          | Directv Financing LLC / Directv Financing Co-Obligor Inc                                                   | CUSIP: 25461LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5980000 | PA      | $5382119.60   | 0.24%             | 2027-08-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| DAVITA INC                                     | DaVita Inc                                                                                                 | CUSIP: 23918KAT5<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |   7070000 | PA      | $5130062.70   | 0.23%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Transocean Poseidon Ltd                        | Transocean Poseidon Ltd                                                                                    | CUSIP: 89383JAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    910875 | PA      | $871670.94    | 0.04%             | 2027-02-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Gray Television Inc                            | Gray Television Inc                                                                                        | CUSIP: 389284AA8<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |   3125000 | PA      | $2976843.75   | 0.13%             | 2027-05-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                          | Uber Technologies Inc                                                                                      | CUSIP: 90353TAK6<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |   4090000 | PA      | $3506275.20   | 0.15%             | 2029-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AVIENT CORP                                    | Avient Corp                                                                                                | CUSIP: 05368VAA4<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | DBT              | CORP              | US        |   1725000 | PA      | $1650721.50   | 0.07%             | 2030-08-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| National Grid PLC                              | National Grid PLC                                                                                          | CUSIP: 636274409<br>LEI: 8R95QZMKZLJX5Q2XR704 | Long             | EC               | CORP              | GB        |    118494 | NS      | $6472142.28   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| First Brands Group, LLC                        | First Brands Group, LLC 2021 2nd Lien Term Loan                                                            | CUSIP: 31935HAF4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2900000 | PA      | $2576157.00   | 0.11%             | 2028-03-30      | Floating      | 11.87%                | No            |                  2 | On Loan: No      |
| MINERALS TECHNOLOGIES IN                       | Minerals Technologies Inc                                                                                  | CUSIP: 603158AA4<br>LEI: 549300D3I1QU67GP6403 | Long             | DBT              | CORP              | US        |   1695000 | PA      | $1470548.10   | 0.06%             | 2028-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UNITED BANK FOR AFRICA P                       | United Bank for Africa PLC                                                                                 | CUSIP: 000000000<br>LEI: 0292002067E3RH4D8768 | Long             | DBT              | CORP              | NG        |    200000 | PA      | $168975.00    | 0.01%             | 2026-11-19      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| INTELSAT EMERGENCE SA                          | INTELSAT EMERGENCE SA                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | LU        |     35606 | NS      | $890150.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                       | Warnermedia Holdings Inc                                                                                   | CUSIP: 55903VAL7<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   4775000 | PA      | $3859011.75   | 0.17%             | 2032-03-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| TRANSATLANTIC HOLDINGS                         | Transatlantic Holdings Inc                                                                                 | CUSIP: 893521AB0<br>LEI: RN37QJVS1BV19MNIC295 | Long             | DBT              | CORP              | US        |     75000 | PA      | $87299.25     | 0.00%             | 2039-11-30      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| NATIONSTAR MTG HLD INC                         | Nationstar Mortgage Holdings Inc                                                                           | CUSIP: 63861CAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2651000 | PA      | $2162129.09   | 0.10%             | 2028-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BBVA BANCO CONTINENTAL                         | Banco BBVA Peru SA                                                                                         | CUSIP: 000000000<br>LEI: 549300H1JNU0HLNFU552 | Long             | DBT              | CORP              | PE        |    190000 | PA      | $180298.13    | 0.01%             | 2029-09-22      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| INTL AIRPORT FINANCE SA                        | International Airport Finance SA                                                                           | CUSIP: 000000000<br>LEI: 959800M9M5LP0KXUP789 | Long             | DBT              | CORP              | ES        |    195594 | PA      | $169188.91    | 0.01%             | 2033-03-15      | Fixed         | 12.00%                | No            |                  2 | On Loan: No      |
| UNITED WHOLESALE MTGE LL                       | United Wholesale Mortgage LLC                                                                              | CUSIP: 913229AA8<br>LEI: 549300HW662MN1WU8550 | Long             | DBT              | CORP              | US        |   3195000 | PA      | $2424142.35   | 0.11%             | 2029-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                       | Ford Motor Credit Co LLC                                                                                   | CUSIP: 345397C27<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   3111000 | PA      | $2850111.54   | 0.13%             | 2027-05-28      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ARDAGH PKG FIN/HLDGS USA                       | Ardagh Packaging Finance PLC / Ardagh Holdings USA Inc                                                     | CUSIP: 03969AAR1<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |   3295000 | PA      | $2360406.20   | 0.10%             | 2027-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                          | Truist Financial Corp                                                                                      | CUSIP: 89832QAE9<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $958150.00    | 0.04%             | 2025-09-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Zimmer Biomet Holdings Inc                     | Zimmer Biomet Holdings Inc                                                                                 | CUSIP: 98956P102<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | EC               | CORP              | US        |     51556 | NS      | $5843872.60   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| EQT CORP                                       | EQT Corp                                                                                                   | CUSIP: 26884LAN9<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |   1915000 | PA      | $1593605.55   | 0.07%             | 2031-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Archer-Daniels-Midland Co                      | Archer-Daniels-Midland Co                                                                                  | CUSIP: 039483102<br>LEI: 549300LO13MQ9HYSTR83 | Long             | EC               | CORP              | US        |     74980 | NS      | $7271560.40   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Gainwell Acquisition Corp.                     | Gainwell Acquisition Corp. Term Loan B                                                                     | CUSIP: 59909TAC8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   6288000 | PA      | $5963099.04   | 0.26%             | 2027-10-01      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| HP ENTERPRISE CO                               | Hewlett Packard Enterprise Co                                                                              | CUSIP: 42824CAX7<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |   2730000 | PA      | $2672943.00   | 0.12%             | 2035-10-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Hertz Corporation, (The)                       | Hertz Corporation, (The) 2021 Term Loan B                                                                  | CUSIP: 42804VBB6<br>LEI: 549300PD0C69OJ0NLB27 | Long             | LON              | CORP              | US        |   2658900 | PA      | $2557941.26   | 0.11%             | 2028-06-30      | Floating      | 7.01%                 | No            |                  2 | On Loan: No      |
| Icebox Holdco III, Inc.                        | Icebox Holdco III, Inc. 2021 1st Lien Term Loan                                                            | CUSIP: 45114NAB3<br>LEI: 254900DLB65AKI8CQ466 | Long             | LON              | CORP              | US        |   2215782 | PA      | $2048224.69   | 0.09%             | 2028-12-22      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Group AG                         | Credit Suisse Group AG                                                                                     | CUSIP: 22546DAB2<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |   1702000 | PA      | $1549143.38   | 0.07%             | 2023-12-11      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| COHERENT CORP                                  | Coherent Corp                                                                                              | CUSIP: 902104AC2<br>LEI: 549300O5C25A0MMHHU33 | Long             | DBT              | CORP              | US        |   1225000 | PA      | $1049310.50   | 0.05%             | 2029-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BERRY GLOBAL INC                               | Berry Global Inc                                                                                           | CUSIP: 08576PAA9<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |   1308000 | PA      | $1223908.68   | 0.05%             | 2026-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EXPEDIA GROUP INC                              | Expedia Group Inc                                                                                          | CUSIP: 30212PAR6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3425000 | PA      | $2762502.25   | 0.12%             | 2030-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Procter & Gamble Co/The                        | Procter & Gamble Co/The                                                                                    | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |     58372 | NS      | $7860957.24   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLEN MEDIA LLC/CO-ISSR                        | Allen Media LLC / Allen Media Co-Issuer Inc                                                                | CUSIP: 01771YAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1575000 | PA      | $637859.25    | 0.03%             | 2028-02-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| URBAN ONE INC                                  | Urban One Inc                                                                                              | CUSIP: 91705JAC9<br>LEI: 549300PLGIGPBRQUP240 | Long             | DBT              | CORP              | US        |   1690000 | PA      | $1479121.80   | 0.07%             | 2028-02-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Verscend Holding Corp.                         | Verscend Holding Corp. 2021 Term Loan B                                                                    | CUSIP: 92531HAD9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1347816 | PA      | $1329283.16   | 0.06%             | 2025-08-27      | Floating      | 7.75%                 | No            |                  2 | On Loan: No      |
| UZBEK INDUSTRIAL AND CON                       | Uzbek Industrial and Construction Bank ATB                                                                 | CUSIP: 000000000<br>LEI: 213800C2NIFPFTXYIU69 | Long             | DBT              | CORP              | UZ        |    600000 | PA      | $525300.00    | 0.02%             | 2024-12-02      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SABINE PASS LIQUEFACTION                       | Sabine Pass Liquefaction LLC                                                                               | CUSIP: 785592AU0<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |   2275000 | PA      | $2076597.25   | 0.09%             | 2028-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| NORTONLIFELOCK INC                             | NortonLifeLock Inc                                                                                         | CUSIP: 871503AU2<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3889000.00   | 0.17%             | 2025-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SCRIPPS ESCROW II INC                          | Scripps Escrow II Inc                                                                                      | CUSIP: 81105DAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1305000 | PA      | $1060664.85   | 0.05%             | 2031-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INFO MGMT                        | Iron Mountain Information Management Services Inc                                                          | CUSIP: 46285MAA8<br>LEI: N/A                  | Long             | DBT              |  | US        |   2395000 | PA      | $1974414.05   | 0.09%             | 2032-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA RESOURCES CRP                       | California Resources Corp                                                                                  | CUSIP: 13057QAH0<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | DBT              | CORP              | US        |   2135000 | PA      | $2106625.85   | 0.09%             | 2026-02-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| ROCKETMTGE CO-ISSUER INC                       | Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc                                                        | CUSIP: 77313LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2305000 | PA      | $1931520.85   | 0.09%             | 2026-10-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN INC                                 | Transocean Inc                                                                                             | CUSIP: 893830BQ1<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | KY        |   4448000 | PA      | $4468327.36   | 0.20%             | 2027-01-30      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| CABLE ONDA SA                                  | Cable Onda SA                                                                                              | CUSIP: 000000000<br>LEI: 5299008Q5GONPYNF9J32 | Long             | DBT              | CORP              | PA        |    450000 | PA      | $365850.00    | 0.02%             | 2030-01-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| INTERCORP FIN SER INC                          | Intercorp Financial Services Inc                                                                           | CUSIP: 000000000<br>LEI: 5299004181WFTEWB1398 | Long             | DBT              | CORP              | PA        |    340000 | PA      | $292676.25    | 0.01%             | 2027-10-19      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                         | CCO Holdings LLC / CCO Holdings Capital Corp                                                               | CUSIP: 1248EPCD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4980000 | PA      | $4149236.40   | 0.18%             | 2030-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| TUI CRUISES GMBH                               | TUI Cruises GmbH                                                                                           | CUSIP: 000000000<br>LEI: 529900SVD83QUUIZYY18 | Long             | DBT              | CORP              | DE        |   1100000 | PA      | $802413.31    | 0.04%             | 2026-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ultimate Software Group Inc (The)              | Ultimate Software Group Inc (The) Term Loan B                                                              | CUSIP: 90385KAB7<br>LEI: 529900FKHWSTQ1GXK240 | Long             | LON              | CORP              | US        |   1600500 | PA      | $1554117.51   | 0.07%             | 2026-05-04      | Floating      | 7.50%                 | No            |                  2 | On Loan: No      |
| TELECOM ITALIA CAPITAL                         | Telecom Italia Capital SA                                                                                  | CUSIP: 87927VAV0<br>LEI: 549300777DJZOR5C4L39 | Long             | DBT              | CORP              | LU        |   1000000 | PA      | $793270.00    | 0.03%             | 2038-06-04      | Fixed         | 7.72%                 | No            |                  2 | On Loan: No      |
| BIDVEST GROUP UK PLC                           | Bidvest Group UK PLC/The                                                                                   | CUSIP: 88332EAA1<br>LEI: 984500A80C777F496830 | Long             | DBT              | CORP              | GB        |    470000 | PA      | $396063.13    | 0.02%             | 2026-09-23      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Cummins Inc                                    | Cummins Inc                                                                                                | CUSIP: 231021106<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | EC               | CORP              | US        |     37656 | NS      | $9207268.56   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| CALPINE CORP                                   | Calpine Corp                                                                                               | CUSIP: 131347CR5<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |   4215000 | PA      | $3448628.70   | 0.15%             | 2031-03-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| US FOODS INC                                   | US Foods Inc                                                                                               | CUSIP: 90290MAD3<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |   2690000 | PA      | $2393481.30   | 0.11%             | 2029-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH CO/INBEV                        | Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc                                                | CUSIP: 03522AAH3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   8050000 | PA      | $7274141.00   | 0.32%             | 2036-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                          | Wells Fargo & Co                                                                                           | CUSIP: 949746TD3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $848880.00    | 0.04%             | 2026-03-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp                          | Norfolk Southern Corp                                                                                      | CUSIP: 655844108<br>LEI: 54930036C8MWP850MI84 | Long             | EC               | CORP              | US        |     31109 | NS      | $7095029.63   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Microsoft Corp                                 | Microsoft Corp                                                                                             | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |     28632 | NS      | $6646346.16   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Summit Midstream Partners LP                   | Summit Midstream Partners LP                                                                               | CUSIP: 866142409<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     86915 | NS      | $1664422.25   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Vonovia SE                                     | Vonovia SE                                                                                                 | CUSIP: 92887H107<br>LEI: 5299005A2ZEP6AP7KM81 | Long             | EC               | CORP              | DE        |    713764 | NS      | $7858541.64   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| CSC HOLDINGS LLC                               | CSC Holdings LLC                                                                                           | CUSIP: 126307BD8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |   2298000 | PA      | $1655571.12   | 0.07%             | 2030-12-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| BofA Securities, Inc.                          | Long: SR218703  IRS USD R F  2.75000 2 CCPOIS / Short: SR218703  IRS USD P V 00MSOFR 1 CCPOIS              | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | N/A              | DIR              |  | US        |    220000 | OU      | $-28729.56    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Schneider Electric SE                          | Schneider Electric SE                                                                                      | CUSIP: 80687P106<br>LEI: 969500A1YF1XUYYXS284 | Long             | EC               | CORP              | FR        |    618227 | NS      | $15634960.83  | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| ORGANON & CO/ORG                               | Organon & Co / Organon Foreign Debt Co-Issuer BV                                                           | CUSIP: 68622TAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1950000 | PA      | $1655686.50   | 0.07%             | 2031-04-30      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| ICON Luxembourg S.A.R.L.                       | ICON Luxembourg S.A.R.L. LUX Term Loan                                                                     | CUSIP: 000000000<br>LEI: 635400PUWMHSPI2DDA35 | Long             | LON              | CORP              | LU        |    798587 | PA      | $789602.50    | 0.03%             | 2028-07-03      | Floating      | 5.94%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                            | American Tower Corp                                                                                        | CUSIP: 03027X100<br>LEI: 5493006ORUSIL88JOE18 | Long             | EC               |  | US        |     43720 | NS      | $9058346.80   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| YPF SOCIEDAD ANONIMA                           | YPF SA                                                                                                     | CUSIP: 000000000<br>LEI: 5493003N7447U18U5U53 | Long             | DBT              | CORP              | AR        |    133000 | PA      | $114654.31    | 0.01%             | 2024-04-04      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| CONSTELLIUM SE                                 | Constellium SE                                                                                             | CUSIP: 21039CAB0<br>LEI: 724500KRJEMC79KAAU28 | Long             | DBT              | CORP              | FR        |   2585000 | PA      | $2026846.80   | 0.09%             | 2029-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                       | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                                             | CUSIP: 01883LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1666000 | PA      | $1522707.34   | 0.07%             | 2027-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                             | Banco Santander SA                                                                                         | CUSIP: 05971KAF6<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   2000000 | PA      | $1578980.00   | 0.07%             | 2030-05-28      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                           | Cleveland-Cliffs Inc                                                                                       | CUSIP: 185899AL5<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |   1620000 | PA      | $1369531.80   | 0.06%             | 2031-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ENDURANCE INTERNATIONAL                        | Endurance International Group Holdings Inc                                                                 | CUSIP: 29279XAA8<br>LEI: 549300UTQC2651SB0W88 | Long             | DBT              | CORP              | US        |   4173000 | PA      | $2715621.48   | 0.12%             | 2029-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS                       | Targa Resources Partners LP / Targa Resources Partners Finance Corp                                        | CUSIP: 87612BBS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1910000 | PA      | $1687886.10   | 0.07%             | 2031-02-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Starfruit Finco B.V                            | Starfruit Finco B.V 2018 USD Term Loan B                                                                   | CUSIP: 000000000<br>LEI: 549300K7VB5G6LULFT41 | Long             | LON              | CORP              | US        |   4652831 | PA      | $4376592.37   | 0.19%             | 2025-10-01      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| UNICREDIT SPA                                  | UniCredit SpA                                                                                              | CUSIP: 904678AS8<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |   1525000 | PA      | $1139053.00   | 0.05%             | 2035-06-30      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                             | Ally Financial Inc                                                                                         | CUSIP: 02005NBN9<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |   3415000 | PA      | $2313047.80   | 0.10%             | 2028-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                  | DISH DBS Corp                                                                                              | CUSIP: 25470XBD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4195000 | PA      | $2835484.40   | 0.13%             | 2029-06-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equities Inc            | Alexandria Real Estate Equities Inc                                                                        | CUSIP: 015271109<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | EC               |  | US        |     48215 | NS      | $7005639.50   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Dun & Bradstreet Corporation (The)             | Dun & Bradstreet Corporation (The) Term Loan                                                               | CUSIP: 26483NAN0<br>LEI: RI37BMPWE56BCJ747E14 | Long             | LON              | CORP              | US        |   3370936 | PA      | $3313629.92   | 0.15%             | 2026-02-06      | Floating      | 6.85%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                         | US 10YR NOTE (CBT)DEC22                                                                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      -547 | NC      | $2699569.96   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| REGIONS FINANCIAL CORP                         | Regions Financial Corp                                                                                     | CUSIP: 7591EPAR1<br>LEI: CW05CS5KW59QTC0DG824 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $968830.00    | 0.04%             | 2025-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BCPE EMPIRE HOLDINGS INC                       | BCPE Empire Holdings Inc                                                                                   | CUSIP: 05552VAA0<br>LEI: 549300O2G0VI2955B626 | Long             | DBT              | CORP              | US        |   2446000 | PA      | $2227767.88   | 0.10%             | 2027-05-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Kosmos Energy Ltd                              | Kosmos Energy Ltd                                                                                          | CUSIP: 000000000<br>LEI: 213800YDFJ3OT9B5P157 | Long             | DBT              | CORP              | US        |    500000 | PA      | $416250.00    | 0.02%             | 2026-04-04      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                            | Intesa Sanpaolo SpA                                                                                        | CUSIP: 46115HAT4<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |   8000000 | PA      | $7638000.00   | 0.34%             | 2024-06-26      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON AND CO                        | Becton Dickinson and Co                                                                                    | CUSIP: 075887CJ6<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |   3200000 | PA      | $2667584.00   | 0.12%             | 2030-05-20      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| CDW LLC/CDW FINANCE                            | CDW LLC / CDW Finance Corp                                                                                 | CUSIP: 12513GBE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1440000 | PA      | $1369065.60   | 0.06%             | 2025-05-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ZIGGO BOND CO BV                               | Ziggo Bond Co BV                                                                                           | CUSIP: 000000000<br>LEI: 213800JYI4P7V5QDOG59 | Long             | DBT              | CORP              | NL        |    675000 | PA      | $492550.08    | 0.02%             | 2030-02-28      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Packers Holdings, LLC                          | Packers Holdings, LLC 2021 Term Loan                                                                       | CUSIP: 69519UAF9<br>LEI: 549300X0L6OJNRPME518 | Long             | LON              | CORP              | US        |   4752687 | PA      | $4343955.81   | 0.19%             | 2028-03-09      | Floating      | 6.56%                 | No            |                  2 | On Loan: No      |
| TITAN ACQ/CO-BORROWER                          | Titan Acquisition Ltd / Titan Co-Borrower LLC                                                              | CUSIP: 88827AAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    588000 | PA      | $490562.52    | 0.02%             | 2026-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                           | Glencore Funding LLC                                                                                       | CUSIP: 378272BE7<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   2975000 | PA      | $2308629.75   | 0.10%             | 2031-04-27      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| NESCO HOLDINGS II INC                          | NESCO Holdings II Inc                                                                                      | CUSIP: 64083YAA9<br>LEI: 254900FAHT0HW9T6L409 | Long             | DBT              | CORP              | US        |   3083000 | PA      | $2697748.32   | 0.12%             | 2029-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NFP CORP                                       | NFP Corp                                                                                                   | CUSIP: 65342RAD2<br>LEI: VO2L9FZNXDJNQNEYH039 | Long             | DBT              | CORP              | US        |   3360000 | PA      | $2895580.80   | 0.13%             | 2028-08-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES INC                            | United Airlines Inc                                                                                        | CUSIP: 90932LAH0<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |   2080000 | PA      | $1785721.60   | 0.08%             | 2029-04-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                          | Uber Technologies Inc                                                                                      | CUSIP: 90353TAG5<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1728126.00   | 0.08%             | 2028-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| OLEODUCTO CENTRAL SA                           | Oleoducto Central SA                                                                                       | CUSIP: 000000000<br>LEI: 254900W4CPYCQFVH5E92 | Long             | DBT              | CORP              | CO        |    490000 | PA      | $398676.25    | 0.02%             | 2027-07-14      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                       | Ford Motor Credit Co LLC                                                                                   | CUSIP: 345397ZJ5<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    400000 | PA      | $378992.00    | 0.02%             | 2025-06-09      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                         | Bank of New York Mellon Corp/The                                                                           | CUSIP: 064058AH3<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1914240.00   | 0.08%             | 2025-09-20      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| B&G Foods, Inc.                                | B&G Foods, Inc. 2019 Term Loan B4                                                                          | CUSIP: 05508TAU6<br>LEI: 549300TRW1LZMDJZAQ78 | Long             | LON              | CORP              | US        |    619375 | PA      | $582020.49    | 0.03%             | 2026-10-10      | Floating      | 6.25%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                               | Crown Castle Inc                                                                                           | CUSIP: 22822VAQ4<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |    300000 | PA      | $213903.00    | 0.01%             | 2050-07-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| AstraZeneca PLC                                | AstraZeneca PLC                                                                                            | CUSIP: 046353108<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | EC               | CORP              | GB        |    146497 | NS      | $8615488.57   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| ENDEAVOR MINING PLC                            | Endeavour Mining PLC                                                                                       | CUSIP: 29261HAA3<br>LEI: 529900NI5MXQ91GHXR07 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $155350.00    | 0.01%             | 2026-10-14      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                       | PURCHASED USD / SOLD EUR                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |         1 | NC      | $-29582.83    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BROWN GROUP HOLDING, LLC                       | Brown Group Holding, LLC 2022 Incremental Term Loan B2                                                     | CUSIP: 11565HAD8<br>LEI: 25490094PF4HHK9QS109 | Long             | LON              | CORP              | US        |   1200000 | PA      | $1187004.00   | 0.05%             | 2029-07-02      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| ENFRAGEN ENERGIA SUR SA                        | EnfraGen Energia Sur SA / EnfraGen Spain SA / Prime Energia SpA                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | ES        |    200000 | PA      | $102640.00    | 0.00%             | 2030-12-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Qwest Corp                                     | Qwest Corp                                                                                                 | CUSIP: 74913G881<br>LEI: 549300R2L4N683OO1509 | Long             | EP               | CORP              | US        |     43276 | NS      | $742183.40    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                         | General Motors Financial Co Inc                                                                            | CUSIP: 37045XDS2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   4100000 | PA      | $3123749.00   | 0.14%             | 2032-01-12      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| M&T Bank Corp                                  | M&T Bank Corp                                                                                              | CUSIP: 55261F104<br>LEI: 549300WYXDDBYRASEG81 | Long             | EC               | CORP              | US        |     78479 | NS      | $13213509.23  | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| SABRE GLBL INC                                 | Sabre GLBL Inc                                                                                             | CUSIP: 78573NAC6<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |   2405000 | PA      | $2344754.75   | 0.10%             | 2025-04-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Sempra Energy                                  | Sempra Energy                                                                                              | CUSIP: 816851109<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | EC               | CORP              | US        |     53223 | NS      | $8033479.62   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| CVS Health Corp                                | CVS Health Corp                                                                                            | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               | CORP              | US        |    144673 | NS      | $13700533.10  | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Eskom Holdings SOC Ltd                         | Eskom Holdings SOC Ltd                                                                                     | CUSIP: 000000000<br>LEI: 3789001900ED06F65111 | Long             | DBT              | CORP              | ZA        |    430000 | PA      | $400249.38    | 0.02%             | 2025-02-11      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| IPOTEKA-BANK ATIB                              | Ipoteka-Bank ATIB                                                                                          | CUSIP: 000000000<br>LEI: 213800UWVX5JSNXJS434 | Long             | DBT              | CORP              | UZ        |    450000 | PA      | $383625.00    | 0.02%             | 2025-11-19      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CNX MIDSTREAM PART LP                          | CNX Midstream Partners LP                                                                                  | CUSIP: 12654AAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1210000 | PA      | $996132.50    | 0.04%             | 2030-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ENERGY CO                         | Southwestern Energy Co                                                                                     | CUSIP: 845467AT6<br>LEI: EFWMP121W54QV9MGOP87 | Long             | DBT              | CORP              | US        |   1445000 | PA      | $1252424.85   | 0.06%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MADISON IAQ LLC                                | Madison IAQ LLC                                                                                            | CUSIP: 55760LAB3<br>LEI: 549300IXDNBXNHUPBU73 | Long             | DBT              | CORP              | US        |    485000 | PA      | $333646.05    | 0.01%             | 2029-06-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| COCA-COLA ICECEK AS                            | Coca-Cola Icecek AS                                                                                        | CUSIP: 000000000<br>LEI: 789000WT80VVLUWJDK41 | Long             | DBT              | CORP              | TR        |    260000 | PA      | $207398.75    | 0.01%             | 2029-01-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ENCOMPASS HEALTH CORP                          | Encompass Health Corp                                                                                      | CUSIP: 29261AAA8<br>LEI: 549300FVRPM9DRQZRG64 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1072980.00   | 0.05%             | 2028-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Target Corp                                    | Target Corp                                                                                                | CUSIP: 87612E106<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | EC               | CORP              | US        |     42418 | NS      | $6967156.50   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| SIRIUS XM RADIO INC                            | Sirius XM Radio Inc                                                                                        | CUSIP: 82967NBJ6<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |   5020000 | PA      | $4333163.60   | 0.19%             | 2028-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos Inc                       | Marsh & McLennan Cos Inc                                                                                   | CUSIP: 571748102<br>LEI: 549300XMP3KDCKJXIU47 | Long             | EC               | CORP              | US        |     52563 | NS      | $8488398.87   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| TURK SISE VE CAM FABRIKA                       | Turkiye Sise ve Cam Fabrikalari AS                                                                         | CUSIP: 000000000<br>LEI: 789000KWOK751Q6R8875 | Long             | DBT              | CORP              | TR        |    530000 | PA      | $488792.50    | 0.02%             | 2026-03-14      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                    | Walmart Inc                                                                                                | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |     91954 | NS      | $13087812.82  | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                       | Republic of South Africa Government International Bond                                                     | CUSIP: 836205BB9<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    570000 | PA      | $377625.00    | 0.02%             | 2049-09-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                            | JPMorgan Chase & Co                                                                                        | CUSIP: 46625HJW1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3921320.00   | 0.17%             | 2024-04-30      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| CATALENT PHARMA SOLUTION                       | Catalent Pharma Solutions Inc                                                                              | CUSIP: 14879EAK4<br>LEI: 549300HALRZ339MSTH85 | Long             | DBT              | CORP              | US        |    840000 | PA      | $678367.20    | 0.03%             | 2030-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| General Electric Co                            | General Electric Co                                                                                        | CUSIP: 36962GXZ2<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |   1950000 | PA      | $2122477.50   | 0.09%             | 2032-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                           | Keurig Dr Pepper Inc                                                                                       | CUSIP: 49271VAJ9<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |   1055000 | PA      | $894903.75    | 0.04%             | 2030-05-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co/The                               | Coca-Cola Co/The                                                                                           | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |    135661 | NS      | $8119310.85   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY                                 | Morgan Stanley                                                                                             | CUSIP: 61747YEL5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1950000 | PA      | $1516983.00   | 0.07%             | 2033-01-21      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| OXFORD FIN LLC/CO-ISS II                       | Oxford Finance LLC / Oxford Finance Co-Issuer II Inc                                                       | CUSIP: 69145LAC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1365000 | PA      | $1265764.50   | 0.06%             | 2027-02-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| RC Buyer, Inc.                                 | RC Buyer, Inc. 2021 2nd Lien Term Loan                                                                     | CUSIP: 74934KAD3<br>LEI: 549300ULXHJ9CR0QDU59 | Long             | LON              | CORP              | US        |    800000 | PA      | $696000.00    | 0.03%             | 2029-07-30      | Floating      | 10.17%                | No            |                  3 | On Loan: No      |
| MPT OPER PARTNERSP/FINL                        | MPT Operating Partnership LP / MPT Finance Corp                                                            | CUSIP: 55342UAH7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2565060.00   | 0.11%             | 2027-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SINCLAIR TELEVISION GROU                       | Sinclair Television Group Inc                                                                              | CUSIP: 829259AW0<br>LEI: 549300CQGEN0CH65UD62 | Long             | DBT              | CORP              | US        |   1210000 | PA      | $1016170.10   | 0.04%             | 2027-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| DCert Buyer, Inc.                              | DCert Buyer, Inc. 2019 Term Loan B                                                                         | CUSIP: 24022KAB5<br>LEI: 549300EF826JEEUCHZ67 | Long             | LON              | CORP              | US        |   4586884 | PA      | $4409784.72   | 0.19%             | 2026-10-16      | Floating      | 6.90%                 | No            |                  2 | On Loan: No      |
| MILLICOM INTL CELLULAR                         | Millicom International Cellular SA                                                                         | CUSIP: 000000000<br>LEI: 549300CTHC1CP86P2G96 | Long             | DBT              | CORP              | LU        |    486000 | PA      | $413798.63    | 0.02%             | 2028-01-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Energize HoldCo LLC                            | Energize HoldCo LLC 2021 1st Lien Term Loan                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2313375 | PA      | $2178042.56   | 0.10%             | 2028-12-08      | Floating      | 7.50%                 | No            |                  2 | On Loan: No      |
| DEALER TIRE LLC/DT ISSR                        | Dealer Tire LLC / DT Issuer LLC                                                                            | CUSIP: 24229JAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5637000 | PA      | $4939083.03   | 0.22%             | 2028-02-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Singapore Exchange Ltd                         | Singapore Exchange Ltd                                                                                     | CUSIP: 82929W105<br>LEI: 549300IQ650PPXM76X03 | Long             | EC               | CORP              | SG        |     58226 | NS      | $5185607.56   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                         | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC                                      | CUSIP: 013092AE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    502000 | PA      | $445424.60    | 0.02%             | 2030-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                       | Prudential Financial Inc                                                                                   | CUSIP: 744320AM4<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $988100.00    | 0.04%             | 2043-06-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| CSC Holdings, LLC                              | CSC Holdings, LLC 2019 Term Loan B5                                                                        | CUSIP: 64072UAK8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | LON              | CORP              | US        |   3697323 | PA      | $3492639.59   | 0.15%             | 2027-04-15      | Floating      | 5.91%                 | No            |                  2 | On Loan: No      |
| Exxon Mobil Corp                               | Exxon Mobil Corp                                                                                           | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |    127341 | NS      | $14110656.21  | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Mattel Inc                                     | Mattel Inc                                                                                                 | CUSIP: 577081AY8<br>LEI: 549300VELLG24KHTJ564 | Long             | DBT              | CORP              | US        |   2475000 | PA      | $2456289.00   | 0.11%             | 2023-03-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Bombardier Inc                                 | Bombardier Inc                                                                                             | CUSIP: 097751BR1<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    900000 | PA      | $897732.00    | 0.04%             | 2024-12-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CMS Energy Corp                                | CMS Energy Corp                                                                                            | CUSIP: 125896100<br>LEI: 549300IA9XFBAGNIBW29 | Long             | EC               | CORP              | US        |    121977 | NS      | $6958787.85   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| GLOBAL PART/GLP FINANCE                        | Global Partners LP / GLP Finance Corp                                                                      | CUSIP: 37954FAJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3922000 | PA      | $3570275.04   | 0.16%             | 2029-01-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| AZURE POWER SOLAR ENERGY                       | Azure Power Solar Energy Pvt Ltd                                                                           | CUSIP: 000000000<br>LEI: 549300N77HEXIINE3X94 | Long             | DBT              | CORP              | MU        |    200000 | PA      | $162000.00    | 0.01%             | 2024-12-24      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| DNO ASA                                        | DNO ASA                                                                                                    | CUSIP: 000000000<br>LEI: 5967007LIEEXZXH3K072 | Long             | DBT              | CORP              | NO        |    196690 | PA      | $194575.58    | 0.01%             | 2024-05-29      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| GENESIS ENERGY LP/FIN                          | Genesis Energy LP / Genesis Energy Finance Corp                                                            | CUSIP: 37185LAL6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2010000 | PA      | $1916313.90   | 0.08%             | 2028-02-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                         | Verizon Communications Inc                                                                                 | CUSIP: 92343VFE9<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   2800000 | PA      | $2373336.00   | 0.10%             | 2030-03-22      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                  | DISH DBS Corp                                                                                              | CUSIP: 25470XBE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1720000 | PA      | $1493424.40   | 0.07%             | 2026-12-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| B3 SA-BRASIL BOLSA BALCA                       | B3 SA - Brasil Bolsa Balcao                                                                                | CUSIP: 11778EAA4<br>LEI: 4GTK5S46E6H318LMDS44 | Long             | DBT              | CORP              | BR        |    290000 | PA      | $229879.38    | 0.01%             | 2031-09-20      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| NABORS INDUSTRIES INC                          | Nabors Industries Inc                                                                                      | CUSIP: 62957HAH8<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |   2645000 | PA      | $2682532.55   | 0.12%             | 2025-02-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| New Era Cap Co., Inc.                          | New Era Cap Co., Inc. 2022 Term Loan B                                                                     | CUSIP: 64428KAB1<br>LEI: 2549002S11RAD1K2OF44 | Long             | LON              | CORP              | US        |   1974375 | PA      | $1836168.75   | 0.08%             | 2027-07-13      | Floating      | 9.94%                 | No            |                  2 | On Loan: No      |
| USI Inc/NY                                     | USI Inc/NY                                                                                                 | CUSIP: 91739VAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1850000 | PA      | $1804471.50   | 0.08%             | 2025-05-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| DANA INC                                       | Dana Inc                                                                                                   | CUSIP: 235825AH9<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | DBT              | CORP              | US        |   2075000 | PA      | $1657925.00   | 0.07%             | 2030-09-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                          | Truist Financial Corp                                                                                      | CUSIP: 89832QAF6<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   2237000 | PA      | $1966792.77   | 0.09%             | 2030-03-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Marvell Technology Inc                         | Marvell Technology Inc                                                                                     | CUSIP: 573874104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    129601 | NS      | $5142567.68   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| MIDCAP FINANCIAL ISSR TR                       | Midcap Financial Issuer Trust                                                                              | CUSIP: 59567LAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2567000 | PA      | $2182181.03   | 0.10%             | 2028-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ABSA GROUP LTD                                 | Absa Group Ltd                                                                                             | CUSIP: 000000000<br>LEI: 2138006IPPRD4N6XLT30 | Long             | DBT              | CORP              | ZA        |    460000 | PA      | $392380.00    | 0.02%             | 2026-05-27      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                               | CSC Holdings LLC                                                                                           | CUSIP: 126307BK2<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |   5372000 | PA      | $3891423.08   | 0.17%             | 2031-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BEACON ROOFING SUPPLY IN                       | Beacon Roofing Supply Inc                                                                                  | CUSIP: 073685AH2<br>LEI: 549300HDXQWWCBOYXP31 | Long             | DBT              | CORP              | US        |   2560000 | PA      | $2119449.60   | 0.09%             | 2029-05-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Athenahealth, Inc.                             | Athenahealth, Inc. 2022 Term Loan B                                                                        | CUSIP: 04686RAB9<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | LON              | CORP              | US        |   2302924 | PA      | $2099506.64   | 0.09%             | 2029-02-15      | Floating      | 6.97%                 | No            |                  2 | On Loan: No      |
| LGI HOMES INC                                  | LGI Homes Inc                                                                                              | CUSIP: 50187TAF3<br>LEI: 549300W02B4WNV8CV109 | Long             | DBT              | CORP              | US        |   3698000 | PA      | $2831780.48   | 0.12%             | 2029-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Engineered Machinery Holdings, Inc.            | Engineered Machinery Holdings, Inc. 2021 EUR Incremental Term Loan                                         | CUSIP: 26658NAL3<br>LEI: 5493008AR0NPSLW8EW07 | Long             | LON              | CORP              | US        |    866250 | PA      | $779024.89    | 0.03%             | 2028-05-21      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| SRS DISTRIBUTION INC                           | SRS Distribution Inc                                                                                       | CUSIP: 78471RAB2<br>LEI: 549300ZQ3XP75BCYM468 | Long             | DBT              | CORP              | US        |   1912000 | PA      | $1682139.36   | 0.07%             | 2028-07-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                              | Post Holdings Inc                                                                                          | CUSIP: 737446AQ7<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |   5984000 | PA      | $5058454.72   | 0.22%             | 2030-04-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| LEVIATHAN BOND LTD                             | Leviathan Bond Ltd                                                                                         | CUSIP: 000000000<br>LEI: 254900D9T8VKYVQNZ220 | Long             | DBT              | CORP              | IL        |    470000 | PA      | $464653.75    | 0.02%             | 2023-06-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BUCKEYE PARTNERS LP                            | Buckeye Partners LP                                                                                        | CUSIP: 118230AU5<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |   1217000 | PA      | $1058583.11   | 0.05%             | 2028-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SAN MIGUEL INDUSTRIAS                          | SAN Miguel Industrias Pet SA / NG PET R&P Latin America SA                                                 | CUSIP: 79911QAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | PE        |    290000 | PA      | $230151.25    | 0.01%             | 2028-08-02      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NRG Energy Inc                                 | NRG Energy Inc                                                                                             | CUSIP: 629377CK6<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |   2800000 | PA      | $2680804.00   | 0.12%             | 2024-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Reynolds Group Holdings Inc.                   | Reynolds Group Holdings Inc. 2020 Term Loan B2                                                             | CUSIP: 76173FAW7<br>LEI: 5493002QNV81KCX40V06 | Long             | LON              | CORP              | US        |   1056188 | PA      | $1025632.04   | 0.05%             | 2026-02-05      | Floating      | 7.00%                 | No            |                  2 | On Loan: No      |
| MONG DUONG FIN HLDGS BV                        | Mong Duong Finance Holdings BV                                                                             | CUSIP: 000000000<br>LEI: 549300995KGQFMWSV879 | Long             | DBT              | CORP              | NL        |    530000 | PA      | $367290.00    | 0.02%             | 2029-05-07      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| NRG Energy Inc                                 | NRG Energy Inc                                                                                             | CUSIP: 629377CE0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    115000 | PA      | $109471.95    | 0.00%             | 2028-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| YPF SOCIEDAD ANONIMA                           | YPF SA                                                                                                     | CUSIP: 000000000<br>LEI: 5493003N7447U18U5U53 | Long             | DBT              | CORP              | AR        |    218750 | PA      | $175546.88    | 0.01%             | 2025-03-23      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| LABORATOIRE EIMER SELAS                        | Laboratoire Eimer Selas                                                                                    | CUSIP: 000000000<br>LEI: 969500DCZL54LLTFEM37 | Long             | DBT              | CORP              | FR        |    500000 | PA      | $347023.89    | 0.02%             | 2029-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CIVITAS RESOURCES INC                          | Civitas Resources Inc                                                                                      | CUSIP: 097793AE3<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |   1345000 | PA      | $1239888.25   | 0.05%             | 2026-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                       | Prudential Financial Inc                                                                                   | CUSIP: 744320BK7<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1370160.00   | 0.06%             | 2052-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Brown Group Holding, LLC                       | Brown Group Holding, LLC Term Loan B                                                                       | CUSIP: 11565HAB2<br>LEI: 25490094PF4HHK9QS109 | Long             | LON              | CORP              | US        |    983584 | PA      | $954696.20    | 0.04%             | 2028-06-07      | Floating      | 6.25%                 | No            |                  2 | On Loan: No      |
| FIRST BNK NIGERIA (FBN F                       | First Bank of Nigeria Ltd Via FBN Finance Co BV                                                            | CUSIP: 302406AC7<br>LEI: 213800WYQV2Q3TA9J649 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $166000.00    | 0.01%             | 2025-10-27      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| ASBURY AUTOMOTIVE GROUP                        | Asbury Automotive Group Inc                                                                                | CUSIP: 043436AW4<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |   1462000 | PA      | $1202231.84   | 0.05%             | 2029-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                       | Canadian Pacific Railway Co                                                                                | CUSIP: 13645RBF0<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |   1900000 | PA      | $1507897.00   | 0.07%             | 2031-12-02      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Roche Holding AG                               | Roche Holding AG                                                                                           | CUSIP: 771195104<br>LEI: 549300U41AUUVOAAOB37 | Long             | EC               | CORP              | CH        |    262741 | NS      | $10861712.94  | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Intelsat Jackson Holdings S.A.                 | Intelsat Jackson Holdings S.A. 2021 Exit Term Loan B                                                       | CUSIP: 000000000<br>LEI: 8XJ8KF85PBKK1TLMFN29 | Long             | LON              | CORP              | LU        |   3124480 | PA      | $3005374.80   | 0.13%             | 2029-02-01      | Floating      | 7.45%                 | No            |                  2 | On Loan: No      |
| Amkor Technology Inc                           | Amkor Technology Inc                                                                                       | CUSIP: 031652BK5<br>LEI: 529900VHLRTKPWZJBM84 | Long             | DBT              | CORP              | US        |   1398000 | PA      | $1379951.82   | 0.06%             | 2027-09-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                         | US LONG BOND(CBT) DEC22                                                                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       161 | NC      | $-2483343.38  | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| COUNTRY GARDEN HLDGS                           | Country Garden Holdings Co Ltd                                                                             | CUSIP: 000000000<br>LEI: 549300MGHLPT1EFHGF84 | Long             | DBT              | CORP              | KY        |    210000 | PA      | $17850.00     | 0.00%             | 2026-12-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| SBA COMMUNICATIONS CORP                        | SBA Communications Corp                                                                                    | CUSIP: 78410GAD6<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | DBT              |  | US        |   2637000 | PA      | $2383241.49   | 0.11%             | 2027-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Financial Square Government Fund | Goldman Sachs Financial Square Government Fund                                                             | CUSIP: 38141W273<br>LEI: 549300BRJMXN4GUWZ402 | Long             | EC               | RF                | US        |  48011421 | NS      | $48011421.25  | 2.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Juniper Networks Inc                           | Juniper Networks Inc                                                                                       | CUSIP: 48203R104<br>LEI: AUHIXNGG7U2U7JEHM527 | Long             | EC               | CORP              | US        |    152955 | NS      | $4680423.00   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| FOUNDATION BUILDING M                          | Foundation Building Materials Inc                                                                          | CUSIP: 350392AA4<br>LEI: 549300ZVE6MONHB01I28 | Long             | DBT              | CORP              | US        |   1019000 | PA      | $712953.54    | 0.03%             | 2029-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Entergy Corp                                   | Entergy Corp                                                                                               | CUSIP: 29366GM57<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | STIV             | CORP              | US        |   3275000 | PA      | $3262343.50   | 0.14%             | 2022-12-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| VIRTUSA CORP                                   | Virtusa Corp                                                                                               | CUSIP: 92837TAA0<br>LEI: C77OMXDER63WLJCSKT03 | Long             | DBT              | CORP              | US        |   2371000 | PA      | $1706124.18   | 0.08%             | 2028-12-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| General Electric Co                            | General Electric Co                                                                                        | CUSIP: 369604BQ5<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |   4477000 | PA      | $4330199.17   | 0.19%             | 2022-12-15      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC / FIN INC                         | Acrisure LLC / Acrisure Finance Inc                                                                        | CUSIP: 00489LAF0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2230000 | PA      | $1822222.20   | 0.08%             | 2029-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                       | Ford Motor Credit Co LLC                                                                                   | CUSIP: 345397B28<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   4260000 | PA      | $3871062.00   | 0.17%             | 2025-11-13      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| VISTAJET MALTA/XO MGMT                         | VistaJet Malta Finance PLC / XO Management Holding Inc                                                     | CUSIP: 92840JAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |   3525000 | PA      | $2945595.75   | 0.13%             | 2030-02-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST                        | Starwood Property Trust Inc                                                                                | CUSIP: 85571BAL9<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              |  | US        |   2700000 | PA      | $2547234.00   | 0.11%             | 2025-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| DirecTV Financing, LLC                         | DirecTV Financing, LLC Term Loan                                                                           | CUSIP: 25460HAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2343250 | PA      | $2227844.94   | 0.10%             | 2027-08-02      | Floating      | 8.75%                 | No            |                  2 | On Loan: No      |
| VERTIV GROUP CORPORATION                       | Vertiv Group Corp                                                                                          | CUSIP: 92535UAB0<br>LEI: 549300ZT8RQ5VK10E643 | Long             | DBT              | CORP              | US        |   2956000 | PA      | $2570655.84   | 0.11%             | 2028-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CMG MEDIA CORPORATION                          | CMG Media Corp                                                                                             | CUSIP: 88146LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2850000 | PA      | $2413351.50   | 0.11%             | 2027-12-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| KB HOME                                        | KB Home                                                                                                    | CUSIP: 48666KBA6<br>LEI: 549300LGUCWQURMWLG09 | Long             | DBT              | CORP              | US        |   1805000 | PA      | $1668036.60   | 0.07%             | 2030-07-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Republic Services Inc                          | Republic Services Inc                                                                                      | CUSIP: 760759100<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | EC               | CORP              | US        |    100536 | NS      | $13333084.32  | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                         | US 2YR NOTE (CBT) DEC22                                                                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       349 | NC      | $-1485415.89  | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| AT&T Inc                                       | AT&T Inc                                                                                                   | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |    795278 | NS      | $14497917.94  | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| LIFEPOINT HEALTH INC                           | LifePoint Health Inc                                                                                       | CUSIP: 53219LAU3<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |   2635000 | PA      | $1674753.30   | 0.07%             | 2029-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Hudson Pacific Properties Inc                  | Hudson Pacific Properties Inc                                                                              | CUSIP: 444097109<br>LEI: N/A                  | Long             | EC               |  | US        |    177602 | NS      | $1960726.08   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| BOOKING HOLDINGS INC                           | Booking Holdings Inc                                                                                       | CUSIP: 09857LAR9<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |   2850000 | PA      | $2687692.50   | 0.12%             | 2030-04-13      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                      | Amgen Inc                                                                                                  | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               | CORP              | US        |     27359 | NS      | $7396505.65   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America Corp                           | Bank of America Corp                                                                                       | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |    441300 | NS      | $15904452.00  | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                       | Warnermedia Holdings Inc                                                                                   | CUSIP: 55903VAJ2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   2300000 | PA      | $1955943.00   | 0.09%             | 2029-03-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                         | US ULTRA BOND CBT DEC22                                                                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       477 | NC      | $-9719846.06  | -0.43%            |  |  |  | No            |                  1 | On Loan: No      |
| PROSUS NV                                      | Prosus NV                                                                                                  | CUSIP: 000000000<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $165000.00    | 0.01%             | 2027-01-19      | Fixed         | 3.26%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                       | Constellation Brands Inc                                                                                   | CUSIP: 21036PBF4<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |   2275000 | PA      | $1881493.25   | 0.08%             | 2030-05-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                        | MPLX LP                                                                                                    | CUSIP: 55336VBQ2<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   5925000 | PA      | $4665641.25   | 0.21%             | 2030-08-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU                       | Venture Global Calcasieu Pass LLC                                                                          | CUSIP: 92328MAB9<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |   3243000 | PA      | $2772505.56   | 0.12%             | 2031-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Koninklijke Ahold Delhaize NV                  | Koninklijke Ahold Delhaize NV                                                                              | CUSIP: 500467501<br>LEI: 724500C9GNBV20UYRX36 | Long             | EC               | CORP              | NL        |    309782 | NS      | $8646015.62   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| CAB                                            | CAB SELAS                                                                                                  | CUSIP: 000000000<br>LEI: 9695008EGX5O9K1MS743 | Long             | DBT              | CORP              | FR        |   1175000 | PA      | $911025.90    | 0.04%             | 2028-02-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ACCESS BANK PLC                                | Access Bank PLC                                                                                            | CUSIP: 00434G2B5<br>LEI: 029200328C3N9YI2D660 | Long             | DBT              | CORP              | NG        |    400000 | PA      | $290800.00    | 0.01%             | 2026-09-21      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| TELECOM ITALIA CAPITAL                         | Telecom Italia Capital SA                                                                                  | CUSIP: 87927VAR9<br>LEI: 549300777DJZOR5C4L39 | Long             | DBT              | CORP              | LU        |   1800000 | PA      | $1412622.00   | 0.06%             | 2036-07-18      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| PEDIATRIX MEDICAL GROUP                        | Pediatrix Medical Group Inc                                                                                | CUSIP: 58502BAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    725000 | PA      | $625849.00    | 0.03%             | 2030-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                       | Avolon Holdings Funding Ltd                                                                                | CUSIP: 05401AAR2<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   1927000 | PA      | $1478220.97   | 0.07%             | 2027-11-18      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                   | Comcast Corp                                                                                               | CUSIP: 20030NDL2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   2827000 | PA      | $1679520.70   | 0.07%             | 2051-01-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| ZIGGO BOND CO BV                               | Ziggo Bond Co BV                                                                                           | CUSIP: 98953GAD7<br>LEI: 213800JYI4P7V5QDOG59 | Long             | DBT              | CORP              | NL        |    500000 | PA      | $395715.00    | 0.02%             | 2030-02-28      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| HUNT OIL CO OF PERU                            | Hunt Oil Co of Peru LLC Sucursal Del Peru                                                                  | CUSIP: 000000000<br>LEI: 549300SVO0550J3IKN50 | Long             | DBT              | CORP              | PE        |    421360 | PA      | $380277.40    | 0.02%             | 2028-06-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Eurex Deutschland                              | EURO-BUND FUTURE DEC22                                                                                     | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |       -33 | NC      | $223022.72    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Level 3 Financing Inc.                         | Level 3 Financing Inc. 2019 Term Loan B                                                                    | CUSIP: 52729KAP1<br>LEI: 254900AE5FEFIJOXWL19 | Long             | LON              | CORP              | US        |   1568485 | PA      | $1488586.35   | 0.07%             | 2027-03-01      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| DELPHI FINANCIAL GROUP                         | Delphi Financial Group Inc                                                                                 | CUSIP: 247131303<br>LEI: 5493001NGT0EEYMZG011 | Long             | EP               | CORP              | US        |    143849 | NS      | $3164678.00   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                 | Home Depot Inc/The                                                                                         | CUSIP: 437076CD2<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   1170000 | PA      | $811289.70    | 0.04%             | 2050-04-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| ROBLOX CORP                                    | ROBLOX Corp                                                                                                | CUSIP: 771049AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1975000 | PA      | $1621178.75   | 0.07%             | 2030-05-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                          | Bausch Health Cos Inc                                                                                      | CUSIP: 071734AP2<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |   2240000 | PA      | $1476854.40   | 0.07%             | 2027-02-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| GLOBAL INFRASTRUCTURE SO                       | Global Infrastructure Solutions Inc                                                                        | CUSIP: 37960XAA5<br>LEI: 2549003BGLQITAJ6ZT28 | Long             | DBT              | CORP              | US        |   4435000 | PA      | $3286734.15   | 0.14%             | 2029-06-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                         | VICI Properties LP / VICI Note Co Inc                                                                      | CUSIP: 92564RAC9<br>LEI: N/A                  | Long             | DBT              |  | US        |   1526000 | PA      | $1420309.24   | 0.06%             | 2025-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Noble Corp PLC                                 | Noble Corp PLC                                                                                             | CUSIP: 000000000<br>LEI: 549300I3HBUNXO0OG954 | Long             | EC               | CORP              | GB        |     89078 | NS      | $3210371.12   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                       | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                                                  | CUSIP: 00774MAW5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   3625000 | PA      | $2927985.00   | 0.13%             | 2028-10-29      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ANADOLU EFES BIR                               | Anadolu Efes Biracilik Ve Malt Sanayii AS                                                                  | CUSIP: 032523AB8<br>LEI: 7890006LGARYVIPOJX03 | Long             | DBT              | CORP              | TR        |    420000 | PA      | $294603.75    | 0.01%             | 2028-06-29      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| OMAN GOV INTERNTL BOND                         | Oman Government International Bond                                                                         | CUSIP: 68205LAS2<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |    200000 | PA      | $190500.00    | 0.01%             | 2031-01-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES/AADVAN                       | American Airlines Inc/AAdvantage Loyalty IP Ltd                                                            | CUSIP: 00253XAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |   1717000 | PA      | $1562470.00   | 0.07%             | 2029-04-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SUMMIT MID HLDS LLC / FI                       | Summit Midstream Holdings LLC / Summit Midstream Finance Corp                                              | CUSIP: 86614WAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3260000 | PA      | $2738758.60   | 0.12%             | 2025-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| VEDANTA RESOURCES                              | Vedanta Resources Finance II PLC                                                                           | CUSIP: 000000000<br>LEI: 8945002DGA3BBXO3N634 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $124000.00    | 0.01%             | 2025-03-11      | Fixed         | 8.95%                 | No            |                  2 | On Loan: No      |
| TINKOFF BK (TCS FINANCE)                       | Tinkoff Bank JSC Via TCS Finance Ltd                                                                       | CUSIP: 87251LAA4<br>LEI: 213800VIPIONINOCLD68 | Long             | DBT              | CORP              | IE        |    200000 | PA      | $70000.00     | 0.00%             | 2026-12-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CLARIV SCI HLD CORP                            | Clarivate Science Holdings Corp                                                                            | CUSIP: 18064PAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2401000 | PA      | $2001929.79   | 0.09%             | 2029-07-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| TEVA PHARM FNC NL II                           | Teva Pharmaceutical Finance Netherlands II BV                                                              | CUSIP: 000000000<br>LEI: 549300HSQCIKJAOYIT23 | Long             | DBT              | CORP              | NL        |    210000 | PA      | $181640.69    | 0.01%             | 2027-05-09      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| DCert Buyer, Inc.                              | DCert Buyer, Inc. 2021 2nd Lien Term Loan                                                                  | CUSIP: 000000000<br>LEI: 549300EF826JEEUCHZ67 | Long             | LON              | CORP              | US        |   2700000 | PA      | $2508300.00   | 0.11%             | 2029-02-19      | Floating      | 9.90%                 | No            |                  2 | On Loan: No      |
| OFFICE CHERIFIEN DES PHO                       | OCP SA                                                                                                     | CUSIP: 000000000<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |    640000 | PA      | $382320.00    | 0.02%             | 2051-06-23      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| OWENS-BROCKWAY                                 | Owens-Brockway Glass Container Inc                                                                         | CUSIP: 69073TAR4<br>LEI: V2UQUCDZJ9WY98W8QU33 | Long             | DBT              | CORP              | US        |    527000 | PA      | $525413.73    | 0.02%             | 2023-08-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO INC                            | Sirius XM Radio Inc                                                                                        | CUSIP: 82967NBL1<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |    820000 | PA      | $732825.80    | 0.03%             | 2026-09-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| UNITED GROUP BV                                | United Group BV                                                                                            | CUSIP: 000000000<br>LEI: 213800PC85O8BJ7DU398 | Long             | DBT              | CORP              | NL        |   1225000 | PA      | $869468.54    | 0.04%             | 2028-08-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                            | Abbott Laboratories                                                                                        | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |     77301 | NS      | $7648160.94   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| FORD MOTOR COMPANY                             | Ford Motor Co                                                                                              | CUSIP: 345370DA5<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |   3726000 | PA      | $2797965.18   | 0.12%             | 2032-02-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Garrett LX I SARL                              | Garrett LX I SARL 2021 USD Term Loan B                                                                     | CUSIP: 36649XAC2<br>LEI: 549300LKYJ4RR1ELO069 | Long             | LON              | CORP              | LU        |   2772000 | PA      | $2688840.00   | 0.12%             | 2028-04-30      | Floating      | 7.67%                 | No            |                  3 | On Loan: No      |
| SRS DISTRIBUTION INC                           | SRS Distribution Inc                                                                                       | CUSIP: 78471RAC0<br>LEI: 549300ZQ3XP75BCYM468 | Long             | DBT              | CORP              | US        |   3525000 | PA      | $2895717.00   | 0.13%             | 2029-07-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Engineered Machinery Holdings, Inc.            | Engineered Machinery Holdings, Inc. 2021 USD Incremental Term Loan                                         | CUSIP: 26658NAP4<br>LEI: 5493008AR0NPSLW8EW07 | Long             | LON              | CORP              | US        |   1857091 | PA      | $1794023.80   | 0.08%             | 2028-05-19      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC                       | Builders FirstSource Inc                                                                                   | CUSIP: 12008RAN7<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1546884.00   | 0.07%             | 2030-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PLAYTIKA HOLDING CORP                          | Playtika Holding Corp                                                                                      | CUSIP: 72815LAA5<br>LEI: 254900E35Z4TKA4UFG64 | Long             | DBT              | CORP              | US        |   3198000 | PA      | $2663326.38   | 0.12%             | 2029-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PACTIV EVERGREEN GROUP                         | Pactiv Evergreen Group Issuer Inc/Pactiv Evergreen Group Issuer LLC                                        | CUSIP: 76174LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1410000 | PA      | $1247864.10   | 0.06%             | 2027-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LCH Limited                                    | Long: SR218695  IRS USD R F  3.00000 / Short: SR218695  IRS USD P V 00MSOFR                                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   2470000 | OU      | $-87872.97    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Getty Images Inc                               | Getty Images Inc                                                                                           | CUSIP: 374276AJ2<br>LEI: 5493005NV20IG4VEKZ40 | Long             | DBT              | CORP              | US        |   3720000 | PA      | $3683581.20   | 0.16%             | 2027-03-01      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Hunter Fan Company                             | Hunter Fan Company 2021 Term Loan                                                                          | CUSIP: 44568FAT5<br>LEI: 549300LNHMRYBCSXQE39 | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2028-05-08      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES INC                            | Delta Air Lines Inc                                                                                        | CUSIP: 247361ZZ4<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |   3600000 | PA      | $3680892.00   | 0.16%             | 2026-01-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                        | Dell International LLC / EMC Corp                                                                          | CUSIP: 24703TAJ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2699000 | PA      | $2860292.24   | 0.13%             | 2036-07-15      | Fixed         | 8.10%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                     | US Bancorp                                                                                                 | CUSIP: 902973BC9<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $767720.00    | 0.03%             | 2027-01-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| PENN ENTERTAINMENT INC                         | Penn Entertainment Inc                                                                                     | CUSIP: 707569AV1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3067000 | PA      | $2438387.68   | 0.11%             | 2029-07-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ARCOSA INC                                     | Arcosa Inc                                                                                                 | CUSIP: 039653AA8<br>LEI: 549300WFHLTCZV7D6V29 | Long             | DBT              | CORP              | US        |   1221000 | PA      | $1056531.30   | 0.05%             | 2029-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Grinding Media Inc.                            | Grinding Media Inc. 2021 Term Loan B                                                                       | CUSIP: 39854KAB6<br>LEI: 254900IYFJ03EGFQ8C34 | Long             | LON              | CORP              | US        |   2648250 | PA      | $2264253.75   | 0.10%             | 2028-10-12      | Floating      | 7.70%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                     | AbbVie Inc                                                                                                 | CUSIP: 00287YBX6<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   6650000 | PA      | $5805583.00   | 0.26%             | 2029-11-21      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| API GROUP DE INC                               | APi Group DE Inc                                                                                           | CUSIP: 001877AA7<br>LEI: 549300XP4G7B4QYA0G83 | Long             | DBT              | CORP              | US        |   5193000 | PA      | $4162397.22   | 0.18%             | 2029-07-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| HUNTSMAN INTERNATIONAL L                       | Huntsman International LLC                                                                                 | CUSIP: 44701QBE1<br>LEI: 3YTEJFW18LGIUQ2N5J61 | Long             | DBT              | CORP              | US        |   2104000 | PA      | $1833467.68   | 0.08%             | 2029-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DCP MIDSTREAM OPERATING                        | DCP Midstream Operating LP                                                                                 | CUSIP: 23311RAA4<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3890480.00   | 0.17%             | 2037-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                    | S+P500 EMINI FUT DEC22                                                                                     | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |       173 | NC      | $-1726729.07  | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| TELECOM ARGENTINA SA                           | Telecom Argentina SA                                                                                       | CUSIP: 879273AT7<br>LEI: 549300MKPIRSJD8SB782 | Long             | DBT              | CORP              | AR        |    158000 | PA      | $147710.25    | 0.01%             | 2025-08-06      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Air Lease Corp                                 | Air Lease Corp                                                                                             | CUSIP: 00914AAB8<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |   2750000 | PA      | $2493947.50   | 0.11%             | 2026-06-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                       | AT&T Inc                                                                                                   | CUSIP: 00206RKH4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   3475000 | PA      | $2613686.50   | 0.12%             | 2032-02-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                         | Pacific Gas and Electric Co                                                                                | CUSIP: 694308JJ7<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   1470000 | PA      | $899448.90    | 0.04%             | 2050-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CHEMOURS CO                                    | Chemours Co/The                                                                                            | CUSIP: 163851AH1<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |   4560000 | PA      | $3553380.00   | 0.16%             | 2029-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| UNIVERSE TREK LTD                              | Universe Trek Ltd                                                                                          | CUSIP: 000000000<br>LEI: 894500DI8OJA4AZN9Q31 | Long             | DBT              | CORP              | VG        |    200000 | PA      | $170424.00    | 0.01%             | 2026-06-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| KOC Holding AS                                 | KOC Holding AS                                                                                             | CUSIP: 000000000<br>LEI: 7890005U0H950VH19H45 | Long             | DBT              | CORP              | TR        |    700000 | PA      | $655725.00    | 0.03%             | 2025-03-11      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs MLP Energy Infrastructure Fund   | Goldman Sachs MLP Energy Infrastructure Fund                                                               | CUSIP: 38150C887<br>LEI: 549300QNI1STTSJRLK10 | Long             | EC               | RF                | US        |   1313012 | NS      | $39600427.50  | 1.75%             |  |  |  | No            |                  1 | On Loan: No      |
| GFL ENVIRONMENTAL INC                          | GFL Environmental Inc                                                                                      | CUSIP: 36168QAL8<br>LEI: 549300FYK4MBXWIVZU26 | Long             | DBT              | CORP              | CA        |   6980000 | PA      | $5985280.20   | 0.26%             | 2028-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                            | Charles Schwab Corp/The                                                                                    | CUSIP: 808513BD6<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |   2250000 | PA      | $2197575.00   | 0.10%             | 2025-06-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CHINA OIL AND GAS GROUP                        | China Oil & Gas Group Ltd                                                                                  | CUSIP: 000000000<br>LEI: 52990063CVI7GDV4JZ06 | Long             | DBT              | CORP              | BM        |    102857 | PA      | $100208.53    | 0.00%             | 2023-01-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CARGO AIRCRAFT MANAGEMEN                       | Cargo Aircraft Management Inc                                                                              | CUSIP: 14180LAA4<br>LEI: 549300GH5J7LOMV44F11 | Long             | DBT              | CORP              | US        |    785000 | PA      | $701028.55    | 0.03%             | 2028-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MEG ENERGY CORP                                | MEG Energy Corp                                                                                            | CUSIP: 552704AE8<br>LEI: 5493002WXPTG5ZC1T326 | Long             | DBT              | CORP              | CA        |   2480000 | PA      | $2523747.20   | 0.11%             | 2027-02-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| ELASTIC NV                                     | Elastic NV                                                                                                 | CUSIP: 28415LAA1<br>LEI: 2549003I48WHHH937I59 | Long             | DBT              | CORP              | NL        |   1835000 | PA      | $1533362.70   | 0.07%             | 2029-07-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Financial Square Government Fund | Goldman Sachs Financial Square Government Fund                                                             | CUSIP: 38141W273<br>LEI: 549300BRJMXN4GUWZ402 | Long             | STIV             | RF                | US        |   1879100 | NS      | $1879099.62   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| VNET GROUP INC                                 | Vnet Group Inc                                                                                             | CUSIP: 90138VAB3<br>LEI: 529900672GYJQ3T38I58 | Long             | DBT              | CORP              | KY        |    220000 | PA      | $181630.68    | 0.01%             | 2026-02-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                               | Deutsche Bank AG                                                                                           | CUSIP: 251525AX9<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    800000 | PA      | $628768.00    | 0.03%             | 2025-10-30      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ZIGGO BV                                       | Ziggo BV                                                                                                   | CUSIP: 98955DAA8<br>LEI: 213800TQASLF9JXH5J59 | Long             | DBT              | CORP              | NL        |   1628000 | PA      | $1373885.48   | 0.06%             | 2030-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD RESID PROPERT                       | Brookfield Residential Properties Inc / Brookfield Residential US LLC                                      | CUSIP: 11283YAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   1642000 | PA      | $1259988.70   | 0.06%             | 2030-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| AvalonBay Communities Inc                      | AvalonBay Communities Inc                                                                                  | CUSIP: 053484101<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | EC               |  | US        |     38342 | NS      | $6714451.04   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| RAYMOND JAMES FINANCIAL                        | Raymond James Financial Inc                                                                                | CUSIP: 754730AG4<br>LEI: RGUZHJ05YTITL6D76949 | Long             | DBT              | CORP              | US        |    900000 | PA      | $838044.00    | 0.04%             | 2030-04-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| AUTONATION INC                                 | AutoNation Inc                                                                                             | CUSIP: 05329WAQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    961000 | PA      | $829506.37    | 0.04%             | 2030-06-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                                                                        | CUSIP: 46647PBP0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    441000 | PA      | $347366.88    | 0.02%             | 2031-05-13      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| Fidelity National Information Services Inc     | Fidelity National Information Services Inc                                                                 | CUSIP: 31620M106<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | EC               | CORP              | US        |     81953 | NS      | $6801279.47   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| CSC Holdings, LLC                              | CSC Holdings, LLC 2017 Term Loan B1                                                                        | CUSIP: 64072UAE2<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | LON              | CORP              | US        |   1658918 | PA      | $1601901.00   | 0.07%             | 2025-07-17      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| BANIJAY ENTERTAINMENT                          | Banijay Entertainment SASU                                                                                 | CUSIP: 060335AA4<br>LEI: 969500CE0IE2EZ5VBG13 | Long             | DBT              | CORP              | FR        |   1800000 | PA      | $1669176.00   | 0.07%             | 2025-03-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Athenahealth, Inc.                             | Athenahealth, Inc. 2022 Delayed Draw Term Loan                                                             | CUSIP: 04686RAC7<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | LON              | CORP              | US        |    391304 | PA      | $356740.44    | 0.02%             | 2029-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ADAPTHEALTH LLC                                | AdaptHealth LLC                                                                                            | CUSIP: 00653VAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1445000 | PA      | $1337622.05   | 0.06%             | 2028-08-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| CENTRAL GARDEN & PET CO                        | Central Garden & Pet Co                                                                                    | CUSIP: 153527AN6<br>LEI: 5493004DVZLD37DJ0H83 | Long             | DBT              | CORP              | US        |   1380000 | PA      | $1143757.80   | 0.05%             | 2030-10-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                       | IOP011522 EQO. SPX USD                                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |    -20080 | NC      | $-1862219.20  | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| BANCO DAVIVIENDA SA                            | Banco Davivienda SA                                                                                        | CUSIP: 059501AD8<br>LEI: 549300P161V4IPKAQS70 | Long             | DBT              | CORP              | CO        |    220000 | PA      | $148266.25    | 0.01%             | 2031-04-22      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| SPCM SA                                        | SPCM SA                                                                                                    | CUSIP: 7846ELAD9<br>LEI: 969500F7036FEDYPRV54 | Long             | DBT              | CORP              | FR        |    740000 | PA      | $646649.00    | 0.03%             | 2027-03-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Foot Locker Inc                                | Foot Locker Inc                                                                                            | CUSIP: 344849104<br>LEI: 549300X383CBNP6MTV94 | Long             | EC               | CORP              | US        |    121276 | NS      | $3844449.20   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| BANCO CONTINENTAL S.A.E.                       | Banco Continental SAECA                                                                                    | CUSIP: 000000000<br>LEI: 8945005Q0D60A6FCEM55 | Long             | DBT              | CORP              | PY        |    720000 | PA      | $617760.00    | 0.03%             | 2025-12-10      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Berry Global Inc                               | Berry Global Inc                                                                                           | CUSIP: 085770AB1<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1898900.00   | 0.08%             | 2027-07-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                            | Medline Borrower LP                                                                                        | CUSIP: 62482BAB8<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |   2285000 | PA      | $1781111.80   | 0.08%             | 2029-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| International Paper Co                         | International Paper Co                                                                                     | CUSIP: 460146103<br>LEI: 824LMFJDH41EY779Q875 | Long             | EC               | CORP              | US        |    106557 | NS      | $3581380.77   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| UNISYS CORP                                    | Unisys Corp                                                                                                | CUSIP: 909214BV9<br>LEI: 549300T21W22FIJJOW08 | Long             | DBT              | CORP              | US        |   1060000 | PA      | $890018.40    | 0.04%             | 2027-11-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTL GROUP                            | American International Group Inc                                                                           | CUSIP: 026874DR5<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |   2250000 | PA      | $1935562.50   | 0.09%             | 2030-06-30      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Epicor Software Corporation                    | Epicor Software Corporation 2020 Term Loan                                                                 | CUSIP: 29426NAN4<br>LEI: JGNXVGGGXR4O1L5I7S73 | Long             | LON              | CORP              | US        |   4018000 | PA      | $3821118.00   | 0.17%             | 2027-07-30      | Floating      | 7.00%                 | No            |                  2 | On Loan: No      |
| Nestle SA                                      | Nestle SA                                                                                                  | CUSIP: 641069406<br>LEI: KY37LUS27QQX7BB93L28 | Long             | EC               | CORP              | CH        |    104241 | NS      | $11332039.11  | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| CHARLES SCHWAB CORP                            | Charles Schwab Corp/The                                                                                    | CUSIP: 808513BK0<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |   2875000 | PA      | $2344965.00   | 0.10%             | 2026-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CEMEX SAB DE CV                                | Cemex SAB de CV                                                                                            | CUSIP: 151290CA9<br>LEI: 549300RIG2CXWN6IV731 | Long             | DBT              | CORP              | MX        |    470000 | PA      | $385658.50    | 0.02%             | 2026-06-08      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| KBR INC                                        | KBR Inc                                                                                                    | CUSIP: 48242WAC0<br>LEI: 254900OFQDXZRKRCV808 | Long             | DBT              | CORP              | US        |   1161000 | PA      | $1016931.51   | 0.04%             | 2028-09-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corp                          | Tenet Healthcare Corp                                                                                      | CUSIP: 88033GCX6<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1921520.00   | 0.08%             | 2027-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CoBank ACB                                     | CoBank ACB                                                                                                 | CUSIP: 19075QAC6<br>LEI: P0J8I7M2E0A77CKF1705 | Long             | DBT              | CORP              | US        |   5350000 | PA      | $5131720.00   | 0.23%             | 2026-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MetLife Inc                                    | MetLife Inc                                                                                                | CUSIP: 59156R108<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | EC               | CORP              | US        |    173390 | NS      | $12693881.90  | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Illinois Tool Works Inc                        | Illinois Tool Works Inc                                                                                    | CUSIP: 452308109<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | EC               | CORP              | US        |     50008 | NS      | $10678208.24  | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Holley Purchaser, Inc.                         | Holley Purchaser, Inc. 2021 Term Loan                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3138027 | PA      | $2815406.24   | 0.12%             | 2028-11-17      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| VISTAJET MALTA/XO MGMT                         | VistaJet Malta Finance PLC / XO Management Holding Inc                                                     | CUSIP: 92840JAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |   1230000 | PA      | $1117910.10   | 0.05%             | 2027-05-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| SEMPRA ENERGY                                  | Sempra Energy                                                                                              | CUSIP: 816851BK4<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |   3335000 | PA      | $3036750.95   | 0.13%             | 2025-10-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                 | BNP Paribas SA                                                                                             | CUSIP: 05565A202<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | EC               | CORP              | FR        |    426136 | NS      | $10073855.04  | 0.44%             |  |  |  | No            |                  1 | On Loan: —       |
| COMPANIA GENERAL COMBUST                       | Cia General de Combustibles SA                                                                             | CUSIP: 20448QAB6<br>LEI: 529900ZYULFIPN299C35 | Long             | DBT              | CORP              | AR        |    121380 | PA      | $114931.69    | 0.01%             | 2025-03-08      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| INRETAIL CONSUMER                              | InRetail Consumer                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | PE        |    400000 | PA      | $316250.00    | 0.01%             | 2028-03-22      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                        | BPCE SA                                                                                                    | CUSIP: 05578QAF0<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   2100000 | PA      | $1444758.00   | 0.06%             | 2032-10-19      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| STANDARD INDUSTRIES INC                        | Standard Industries Inc/NJ                                                                                 | CUSIP: 853496AH0<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |   4054000 | PA      | $3038391.92   | 0.13%             | 2031-01-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Ross Stores Inc                                | Ross Stores Inc                                                                                            | CUSIP: 778296103<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | EC               | CORP              | US        |     55489 | NS      | $5309742.41   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameren Corp                                    | Ameren Corp                                                                                                | CUSIP: 023608102<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | EC               | CORP              | US        |     99640 | NS      | $8122652.80   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| CT TRUST                                       | CT Trust                                                                                                   | CUSIP: 000000000<br>LEI: 213800MJB7WO427HQD34 | Long             | DBT              | CORP              | GT        |    440000 | PA      | $350295.00    | 0.02%             | 2032-02-03      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                            | NCL Corp Ltd                                                                                               | CUSIP: 62886HAP6<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |   2231000 | PA      | $1947997.65   | 0.09%             | 2024-12-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Lamar Funding Ltd                              | Lamar Funding Ltd                                                                                          | CUSIP: 000000000<br>LEI: 549300TSXHL7X0727895 | Long             | DBT              | CORP              | KY        |    470000 | PA      | $432341.25    | 0.02%             | 2025-05-07      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| AXIAN TELECOM                                  | Axian Telecom                                                                                              | CUSIP: 05466AAA1<br>LEI: 984500C6FIA50FZSE337 | Long             | DBT              | CORP              | MU        |    250000 | PA      | $215000.00    | 0.01%             | 2027-02-16      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| SELECT MEDICAL CORP                            | Select Medical Corp                                                                                        | CUSIP: 816196AT6<br>LEI: 549300X05KS0JKR8CB50 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1621919.00   | 0.07%             | 2026-08-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CASTLELAKE AVIATION FIN                        | Castlelake Aviation Finance DAC                                                                            | CUSIP: 14856HAA6<br>LEI: 2138006F7SMD1COVC345 | Long             | DBT              | CORP              | IE        |   2420000 | PA      | $2056491.80   | 0.09%             | 2027-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Banco de Bogota SA                             | Banco de Bogota SA                                                                                         | CUSIP: 000000000<br>LEI: 549300LYHE7LWSKDZT53 | Long             | DBT              | CORP              | CO        |    330000 | PA      | $300630.00    | 0.01%             | 2026-05-12      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MARRIOTT OWNERSHIP RESOR                       | Marriott Ownership Resorts Inc                                                                             | CUSIP: 57164PAH9<br>LEI: BW4532OH033VURR0IT68 | Long             | DBT              | CORP              | US        |    710000 | PA      | $594277.10    | 0.03%             | 2029-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| INVERSIONES Y REPRESENTA                       | IRSA Inversiones y Representaciones SA                                                                     | CUSIP: 450047AH8<br>LEI: 549300QJINFBX83IZ837 | Long             | DBT              | CORP              | AR        |    277787 | PA      | $254696.23    | 0.01%             | 2028-06-22      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Anticimex International AB                     | Anticimex International AB 2021 USD Term Loan B1                                                           | CUSIP: 000000000<br>LEI: 54930005SBU6WYFBEB41 | Long             | LON              | CORP              | SE        |   1988204 | PA      | $1923587.23   | 0.08%             | 2028-11-16      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| GLATFELTER                                     | Glatfelter Corp                                                                                            | CUSIP: 377320AA4<br>LEI: 549300LDQLQBT38QDY28 | Long             | DBT              | CORP              | US        |    670000 | PA      | $431493.40    | 0.02%             | 2029-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CLARIV SCI HLD CORP                            | Clarivate Science Holdings Corp                                                                            | CUSIP: 18064PAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3509000 | PA      | $3039355.44   | 0.13%             | 2028-07-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| TELFON CELUAR DEL PARAGU                       | Telefonica Celular del Paraguay SA                                                                         | CUSIP: 000000000<br>LEI: 254900R8A8IKGF4THL54 | Long             | DBT              | CORP              | PY        |    440000 | PA      | $397457.50    | 0.02%             | 2027-04-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CARVANA CO                                     | Carvana Co                                                                                                 | CUSIP: 146869AF9<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |    850000 | PA      | $411230.00    | 0.02%             | 2027-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                    | BNP Paribas SA                                                                                             | CUSIP: 09659W2U7<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   3050000 | PA      | $2262459.50   | 0.10%             | 2033-01-20      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| H-FOOD HOLDNG/HEARTHSIDE                       | H-Food Holdings LLC / Hearthside Finance Co Inc                                                            | CUSIP: 577088AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2820000 | PA      | $1645470.00   | 0.07%             | 2026-06-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| VERISURE HOLDING AB                            | Verisure Holding AB                                                                                        | CUSIP: 000000000<br>LEI: 549300VQQCWGISM3N408 | Long             | DBT              | CORP              | SE        |    725000 | PA      | $609216.66    | 0.03%             | 2027-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FORTRESS TRANS & INFRAST                       | Fortress Transportation and Infrastructure Investors LLC                                                   | CUSIP: 34960PAD3<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |   2220000 | PA      | $1894969.80   | 0.08%             | 2028-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Peraton Corp.                                  | Peraton Corp. 2nd Lien Term Loan B1                                                                        | CUSIP: 71360HAG2<br>LEI: 549300EQPCK07ZW63836 | Long             | LON              | CORP              | US        |   1747455 | PA      | $1655713.85   | 0.07%             | 2029-02-01      | Floating      | 11.16%                | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                       | CHS/Community Health Systems Inc                                                                           | CUSIP: 12543DBL3<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |   1540000 | PA      | $630568.40    | 0.03%             | 2030-04-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Newell Brands Inc                              | Newell Brands Inc                                                                                          | CUSIP: 651229AY2<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |   1380000 | PA      | $1061192.40   | 0.05%             | 2046-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Buckeye Partners LP                            | Buckeye Partners LP                                                                                        | CUSIP: 118230AR2<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |    929000 | PA      | $805814.60    | 0.04%             | 2027-12-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Noble Corp PLC                                 | Noble Corp PLC                                                                                             | CUSIP: 000000000<br>LEI: 549300I3HBUNXO0OG954 | N/A              | DE               |  | GB        |      2644 | NS      | $31728.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MATTEL INC                                     | Mattel Inc                                                                                                 | CUSIP: 577081BE1<br>LEI: 549300VELLG24KHTJ564 | Long             | DBT              | CORP              | US        |   2185000 | PA      | $2001197.80   | 0.09%             | 2026-04-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| LCH Limited                                    | Long: BR218693  IRS USD R V 00MSOFR 1 CCPOIS / Short: BR218693  IRS USD P F  3.50000 2 CCPOIS              | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    100000 | OU      | $1329.84      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INSTALLED BUILDING PRODU                       | Installed Building Products Inc                                                                            | CUSIP: 45780RAA9<br>LEI: 549300I95Y9P9YM5FI86 | Long             | DBT              | CORP              | US        |    800000 | PA      | $708472.00    | 0.03%             | 2028-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMER PIPELINE                       | Plains All American Pipeline LP / PAA Finance Corp                                                         | CUSIP: 72650RBF8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2872680.00   | 0.13%             | 2024-11-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| IHEARTCOMMUNICATIONS INC                       | iHeartCommunications Inc                                                                                   | CUSIP: 45174HBG1<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |    550000 | PA      | $479825.50    | 0.02%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| HESS MIDSTREAM OPERATION                       | Hess Midstream Operations LP                                                                               | CUSIP: 428102AF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    990000 | PA      | $892465.20    | 0.04%             | 2030-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET CAR/FINANCE                        | Avis Budget Car Rental LLC / Avis Budget Finance Inc                                                       | CUSIP: 053773BF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1605000 | PA      | $1388710.20   | 0.06%             | 2029-03-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| QORVO INC                                      | Qorvo Inc                                                                                                  | CUSIP: 74736KAH4<br>LEI: 254900YAUJV2EUEVBR11 | Long             | DBT              | CORP              | US        |    750000 | PA      | $641197.50    | 0.03%             | 2029-10-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| TEAMSYSTEM SPA                                 | TeamSystem SpA                                                                                             | CUSIP: 000000000<br>LEI: 81560062081DF3AB7A90 | Long             | DBT              | CORP              | IT        |   3100000 | PA      | $2513019.20   | 0.11%             | 2028-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ARCIS GOLF LLC                                 | Arcis Golf LLC Term Loan B                                                                                 | CUSIP: 000000000<br>LEI: 254900ZMGXNNIX4SXQ48 | Long             | LON              | CORP              | US        |   2014875 | PA      | $1994726.25   | 0.09%             | 2028-11-24      | Floating      | 8.00%                 | No            |                  2 | On Loan: No      |
| Tullow Oil PLC                                 | Tullow Oil PLC                                                                                             | CUSIP: 000000000<br>LEI: 2138003EYHWO75RKS857 | Long             | DBT              | CORP              | GB        |    310000 | PA      | $203825.00    | 0.01%             | 2025-03-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| NEXSTAR BROADCASTING INC                       | Nexstar Media Inc                                                                                          | CUSIP: 65343HAA9<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1412040.00   | 0.06%             | 2027-07-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| NOBLE FINANCE CO                               | Noble Finance Co                                                                                           | CUSIP: 65505JAC5<br>LEI: 5493003DTPH8AMMK4P51 | Long             | DBT              | CORP              | KY        |    564689 | PA      | $608971.91    | 0.03%             | 2028-02-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| TE Connectivity Ltd                            | TE Connectivity Ltd                                                                                        | CUSIP: 000000000<br>LEI: 894500ZRIX9K13RHXR17 | Long             | EC               | CORP              | CH        |     53620 | NS      | $6553972.60   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| TRAVEL + LEISURE CO                            | Travel + Leisure Co                                                                                        | CUSIP: 98310WAS7<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | DBT              | CORP              | US        |    598000 | PA      | $583504.48    | 0.03%             | 2026-07-31      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Pretium PKG Holdings, Inc.                     | Pretium PKG Holdings, Inc. 2021 1st Lien Term Loan                                                         | CUSIP: 74142KAF6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1191000 | PA      | $1039147.50   | 0.05%             | 2028-10-02      | Floating      | 7.74%                 | No            |                  2 | On Loan: No      |
| BANK HAPOALIM                                  | Bank Hapoalim BM                                                                                           | CUSIP: 000000000<br>LEI: B6ARUI4946ST4S7WOU88 | Long             | DBT              | CORP              | IL        |    460000 | PA      | $376050.00    | 0.02%             | 2032-01-21      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| TRUST FIBRAUNO                                 | Trust Fibra Uno                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              |  | MX        |    510000 | PA      | $383163.00    | 0.02%             | 2030-01-15      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| TAYLOR MORRISON COMM                           | Taylor Morrison Communities Inc                                                                            | CUSIP: 87724RAJ1<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |   1301000 | PA      | $1081638.39   | 0.05%             | 2030-08-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| INTELSAT JACKSON HOLDINGS S A                  | INTELSAT JACKSON HOLDINGS S A                                                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | LU        |      3728 | NS      | $14289.42     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Allied Universal Holdco LLC                    | Allied Universal Holdco LLC 2021 USD Incremental Term Loan B                                               | CUSIP: 01957TAH0<br>LEI: 98450038B4549046D794 | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2028-05-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LIONS GATE CAPITAL HOLD                        | Lions Gate Capital Holdings LLC                                                                            | CUSIP: 53627NAE1<br>LEI: 549300MWJHNLR35C0837 | Long             | DBT              | CORP              | US        |   2540000 | PA      | $1927225.00   | 0.08%             | 2029-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Advance Auto Parts Inc                         | Advance Auto Parts Inc                                                                                     | CUSIP: 00751Y106<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | EC               | CORP              | US        |     21424 | NS      | $4068846.08   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                              | EURO-BOBL FUTURE DEC22                                                                                     | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |       -69 | NC      | $215077.51    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DELL INT LLC / EMC CORP                        | Dell International LLC / EMC Corp                                                                          | CUSIP: 24703TAG1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2475000 | PA      | $2314768.50   | 0.10%             | 2029-10-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL RESOURCES                          | Continental Resources Inc/OK                                                                               | CUSIP: 212015AT8<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |   1306000 | PA      | $1188316.34   | 0.05%             | 2031-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SPCM SA                                        | SPCM SA                                                                                                    | CUSIP: 7846ELAE7<br>LEI: 969500F7036FEDYPRV54 | Long             | DBT              | CORP              | FR        |    925000 | PA      | $739796.50    | 0.03%             | 2030-03-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| AES PANAMA GENERATION HL                       | AES Panama Generation Holdings SRL                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | PA        |    460000 | PA      | $361617.50    | 0.02%             | 2030-05-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Devon Energy Corp                              | Devon Energy Corp                                                                                          | CUSIP: 25179M103<br>LEI: 54930042348RKR3ZPN35 | Long             | EC               | CORP              | US        |    185358 | NS      | $14337441.30  | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| T-MOBILE USA INC                               | T-Mobile USA Inc                                                                                           | CUSIP: 87264AAZ8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   1896000 | PA      | $1505006.88   | 0.07%             | 2050-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Spirit AeroSystems Inc                         | Spirit AeroSystems Inc                                                                                     | CUSIP: 85205TAK6<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | DBT              | CORP              | US        |   6285000 | PA      | $4504522.35   | 0.20%             | 2028-06-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Trident TPI Holdings, Inc.                     | Trident TPI Holdings, Inc. 2021 Delayed Draw Term Loan                                                     | CUSIP: 00216EAF6<br>LEI: 549300TPLK304J3RNC85 | Long             | LON              | CORP              | US        |    259383 | PA      | $245487.92    | 0.01%             | 2028-09-15      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES/AADVAN                       | American Airlines Inc/AAdvantage Loyalty IP Ltd                                                            | CUSIP: 00253XAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    522000 | PA      | $497486.88    | 0.02%             | 2026-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| IMOLA MERGER CORP                              | Imola Merger Corp                                                                                          | CUSIP: 45258LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6867000 | PA      | $5954856.39   | 0.26%             | 2029-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MOTION BONDCO DAC                              | Motion Bondco DAC                                                                                          | CUSIP: 61978XAA5<br>LEI: 635400KFD3IETNQLA755 | Long             | DBT              | CORP              | IE        |   3250000 | PA      | $2722460.00   | 0.12%             | 2027-11-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                           | Keurig Dr Pepper Inc                                                                                       | CUSIP: 49271VAK6<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    308000 | PA      | $214820.76    | 0.01%             | 2050-05-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| YUM! BRANDS INC                                | Yum! Brands Inc                                                                                            | CUSIP: 988498AL5<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |   3064000 | PA      | $2737438.88   | 0.12%             | 2030-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                | Long: BS006034  CDS USD R V 03MEVENT 1 CCPCORPORATE / Short: BS006034  CDS USD P F  1.00000 2 CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    550000 | OU      | $1706.48      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DT MIDSTREAM INC                               | DT Midstream Inc                                                                                           | CUSIP: 23345MAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4130000 | PA      | $3479731.50   | 0.15%             | 2031-06-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE CORP                          | Freedom Mortgage Corp                                                                                      | CUSIP: 35640YAF4<br>LEI: 549300LYRWPSYPK6S325 | Long             | DBT              | CORP              | US        |   3225000 | PA      | $2546298.75   | 0.11%             | 2026-05-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                          | Tenet Healthcare Corp                                                                                      | CUSIP: 88033GDP2<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |   3289000 | PA      | $3058276.65   | 0.13%             | 2030-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Clark Equipment Company                        | Clark Equipment Company 2022 Term Loan B                                                                   | CUSIP: 18143EAK5<br>LEI: 549300X1FKNY520VPF71 | Long             | LON              | CORP              | US        |    348250 | PA      | $341633.25    | 0.02%             | 2029-04-20      | Floating      | 6.15%                 | No            |                  2 | On Loan: No      |
| MADISON IAQ LLC                                | Madison IAQ LLC                                                                                            | CUSIP: 55760LAA5<br>LEI: 549300IXDNBXNHUPBU73 | Long             | DBT              | CORP              | US        |   4294000 | PA      | $3584072.98   | 0.16%             | 2028-06-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                         | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC                                      | CUSIP: 013092AC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2595000 | PA      | $2406758.70   | 0.11%             | 2027-01-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                 | NRG Energy Inc                                                                                             | CUSIP: 629377CQ3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    448000 | PA      | $374810.24    | 0.02%             | 2029-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ARDAGH METAL PACKAGING                         | Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance PLC                                | CUSIP: 03969YAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |   1463000 | PA      | $1114176.91   | 0.05%             | 2029-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PTC Inc                                        | PTC Inc                                                                                                    | CUSIP: 69370CAB6<br>LEI: 54930050SSMU8SKDJ030 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3815.84      | 0.00%             | 2025-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| MERSIN ULUSLARARASI LIMA                       | Mersin Uluslararasi Liman Isletmeciligi AS                                                                 | CUSIP: 000000000<br>LEI: 635400DAFN6NT43HM530 | Long             | DBT              | CORP              | TR        |    460000 | PA      | $421848.75    | 0.02%             | 2024-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Vinci SA                                       | Vinci SA                                                                                                   | CUSIP: 927320101<br>LEI: 213800WFQ334R8UXUG83 | Long             | EC               | CORP              | FR        |    278862 | NS      | $6405460.14   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| UBER TECHNOLOGIES INC                          | Uber Technologies Inc                                                                                      | CUSIP: 90353TAF7<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |   3200000 | PA      | $3200352.00   | 0.14%             | 2025-05-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART                        | Kinder Morgan Energy Partners LP                                                                           | CUSIP: 494550AQ9<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |   7000000 | PA      | $7252630.00   | 0.32%             | 2033-08-15      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| PULTEGROUP INC                                 | PulteGroup Inc                                                                                             | CUSIP: 745867AM3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3150420.00   | 0.14%             | 2032-06-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| HOWARD MIDSTREAM ENERGY                        | Howard Midstream Energy Partners LLC                                                                       | CUSIP: 442722AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1565000 | PA      | $1420065.35   | 0.06%             | 2027-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Yum! Brands Inc                                | Yum! Brands Inc                                                                                            | CUSIP: 988498101<br>LEI: 549300JE8XHZZ7OHN517 | Long             | EC               | CORP              | US        |     61663 | NS      | $7291649.75   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| NAVIENT CORP                                   | Navient Corp                                                                                               | CUSIP: 63938CAM0<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |   4388000 | PA      | $3497455.40   | 0.15%             | 2029-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                | CVS Health Corp                                                                                            | CUSIP: 126650DJ6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   4715000 | PA      | $4163109.25   | 0.18%             | 2030-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ECUADOR                            | Ecuador Government International Bond                                                                      | CUSIP: 000000000<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |     57283 | PA      | $17607.36     | 0.00%             | 2030-07-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN LLC / JFIN                       | Jefferies Finance LLC / JFIN Co-Issuer Corp                                                                | CUSIP: 47232MAF9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3829000 | PA      | $3009249.39   | 0.13%             | 2028-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SUBURBAN PROPANE PARTNRS                       | Suburban Propane Partners LP/Suburban Energy Finance Corp                                                  | CUSIP: 864486AL9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2245000 | PA      | $1886181.65   | 0.08%             | 2031-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BOYNE USA INC                                  | Boyne USA Inc                                                                                              | CUSIP: 103557AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1275000 | PA      | $1115510.25   | 0.05%             | 2029-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Eurex Deutschland                              | EURO STOXX BANK DEC22                                                                                      | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DE               |  | DE        |      1365 | NC      | $150608.61    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SIX FLAGS ENTERTAINMENT                        | Six Flags Entertainment Corp                                                                               | CUSIP: 83001AAC6<br>LEI: 549300JYTDUAA4JQ3717 | Long             | DBT              | CORP              | US        |   1854000 | PA      | $1667728.62   | 0.07%             | 2027-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TK ELEVATOR HOLDCO GMBH                        | TK Elevator Holdco GmbH                                                                                    | CUSIP: 92537VAA8<br>LEI: 2549008GCHWX9EEMIS56 | Long             | DBT              | CORP              | DE        |   4509000 | PA      | $3728492.10   | 0.16%             | 2028-07-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                         | WESCO Distribution Inc                                                                                     | CUSIP: 95081QAP9<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |   1473000 | PA      | $1493916.60   | 0.07%             | 2028-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| TruGreen Limited Partnership                   | TruGreen Limited Partnership 2020 2nd Lien Term Loan                                                       | CUSIP: 89787RAK8<br>LEI: 549300QNRP2MNHR3QM19 | Long             | LON              | CORP              | US        |   2650000 | PA      | $2226000.00   | 0.10%             | 2028-11-02      | Floating      | 13.43%                | No            |                  2 | On Loan: No      |
| Morgan Stanley                                 | Morgan Stanley                                                                                             | CUSIP: 61761J406<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EP               | CORP              | US        |    183597 | NS      | $4459571.13   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Syncapay Inc                                   | Syncapay Inc Term Loan B                                                                                   | CUSIP: 65230LAC2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2055238 | PA      | $1972164.83   | 0.09%             | 2027-12-10      | Floating      | 10.17%                | No            |                  2 | On Loan: No      |
| Citigroup Inc                                  | Citigroup Inc                                                                                              | CUSIP: 172967GF2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1325000 | PA      | $1313353.25   | 0.06%             | 2023-02-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| ORGANON & CO/ORG                               | Organon & Co / Organon Foreign Debt Co-Issuer BV                                                           | CUSIP: 68622TAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    700000 | PA      | $616119.00    | 0.03%             | 2028-04-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                    | Long: BR218698  IRS USD R V 00MSOFR 1 CCPOIS / Short: BR218698  IRS USD P F  2.50000 2 CCPOIS              | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |  12420000 | OU      | $1032259.73   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| XPO ESCROW SUB LLC                             | XPO Escrow Sub LLC                                                                                         | CUSIP: 98379JAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1745000 | PA      | $1741614.70   | 0.08%             | 2027-11-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| LLPL Capital Pte Ltd                           | LLPL Capital Pte Ltd                                                                                       | CUSIP: 000000000<br>LEI: 254900VXZ8FXTUQNON22 | Long             | DBT              | CORP              | SG        |    392472 | PA      | $302203.44    | 0.01%             | 2039-02-04      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                           | Cleveland-Cliffs Inc                                                                                       | CUSIP: 185899AH4<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |   2250000 | PA      | $2092882.50   | 0.09%             | 2027-06-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                       | AT&T Inc                                                                                                   | CUSIP: 00206RJY9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   2900000 | PA      | $2320435.00   | 0.10%             | 2031-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CUMULUS MEDIA NEW HLDGS                        | Cumulus Media New Holdings Inc                                                                             | CUSIP: 23110AAA4<br>LEI: 5493001D9VBAVY1OKJ46 | Long             | DBT              | CORP              | US        |   2421000 | PA      | $2101694.31   | 0.09%             | 2026-07-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ASHLAND LLC                                    | Ashland LLC                                                                                                | CUSIP: 04433LAA0<br>LEI: 6O4MRU8C1MS0K34UQF79 | Long             | DBT              | CORP              | US        |   3225000 | PA      | $2525916.75   | 0.11%             | 2031-09-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| WR GRACE HOLDING LLC                           | WR Grace Holdings LLC                                                                                      | CUSIP: 92943GAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1855000 | PA      | $1433970.65   | 0.06%             | 2029-08-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Asurion LLC                                    | Asurion LLC 2020 Term Loan B8                                                                              | CUSIP: 04649VAX8<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |   3266947 | PA      | $2898403.08   | 0.13%             | 2026-12-23      | Floating      | 7.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                 | Morgan Stanley                                                                                             | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |     89849 | NS      | $7382892.33   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK LEUMI LE-ISRAEL                           | Bank Leumi Le-Israel BM                                                                                    | CUSIP: 000000000<br>LEI: 7JDSZWRGUQY2DSTWCR57 | Long             | DBT              | CORP              | IL        |    710000 | PA      | $605718.75    | 0.03%             | 2031-01-29      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| Pioneer Natural Resources Co                   | Pioneer Natural Resources Co                                                                               | CUSIP: 723787107<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | EC               | CORP              | US        |     40063 | NS      | $10272553.83  | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                       | IOP011446 EQO. SPX EUR                                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | DE        |    -11624 | NC      | $-1342178.04  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Caterpillar Inc                                | Caterpillar Inc                                                                                            | CUSIP: 149123101<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | EC               | CORP              | US        |     33037 | NS      | $7151189.02   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Range Resources Corp                           | Range Resources Corp                                                                                       | CUSIP: 75281ABA6<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | DBT              | CORP              | US        |   1470000 | PA      | $1466854.20   | 0.06%             | 2023-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CARVANA CO                                     | Carvana Co                                                                                                 | CUSIP: 146869AH5<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |   1615000 | PA      | $714605.20    | 0.03%             | 2029-09-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ADT SEC CORP                                   | ADT Security Corp/The                                                                                      | CUSIP: 00109LAA1<br>LEI: 5493009JEEDYLVRA0J13 | Long             | DBT              | CORP              | US        |   4387000 | PA      | $3760492.53   | 0.17%             | 2029-08-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                               | Altice France SA/France                                                                                    | CUSIP: 02156LAH4<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |   4695000 | PA      | $3578810.70   | 0.16%             | 2029-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NEW FORTRESS ENERGY INC                        | New Fortress Energy Inc                                                                                    | CUSIP: 644393AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2110000 | PA      | $2071914.50   | 0.09%             | 2025-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                         | US 5YR NOTE (CBT) DEC22                                                                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        -7 | NC      | $-3949.75     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ABC SUPPLY CO INC                              | American Builders & Contractors Supply Co Inc                                                              | CUSIP: 024747AG2<br>LEI: 549300H5GQ4C1BEKG397 | Long             | DBT              | CORP              | US        |   2760000 | PA      | $2264580.00   | 0.10%             | 2029-11-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BORGWARNER INC                                 | BorgWarner Inc                                                                                             | CUSIP: 099724AM8<br>LEI: 549300DSFX2IE88NSX47 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1947720.00   | 0.09%             | 2025-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                      | Boeing Co/The                                                                                              | CUSIP: 097023CY9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   3432000 | PA      | $3172815.36   | 0.14%             | 2030-05-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Insulet Corporation                            | Insulet Corporation Term Loan B                                                                            | CUSIP: 45784QAB5<br>LEI: 549300TZTYD2PYN92D43 | Long             | LON              | CORP              | US        |   4616127 | PA      | $4506494.18   | 0.20%             | 2028-05-04      | Floating      | 7.00%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                  | DISH DBS Corp                                                                                              | CUSIP: 25470XBB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1292221.00   | 0.06%             | 2028-07-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| CMG Media Corporation                          | CMG Media Corporation 2021 Term Loan                                                                       | CUSIP: 88145LAE4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1167210 | PA      | $1087874.74   | 0.05%             | 2026-12-17      | Floating      | 7.25%                 | No            |                  2 | On Loan: No      |
| USA COM PART/USA COM FIN                       | USA Compression Partners LP / USA Compression Finance Corp                                                 | CUSIP: 91740PAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4480000 | PA      | $4300396.80   | 0.19%             | 2026-04-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| HOWARD HUGHES CORP                             | Howard Hughes Corp/The                                                                                     | CUSIP: 44267DAE7<br>LEI: 549300BVHY25JZC1KI49 | Long             | DBT              | CORP              | US        |    734000 | PA      | $581283.96    | 0.03%             | 2029-02-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| TECHNIPFMC PLC                                 | TechnipFMC PLC                                                                                             | CUSIP: 87854XAE1<br>LEI: 549300D5I93QWCJTCK36 | Long             | DBT              | CORP              | GB        |   3635000 | PA      | $3495088.85   | 0.15%             | 2026-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ESC CB CHESAPEAKE ENER                         | ESC CB CHESAPEAKE ENER                                                                                     | CUSIP: 165ESCAC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2000000 | PA      | $45000.00     | 0.00%             | 2026-09-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PENSKE AUTOMOTIVE GROUP                        | Penske Automotive Group Inc                                                                                | CUSIP: 70959WAK9<br>LEI: 549300W7UTQ0M4C7LB15 | Long             | DBT              | CORP              | US        |   2179000 | PA      | $1789176.90   | 0.08%             | 2029-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| KLA Corp                                       | KLA Corp                                                                                                   | CUSIP: 482480100<br>LEI: 549300H0BF5JCG96TJ81 | Long             | EC               | CORP              | US        |     25171 | NS      | $7965362.95   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| GO DADDY OPCO/FINCO                            | Go Daddy Operating Co LLC / GD Finance Co Inc                                                              | CUSIP: 38016LAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1305000 | PA      | $1233720.90   | 0.05%             | 2027-12-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NEWS CORP                                      | News Corp                                                                                                  | CUSIP: 65249BAA7<br>LEI: 549300ITS31QK8VRBQ14 | Long             | DBT              | CORP              | US        |   2470000 | PA      | $2123483.70   | 0.09%             | 2029-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                    | BNP Paribas SA                                                                                             | CUSIP: 05565AM34<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   2000000 | PA      | $1888520.00   | 0.08%             | 2029-08-16      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Electronic Arts Inc                            | Electronic Arts Inc                                                                                        | CUSIP: 285512109<br>LEI: 549300O7A67PUEYKDL45 | Long             | EC               | CORP              | US        |     31832 | NS      | $4009558.72   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| CREDIT BANK OF MOSCOW (C                       | Credit Bank of Moscow Via CBOM Finance PLC                                                                 | CUSIP: 000000000<br>LEI: 635400Y22HQLUDCVZX38 | Long             | DBT              | CORP              | IE        |    280000 | PA      | $28000.00     | 0.00%             | 2027-10-05      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                         | PNC Financial Services Group Inc/The                                                                       | CUSIP: 693475BD6<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1862940.00   | 0.08%             | 2027-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                  | Citigroup Inc                                                                                              | CUSIP: 172967MU2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $843010.00    | 0.04%             | 2025-12-10      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Metinvest BV                                   | Metinvest BV                                                                                               | CUSIP: 000000000<br>LEI: 635400TMCKVEU87EJ582 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $105000.00    | 0.00%             | 2023-04-23      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| SEAWORLD PARKS & ENTERTA                       | SeaWorld Parks & Entertainment Inc                                                                         | CUSIP: 81282UAG7<br>LEI: 549300UZV72O3371JJ53 | Long             | DBT              | CORP              | US        |   4880000 | PA      | $4240232.00   | 0.19%             | 2029-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| LABL INC                                       | LABL Inc                                                                                                   | CUSIP: 50168AAB6<br>LEI: 5493004FUZN8R6Y3VB98 | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1668817.50   | 0.07%             | 2026-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| STERICYCLE INC                                 | Stericycle Inc                                                                                             | CUSIP: 858912AF5<br>LEI: B8PTJH2P0AXSWSMP2136 | Long             | DBT              | CORP              | US        |   1950000 | PA      | $1921608.00   | 0.08%             | 2024-07-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| SCIENTIFIC GAMES INTERNA                       | Scientific Games International Inc                                                                         | CUSIP: 80874YBC3<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |    500000 | PA      | $483810.00    | 0.02%             | 2028-05-15      | Fixed         | 7.00%                 | 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        |   7384000 | PA      | $5536892.40   | 0.24%             | 2029-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Navient Corp                                   | Navient Corp                                                                                               | CUSIP: 78442FEQ7<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3000330.00   | 0.13%             | 2023-01-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| RENT-A-CENTER INC                              | Rent-A-Center Inc/TX                                                                                       | CUSIP: 76009NAL4<br>LEI: 529900QUHE15UQNCCJ63 | Long             | DBT              | CORP              | US        |    850000 | PA      | $660407.50    | 0.03%             | 2029-02-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Hertz Corporation, (The)                       | Hertz Corporation, (The) 2021 Term Loan C                                                                  | CUSIP: 42804VBC4<br>LEI: 549300PD0C69OJ0NLB27 | Long             | LON              | CORP              | US        |    507443 | PA      | $488175.75    | 0.02%             | 2028-06-30      | Floating      | 7.01%                 | No            |                  2 | On Loan: No      |
| COVANTA HOLDING CORP                           | Covanta Holding Corp                                                                                       | CUSIP: 22282EAJ1<br>LEI: 40XIFLS8XDQGGHGPGC04 | Long             | DBT              | CORP              | US        |    670000 | PA      | $558619.20    | 0.02%             | 2030-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP/US FIN                       | Clarios Global LP / Clarios US Finance Co                                                                  | CUSIP: 69867DAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1850000 | PA      | $1819271.50   | 0.08%             | 2027-05-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| GLOBAL INFRASTRUCTURE SO                       | Global Infrastructure Solutions Inc                                                                        | CUSIP: 37960XAB3<br>LEI: 2549003BGLQITAJ6ZT28 | Long             | DBT              | CORP              | US        |   1390000 | PA      | $1029851.00   | 0.05%             | 2032-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                  | Citigroup Inc                                                                                              | CUSIP: 17327CAQ6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   3325000 | PA      | $2597224.00   | 0.11%             | 2033-01-25      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| KKR APPLE BIDCO, LLC                           | KKR Apple Bidco, LLC 2021 2nd Lien Term Loan                                                               | CUSIP: 000000000<br>LEI: 2549001SCJD3WEYJFM53 | Long             | LON              | CORP              | US        |    325000 | PA      | $309663.25    | 0.01%             | 2029-09-21      | Floating      | 9.50%                 | No            |                  2 | On Loan: No      |
| BELLIS ACQUISITION CO PL                       | Bellis Acquisition Co PLC                                                                                  | CUSIP: 000000000<br>LEI: 259400CYE2267UB4A481 | Long             | DBT              | CORP              | GB        |    475000 | PA      | $444553.96    | 0.02%             | 2026-02-16      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE CORP                          | Freedom Mortgage Corp                                                                                      | CUSIP: 35640YAG2<br>LEI: 549300LYRWPSYPK6S325 | Long             | DBT              | CORP              | US        |   2610000 | PA      | $1946172.60   | 0.09%             | 2027-01-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                       | PURCHASED USD / SOLD EUR                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |         1 | NC      | $-515.21      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Financial Square Government Fund | Goldman Sachs Financial Square Government Fund                                                             | CUSIP: 38148U619<br>LEI: 549300BRJMXN4GUWZ402 | Long             | EC               | RF                | US        |  64378403 | NS      | $64378403.15  | 2.84%             |  |  |  | No            |                  1 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                       | Occidental Petroleum Corp                                                                                  | CUSIP: 674599DY8<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   2180000 | PA      | $2313372.40   | 0.10%             | 2025-07-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                             | Ukraine Government International Bond                                                                      | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    220000 | PA      | $46103.75     | 0.00%             | 2025-09-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                  | TransDigm Inc                                                                                              | CUSIP: 893647BL0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |   3300000 | PA      | $2997027.00   | 0.13%             | 2027-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                   | UBS Group AG                                                                                               | CUSIP: 000000000<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   4000000 | PA      | $3796760.00   | 0.17%             | 2025-08-07      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| LUKOIL SECURITIES BV                           | Lukoil Securities BV                                                                                       | CUSIP: 54988LAB2<br>LEI: 724500IVNQ6LF8OFIO42 | Long             | DBT              | CORP              | NL        |    250000 | PA      | $176250.00    | 0.01%             | 2030-05-06      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CD&R SMOKEY BUYER INC                          | CD&R Smokey Buyer Inc                                                                                      | CUSIP: 12510CAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1094000 | PA      | $1039245.30   | 0.05%             | 2025-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                 | Lowe's Cos Inc                                                                                             | CUSIP: 548661EH6<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   2062000 | PA      | $1779031.74   | 0.08%             | 2032-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| GLENCORE FINANCE CANADA                        | Glencore Finance Canada Ltd                                                                                | CUSIP: 98417EAR1<br>LEI: 5493005TTO0UJ33KCK70 | Long             | DBT              | CORP              | CA        |   3000000 | PA      | $2476380.00   | 0.11%             | 2042-10-25      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| MPT OPER PARTNERSP/FINL                        | MPT Operating Partnership LP / MPT Finance Corp                                                            | CUSIP: 55342UAM6<br>LEI: N/A                  | Long             | DBT              |  | US        |   2680000 | PA      | $1852764.40   | 0.08%             | 2031-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PERFORMANCE FOOD GROUP I                       | Performance Food Group Inc                                                                                 | CUSIP: 69346VAA7<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1094662.00   | 0.05%             | 2027-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| eG Global Finance PLC                          | eG Global Finance PLC                                                                                      | CUSIP: 28228PAA9<br>LEI: 549300TL8Q5207VYET27 | Long             | DBT              | CORP              | GB        |   3800000 | PA      | $3445232.00   | 0.15%             | 2025-02-07      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| New York Times Co/The                          | New York Times Co/The                                                                                      | CUSIP: 650111107<br>LEI: 529900J1WEMMIW7BOH57 | Long             | EC               | CORP              | US        |     83332 | NS      | $2413294.72   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| CHENIERE ENERGY PARTNERS                       | Cheniere Energy Partners LP                                                                                | CUSIP: 16411QAG6<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1589238.00   | 0.07%             | 2029-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MV24 CAPITAL BV                                | MV24 Capital BV                                                                                            | CUSIP: 55388RAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    302226 | PA      | $249204.23    | 0.01%             | 2034-06-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BofA Securities, Inc.                          | Long: SR218704  IRS USD R F  2.50000 2 CCPOIS / Short: SR218704  IRS USD P V 00MSOFR 1 CCPOIS              | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | N/A              | DIR              |  | GB        |   5380000 | OU      | $-890334.59   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| ACRISURE LLC / FIN INC                         | Acrisure LLC / Acrisure Finance Inc                                                                        | CUSIP: 00489LAH6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2490000 | PA      | $2061122.40   | 0.09%             | 2029-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ARDAGH METAL PACKAGING                         | Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance PLC                                | CUSIP: 03969YAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    523000 | PA      | $501813.27    | 0.02%             | 2027-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                      | Boeing Co/The                                                                                              | CUSIP: 097023CW3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1652000 | PA      | $1419514.04   | 0.06%             | 2050-05-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| SUMMIT MID HLDS LLC / FI                       | Summit Midstream Holdings LLC / Summit Midstream Finance Corp                                              | CUSIP: 86614WAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3370000 | PA      | $3236042.50   | 0.14%             | 2026-10-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| APX GROUP INC                                  | APX Group Inc                                                                                              | CUSIP: 00213MAW4<br>LEI: 549300OMQVKPRU98OE64 | Long             | DBT              | CORP              | US        |   4286000 | PA      | $3381996.88   | 0.15%             | 2029-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                               | BAT Capital Corp                                                                                           | CUSIP: 05526DBD6<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $7250500.00   | 0.32%             | 2037-08-15      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| CHROME HOLDCO                                  | Chrome Holdco SASU                                                                                         | CUSIP: 000000000<br>LEI: 9845000E49865VT3N679 | Long             | DBT              | CORP              | FR        |   2100000 | PA      | $1504298.89   | 0.07%             | 2029-05-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GRUBHUB HOLDINGS INC                           | GrubHub Holdings Inc                                                                                       | CUSIP: 40010PAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3400000 | PA      | $2282318.00   | 0.10%             | 2027-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BWX TECHNOLOGIES INC                           | BWX Technologies Inc                                                                                       | CUSIP: 05605HAB6<br>LEI: 549300NP85N265KWMS58 | Long             | DBT              | CORP              | US        |   1023000 | PA      | $902910.03    | 0.04%             | 2028-06-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| VERISURE MIDHOLDING AB                         | Verisure Midholding AB                                                                                     | CUSIP: 000000000<br>LEI: 549300496LYEZ55X1M49 | Long             | DBT              | CORP              | SE        |   1450000 | PA      | $1103466.78   | 0.05%             | 2029-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GEOPARK LTD                                    | Geopark Ltd                                                                                                | CUSIP: 37255BAB5<br>LEI: 529900ZR5QI19AH4KZ07 | Long             | DBT              | CORP              | BM        |    200000 | PA      | $161350.00    | 0.01%             | 2027-01-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GTC AURORA LUXEM                               | GTC Aurora Luxembourg SA                                                                                   | CUSIP: 000000000<br>LEI: 549300UAWIR6P1PVC062 | Long             | DBT              | CORP              | LU        |    250000 | PA      | $160444.81    | 0.01%             | 2026-06-23      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Co/The                             | Kraft Heinz Co/The                                                                                         | CUSIP: 500754106<br>LEI: 9845007488EC87F5AF14 | Long             | EC               | CORP              | US        |    166111 | NS      | $6390290.17   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| VIRTUSA CORPORATION                            | Virtusa Corporation First Lien Term Loan B                                                                 | CUSIP: 92828KAK8<br>LEI: C77OMXDER63WLJCSKT03 | Long             | LON              | CORP              | US        |   3738075 | PA      | $3583879.41   | 0.16%             | 2028-02-11      | Floating      | 7.50%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                         | CCO Holdings LLC / CCO Holdings Capital Corp                                                               | CUSIP: 1248EPCQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4800000 | PA      | $3848016.00   | 0.17%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PRESIDIO HOLDING INC                           | Presidio Holdings Inc                                                                                      | CUSIP: 74101XAF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2095000 | PA      | $1866519.30   | 0.08%             | 2028-02-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| MEXICO CITY ARPT TRUST                         | Mexico City Airport Trust                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |    320000 | PA      | $203760.00    | 0.01%             | 2046-10-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                          | GFL Environmental Inc                                                                                      | CUSIP: 36168QAF1<br>LEI: 549300FYK4MBXWIVZU26 | Long             | DBT              | CORP              | CA        |    730000 | PA      | $696215.60    | 0.03%             | 2026-12-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                           | OneMain Finance Corp                                                                                       | CUSIP: 85172FAN9<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |   1602000 | PA      | $1542277.44   | 0.07%             | 2026-03-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Triumph Group Inc                              | Triumph Group Inc                                                                                          | CUSIP: 896818AP6<br>LEI: 5493007L6S47Q14SL582 | Long             | DBT              | CORP              | US        |   2885000 | PA      | $2188416.75   | 0.10%             | 2025-08-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| BANCO INDUSTRIAL SA                            | Banco Industrial SA/Guatemala                                                                              | CUSIP: 05991CAA1<br>LEI: 529900GF99QF67JEQU85 | Long             | DBT              | CORP              | GT        |    930000 | PA      | $840080.63    | 0.04%             | 2031-01-29      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| LCM INVESTMENTS HOLDINGS                       | LCM Investments Holdings II LLC                                                                            | CUSIP: 50190EAA2<br>LEI: 549300P5V78NNQTG4428 | Long             | DBT              | CORP              | US        |   3020000 | PA      | $2556097.80   | 0.11%             | 2029-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ARD FINANCE SA                                 | ARD Finance SA                                                                                             | CUSIP: 000000000<br>LEI: 6354006P6QPGGPVJW880 | Long             | DBT              | CORP              | LU        |   2648270 | PA      | $1779663.40   | 0.08%             | 2027-06-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MATCH GROUP HLD II LLC                         | Match Group Holdings II LLC                                                                                | CUSIP: 57667JAA0<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |   2103000 | PA      | $1602359.82   | 0.07%             | 2031-10-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| CASTLE US HOLDING CORP                         | Castle US Holding Corp                                                                                     | CUSIP: 14852LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4104000 | PA      | $1860917.76   | 0.08%             | 2028-02-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| DIGICEL GROUP HOLDINGS                         | Digicel Group Holdings Ltd                                                                                 | CUSIP: 25381YAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    656043 | PA      | $223054.62    | 0.01%             | 2025-04-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                   | Barclays PLC                                                                                               | CUSIP: 06738EBX2<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   4800000 | PA      | $4307904.00   | 0.19%             | 2029-03-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                    | BNP Paribas SA                                                                                             | CUSIP: 05565AAR4<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   2700000 | PA      | $2487402.00   | 0.11%             | 2026-05-12      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CENTURY COMMUNITIES                            | Century Communities Inc                                                                                    | CUSIP: 156504AM4<br>LEI: 5299002QMB2O7ZL1CA26 | Long             | DBT              | CORP              | US        |   4550000 | PA      | $3585400.00   | 0.16%             | 2029-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| HEALTHEQUITY INC                               | HealthEquity Inc                                                                                           | CUSIP: 42226AAA5<br>LEI: 529900LRJU1RAFQHM467 | Long             | DBT              | CORP              | US        |   1058000 | PA      | $924565.04    | 0.04%             | 2029-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BOOZ ALLEN HAMILTON INC                        | Booz Allen Hamilton Inc                                                                                    | CUSIP: 09951LAA1<br>LEI: 549300D7XCH2480XU542 | Long             | DBT              | CORP              | US        |   2513000 | PA      | $2214505.86   | 0.10%             | 2028-09-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| RANGE RESOURCES CORP                           | Range Resources Corp                                                                                       | CUSIP: 75281ABK4<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | DBT              | CORP              | US        |    985000 | PA      | $870956.70    | 0.04%             | 2030-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ATHENAHEALTH GROUP INC                         | AthenaHealth Group Inc                                                                                     | CUSIP: 60337JAA4<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | DBT              | CORP              | US        |   4765000 | PA      | $3717938.90   | 0.16%             | 2030-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| NUSTAR LOGISTICS LP                            | NuStar Logistics LP                                                                                        | CUSIP: 67059TAH8<br>LEI: N62BF2PKP51FIIOIUN20 | Long             | DBT              | CORP              | US        |   2569000 | PA      | $2381848.35   | 0.11%             | 2030-10-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| DISCOVER FINANCIAL SVS                         | Discover Financial Services                                                                                | CUSIP: 254709AQ1<br>LEI: Z1YLO2USPORE63VVUL20 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $969100.00    | 0.04%             | 2025-06-23      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                            | American Tower Corp                                                                                        | CUSIP: 03027XAU4<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |   2125000 | PA      | $1881985.00   | 0.08%             | 2029-03-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| STILLWATER MINING CO                           | Stillwater Mining Co                                                                                       | CUSIP: 000000000<br>LEI: 6354007DPCY4ZN2MRR73 | Long             | DBT              | CORP              | US        |    200000 | PA      | $163725.00    | 0.01%             | 2026-11-16      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Allegro Microsystems, Inc.                     | Allegro Microsystems, Inc. Term Loan                                                                       | CUSIP: 01748YAB6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2027-09-30      | Floating      | 7.50%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                         | VICI Properties LP / VICI Note Co Inc                                                                      | CUSIP: 92564RAG0<br>LEI: N/A                  | Long             | DBT              |  | US        |   1306000 | PA      | $1228828.46   | 0.05%             | 2025-06-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| RegionalCare Hospital Partners Holdings, Inc.  | RegionalCare Hospital Partners Holdings, Inc. 2018 Term Loan B                                             | CUSIP: 75915TAD4<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | LON              | CORP              | US        |   3200000 | PA      | $2820000.00   | 0.12%             | 2025-11-16      | Floating      | 8.16%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Europacific Partners PLC             | Coca-Cola Europacific Partners PLC                                                                         | CUSIP: 000000000<br>LEI: 549300LTH67W4GWMRF57 | Long             | EC               | CORP              | GB        |    185510 | NS      | $8728245.50   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| ALFA BANK (ALFA BOND)                          | Alfa Bank AO Via Alfa Bond Issuance PLC                                                                    | CUSIP: 000000000<br>LEI: 54930015QM0G7XTNYR27 | Long             | DBT              | CORP              | IE        |    360000 | PA      | $0.00         | 0.00%             | 2030-04-15      | Fixed         | 5.95%                 | No            |                  3 | On Loan: No      |
| Healthpeak Properties Inc                      | Healthpeak Properties Inc                                                                                  | CUSIP: 42250P103<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | EC               |  | US        |    112993 | NS      | $2681323.89   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| COMMSCOPE INC                                  | CommScope Inc                                                                                              | CUSIP: 203372AV9<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |   1430000 | PA      | $1212625.70   | 0.05%             | 2028-07-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Chesapeake Energy Corp                         | Chesapeake Energy Corp                                                                                     | CUSIP: 165167735<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | EC               | CORP              | US        |      2490 | NS      | $254652.30    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Vaco Holdings, LLC                             | Vaco Holdings, LLC 2022 Term Loan                                                                          | CUSIP: 000000000<br>LEI: 54930076HTNXBP03T379 | Long             | LON              | CORP              | US        |   1265438 | PA      | $1224703.07   | 0.05%             | 2029-01-21      | Floating      | 8.83%                 | No            |                  2 | On Loan: No      |
| BANCO NACIONAL DE PANAMA                       | Banco Nacional de Panama                                                                                   | CUSIP: 000000000<br>LEI: 529900H2Q7WMDKKIW109 | Long             | DBT              | CORP              | PA        |    530000 | PA      | $381368.13    | 0.02%             | 2030-08-11      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Vertical US Newco Inc                          | Vertical US Newco Inc Term Loan B                                                                          | CUSIP: 000000000<br>LEI: 549300C2AFWPAYWS5574 | Long             | LON              | CORP              | US        |   4676529 | PA      | $4433957.80   | 0.20%             | 2027-07-30      | Floating      | 6.87%                 | No            |                  2 | On Loan: No      |
| LCPR SR SECURED FIN DAC                        | LCPR Senior Secured Financing DAC                                                                          | CUSIP: 50201DAD5<br>LEI: 549300LE5FM8IKMXSP90 | Long             | DBT              | CORP              | IE        |   3156000 | PA      | $2664894.84   | 0.12%             | 2029-07-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Co                           | Kraft Heinz Foods Co                                                                                       | CUSIP: 50077LAL0<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |   2303000 | PA      | $2124125.99   | 0.09%             | 2035-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                                 | Eli Lilly & Co                                                                                             | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |     48378 | NS      | $17517190.02  | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| CP ATLAS BUYER INC                             | CP Atlas Buyer Inc                                                                                         | CUSIP: 12597YAA7<br>LEI: 2549006ZZ07G0NDDCR36 | Long             | DBT              | CORP              | US        |   2160000 | PA      | $1557036.00   | 0.07%             | 2028-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| GYP HOLDINGS III CORP                          | GYP Holdings III Corp                                                                                      | CUSIP: 36261NAA5<br>LEI: 549300055I1KJWZH9690 | Long             | DBT              | CORP              | US        |   1160000 | PA      | $916400.00    | 0.04%             | 2029-05-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| GLOBAL AIR LEASE CO LTD                        | Global Aircraft Leasing Co Ltd                                                                             | CUSIP: 37960JAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |   1947294 | PA      | $1561262.44   | 0.07%             | 2024-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| NOVELIS CORP                                   | Novelis Corp                                                                                               | CUSIP: 670001AE6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |   2400000 | PA      | $2041560.00   | 0.09%             | 2030-01-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                            | JPMorgan Chase & Co                                                                                        | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |    194779 | NS      | $24518780.52  | 1.08%             |  |  |  | No            |                  1 | On Loan: No      |
| T-MOBILE USA INC                               | T-Mobile USA Inc                                                                                           | CUSIP: 87264ABF1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   7351000 | PA      | $6504605.86   | 0.29%             | 2030-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ARDAGH METAL PACKAGING                         | Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance PLC                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |   2531000 | PA      | $1787500.46   | 0.08%             | 2029-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SASOL FINANCING USA LLC                        | Sasol Financing USA LLC                                                                                    | CUSIP: 80386WAC9<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | US        |    280000 | PA      | $244702.50    | 0.01%             | 2026-09-18      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Group AG                         | Credit Suisse Group AG                                                                                     | CUSIP: 225401AC2<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |   1726000 | PA      | $1418288.72   | 0.06%             | 2028-01-09      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                   | Barclays PLC                                                                                               | CUSIP: 06738ECA1<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   4810000 | PA      | $4273348.30   | 0.19%             | 2033-08-09      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Energize HoldCo LLC                            | Energize HoldCo LLC 2021 2nd Lien Term Loan                                                                | CUSIP: 29280KAE5<br>LEI: 254900PXZ95ALUX12V67 | Long             | LON              | CORP              | US        |   1250000 | PA      | $1164062.50   | 0.05%             | 2029-12-07      | Floating      | 10.50%                | No            |                  2 | On Loan: No      |
| Metinvest BV                                   | Metinvest BV                                                                                               | CUSIP: 000000000<br>LEI: 635400TMCKVEU87EJ582 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $84000.00     | 0.00%             | 2026-04-23      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| MHP SE                                         | MHP SE                                                                                                     | CUSIP: 000000000<br>LEI: 213800D7DXFXGA292757 | Long             | DBT              | CORP              | CY        |    270000 | PA      | $128638.13    | 0.01%             | 2024-05-10      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                             | Energy Transfer LP                                                                                         | CUSIP: 29273RAF6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   2985000 | PA      | $2821899.60   | 0.12%             | 2036-10-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| INGEVITY CORP                                  | Ingevity Corp                                                                                              | CUSIP: 45688CAB3<br>LEI: 5493009UTFC4B5IMGF87 | Long             | DBT              | CORP              | US        |   1305000 | PA      | $1107331.65   | 0.05%             | 2028-11-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| NATIONAL BANK OF UZBEKIS                       | National Bank of Uzbekistan                                                                                | CUSIP: 000000000<br>LEI: 253400TZJ7T1YULTGN68 | Long             | DBT              | NUSS              | UZ        |    200000 | PA      | $174600.00    | 0.01%             | 2025-10-21      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Buckeye Partners LP                            | Buckeye Partners LP                                                                                        | CUSIP: 118230AN1<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |   2100000 | PA      | $2008356.00   | 0.09%             | 2024-10-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| ADS Tactical, Inc.                             | ADS Tactical, Inc. 2021 Term Loan B                                                                        | CUSIP: 00737BAD7<br>LEI: 549300N0X4211SRFZV95 | Long             | LON              | CORP              | US        |   3907405 | PA      | $3516664.55   | 0.16%             | 2026-03-19      | Floating      | 9.32%                 | No            |                  2 | On Loan: No      |
| Apex Tool Group, LLC                           | Apex Tool Group, LLC 2022 Term Loan                                                                        | CUSIP: 03759DAK4<br>LEI: 549300LWC59TPOM4ZR02 | Long             | LON              | CORP              | US        |   2643375 | PA      | $2274967.83   | 0.10%             | 2029-02-08      | Floating      | 8.62%                 | No            |                  2 | On Loan: No      |
| DIAMOND SPORTS GR/DIAMON                       | Diamond Sports Group LLC / Diamond Sports Finance Co                                                       | CUSIP: 25277LAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3345000 | PA      | $170628.45    | 0.01%             | 2027-08-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| TTM TECHNOLOGIES INC                           | TTM Technologies Inc                                                                                       | CUSIP: 87305RAK5<br>LEI: 549300SC4BDOIS008048 | Long             | DBT              | CORP              | US        |    799000 | PA      | $675298.82    | 0.03%             | 2029-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                        | Bristol-Myers Squibb Co                                                                                    | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |    301184 | NS      | $23332724.48  | 1.03%             |  |  |  | No            |                  1 | On Loan: No      |
| STANDARD CHARTERED PLC                         | Standard Chartered PLC                                                                                     | CUSIP: 853254BX7<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   4255000 | PA      | $2850722.35   | 0.13%             | 2031-01-14      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Ally Financial Inc                             | Ally Financial Inc                                                                                         | CUSIP: 36186CBY8<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4106120.00   | 0.18%             | 2031-11-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| LOYALTY VENTURES INC                           | Loyalty Ventures Inc Term Loan B                                                                           | CUSIP: 54912FAD2<br>LEI: 549300Q3YKVWNY6JIJ44 | Long             | LON              | CORP              | US        |   2500938 | PA      | $775290.63    | 0.03%             | 2027-11-03      | Floating      | 8.25%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                           | OneMain Finance Corp                                                                                       | CUSIP: 682691AA8<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |   1643000 | PA      | $1238920.58   | 0.05%             | 2030-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| American Express Co                            | American Express Co                                                                                        | CUSIP: 025816109<br>LEI: R4PP93JZOLY261QX3811 | Long             | EC               | CORP              | US        |     52963 | NS      | $7862357.35   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| INTELSAT JACKSON HOLDINGS S A                  | INTELSAT JACKSON HOLDINGS S A                                                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | LU        |      3728 | NS      | $15687.42     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bancolombia SA                                 | Bancolombia SA                                                                                             | CUSIP: 05968LAK8<br>LEI: 54930052NWJRPNMP1W58 | Long             | DBT              | CORP              | CO        |    330000 | PA      | $283552.50    | 0.01%             | 2027-10-18      | Fixed         | 7.14%                 | No            |                  2 | On Loan: No      |
| Zurich Insurance Group AG                      | Zurich Insurance Group AG                                                                                  | CUSIP: 989825104<br>LEI: 529900QVNRBND50TXP03 | Long             | EC               | CORP              | CH        |    195287 | NS      | $8293838.89   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic of Turkey                             | Turkey Government International Bond                                                                       | CUSIP: 900123CQ1<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    260000 | PA      | $216125.00    | 0.01%             | 2028-10-24      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| EXPEDIA GROUP INC                              | Expedia Group Inc                                                                                          | CUSIP: 30212PBK0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1382000 | PA      | $1294008.06   | 0.06%             | 2027-08-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch Alternative Note Asset           | Merrill Lynch Alternative Note Asset Trust Series 2007-OAR3                                                | CUSIP: 59024JAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    132025 | PA      | $108403.37    | 0.00%             | 2047-07-25      | Floating      | 3.78%                 | No            |                  2 | On Loan: No      |
| OEConnection LLC                               | OEConnection LLC 2019 Term Loan B                                                                          | CUSIP: 67613NAH0<br>LEI: 5493008MJ5H6VV3E2654 | Long             | LON              | CORP              | US        |   2531900 | PA      | $2405305.39   | 0.11%             | 2026-09-25      | Floating      | 7.75%                 | No            |                  2 | On Loan: No      |
| EQM MIDSTREAM PARTNERS L                       | EQM Midstream Partners LP                                                                                  | CUSIP: 26885BAM2<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |   2305000 | PA      | $2280198.20   | 0.10%             | 2027-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| NGL ENRGY OP/FIN CORP                          | NGL Energy Operating LLC / NGL Energy Finance Corp                                                         | CUSIP: 62922LAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    330000 | PA      | $298768.80    | 0.01%             | 2026-02-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Eaton Corp PLC                                 | Eaton Corp PLC                                                                                             | CUSIP: 000000000<br>LEI: 549300VDIGTMXUNT7H71 | Long             | EC               | CORP              | IE        |     96723 | NS      | $14515220.61  | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| Gilead Sciences Inc                            | Gilead Sciences Inc                                                                                        | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |    114027 | NS      | $8946558.42   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| GNL Quintero SA                                | GNL Quintero SA                                                                                            | CUSIP: 000000000<br>LEI: 549300JJJIQXE6E1QY27 | Long             | DBT              | CORP              | CL        |    222372 | PA      | $205138.17    | 0.01%             | 2029-07-31      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| AMC Networks Inc                               | AMC Networks Inc                                                                                           | CUSIP: 00164VAE3<br>LEI: 549300VGG9K75226LR46 | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1651860.00   | 0.07%             | 2025-08-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Bombardier Inc                                 | Bombardier Inc                                                                                             | CUSIP: 097751BM2<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    998000 | PA      | $981243.58    | 0.04%             | 2025-03-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips                                 | ConocoPhillips                                                                                             | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |    139828 | NS      | $17630912.52  | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| TORONTO-DOMINION BANK                          | Toronto-Dominion Bank/The                                                                                  | CUSIP: 89117F8Z5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   2000000 | PA      | $2023860.00   | 0.09%             | 2082-10-31      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2023-03-24

**Name of Applicant:** GOLDMAN SACHS TRUST

**Signature:** Peter Fortner

**Name of Signer:** Peter Fortner

**Title:** Vice President