# EDGAR Filing Document

**Accession Number:** 0000769220
**File Stem:** 0000940400-25-002014
**Filing Date:** 2025-9
**Character Count:** 124628
**Document Hash:** eaedbcceb6b370ba255c3b36d307011b
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000940400-25-002014.hdr.sgml**: 20250923

**ACCESSION NUMBER**: 0000940400-25-002014

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250731

**FILED AS OF DATE**: 20250923

**DATE AS OF CHANGE**: 20250923

**PERIOD START**: 20250731

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** DELAWARE GROUP GOVERNMENT FUND
- **CENTRAL INDEX KEY:** 0000769220

**ORGANIZATION NAME:**
- **EIN:** 232448685
- **FISCAL YEAR END:** 0731

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-04304
- **FILM NUMBER:** 251334243

**BUSINESS ADDRESS:**
- **STREET 1:** 100 INDEPENDENCE
- **STREET 2:** 610 MARKET STREET
- **CITY:** PHILADELPHIA
- **STATE:** PA
- **ZIP:** 19106-2354
- **BUSINESS PHONE:** 18005231918

**MAIL ADDRESS:**
- **STREET 1:** 100 INDEPENDENCE
- **STREET 2:** 610 MARKET STREET
- **CITY:** PHILADELPHIA
- **STATE:** PA
- **ZIP:** 19106-2354

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** DELAWARE GROUP GOVERNMENT FUND INC
- **DATE OF NAME CHANGE:** 19920703

## Series and Classes Contracts Data

### Macquarie Strategic Income Fund (Series ID: S000003919)

| Class ID   | Class Name          | Ticker Symbol   |
|:---|:---|:---|
| C000010992 | CLASS A             | DEGGX           |
| C000010994 | CLASS C             | DUGCX           |
| C000010995 | CLASS R             | DUGRX           |
| C000010996 | INSTITUTIONAL CLASS | DUGIX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Delaware Group Government Fund

- **b. Investment Company Act file number:** 811-04304

- **c. CIK number of Registrant:** 0000769220

- **d. LEI of Registrant:** 549300LQEAIQ305TVO13

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

  - **Street Address 1:** 100 Independence

  - **City:** PHILADELPHIA

  - **State:** PA

  - **Foreign country:** US

  - **Zip / Postal Code:** 19106

  - **Telephone number:** 18005231918

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

- **a. Name of Series:** Macquarie Strategic Income Fund

- **b. EDGAR series identifier (if any):** S000003919

- **c. LEI of Series:** PJ0IQZFR80HHF09Q8P51

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $244248630.72

**Total Liabilities:** $10365094.70

**Net Assets:** $233883536.02

**Delayed Delivery Securities:** $3470157.52

**Cash Not Reported:** $811721.59

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 88.37111000 | **1-Year:** 3758.77396000 | **5-Year:** 37528.85814000 | **10-Year:** 6591.17196000 | **30-Year:** 63.57147000

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

- **3-Month:** 104.76936000 | **1-Year:** 11640.15664000 | **5-Year:** 26531.18089000 | **10-Year:** 1110.50161000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000010995 | 1.50%                | 1.55%                | 0.77%                |
| Class ID C000010996 | 1.69%                | 1.60%                | 0.81%                |
| Class ID C000010994 | 1.46%                | 1.65%                | 0.73%                |
| Class ID C000010992 | 1.53%                | 1.71%                | 0.79%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $312736.94               | $2055315.21                                |
| Month 2  | $315789.44               | $2538002.02                                |
| Month 3  | $-307543.72              | $406814.10                                 |

**Designated Index Information**

- **Index Name:** BBG U.S. Aggregate Index

- **Index Identifier:** LEH_AGG

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| ROCKET COS INC                                 | Rocket Cos Inc                                                                   | CUSIP: 77311WAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    522000 | PA      | $533083.73    | 0.23%             | 2033-08-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HO                       | Clear Channel Outdoor Holdings Inc                                               | CUSIP: 18453HAH9<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |    635000 | PA      | $634384.18    | 0.27%             | 2033-03-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| NIPPON LIFE INSURANCE                          | Nippon Life Insurance Co                                                         | CUSIP: 654579AP6<br>LEI: 549300Y0HHMFW3EVWY08 | Long             | DBT              | CORP              | JP        |    645000 | PA      | $675607.83    | 0.29%             | 2055-04-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                               | Duke Energy Corp                                                                 | CUSIP: 26441CCG8<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    435000 | PA      | $448971.90    | 0.19%             | 2054-09-01      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| OFFICE CHERIFIEN DES PHO                       | OCP SA                                                                           | CUSIP: 67091TAH8<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |    400000 | PA      | $407425.04    | 0.17%             | 2030-04-30      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| AKBANK TAS                                     | Akbank TAS                                                                       | CUSIP: 00971YAL4<br>LEI: 789000TUMN63Z28TJ497 | Long             | DBT              | CORP              | TR        |    360000 | PA      | $370690.42    | 0.16%             | 2030-01-20      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Bear Mountain Park CLO, Ltd                    | Bear Mountain Park CLO Ltd                                                       | CUSIP: 07403CAN1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   2000000 | PA      | $2010286.00   | 0.86%             | 2037-07-15      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| BGC GROUP INC                                  | BGC Group Inc                                                                    | CUSIP: 05555LAC5<br>LEI: 2549001IGRCG4F0RLD36 | Long             | DBT              | CORP              | US        |    875000 | PA      | $885799.78    | 0.38%             | 2030-04-02      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| SABLE INTL FINANCE LTD                         | Sable International Finance Ltd                                                  | CUSIP: 785712AK6<br>LEI: 2138009IE9A35LO5JS73 | Long             | DBT              | CORP              | KY        |   2205000 | PA      | $2207575.44   | 0.94%             | 2032-10-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| ARES STRATEGIC INCOME FU                       | Ares Strategic Income Fund                                                       | CUSIP: 04020EAG2<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |    560000 | PA      | $563151.90    | 0.24%             | 2028-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| MOHEGAN TRIBAL / MS DIG                        | Mohegan Tribal Gaming Authority / MS Digital Entertainment Holdings LLC          | CUSIP: 60832QAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    197000 | PA      | $204378.04    | 0.09%             | 2030-04-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| PENNYMAC FIN SVCS INC                          | PennyMac Financial Services Inc                                                  | CUSIP: 70932MAF4<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |    765000 | PA      | $780243.39    | 0.33%             | 2033-02-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Grupo Aeromexico SAB de CV                     | Grupo Aeromexico SAB de CV                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | MX        |     49917 | NS      | $915070.03    | 0.39%             |  |  |  | No            |                  3 | On Loan: No      |
| KASPI.KZ JSC                                   | Kaspi.KZ JSC                                                                     | CUSIP: 466281AA0<br>LEI: 2549003YU6FARG8OAZ13 | Long             | DBT              | CORP              | KZ        |    400000 | PA      | $408524.64    | 0.17%             | 2030-03-26      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                       | Madison Park Funding XLVI Ltd                                                    | CUSIP: 55822ABC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1250000 | PA      | $1249007.50   | 0.53%             | 2034-10-15      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| FERTITTA ENTERTAINMENT L                       | FERTITTA ENTERTAINMENT LLC/NV                                                    | CUSIP: 31556PAB3<br>LEI: 984500A0805D8V551D35 | Long             | LON              | CORP              | US        |    558557 | PA      | $559813.45    | 0.24%             | 2029-01-29      | Floating      | 7.83%                 | No            |                  2 | On Loan: No      |
| CFC USA 2025 LLC                               | CFC USA 2025 LLC                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1000000 | PA      | $999375.00    | 0.43%             | 2032-07-01      | Floating      | 8.06%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS                       | Univision Communications Inc                                                     | CUSIP: 914906BA9<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |    907000 | PA      | $941707.17    | 0.40%             | 2032-08-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| WHITE CAP BUYER LLC                            | WHITE CAP BUYER LLC                                                              | CUSIP: 96350TAH3<br>LEI: 254900L2N0T6GULCL366 | Long             | LON              | CORP              | US        |   1666625 | PA      | $1666341.67   | 0.71%             | 2029-10-19      | Floating      | 7.58%                 | No            |                  2 | On Loan: No      |
| ITAU UNIBANCO HLDG SA/KY                       | Itau Unibanco Holding SA/Cayman Island                                           | CUSIP: 46556V2A9<br>LEI: 5493002W2IVG62O3ZJ94 | Long             | DBT              | CORP              | BR        |    425000 | PA      | $435890.63    | 0.19%             | 2030-02-27      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategi                 | Carlyle US CLO 2024-4                                                            | CUSIP: 142914AJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $998850.00    | 0.43%             | 2037-07-20      | Floating      | 7.53%                 | No            |                  2 | On Loan: No      |
| GNL QUINTERO SA                                | GNL Quintero SA                                                                  | CUSIP: 36190CAA5<br>LEI: 549300JJJIQXE6E1QY27 | Long             | DBT              | CORP              | CL        |    211840 | PA      | $211475.78    | 0.09%             | 2029-07-31      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| CHEPLAPHARM ARZNEIMITTEL                       | Cheplapharm Arzneimittel GmbH                                                    | CUSIP: 000000000<br>LEI: 529900ONXKBELT7EW052 | Long             | DBT              | CORP              | DE        |    500000 | PA      | $584772.61    | 0.25%             | 2031-06-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                   | Enbridge Inc                                                                     | CUSIP: 29250NCF0<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    175000 | PA      | $180702.55    | 0.08%             | 2054-06-27      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| GENESIS ENERGY LP/FIN                          | Genesis Energy LP / Genesis Energy Finance Corp                                  | CUSIP: 37185LAQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    220000 | PA      | $227721.34    | 0.10%             | 2032-05-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                           | OneMain Finance Corp                                                             | CUSIP: 682691AK6<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    770000 | PA      | $794558.38    | 0.34%             | 2032-09-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| CONNECT FINCO SARL                             | CONNECT FINCO SARL                                                               | CUSIP: 000000000<br>LEI: 2594001KNYIQ456J2792 | Long             | LON              | CORP              | LU        |   1678071 | PA      | $1647130.83   | 0.70%             | 2029-09-28      | Floating      | 8.83%                 | 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        |   2070000 | PA      | $1998151.75   | 0.85%             | 2028-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS                       | Univision Communications Inc                                                     | CUSIP: 914908BD9<br>LEI: 549300YQDE2JSGTL8V47 | Long             | LON              | CORP              | US        |    141721 | PA      | $142340.99    | 0.06%             | 2029-06-25      | Floating      | 8.53%                 | No            |                  2 | On Loan: No      |
| MEDCO MAPLE TREE PTE LTD                       | Medco Maple Tree Pte Ltd                                                         | CUSIP: 58407HAA7<br>LEI: 254900T5AQZNR0THA508 | Long             | DBT              | CORP              | SG        |    540000 | PA      | $566064.18    | 0.24%             | 2029-04-27      | Fixed         | 8.96%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                       | Madison Park Funding XXX LTD                                                     | CUSIP: 55821TAU1<br>LEI: 549300FFTJ3WPTJK8589 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1001399.00   | 0.43%             | 2037-07-16      | Floating      | 7.52%                 | No            |                  2 | On Loan: No      |
| VOYAGER PARENT LLC                             | Voyager Parent LLC                                                               | CUSIP: 92921EAA0<br>LEI: 2549002DYVI4ACSV4V71 | Long             | DBT              | CORP              | US        |    560000 | PA      | $592742.64    | 0.25%             | 2032-07-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO Lt                 | Benefit Street Partners CLO Ltd                                                  | CUSIP: 08182EAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    875000 | PA      | $857001.25    | 0.37%             | 2038-04-20      | Floating      | 9.08%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                   | Barclays PLC                                                                     | CUSIP: 06738EDC6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   1035000 | PA      | $1056908.57   | 0.45%             | N/A             | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| BLUE OWL CREDIT INCOME                         | Blue Owl Credit Income Corp                                                      | CUSIP: 09581CAB7<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |    555000 | PA      | $571034.39    | 0.24%             | 2029-09-15      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| BBAM US CLO LTD.                               | BBAM US CLO III Ltd                                                              | CUSIP: 054972AA2<br>LEI: 54930064Z7YZMOXBC128 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1001993.00   | 0.43%             | 2038-10-15      | Floating      | 12.92%                | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE LLC                          | Time Warner Cable LLC                                                            | CUSIP: 88732JAN8<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    350000 | PA      | $377582.87    | 0.16%             | 2038-07-01      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| HEARTLAND DENTAL LLC                           | HEARTLAND DENTAL LLC                                                             | CUSIP: 42236WAW7<br>LEI: 5493008FRC0GRKBN1075 | Long             | LON              | CORP              | US        |   1659000 | PA      | $1664760.05   | 0.71%             | 2028-04-28      | Floating      | 8.83%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO 37 Ltd                             | Elmwood CLO 37 Ltd                                                               | CUSIP: 29004UAJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1004992.00   | 0.43%             | 2038-01-17      | Floating      | 6.92%                 | 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        |    405000 | PA      | $393964.76    | 0.17%             | 2029-04-27      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION                         | CLYDESDALE ACQUISITION HOLDINGS INC                                              | CUSIP: 18972FAE2<br>LEI: 254900QKSDYFR3K5YD98 | Long             | LON              | CORP              | US        |    720733 | PA      | $721033.65    | 0.31%             | 2032-03-29      | Floating      | 7.58%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                       | Neuberger Berman Loan Advisers Clo 56 Ltd                                        | CUSIP: 64135TAG5<br>LEI: 2549001742TZTUKJHB13 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2003810.00   | 0.86%             | 2037-07-24      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| TEAMSYSTEM SPA                                 | TeamSystem SpA                                                                   | CUSIP: 000000000<br>LEI: 81560062081DF3AB7A90 | Long             | DBT              | CORP              | IT        |    500000 | PA      | $573398.58    | 0.25%             | 2031-07-31      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO Lt                 | Benefit Street Partners CLO XXVIII Ltd                                           | CUSIP: 08179KAU7<br>LEI: 549300VHDAICRAGZNJ35 | Long             | ABS-CBDO         | CORP              | JE        |   1000000 | PA      | $1004851.00   | 0.43%             | 2037-10-20      | Floating      | 7.23%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CRE                         | Blackstone Private Credit Fund                                                   | CUSIP: 09261HBU0<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |    525000 | PA      | $529111.54    | 0.23%             | 2029-11-22      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| EAGLE FUNDING LUXCO SARL                       | Eagle Funding Luxco Sarl                                                         | CUSIP: 26951TAA8<br>LEI: 894500VDP08MVIZ6OA60 | Long             | DBT              | NUSS              | LU        |    250000 | PA      | $251437.50    | 0.11%             | 2030-08-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Sound Point CLO LTD                            | Sound Point CLO 2025R-1 Ltd                                                      | CUSIP: 83617HAA1<br>LEI: 25490031SR8APTVC6E71 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $499502.50    | 0.21%             | 2038-02-20      | Floating      | 11.90%                | No            |                  2 | On Loan: No      |
| BANCO SANTANDER MEXICO                         | Banco Santander Mexico SA Institucion de Banca Multiple Grupo Financiero Santand | CUSIP: 05969BAF0<br>LEI: SCRYQ25DTVRHYYMM6P89 | Long             | DBT              | CORP              | MX        |    325000 | PA      | $334262.50    | 0.14%             | 2029-12-10      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| AZORRA FINANCE                                 | Azorra Finance Ltd                                                               | CUSIP: 05480AAB1<br>LEI: 254900MC1HXDAVUUP395 | Long             | DBT              | CORP              | KY        |    810000 | PA      | $828735.71    | 0.35%             | 2031-01-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| FIRST CITIZENS BANCSHARE                       | First Citizens BancShares Inc/NC                                                 | CUSIP: 31959XAF0<br>LEI: 549300N3Z00ZHE2XC526 | Long             | DBT              | CORP              | US        |   1890000 | PA      | $1895326.97   | 0.81%             | 2040-03-12      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ZF NA CAPITAL                                  | ZF North America Capital Inc                                                     | CUSIP: 98877DAF2<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |    970000 | PA      | $923743.71    | 0.39%             | 2030-04-23      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| INEOS US PETROCHEM LLC                         | INEOS US PETROCHEM LLC                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    967575 | PA      | $885331.13    | 0.38%             | 2031-10-07      | Floating      | 8.58%                 | No            |                  2 | On Loan: No      |
| ENI SPA                                        | Eni SpA                                                                          | CUSIP: 000000000<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |    400000 | PA      | $450189.71    | 0.19%             | N/A             | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                       | Electricite de France SA                                                         | CUSIP: 000000000<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |   1400000 | PA      | $1543365.24   | 0.66%             | N/A             | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| CLOVER HOLDINGS 2 LLC                          | CLOVER HOLDINGS 2 LLC                                                            | CUSIP: 18914DAC2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1135000 | PA      | $1134290.63   | 0.48%             | 2031-12-09      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Aimco                                          | AIMCO CLO 17 Ltd                                                                 | CUSIP: 00889JAP9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   1000000 | PA      | $998863.00    | 0.43%             | 2037-07-20      | Floating      | 7.23%                 | No            |                  2 | On Loan: No      |
| GEORGIAN RAILWAY JSC                           | Georgian Railway JSC                                                             | CUSIP: 000000000<br>LEI: 2138005UZV4ZT2B2ZO19 | Long             | DBT              | CORP              | GE        |    425000 | PA      | $391126.10    | 0.17%             | 2028-06-17      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| MAYFIELD AGENCY BORROWER                       | AMYNTA AGENCY BORROWER                                                           | CUSIP: 57810JAL2<br>LEI: 5493000GP6HBRVTWBO85 | Long             | LON              | CORP              | US        |    992512 | PA      | $994001.27    | 0.42%             | 2031-12-29      | Floating      | 7.30%                 | No            |                  2 | On Loan: No      |
| PERTAMINA HULU ENERGI PT                       | Pertamina Hulu Energi PT                                                         | CUSIP: 74448WAA2<br>LEI: 2549003IT1KDHL64C037 | Long             | DBT              | CORP              | ID        |    400000 | PA      | $405516.00    | 0.17%             | 2030-05-21      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AIRPORT AUTHORITY HK                           | Airport Authority                                                                | CUSIP: 00946AAM6<br>LEI: 254900748HGC4RBR4O84 | Long             | DBT              | USGA              | HK        |    400000 | PA      | $412288.28    | 0.18%             | 2030-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                        | Dryden 109 CLO Ltd                                                               | CUSIP: 26248KAS1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   1000000 | PA      | $998202.00    | 0.43%             | 2038-04-15      | Floating      | 7.02%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                              | Herc Holdings Inc                                                                | CUSIP: 42704LAG9<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |    180000 | PA      | $186524.82    | 0.08%             | 2033-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| TCW Ltd                                        | TCW CLO 2024-2 Ltd                                                               | CUSIP: 87252GAL0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1002400.00   | 0.43%             | 2037-07-17      | Floating      | 7.62%                 | No            |                  2 | On Loan: No      |
| TRUST FIBRAUNO                                 | Trust Fibra Uno                                                                  | CUSIP: 898339AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |    425000 | PA      | $405611.88    | 0.17%             | 2030-01-15      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| ATHENE HOLDING LTD                             | Athene Holding Ltd                                                               | CUSIP: 04686JAM3<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |    675000 | PA      | $668067.75    | 0.29%             | 2055-06-28      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| MEXICO GENERADORA DE ENE                       | Mexico Generadora de Energia S de rl                                             | CUSIP: 592838AA4<br>LEI: 635400GBINBYW1VUAD14 | Long             | DBT              | CORP              | MX        |    219436 | PA      | $219959.60    | 0.09%             | 2032-12-06      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CAPSTONE BORROWER INC                          | Capstone Borrower Inc                                                            | CUSIP: 140944AA7<br>LEI: 254900YSP2BAI3YKIX08 | Long             | DBT              | CORP              | US        |   1280000 | PA      | $1331686.40   | 0.57%             | 2030-06-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| NABORS INDUSTRIES INC                          | Nabors Industries Inc                                                            | CUSIP: 62957HAP0<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |    780000 | PA      | $772781.41    | 0.33%             | 2030-01-31      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| AMBER FINCO PLC                                | Amber Finco PLC                                                                  | CUSIP: 000000000<br>LEI: 9845004C0870D380O790 | Long             | DBT              | CORP              | GB        |    700000 | PA      | $846243.58    | 0.36%             | 2029-07-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| PENNYMAC FIN SVCS INC                          | PennyMac Financial Services Inc                                                  | CUSIP: 70932MAG2<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |   1195000 | PA      | $1218576.16   | 0.52%             | 2032-05-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| GRAY MEDIA INC                                 | Gray Media Inc                                                                   | CUSIP: 389375AP1<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |    510000 | PA      | $507769.06    | 0.22%             | 2033-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| VZ SECURED FINANCING BV                        | VZ Secured Financing BV                                                          | CUSIP: 91845AAA3<br>LEI: 549300MG611MYCOWY949 | Long             | DBT              | CORP              | NL        |   1915000 | PA      | $1686096.79   | 0.72%             | 2032-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KKR Financial CLO Ltd                          | KKR CLO 27 LTD                                                                   | CUSIP: 48254AAG4<br>LEI: 5493007WGG1LNIZXEI24 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $964259.00    | 0.41%             | 2035-01-15      | Floating      | 10.57%                | No            |                  2 | On Loan: No      |
| LSF12 CROWN US COMMERCIA                       | LSF12 CROWN US COMMERCIAL BIDCO LLC                                              | CUSIP: 50221UAD3<br>LEI: 254900FI2OCFTJ9PAJ18 | Long             | LON              | CORP              | US        |   2200000 | PA      | $2215582.60   | 0.95%             | 2031-12-02      | Floating      | 7.84%                 | No            |                  2 | On Loan: No      |
| MERSIN ULUSLARARASI LIMA                       | Mersin Uluslararasi Liman Isletmeciligi AS                                       | CUSIP: 590454AC8<br>LEI: 635400DAFN6NT43HM530 | Long             | DBT              | CORP              | TR        |    400000 | PA      | $417528.72    | 0.18%             | 2028-11-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| ACADIA HEALTHCARE CO INC                       | Acadia Healthcare Co Inc                                                         | CUSIP: 00404AAQ2<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |   1835000 | PA      | $1891604.25   | 0.81%             | 2033-03-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| MERMAID BIDCO INC                              | MERMAID BIDCO INC                                                                | CUSIP: 59012CAL9<br>LEI: 254900765HT42I3EW691 | Long             | LON              | CORP              | US        |   1000000 | PA      | $1002500.00   | 0.43%             | 2031-07-02      | Floating      | 7.55%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO Lt                 | Benefit Street Partners CLO XXXII Ltd                                            | CUSIP: 08181GAA6<br>LEI: 2549003NV71H6I4TDQ63 | Long             | ABS-CBDO         | CORP              | JE        |    800000 | PA      | $799632.00    | 0.34%             | 2036-10-25      | Floating      | 11.67%                | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                             | Dominican Republic International Bond                                            | CUSIP: 25714PED6<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    414000 | PA      | $396053.10    | 0.17%             | 2030-01-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TAV HAVALIMANLARI HOLDIN                       | TAV Havalimanlari Holding AS                                                     | CUSIP: 87216EAA4<br>LEI: 789000PBM9TT5D88M597 | Long             | DBT              | CORP              | TR        |    340000 | PA      | $354111.33    | 0.15%             | 2028-12-07      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                       | Celanese US Holdings LLC                                                         | CUSIP: 15089QBB9<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    600000 | PA      | $688569.26    | 0.29%             | 2031-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MIDCONTINENT COMMUNICATI                       | Midcontinent Communications                                                      | CUSIP: 59565XAD2<br>LEI: 549300ZI9GDQBS28C408 | Long             | DBT              | CORP              | US        |    975000 | PA      | $1029991.95   | 0.44%             | 2032-08-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS                       | Univision Communications Inc                                                     | CUSIP: 914906AX0<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |   1585000 | PA      | $1577859.58   | 0.67%             | 2030-06-30      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| DOLCETTO HOLDCO SPA                            | Dolcetto Holdco SpA                                                              | CUSIP: 000000000<br>LEI: 81560029E819F2CE4A42 | Long             | DBT              | CORP              | IT        |    300000 | PA      | $349934.64    | 0.15%             | 2032-07-14      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| AGL CLO 3 Ltd.                                 | AGL CLO 3 LTD                                                                    | CUSIP: 00119NAE7<br>LEI: 549300LS0REDUXQSHW18 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $996162.00    | 0.43%             | 2038-04-15      | Floating      | 9.57%                 | No            |                  2 | On Loan: No      |
| Oak Hill Credit                                | OHA Credit Funding 11 Ltd                                                        | CUSIP: 67115VAW2<br>LEI: 2549002MG7GTTY5LHR97 | Long             | ABS-CBDO         | CORP              | BM        |   1000000 | PA      | $1003429.00   | 0.43%             | 2037-07-19      | Floating      | 7.18%                 | No            |                  2 | On Loan: No      |
| TURKCELL ILETISIM HIZMET                       | Turkcell Iletisim Hizmetleri AS                                                  | CUSIP: 900111AC9<br>LEI: 7890003EX1LTLS2FFL84 | Long             | DBT              | CORP              | TR        |    425000 | PA      | $436987.51    | 0.19%             | 2030-01-24      | Fixed         | 7.45%                 | No            |                  2 | On Loan: No      |
| Trinitas CLO Ltd                               | Trinitas CLO XXI Ltd                                                             | CUSIP: 89640KAE4<br>LEI: 254900S6ZHFKMFCQD992 | Long             | ABS-CBDO         | CORP              | BM        |   1000000 | PA      | $999366.00    | 0.43%             | 2038-04-20      | Floating      | 9.83%                 | No            |                  2 | On Loan: No      |
| Fidelity Government Portfolio                  | Fidelity Government Portfolio                                                    | CUSIP: 316175108<br>LEI: 549300FQDFZGLUOCWN51 | Long             | STIV             | RF                | US        |   2181850 | NS      | $2181850.00   | 0.93%             |  |  |  | No            |                  1 | On Loan: No      |
| CLYDESDALE ACQUISITION                         | CLYDESDALE ACQUISITION HOLDINGS INC                                              | CUSIP: 18972FAF9<br>LEI: 254900QKSDYFR3K5YD98 | Long             | LON              | CORP              | US        |     12600 | PA      | $12605.48     | 0.01%             | 2032-04-01      | Floating      | 7.55%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                   | UBS Group AG                                                                     | CUSIP: 225401BJ6<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   1185000 | PA      | $1203169.61   | 0.51%             | N/A             | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| MISC CAPITAL TWO LABUAN                        | MISC Capital Two Labuan Ltd                                                      | CUSIP: 60475DAB7<br>LEI: 9845000ED8376T875113 | Long             | DBT              | CORP              | MY        |    400000 | PA      | $393765.68    | 0.17%             | 2027-04-06      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BOOTS GROUP FINCO LP                           | BOOTS GROUP FINCO LP                                                             | CUSIP: 000000000<br>LEI: 254900YVLYOVF1PF1N93 | Long             | LON              | CORP              | US        |    500000 | PA      | $500000.00    | 0.21%             | 2032-07-19      | Floating      | 7.84%                 | No            |                  2 | On Loan: No      |
| ENEL SPA                                       | Enel SpA                                                                         | CUSIP: 000000000<br>LEI: WOCMU6HCI0OJWNPRZS33 | Long             | DBT              | CORP              | IT        |    900000 | PA      | $1159626.51   | 0.50%             | N/A             | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| ARES STRATEGIC INCOME FU                       | Ares Strategic Income Fund                                                       | CUSIP: 04020EAD9<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |    570000 | PA      | $568631.83    | 0.24%             | 2030-02-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| AFRICA FINANCE CORP                            | Africa Finance Corp                                                              | CUSIP: 00830YAF8<br>LEI: 213800LXFHRRXIJRXW97 | Long             | DBT              | NUSS              | N/A       |    430000 | PA      | $436554.28    | 0.19%             | 2029-10-08      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| LION/POLARIS LUX 4 SA                          | Lion/Polaris Lux 4 SA                                                            | CUSIP: 000000000<br>LEI: 984500BFD3F99A7UB874 | Long             | DBT              | CORP              | LU        |    400000 | PA      | $460109.55    | 0.20%             | 2029-07-01      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| TELECOMMUNICATIONS CO TE                       | Telecommunications co Telekom Srbija AD Belgrade                                 | CUSIP: 87945BAA8<br>LEI: 254900OVY0XI1DFYC092 | Long             | DBT              | CORP              | RS        |    425000 | PA      | $425981.79    | 0.18%             | 2029-10-28      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FORM TECHNOLOGIES LLC                          | FORM TECHNOLOGIES LLC                                                            | CUSIP: 34634FAF6<br>LEI: X7KHAIMGSSPZ1XIJIL51 | Long             | LON              | CORP              | US        |    875000 | PA      | $829062.50    | 0.35%             | 2030-07-22      | Floating      | 10.07%                | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                               | Deutsche Bank AG                                                                 | CUSIP: 251525AX9<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   1200000 | PA      | $1198290.84   | 0.51%             | N/A             | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Obra CLO Ltd                                   | Obra CLO 1 Ltd                                                                   | CUSIP: 67443AAJ0<br>LEI: 254900IXPSGZDGZO2P84 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1010657.00   | 0.43%             | 2038-01-20      | Floating      | 7.73%                 | No            |                  2 | On Loan: No      |
| Ballyrock Ltd                                  | Ballyrock CLO 18 Ltd                                                             | CUSIP: 05875XAE8<br>LEI: 2549009NE3IA6DAH4G62 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $981305.00    | 0.42%             | 2038-04-15      | Floating      | 10.07%                | No            |                  2 | On Loan: No      |
| AZORRA FINANCE                                 | Azorra Finance Ltd                                                               | CUSIP: 05480AAA3<br>LEI: 254900MC1HXDAVUUP395 | Long             | DBT              | CORP              | KY        |   1045000 | PA      | $1089363.39   | 0.47%             | 2030-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO 17 Ltd                             | Elmwood CLO 17 Ltd                                                               | CUSIP: 29001XAS4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1006004.00   | 0.43%             | 2037-07-17      | Floating      | 7.37%                 | No            |                  2 | On Loan: No      |
| WESTMORELAND COAL                              | WESTMORELAND COAL                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       146 | NS      | $109.14       | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| SCIENTIFIC GAMES HOLDIN                        | SCIENTIFIC GAMES HOLDINGS LP                                                     | CUSIP: 80875CAE7<br>LEI: 549300W5GPFXXB6TQ330 | Long             | LON              | CORP              | US        |   1488750 | PA      | $1489990.13   | 0.64%             | 2029-04-04      | Floating      | 7.23%                 | No            |                  2 | On Loan: No      |
| TCW Ltd                                        | TCW CLO 2022-1 Ltd                                                               | CUSIP: 871978AE2<br>LEI: 254900KPK0PRXM6I7271 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1002185.00   | 0.43%             | 2038-01-20      | Floating      | 10.83%                | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                         | NextEra Energy Capital Holdings Inc                                              | CUSIP: 65339KDF4<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    380000 | PA      | $393135.08    | 0.17%             | 2055-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| DIG INTL FIN/DIFL US LLC                       | Digicel International Finance Ltd / Difl US LLC                                  | CUSIP: 25381MAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |    500000 | PA      | $505436.50    | 0.22%             | 2032-08-01      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, National Association      | EUR/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |         1 | NC      | $9687.81      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| True Religion 2026 Escrow                      | True Religion 2026 Escrow                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         2 | NS      | $2115.77      | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| ICICI BANK LTD/DUBAI                           | ICICI Bank Ltd/Dubai                                                             | CUSIP: 45112EAG4<br>LEI: R7RX8ER1V4666J8D1I38 | Long             | DBT              | CORP              | IN        |    360000 | PA      | $358376.47    | 0.15%             | 2026-03-18      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners CLO, LT                 | Golub Capital Partners CLO 76 B Ltd                                              | CUSIP: 38180BAJ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   1000000 | PA      | $1002870.00   | 0.43%             | 2037-10-25      | Floating      | 7.22%                 | No            |                  2 | On Loan: No      |
| METROPOLITAN BANK & TRUS                       | Metropolitan Bank & Trust Co                                                     | CUSIP: 000000000<br>LEI: 549300SQYI82RVWFN715 | Long             | DBT              | CORP              | PH        |    400000 | PA      | $411185.64    | 0.18%             | 2029-03-06      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| MAGNERA CORP                                   | Magnera Corp                                                                     | CUSIP: 55939AAA5<br>LEI: 549300LDQLQBT38QDY28 | Long             | DBT              | CORP              | US        |   1025000 | PA      | $965847.25    | 0.41%             | 2031-11-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                           | OneMain Finance Corp                                                             | CUSIP: 682691AJ9<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |   1230000 | PA      | $1249607.43   | 0.53%             | 2032-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                             | Energy Transfer LP                                                               | CUSIP: 29273VAN0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1352000 | PA      | $1357959.62   | 0.58%             | N/A             | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.    | US 5YR NOTE (CBT)                                                                | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       169 | NC      | $62974.47     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CREDIT AGRICOLE SA                             | Credit Agricole SA                                                               | CUSIP: 000000000<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |   1000000 | PA      | $1152691.88   | 0.49%             | N/A             | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Magnetite CLO Ltd                              | Magnetite Xlv Ltd                                                                | CUSIP: 55956DAA7<br>LEI: 529900IK6R4NURGLMB37 | Long             | ABS-CBDO         | CORP              | KY        |    850000 | PA      | $845937.00    | 0.36%             | 2038-04-15      | Floating      | 8.78%                 | No            |                  2 | On Loan: No      |
| CIVITAS RESOURCES INC                          | Civitas Resources Inc                                                            | CUSIP: 17888HAD5<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |    885000 | PA      | $911049.18    | 0.39%             | 2033-06-15      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| GEORGIA GLOBAL UTILITIES                       | Georgia Global Utilities JSC                                                     | CUSIP: 373196AB0<br>LEI: 213800JCP8ERP6FTOL26 | Long             | DBT              | CORP              | GE        |    450000 | PA      | $470171.97    | 0.20%             | 2029-07-25      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                  | Citigroup Inc                                                                    | CUSIP: 172967PK1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1545000 | PA      | $1584023.61   | 0.68%             | N/A             | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| BAUSCH & LOMB NL BV/INC                        | Bausch + Lomb Netherlands BV and Bausch & Lomb Inc                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |    500000 | PA      | $577637.07    | 0.25%             | 2031-01-15      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| FORESIGHT ENERGY                               | FORESIGHT ENERGY                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     42271 | NS      | $99230.16     | 0.04%             |  |  |  | No            |                  3 | On Loan: No      |
| AIR LEASE CORP                                 | Air Lease Corp                                                                   | CUSIP: 00912XBK9<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |   1210000 | PA      | $1187641.74   | 0.51%             | N/A             | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| USALCO LLC                                     | USALCO LLC                                                                       | CUSIP: 91732NAM5<br>LEI: 5493006WBYB0CYPCSG20 | Long             | LON              | CORP              | US        |     43901 | PA      | $43928.54     | 0.02%             | 2031-09-30      | Floating      | 8.30%                 | No            |                  2 | On Loan: No      |
| SHIFT4 PAYMENTS LLC/FIN                        | Shift4 Payments LLC / Shift4 Payments Finance Sub Inc                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    450000 | PA      | $536544.45    | 0.23%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| DELEK LOG PART/FINANCE                         | Delek Logistics Partners LP / Delek Logistics Finance Corp                       | CUSIP: 24665FAE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    665000 | PA      | $657790.20    | 0.28%             | 2033-06-30      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| ALSEA S.A.                                     | Alsea SAB de CV                                                                  | CUSIP: 021151AA3<br>LEI: 4469000001BJLPKNUN21 | Long             | DBT              | CORP              | MX        |    350000 | PA      | $350153.34    | 0.15%             | 2026-12-14      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                   | Barclays PLC                                                                     | CUSIP: 06738ECN3<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    735000 | PA      | $832078.80    | 0.36%             | N/A             | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                         | General Motors Financial Co Inc                                                  | CUSIP: 37045XEV4<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   1445000 | PA      | $1469448.97   | 0.63%             | 2034-04-04      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO Lt                 | Benefit Street Partners CLO XII-B Ltd                                            | CUSIP: 081917AG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1000810.00   | 0.43%             | 2037-10-15      | Floating      | 7.37%                 | No            |                  2 | On Loan: No      |
| MINEJESA CAPITAL BV                            | Minejesa Capital BV                                                              | CUSIP: 602736AA8<br>LEI: 549300KS7ERCP10BKC35 | Long             | DBT              | CORP              | NL        |    315760 | PA      | $312704.45    | 0.13%             | 2030-08-10      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                   | UBS Group AG                                                                     | CUSIP: 902613BN7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   1745000 | PA      | $1788495.87   | 0.76%             | N/A             | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN LLC / JFIN                       | Jefferies Finance LLC / JFIN Co-Issuer Corp                                      | CUSIP: 47232MAG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $996122.40    | 0.43%             | 2031-10-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| RAVEN ACQUISITION HOLDIN                       | Raven Acquisition Holdings LLC                                                   | CUSIP: 75420NAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    415000 | PA      | $420198.66    | 0.18%             | 2031-11-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Lewey Park CLO Ltd                             | Lewey Park CLO Ltd                                                               | CUSIP: 527911AL5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1499295.00   | 0.64%             | 2037-10-21      | Floating      | 7.28%                 | No            |                  2 | On Loan: No      |
| Apidos CLO Ltd                                 | Apidos Clo XL Ltd                                                                | CUSIP: 03769RAU9<br>LEI: 549300CRPUKFOJKGAT02 | Long             | ABS-CBDO         | CORP              | JE        |   2000000 | PA      | $1991198.00   | 0.85%             | 2037-07-15      | Floating      | 7.22%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORP                              | Ares Capital Corp                                                                | CUSIP: 04010LBG7<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    560000 | PA      | $573825.73    | 0.25%             | 2029-07-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| OZLM Ltd                                       | OZLM XIX Ltd                                                                     | CUSIP: 67112CBL0<br>LEI: 5493009C40QUU66J8E83 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1000199.00   | 0.43%             | 2035-01-15      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| AMNEAL PHARMACEUTICALS L                       | AMNEAL PHARMACEUTICALS LLC                                                       | CUSIP: 03168LAA3<br>LEI: 54930037VIXE7LRZ1M66 | Long             | DBT              | CORP              | US        |   1275000 | PA      | $1295694.27   | 0.55%             | 2032-08-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Bausch + Lomb Corp                             | Bausch & Lomb TE 12/18/30                                                        | CUSIP: 000000000<br>LEI: 549300NY6OZM39SO6475 | Long             | LON              | CORP              | CA        |    978642 | PA      | $984758.09    | 0.42%             | 2031-01-15      | Floating      | 8.56%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                       | Neuberger Berman Loan Advisers CLO 25 Ltd                                        | CUSIP: 64131JBC9<br>LEI: 549300YJLHTYDSFV8K03 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1003360.00   | 0.43%             | 2038-07-18      | Floating      | 7.43%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                       | Hilcorp Energy I LP / Hilcorp Finance Co                                         | CUSIP: 431318AV6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    865000 | PA      | $836474.03    | 0.36%             | 2031-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AMERITEX HOLDCO INTERMED                       | AmeriTex HoldCo Intermediate LLC                                                 | CUSIP: 030727AB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1175000 | PA      | $1195820.06   | 0.51%             | 2033-08-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                  | Citigroup Inc                                                                    | CUSIP: 17327CBC6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $1061550.00   | 0.45%             | N/A             | Fixed         | 6.88%                 | 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        |   2181850 | NS      | $2181850.00   | 0.93%             |  |  |  | No            |                  1 | On Loan: No      |
| Carlyle Global Market Strategi                 | Carlyle US CLO 2024-4                                                            | CUSIP: 142914AG5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1505673.00   | 0.64%             | 2037-07-20      | Floating      | 6.48%                 | No            |                  2 | On Loan: No      |
| MSILF Government Portfolio                     | MSILF Government Portfolio                                                       | CUSIP: 61747C707<br>LEI: 549300BI6Y5SI6BYPB26 | Long             | STIV             | RF                | US        |   2181850 | NS      | $2181850.00   | 0.93%             |  |  |  | No            |                  1 | On Loan: No      |
| BANC CREDITO INVERSIONES                       | Banco de Credito e Inversiones SA                                                | CUSIP: 05890MAC7<br>LEI: 549300E9E5Y3PKW24142 | Long             | DBT              | CORP              | CL        |    310000 | PA      | $333386.40    | 0.14%             | N/A             | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                   | Enbridge Inc                                                                     | CUSIP: 29250NBC8<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   1430000 | PA      | $1418701.14   | 0.61%             | 2080-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                           | Cleveland-Cliffs Inc                                                             | CUSIP: 185899AP6<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |   1895000 | PA      | $1851148.94   | 0.79%             | 2032-03-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners CLO, LT                 | Golub Capital Partners CLO 72 B Ltd                                              | CUSIP: 381941AG8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   1000000 | PA      | $1005534.00   | 0.43%             | 2037-04-25      | Floating      | 8.32%                 | No            |                  2 | On Loan: No      |
| OPAL BIDCO SAS                                 | Opal Bidco SAS                                                                   | CUSIP: 000000000<br>LEI: 969500R96XT7XY2UJ564 | Long             | DBT              | CORP              | FR        |    650000 | PA      | $764847.50    | 0.33%             | 2032-03-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| USALCO LLC                                     | USALCO LLC                                                                       | CUSIP: 91732NAL7<br>LEI: 5493006WBYB0CYPCSG20 | Long             | LON              | CORP              | US        |    423968 | PA      | $424233.38    | 0.18%             | 2031-09-30      | Floating      | 8.30%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                         | Sempra                                                                           | CUSIP: 816851BT5<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |   1735000 | PA      | $1682707.10   | 0.72%             | 2054-10-01      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO, Limit                 | Bain Capital Credit CLO 2017-2 Ltd                                               | CUSIP: 05683HBC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1999494.00   | 0.85%             | 2037-07-25      | Floating      | 6.52%                 | No            |                  2 | On Loan: No      |
| Aimco                                          | AIMCO CLO 18 Ltd                                                                 | CUSIP: 00889EAW5<br>LEI: 2549005IX0D6XDJNNS95 | Long             | ABS-CBDO         | CORP              | JE        |    500000 | PA      | $496839.00    | 0.21%             | 2037-07-20      | Floating      | 7.18%                 | No            |                  2 | On Loan: No      |
| REALPAGE INC                                   | REALPAGE INC                                                                     | CUSIP: 75605VAH5<br>LEI: 5493001RSFZX4122A604 | Long             | LON              | CORP              | US        |    997500 | PA      | $1001396.24   | 0.43%             | 2028-04-24      | Floating      | 8.05%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                 | Government National Mortgage Association                                         | CUSIP: 38379QZ73<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      7097 | PA      | $6873.17      | 0.00%             | 2034-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                          | Venture Global Plaquemines LNG LLC                                               | CUSIP: 922966AB2<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    335000 | PA      | $367525.79    | 0.16%             | 2035-05-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| KOREA HYDRO & NUCLEAR PO                       | Korea Hydro & Nuclear Power Co Ltd                                               | CUSIP: 50064YAS2<br>LEI: 9884008CRY5MLCN8OQ43 | Long             | DBT              | NUSS              | KR        |    300000 | PA      | $304494.87    | 0.13%             | 2028-07-18      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL SERVICES                       | Hyundai Capital Services Inc                                                     | CUSIP: 44920UAX6<br>LEI: 549300MALMDAGL2ZJJ27 | Long             | DBT              | CORP              | KR        |    425000 | PA      | $430477.10    | 0.18%             | 2028-01-22      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FLYNN RESTAURANT GROUP                         | FLYNN RESTAURANT GROUP LP                                                        | CUSIP: 34410JAG6<br>LEI: 5493008VE8TQONGO3817 | Long             | LON              | CORP              | US        |   1097250 | PA      | $1098792.73   | 0.47%             | 2032-01-28      | Floating      | 8.08%                 | No            |                  2 | On Loan: No      |
| ABERTIS FINANCE BV                             | Abertis Infraestructuras Finance BV                                              | CUSIP: 000000000<br>LEI: 5493007WHKI5H75YJ358 | Long             | DBT              | CORP              | NL        |    700000 | PA      | $826164.32    | 0.35%             | N/A             | Fixed         | 4.87%                 | Yes           |                  2 | On Loan: No      |
| ASURION LLC                                    | ASURION LLC                                                                      | CUSIP: 04649VBE9<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |   1000000 | PA      | $980833.00    | 0.42%             | 2030-09-19      | Floating      | 8.57%                 | No            |                  2 | On Loan: No      |
| SITIOS LATINOAMERICA                           | Sitios Latinoamerica SAB de CV                                                   | CUSIP: 82983PAA1<br>LEI: 984500D2C0CDC0BFDD35 | Long             | DBT              | CORP              | MX        |    420000 | PA      | $431046.00    | 0.18%             | 2029-11-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MA'ADEN SUKUK LTD                              | Ma'aden Sukuk Ltd                                                                | CUSIP: 55407NAA0<br>LEI: 254900QDNU6I6VA8UL14 | Long             | DBT              | CORP              | KY        |    400000 | PA      | $408548.96    | 0.17%             | 2030-02-13      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                                             | CUSIP: 06055HAH6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    715000 | PA      | $733985.40    | 0.31%             | N/A             | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| GOAT HOLDCO LLC                                | Goat Holdco LLC                                                                  | CUSIP: 38021MAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    605000 | PA      | $610397.63    | 0.26%             | 2032-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SASOL FINANCING USA LLC                        | Sasol Financing USA LLC                                                          | CUSIP: 80386WAF2<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | US        |    335000 | PA      | $337264.60    | 0.14%             | 2029-05-03      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Oaktree CLO Ltd                                | Oaktree CLO 2019-3 Ltd                                                           | CUSIP: 67400EBN3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $998213.00    | 0.43%             | 2038-01-20      | Floating      | 7.43%                 | No            |                  2 | On Loan: No      |
| PARADIGM PRNT/CO-ISSUER                        | PARADIGM PARENT LLC AND PARADIGM PARENT CO-ISSUER INC                            | CUSIP: 69902PAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    625000 | PA      | $602481.25    | 0.26%             | 2032-04-17      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| CHEPLAPHARM ARZNEIMITTEL                       | Cheplapharm Arzneimittel GmbH                                                    | CUSIP: 000000000<br>LEI: 529900ONXKBELT7EW052 | Long             | DBT              | CORP              | DE        |    600000 | PA      | $707443.72    | 0.30%             | 2030-05-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| SUMMER BC HOLDCO B SARL                        | SUMMER BC HOLDCO B SARL                                                          | CUSIP: 000000000<br>LEI: 984500NRF59D5DB9B654 | Long             | LON              | CORP              | LU        |    498741 | PA      | $493753.14    | 0.21%             | 2029-02-21      | Floating      | 9.58%                 | No            |                  2 | On Loan: No      |
| NATIONAL MENTOR HOLDINGS                       | NATIONAL MENTOR HOLDINGS                                                         | CUSIP: 63689EAR6<br>LEI: 5493004QULJVJP3CNZ62 | Long             | LON              | CORP              | US        |    881584 | PA      | $860508.49    | 0.37%             | 2028-03-02      | Floating      | 8.17%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                         | Venture Global LNG Inc                                                           | CUSIP: 92332YAD3<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |   1675000 | PA      | $1808277.74   | 0.77%             | 2032-02-01      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| BlackRock Liquidity FedFund                    | BlackRock Liquidity FedFund                                                      | CUSIP: 09248U700<br>LEI: 549300T8K043VZEOVK74 | Long             | STIV             | RF                | US        |   2181850 | NS      | $2181850.00   | 0.93%             |  |  |  | No            |                  1 | On Loan: No      |
| BLUE OWL CREDIT INCOME                         | Blue Owl Credit Income Corp                                                      | CUSIP: 09581CAD3<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |   1690000 | PA      | $1693896.30   | 0.72%             | 2030-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| GRYPHON DEBT MERGER SUB                        | GRYPHON DEBT MERGER SUB                                                          | CUSIP: 40054QAB9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2000000 | PA      | $2006666.00   | 0.86%             | 2032-06-21      | Floating      | 7.31%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                       | Hilcorp Energy I LP / Hilcorp Finance Co                                         | CUSIP: 431318BG8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $975466.60    | 0.42%             | 2035-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| BURFORD CAPITAL GLBL FIN                       | Burford Capital Global Finance LLC                                               | CUSIP: 12116LAG4<br>LEI: 549300JVAOO67CSCH406 | Long             | DBT              | CORP              | US        |   1165000 | PA      | $1174028.75   | 0.50%             | 2033-07-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                  | Citigroup Inc                                                                    | CUSIP: 17327CAV5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    780000 | PA      | $788269.56    | 0.34%             | N/A             | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                | CDS CDX.NA.HY.44.V1                                                              | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |         1 | NC      | $-327054.50   | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| CARNIVAL PLC                                   | Carnival PLC                                                                     | CUSIP: 000000000<br>LEI: 4DR1VPDQMHD3N3QW8W95 | Long             | DBT              | CORP              | GB        |   1800000 | PA      | $2090684.07   | 0.89%             | 2031-07-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| OVERSEA-CHINESE BANKING                        | Oversea-Chinese Banking Corp Ltd                                                 | CUSIP: 69033CAD1<br>LEI: 5493007O3QFXCPOGWK22 | Long             | DBT              | CORP              | SG        |    400000 | PA      | $398845.20    | 0.17%             | 2030-09-10      | Fixed         | 1.83%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                 | USD/EUR FORWARD                                                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-5802.34     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Mamba Purchaser Inc                            | MAMBA PURCHASE 10/16/28                                                          | CUSIP: 56150KAG0<br>LEI: 549300EAB6F7TKRLOT57 | Long             | LON              | CORP              | US        |   1659063 | PA      | $1662173.74   | 0.71%             | 2028-10-16      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| MidOcean Credit CLO                            | MidOcean Credit CLO XII Ltd                                                      | CUSIP: 59804HAG1<br>LEI: 5493000CPZWPTWX7TF71 | Long             | ABS-CBDO         | CORP              | JE        |   1000000 | PA      | $1000000.00   | 0.43%             | 2038-07-18      | Floating      | 0.01%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                             | Banco Santander SA                                                               | CUSIP: 05964HBH7<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    800000 | PA      | $861837.60    | 0.37%             | N/A             | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| NEW FLYER HOLDINGS                             | New Flyer Holdings Inc                                                           | CUSIP: 64438WAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    545000 | PA      | $580349.57    | 0.25%             | 2030-07-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Generate CLO Ltd.                              | Generate CLO 10 Ltd                                                              | CUSIP: 37148DAY2<br>LEI: 549300HJXIXJNOK1KU82 | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1483309.50   | 0.63%             | 2038-01-22      | Floating      | 7.18%                 | No            |                  2 | On Loan: No      |
| ZF EUROPE FINANCE BV                           | ZF Europe Finance BV                                                             | CUSIP: 000000000<br>LEI: 549300RI533US2G6G542 | Long             | DBT              | CORP              | NL        |    600000 | PA      | $658482.49    | 0.28%             | 2029-01-31      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| STAPLES INC                                    | STAPLES INC                                                                      | CUSIP: 855031AU4<br>LEI: XQM2JINI1UL7642TU573 | Long             | LON              | CORP              | US        |   1736875 | PA      | $1601725.28   | 0.68%             | 2029-09-10      | Floating      | 10.04%                | No            |                  2 | On Loan: No      |
| AZULE ENERGY FINANCE PLC                       | Azule Energy Finance Plc                                                         | CUSIP: 05501YAA6<br>LEI: 2138006X6O82RJSQDB63 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $403271.60    | 0.17%             | 2030-01-23      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| BAITEREK NATIONAL MANAGI                       | Baiterek National Managing Holding JSC                                           | CUSIP: 05709VAA2<br>LEI: 984500B4F78F04253804 | Long             | DBT              | NUSS              | KZ        |    300000 | PA      | $302956.44    | 0.13%             | 2028-05-08      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| AGL CLO Ltd.                                   | AGL CLO 32 Ltd                                                                   | CUSIP: 00121BAJ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1004701.00   | 0.43%             | 2037-07-21      | Floating      | 7.23%                 | No            |                  2 | On Loan: No      |
| APOLLO DEBT SOLUTIONS BD                       | Apollo Debt Solutions BDC                                                        | CUSIP: 03770DAD5<br>LEI: 549300UMUGX092P8DW87 | Long             | DBT              | CORP              | US        |   1105000 | PA      | $1151181.49   | 0.49%             | 2031-07-29      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| LATAM AIRLINES GROUP SA                        | Latam Airlines Group SA                                                          | CUSIP: 51817RAD8<br>LEI: 549300HX3UUDPEFTG707 | Long             | DBT              | CORP              | CL        |    220000 | PA      | $227865.00    | 0.10%             | 2030-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                        | Dryden 123 CLO Ltd                                                               | CUSIP: 26253PAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $989919.00    | 0.42%             | 2038-04-15      | Floating      | 9.14%                 | No            |                  2 | On Loan: No      |
| S&S HOLDINGS LLC                               | S&S Holdings LLC                                                                 | CUSIP: 78525CAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1025000 | PA      | $983326.99    | 0.42%             | 2031-10-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| BIOCON BIOLOGICS GLOBAL                        | Biocon Biologics Global PLC                                                      | CUSIP: 090978AA5<br>LEI: 254900PMQN51VACG2D55 | Long             | DBT              | CORP              | GB        |    450000 | PA      | $423894.24    | 0.18%             | 2029-10-09      | Fixed         | 6.67%                 | No            |                  2 | On Loan: No      |
| SOLENIS HOLDINGS LTD                           | SOLENIS HOLDINGS LTD                                                             | CUSIP: 68163YAJ4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1662458 | PA      | $1659489.29   | 0.71%             | 2031-06-23      | Floating      | 7.30%                 | No            |                  2 | On Loan: No      |
| PROSUS NV                                      | Prosus NV                                                                        | CUSIP: 74365PAG3<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |    390000 | PA      | $381387.98    | 0.16%             | 2027-01-19      | Fixed         | 3.26%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA BUYER/ATLANTI                       | California Buyer Ltd / Atlantica Sustainable Infrastructure PLC                  | CUSIP: 13005HAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |   1025000 | PA      | $1036156.10   | 0.44%             | 2032-02-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CIMPRESS PLC                                   | Cimpress PLC                                                                     | CUSIP: 17186HAH5<br>LEI: 549300X1IFD75XISOR81 | Long             | DBT              | CORP              | IE        |    715000 | PA      | $699792.38    | 0.30%             | 2032-09-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| THE TORONTO-DOMINION BANK                      | USD/EUR FORWARD                                                                  | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-43682.15    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| COMMSCOPE LLC                                  | COMMSCOPE LLC                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1185000 | PA      | $1205367.78   | 0.52%             | 2029-12-17      | Floating      | 7.50%                 | No            |                  2 | On Loan: No      |
| MNSN Holdings Inc                              | MNSN Holdings Inc                                                                | CUSIP: 55339C109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       200 | NS      | $10466.60     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| ROCKIES EXPRESS PIPELINE                       | Rockies Express Pipeline LLC                                                     | CUSIP: 77340RAD9<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |   1090000 | PA      | $1122371.91   | 0.48%             | 2038-07-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| BEACH ACQUISITION BIDCO                        | Beach Acquisition Bidco LLC                                                      | CUSIP: 07337JAC1<br>LEI: 254900F2FNX3GBTB6202 | Long             | DBT              | CORP              | US        |   2220000 | PA      | $2320066.06   | 0.99%             | 2033-07-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| FRONERI LUX FINCO SARL                         | Froneri Lux FinCo SARL                                                           | CUSIP: 000000000<br>LEI: 9845005YBZ75E5AA3B94 | Long             | DBT              | CORP              | LU        |   1200000 | PA      | $1382107.32   | 0.59%             | 2032-08-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| American Money Management Corp                 | AMMC CLO 31 Ltd                                                                  | CUSIP: 03166GAJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    750000 | PA      | $751192.50    | 0.32%             | 2038-02-20      | Floating      | 7.28%                 | No            |                  2 | On Loan: No      |
| CERDIA FINANZ GMBH                             | Cerdia Finanz GmbH                                                               | CUSIP: 15679GAC6<br>LEI: 391200KURNDJSX9GX570 | Long             | DBT              | CORP              | DE        |   1025000 | PA      | $1075264.67   | 0.46%             | 2031-10-03      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| ALLIANCE LAUNDRY SYSTEMS                       | ALLIANCE LAUNDRY SYSTEMS LLC                                                     | CUSIP: 01862LBA5<br>LEI: 549300YBOGK6MBI5ND34 | Long             | LON              | CORP              | US        |    875000 | PA      | $876406.13    | 0.37%             | 2031-08-19      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORP                              | Ares Capital Corp                                                                | CUSIP: 04010LBK8<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1098581.44   | 0.47%             | 2030-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MATTERHORN TELECOM SA                          | Matterhorn Telecom SA                                                            | CUSIP: 000000000<br>LEI: 549300MTB0YI26SMUT22 | Long             | DBT              | CORP              | LU        |     38019 | PA      | $43462.27     | 0.02%             | 2026-09-15      | Fixed         | 3.12%                 | Yes           |                  2 | On Loan: No      |
| Palmer Square CLO Ltd                          | Palmer Square CLO 2024-2 LTD                                                     | CUSIP: 69703LAL2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $998853.00    | 0.43%             | 2037-07-20      | Floating      | 8.68%                 | No            |                  2 | On Loan: No      |
| ARES CLO Ltd                                   | ARES Loan Funding III Ltd                                                        | CUSIP: 04019PAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $499834.50    | 0.21%             | 2036-07-25      | Floating      | 10.42%                | No            |                  2 | On Loan: No      |
| DAE SUKUK DIFC LTD                             | DAE Sukuk Difc Ltd                                                               | CUSIP: 23302JAA3<br>LEI: 635400AMGMPG1J5EQD94 | Long             | DBT              | CORP              | AE        |    370000 | PA      | $367653.53    | 0.16%             | 2026-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF POLAND                             | Republic of Poland Government International Bond                                 | CUSIP: 857524AF9<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    305000 | PA      | $311977.67    | 0.13%             | 2030-02-12      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ATP TOW/ANDEAN TELECOM                         | ATP Tower Holdings / Andean Telecom Partners Chile SpA / Andean Tower Partners C | CUSIP: 00193BAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |    400000 | PA      | $406750.40    | 0.17%             | 2030-02-03      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                             | Banco Santander SA                                                               | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    600000 | PA      | $735875.43    | 0.31%             | N/A             | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                        | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GA79<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1490000 | PA      | $1560521.70   | 0.67%             | N/A             | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CAPITAL POWER US HOLDING                       | Capital Power US Holdings Inc                                                    | CUSIP: 14041TAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    920000 | PA      | $947114.52    | 0.40%             | 2035-06-01      | Fixed         | 6.19%                 | No            |                  2 | On Loan: No      |
| Ballyrock Ltd                                  | Ballyrock CLO 14 Ltd                                                             | CUSIP: 05874XAS8<br>LEI: 254900GXTF670X967J67 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1003859.00   | 0.43%             | 2037-07-20      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| ARDONAGH FINCO LTD                             | Ardonagh Finco Ltd                                                               | CUSIP: 000000000<br>LEI: 254900D2T84O1K03BA28 | Long             | DBT              | CORP              | JE        |   2000000 | PA      | $2379529.06   | 1.02%             | 2031-02-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| NBK SPC LTD                                    | NBK SPC Ltd                                                                      | CUSIP: 62877PAB0<br>LEI: 549300P1ANDK86KWB419 | Long             | DBT              | CORP              | AE        |    430000 | PA      | $415822.90    | 0.18%             | 2027-09-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                        | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GB52<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    715000 | PA      | $708822.97    | 0.30%             | N/A             | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SERBIA                             | Serbia International Bond                                                        | CUSIP: 817477AF9<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |    400000 | PA      | $342968.60    | 0.15%             | 2030-12-01      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| GENESIS ENERGY LP/FIN                          | Genesis Energy LP / Genesis Energy Finance Corp                                  | CUSIP: 37185LAR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1375000 | PA      | $1426895.25   | 0.61%             | 2033-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| K HOVNANIAN ENTERPRISES                        | K Hovnanian Enterprises Inc                                                      | CUSIP: 48251UAM0<br>LEI: 549300JJCQ0KAI7CJG32 | Long             | DBT              | CORP              | US        |    960000 | PA      | $1040678.40   | 0.44%             | 2029-09-30      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| STATE STREET CORP                              | State Street Corp                                                                | CUSIP: 857477CS0<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    885000 | PA      | $901445.96    | 0.39%             | N/A             | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                                             | CUSIP: 06055HAK9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1175000 | PA      | $1173895.38   | 0.50%             | N/A             | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| SHINHAN BANK                                   | Shinhan Bank Co Ltd                                                              | CUSIP: 82460EAJ9<br>LEI: 5493003P813VL21KG928 | Long             | DBT              | CORP              | KR        |    570000 | PA      | $566960.65    | 0.24%             | 2026-03-24      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| COLBUN SA                                      | Colbun SA                                                                        | CUSIP: 192714AC7<br>LEI: 5493003VQJLE2QB8IF36 | Long             | DBT              | CORP              | CL        |    400000 | PA      | $395308.88    | 0.17%             | 2027-10-11      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                            | Dominion Energy Inc                                                              | CUSIP: 25746UDV8<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    180000 | PA      | $184892.04    | 0.08%             | 2055-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| VMED O2 UK FINAN                               | Vmed O2 UK Financing I PLC                                                       | CUSIP: 92858RAA8<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $364862.56    | 0.16%             | 2031-01-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| REINSURANCE GRP OF AMER                        | Reinsurance Group of America Inc                                                 | CUSIP: 759351AT6<br>LEI: LORM1GNEU1DKEW527V90 | Long             | DBT              | CORP              | US        |    685000 | PA      | $687046.10    | 0.29%             | 2055-09-15      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                      | Boeing Co/The                                                                    | CUSIP: 097023DG7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1180000 | PA      | $1164488.43   | 0.50%             | 2026-02-04      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| APOLLO GLOBAL MANAGEMENT                       | Apollo Global Management Inc                                                     | CUSIP: 03769MAD8<br>LEI: 254900LMFT1CY9IYB476 | Long             | DBT              | CORP              | US        |   1025000 | PA      | $1007992.69   | 0.43%             | 2054-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TOUCAN FINCO LTD/CAN/US                        | Toucan FinCo Ltd/Toucan FinCo Can Inc/Toucan FinCo US LLC                        | CUSIP: 89157UAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |    600000 | PA      | $614877.00    | 0.26%             | 2030-05-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                              | HSBC Holdings PLC                                                                | CUSIP: 404280FA2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    880000 | PA      | $898806.92    | 0.38%             | N/A             | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| IHS HOLDING LTD                                | IHS Holding Ltd                                                                  | CUSIP: 44963HAB1<br>LEI: 213800CLGMKL63VKTD94 | Long             | DBT              | CORP              | KY        |    425000 | PA      | $419111.97    | 0.18%             | 2028-11-29      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| GLOVES BUYER INC                               | GLOVES BUYER INC                                                                 | CUSIP: 37987UAG7<br>LEI: 54930015O0Y94T5H8Z18 | Long             | LON              | CORP              | US        |   1000000 | PA      | $981250.00    | 0.42%             | 2032-05-24      | Floating      | 8.33%                 | No            |                  2 | On Loan: No      |
| PETRONAS CAPITAL LTD                           | Petronas Capital Ltd                                                             | CUSIP: 716743AV1<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | CORP              | MY        |    400000 | PA      | $406683.20    | 0.17%             | 2031-01-03      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP                              | CLARIOS GLOBAL LP                                                                | CUSIP: 000000000<br>LEI: 549300474L1ZLXZY2P98 | Long             | LON              | CORP              | US        |   1160000 | PA      | $1162900.00   | 0.50%             | 2032-01-28      | Floating      | 7.08%                 | No            |                  2 | On Loan: No      |
| FREEPORT INDONESIA PT                          | Freeport Indonesia PT                                                            | CUSIP: 69377FAA4<br>LEI: 549300T4HTQHRKLNE619 | Long             | DBT              | CORP              | ID        |    360000 | PA      | $361973.52    | 0.15%             | 2027-04-14      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| OHA Loan Funding Ltd                           | OHA Loan Funding 2016-1 Ltd                                                      | CUSIP: 67110UBG3<br>LEI: 54930016024GMIAF7A82 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $996285.00    | 0.43%             | 2037-07-20      | Floating      | 7.38%                 | No            |                  2 | On Loan: No      |
| NATIONAL MENTOR HOLDINGS                       | NATIONAL MENTOR HOLDINGS                                                         | CUSIP: 63689EAT2<br>LEI: 5493004QULJVJP3CNZ62 | Long             | LON              | CORP              | US        |     25675 | PA      | $25061.52     | 0.01%             | 2028-03-02      | Floating      | 8.14%                 | No            |                  2 | On Loan: No      |
| VICTRA HLDG/VICTRA FIN                         | Victra Holdings LLC / Victra Finance Corp                                        | CUSIP: 92648DAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1060000 | PA      | $1112325.84   | 0.48%             | 2029-09-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| CBAMR Ltd                                      | CBAMR 2021-15 LLC                                                                | CUSIP: 149918AQ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $983863.00    | 0.42%             | 2038-01-20      | Floating      | 9.83%                 | No            |                  2 | On Loan: No      |
| MONG DUONG FIN HLDGS BV                        | Mong Duong Finance Holdings BV                                                   | CUSIP: 60935DAA3<br>LEI: 549300995KGQFMWSV879 | Long             | DBT              | CORP              | NL        |    338800 | PA      | $333961.88    | 0.14%             | 2029-05-07      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICALS NE                        | Teva Pharmaceutical Finance Netherlands III BV                                   | CUSIP: 88167AAK7<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |    400000 | PA      | $413748.40    | 0.18%             | 2028-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| STUDIO CITY INTL ADR                           | STUDIO CITY INTL ADR                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     19076 | NS      | $87368.08     | 0.04%             |  |  |  | Yes           |                  1 | On Loan: No      |
| NEW COTAI EQUITY                               | NEW COTAI EQUITY                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    414307 | NS      | $219839.63    | 0.09%             |  |  |  | Yes           |                  3 | On Loan: No      |
| UKG INC                                        | UKG INC                                                                          | CUSIP: 89841EAB1<br>LEI: 529900FKHWSTQ1GXK240 | Long             | LON              | CORP              | US        |    858065 | PA      | $859628.97    | 0.37%             | 2031-02-10      | Floating      | 7.28%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae REMICS                                                                | CUSIP: 3136AKEN9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     22066 | PA      | $21672.50     | 0.01%             | 2044-02-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AXIAN TELE HOLD PLC                            | Axian Telecom Holding & Management PLC                                           | CUSIP: 05465QAA7<br>LEI: 984500B7DCD97EB04857 | Long             | DBT              | CORP              | AE        |    375000 | PA      | $376534.76    | 0.16%             | 2030-07-11      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| TCW Ltd                                        | TCW CLO 2019-2 Ltd                                                               | CUSIP: 87242BBQ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $976544.00    | 0.42%             | 2038-01-20      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| RR Ltd                                         | RR 28 Ltd                                                                        | CUSIP: 74989QAA0<br>LEI: 254900ZSKVCYOXP11C98 | Long             | ABS-CBDO         | CORP              | KY        |    600000 | PA      | $599412.00    | 0.26%             | 2037-04-15      | Floating      | 11.32%                | No            |                  2 | On Loan: No      |
| ATHENE HOLDING LTD                             | Athene Holding Ltd                                                               | CUSIP: 04686JAJ0<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |   1025000 | PA      | $1011411.78   | 0.43%             | 2054-10-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Babson CLO Ltd                                 | Barings CLO Ltd 2024-II                                                          | CUSIP: 067936AG9<br>LEI: 549300KMDW0AZOKOC583 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1001941.00   | 0.43%             | 2039-07-15      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| TCW Ltd                                        | TCW CLO 2024-3 Ltd                                                               | CUSIP: 87252VAL7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $996265.00    | 0.43%             | 2037-10-20      | Floating      | 7.43%                 | No            |                  2 | On Loan: No      |
| MEITUAN                                        | Meituan                                                                          | CUSIP: 58533EAF0<br>LEI: 21380033K525E5JLIA77 | Long             | DBT              | CORP              | KY        |    400000 | PA      | $399119.08    | 0.17%             | 2029-10-02      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| MANITOWOC COMPANY INC                          | Manitowoc Co Inc/The                                                             | CUSIP: 563571AN8<br>LEI: 2RTSLGQ89VMY18RHX631 | Long             | DBT              | CORP              | US        |    515000 | PA      | $547831.25    | 0.23%             | 2031-10-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Babson CLO Ltd                                 | Barings CLO Ltd 2024-II                                                          | CUSIP: 067936AJ3<br>LEI: 549300KMDW0AZOKOC583 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $998196.00    | 0.43%             | 2039-07-15      | Floating      | 7.47%                 | No            |                  2 | On Loan: No      |
| ALERA GROUP INTERMEDIATE                       | ALERA GROUP INTERMEDIATE                                                         | CUSIP: 01451PAB2<br>LEI: 2549003D76KZAKICNX26 | Long             | LON              | CORP              | US        |    900000 | PA      | $905202.90    | 0.39%             | 2032-05-28      | Floating      | 7.58%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA FINANCE PLC                       | Virgin Media Finance PLC                                                         | CUSIP: 92769VAJ8<br>LEI: 2138001LVYC87DDHT482 | Long             | DBT              | CORP              | GB        |   1310000 | PA      | $1182213.56   | 0.51%             | 2030-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TENNECO INC                                    | TENNECO INC                                                                      | CUSIP: 88037HAP9<br>LEI: 549300U0EXXFAQFAD785 | Long             | LON              | CORP              | US        |    605000 | PA      | $598787.86    | 0.26%             | 2028-11-17      | Floating      | 9.47%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                  | Boeing Co/The                                                                    | CUSIP: 097023DT9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    300000 | PA      | $330062.25    | 0.14%             | 2054-05-01      | Fixed         | 6.86%                 | No            |                  2 | On Loan: No      |
| ILIAD HOLDING SAS                              | Iliad Holding SASU                                                               | CUSIP: 449691AF1<br>LEI: 9695009PXA7OI9NXN582 | Long             | DBT              | CORP              | FR        |    530000 | PA      | $568929.03    | 0.24%             | 2031-04-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                               | Deutsche Bank AG                                                                 | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    800000 | PA      | $986689.74    | 0.42%             | N/A             | Fixed         | 8.12%                 | Yes           |                  2 | On Loan: No      |
| NGL ENRGY OP/FIN CORP                          | NGL Energy Operating LLC / NGL Energy Finance Corp                               | CUSIP: 62922LAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1635000 | PA      | $1600741.19   | 0.68%             | 2032-02-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Babson CLO Ltd                                 | Barings CLO Ltd 2024-V                                                           | CUSIP: 06763YAN9<br>LEI: 25490047AECQPJIDJC73 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $502284.50    | 0.21%             | 2038-07-15      | Floating      | 8.42%                 | No            |                  2 | On Loan: No      |
| Clover Holdings 2 LLC                          | CLOVER HOLDINGS 2 LLC                                                            | CUSIP: 18914DAB4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1032412 | PA      | $1034187.22   | 0.44%             | 2031-12-09      | Floating      | 8.33%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO V Ltd                              | Elmwood CLO V Ltd                                                                | CUSIP: 29003BAW1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1003499.00   | 0.43%             | 2037-10-20      | Floating      | 7.48%                 | No            |                  2 | On Loan: No      |
| Invesco U.S. CLO 2025-2, Ltd.                  | Invesco US CLO 2023-4 Ltd                                                        | CUSIP: 46091YAA6<br>LEI: 254900CLWY1AN9F4PD86 | Long             | ABS-CBDO         | CORP              | JE        |    400000 | PA      | $403244.80    | 0.17%             | 2037-01-18      | Floating      | 12.34%                | No            |                  2 | On Loan: No      |
| DRAGON BUYER INC                               | DRAGON BUYER INC                                                                 | CUSIP: 26143FAB5<br>LEI: 2549006V6EIUFGF2Y127 | Long             | LON              | CORP              | US        |   1542250 | PA      | $1547069.53   | 0.66%             | 2031-09-30      | Floating      | 7.55%                 | No            |                  2 | On Loan: No      |
| ILIAD HOLDING SAS                              | Iliad Holding SASU                                                               | CUSIP: 449691AG9<br>LEI: 9695009PXA7OI9NXN582 | Long             | DBT              | CORP              | FR        |    590000 | PA      | $606306.83    | 0.26%             | 2032-04-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| IPD 3 BV                                       | IPD 3 BV                                                                         | CUSIP: 000000000<br>LEI: 724500RBP2J59JMQB629 | Long             | DBT              | CORP              | NL        |    700000 | PA      | $801394.27    | 0.34%             | 2031-06-15      | Floating      | 5.35%                 | Yes           |                  2 | On Loan: No      |
| OFSI Fund LTD                                  | OFSI BSL XIV CLO Ltd                                                             | CUSIP: 67119GAG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1005056.00   | 0.43%             | 2037-07-20      | Floating      | 8.18%                 | No            |                  2 | On Loan: No      |
| DAVITA INC                                     | DaVita Inc                                                                       | CUSIP: 23918KAY4<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |    653000 | PA      | $674010.28    | 0.29%             | 2033-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-09-23

**Name of Applicant:** Delaware Group Government Fund

**Signature:** Dan Geatens

**Name of Signer:** Dan Geatens

**Title:** Division Director - Head of US Fund Administration