# EDGAR Filing Document

**Accession Number:** 0001861115
**File Stem:** 0001861115-26-000010
**Filing Date:** 2026-5
**Character Count:** 658458
**Document Hash:** 763ae947e917fc02d901723f3cc004d8
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001861115-26-000010.hdr.sgml**: 20260528

**ACCESSION NUMBER**: 0001861115-26-000010

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20260331

**FILED AS OF DATE**: 20260528

**DATE AS OF CHANGE**: 20260528

**PERIOD START**: 20261231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Nuveen Multi-Asset Income Fund
- **CENTRAL INDEX KEY:** 0001861115

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-23669
- **FILM NUMBER:** 261028690

**BUSINESS ADDRESS:**
- **STREET 1:** 333 W. WACKER DR.
- **CITY:** CHICAGO
- **STATE:** IL
- **ZIP:** 60606
- **BUSINESS PHONE:** 312-917-8146

**MAIL ADDRESS:**
- **STREET 1:** 333 W. WACKER DR.
- **CITY:** CHICAGO
- **STATE:** IL
- **ZIP:** 60606

## Nport-Ex

#### Portfolio

#### of

#### Investments

#### March

#### 31,

#### 2026

#### NMAI
(Unaudited)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

LONG-TERM

INVESTMENTS

-

145.1%

(98.9%

of

Total

Investments)

ASSET-BACKED

SECURITIES

-

0.9%

(0.6%

of

Total

Investments)

–

$

300,000

(a) Avis

Budget

Rental

Car

Funding

AESOP

LLC,

Series

2021

2A

.660

%

02/20/28

$

294,527

500,000

Carmax

Auto

Owner

Trust

2025-4,

Series

2025

.970

12/16/30

496,743

500,000

CNH

Equipment

Trust

2025-B,

Series

2025

B

.300

10/15/30

500,989

284,250

(a) Domino's

Pizza

Master

Issuer

LLC,

Series

2018

1A

.328

07/25/48

282,198

306,000

Ford

Credit

Auto

Owner

Trust

2024-D,

Series

2024

D

.610

08/15/29

307,880

250,000

(a) Hertz

Vehicle

Financing

III

LLC,

Series

2023

3A

.940

02/25/28

252,583

233,389

(a),(b)

Industrial

DPR

Funding

Ltd,

Series

2022

1A

.380

04/15/34

209,457

97,624

(a) MVW

2020-1

LLC,

Series

2020

1A

.740

10/20/37

96,653

4,584

(a) OneMain

Financial

Issuance

Trust

2022-2,

Series

2022

2A

.890

10/14/34

4,585

500,000

(a) PenFed

Auto

Receivables

Owner,

Series

2025

A

.030

07/15/30

498,780

300,000

(a) PFS

Financing

Corp,

Series

2025

B

.850

02/15/30

302,667

215,260

(a) Sierra

Timeshare

2024-3

Receivables

Funding

LLC,

Series

2024

3A

.830

08/20/41

215,472

500,000

(a) Toyota

Auto

Loan

Extended

Note

Trust

2023-1,

Series

2023

1A

.930

06/25/36

507,552

TOTAL

ASSET-BACKED

SECURITIES

(Cost

$3,998,896)

3,970,086

SHARES

DESCRIPTION

VALUE

359432793

COMMON

STOCKS

-

.4

%

(53

.5

%

of

Total

Investments)

359432793

AUTOMOBILES

&

COMPONENTS

-

1.1%

2,125

(c),(d)

Tesla,

Inc

789,969

203,800

Toyota

Motor

Corp

4,236,458

TOTAL

AUTOMOBILES

&

COMPONENTS

5,026,427

BANKS

-

10.4%

212,943

Banco

Bilbao

Vizcaya

Argentaria

S.A.

4,599,475

520,528

Banco

Santander

S.A.

5,835,494

874,078

Barclays

plc

4,574,474

134,600

Grupo

Financiero

Banorte

SAB

de

C.V.

1,492,819

35,655

(c) HDFC

Bank

Ltd

(ADR),

ADR

887,096

81,808

ING

Groep

NV

2,123,463

339,469

Itau

Unibanco

Holding

S.A.

2,849,525

30,083

JPMorgan

Chase

&

Co

8,849,215

267,000

Mitsubishi

UFJ

Financial

Group,

Inc

4,521,357

159,600

Sumitomo

Mitsui

Financial

Group,

Inc

5,247,697

85,655

(c),(e)

Wells

Fargo

&

Co

6,818,995

TOTAL

BANKS

47,799,610

CAPITAL

GOODS

-

9.0%

31,035

ABB

Ltd

2,523,392

25,486

Airbus

SE

4,818,711

9,301

(c) Caterpillar,

Inc

6,589,386

16,262

Cie

de

Saint-Gobain

S.A.

1,346,403

9,308

(c) Eaton

Corp

plc

3,329,192

146,900

Hitachi

Ltd

4,309,383

14,552

(c) Honeywell

International,

Inc

3,289,189

150,500

Mitsubishi

Electric

Corp

4,922,416

3,065

Rheinmetall

AG.

5,169,999

12,514

Siemens

AG.

3,048,837

2,424

United

Rentals,

Inc

1,766,029

TOTAL

CAPITAL

GOODS

41,112,937

CONSUMER

DISCRETIONARY

DISTRIBUTION

&

RETAIL

-

3.9%

16,871

Alibaba

Group

Holding

Ltd

(ADR),

Sponsored

ADR

2,116,636

51,404

(c),(d),(e)

Amazon.com,

Inc

10,705,910

(b),(d)

Belk,

Inc

7,539

Home

Depot,

Inc

2,479,502

30,119

(c),(d)

O'Reilly

Automotive,

Inc

2,780,285

TOTAL

CONSUMER

DISCRETIONARY

DISTRIBUTION

&

RETAIL

18,082,341

#### Portfolio

#### of

#### Investments

#### March

#### 31,

#### 2026
(continued)

#### NMAI

SHARES

DESCRIPTION

VALUE

CONSUMER

DURABLES

&

APPAREL

-

2.5%

14,554

Cie

Financiere

Richemont

S.A.

2,569,742

3,798

Kering

S.A.

1,153,314

4,213

LVMH

Moet

Hennessy

Louis

Vuitton

SE

2,303,034

31,171

NIKE,

Inc,

Class

B

1,646,452

192,200

Sony

Group

Corp

4,005,969

TOTAL

CONSUMER

DURABLES

&

APPAREL

11,678,511

CONSUMER

SERVICES

-

0.6%

29,503

Starbucks

Corp

2,643,174

TOTAL

CONSUMER

SERVICES

2,643,174

CONSUMER

STAPLES

DISTRIBUTION

&

RETAIL

-

2.6%

6,728

(c) Costco

Wholesale

Corp

6,703,981

41,988

Walmart,

Inc

5,218,269

TOTAL

CONSUMER

STAPLES

DISTRIBUTION

&

RETAIL

11,922,250

ENERGY

-

5.2%

29,785

(c) ConocoPhillips

3,931,620

47,276

(c) Exxon

Mobil

Corp

8,020,846

15,907

(a) Reliance

Industries

Ltd

(GDR),

Sponsored

GDR

935,196

8,158

(a) Reliance

Industries

Ltd

(GDR),

Sponsored

GDR

473,980

120,225

Shell

plc

5,568,228

19,363

Valero

Energy

Corp

4,784,210

TOTAL

ENERGY

23,714,080

FINANCIAL

SERVICES

-

1.1%

3,196

Mastercard,

Inc,

Class

A

1,596,913

11,939

Visa,

Inc,

Class

A

3,608,444

TOTAL

FINANCIAL

SERVICES

5,205,357

FOOD,

BEVERAGE

&

TOBACCO

-

3.4%

59,180

British

American

Tobacco

plc

3,435,920

49,562

Coca-Cola

Co

3,769,190

13,932

Fomento

Economico

Mexicano

SAB

de

C.V.

(ADR),

Sponsored

ADR

1,547,288

39,649

(d) Monster

Beverage

Corp

2,872,967

24,387

Philip

Morris

International,

Inc

4,032,146

TOTAL

FOOD,

BEVERAGE

&

TOBACCO

15,657,511

HEALTH

CARE

EQUIPMENT

&

SERVICES

-

1.2%

43,778

(d) Boston

Scientific

Corp

2,747,070

8,914

Stryker

Corp

2,929,051

TOTAL

HEALTH

CARE

EQUIPMENT

&

SERVICES

5,676,121

HOUSEHOLD

&

PERSONAL

PRODUCTS

-

0.7%

20,750

Procter

&

Gamble

Co

2,997,130

TOTAL

HOUSEHOLD

&

PERSONAL

PRODUCTS

2,997,130

MATERIALS

-

6.4%

58,867

Anglo

American

plc

2,527,490

34,167

CRH

plc

3,591,635

99,273

(c) Freeport-McMoRan,

Inc

5,835,268

479,920

Glencore

plc

3,634,853

18,525

Heidelberg

Materials

AG.

3,909,451

3,706

(d) Kleopatra

Finco

Sarl

5,080

3,706

(d) Kleopatra

Finco

Sarl

5,080

3,706

(d) Kleopatra

Finco

Sarl

5,080

3,706

(d) Kleopatra

Finco

Sarl

5,080

3,706

(d) Kleopatra

Finco

Sarl

5,080

3,706

(d) Kleopatra

Finco

Sarl

5,080

3,706

(d) Kleopatra

Finco

Sarl,

Class

A

5,080

3,706

(d) Kleopatra

Finco

Sarl,

Class

B

5,080

3,706

(d) Kleopatra

Finco

Sarl,

Class

C

5,080

11,015

(c) Linde

plc

5,460,797

105,452

Smurfit

Westrock

plc

4,202,263

TOTAL

MATERIALS

29,207,477

SHARES

DESCRIPTION

VALUE

MEDIA

&

ENTERTAINMENT

-

3.4%

18,017

(e) Alphabet,

Inc,

Class

A

5,180,969

24,358

Alphabet,

Inc,

Class

C

6,987,335

5,952

Meta

Platforms,

Inc

3,405,318

TOTAL

MEDIA

&

ENTERTAINMENT

15,573,622

PHARMACEUTICALS,

BIOTECHNOLOGY

&

LIFE

SCIENCES

-

4.9%

20,414

AstraZeneca

plc

3,991,752

53,400

Daiichi

Sankyo

Co

Ltd

955,361

6,399

(c) Eli

Lilly

&

Co

5,885,608

609,659

Haleon

plc

3,017,199

25,484

Johnson

&

Johnson

6,229,310

3,568

Lonza

Group

AG.

2,288,937

TOTAL

PHARMACEUTICALS,

BIOTECHNOLOGY

&

LIFE

SCIENCES

22,368,167

SEMICONDUCTORS

&

SEMICONDUCTOR

EQUIPMENT

-

11.5%

35,800

Advantest

Corp

4,940,637

1,530

ASML

Holding

NV

2,034,527

4,217

(d) Bright

Bidco

BV

1,476

3,087

(d) Bright

Bidco

BV

1,081

36,642

Broadcom,

Inc

11,341,065

97,913

(c),(d)

Intel

Corp

4,320,901

109,161

(c) NVIDIA

Corp

19,037,678

32,839

Taiwan

Semiconductor

Manufacturing

Co

Ltd

(ADR),

Sponsored

ADR

11,097,940

TOTAL

SEMICONDUCTORS

&

SEMICONDUCTOR

EQUIPMENT

52,775,305

SOFTWARE

&

SERVICES

-

3.1%

37,941

Microsoft

Corp

14,044,620

TOTAL

SOFTWARE

&

SERVICES

14,044,620

TECHNOLOGY

HARDWARE

&

EQUIPMENT

-

6.1%

66,610

(c),(e)

Apple,

Inc

16,904,952

(d) MLN

US

Holdco

LLC

4,136

(d) Riverbed

Technology

LLC

94,773

Samsung

Electronics

Co

Ltd

11,084,773

TOTAL

TECHNOLOGY

HARDWARE

&

EQUIPMENT

27,989,782

TELECOMMUNICATION

SERVICES

-

0.0%

2,856

(d) Altice

France

Lux

47,536

TOTAL

TELECOMMUNICATION

SERVICES

47,536

TRANSPORTATION

-

0.1%

1,604

DSV

A.S.

387,379

TOTAL

TRANSPORTATION

387,379

UTILITIES

-

1.2%

109,572

Iberdrola

S.A.

2,508,558

44,812

RWE

AG.

3,014,898

TOTAL

UTILITIES

5,523,456

TOTAL

COMMON

STOCKS

(Cost

$304,543,838)

359,432,793

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

92238611

CORPORATE

BONDS

-

.1

%

(13

.7

%

of

Total

Investments)

(f) 92238611

AUTOMOBILES

&

COMPONENTS

-

0.3%

$

1,140,000

(a) Dealer

Tire

LLC

/

DT

Issuer

LLC

.000

02/01/28

$

1,108,591

295,000

(g),(h)

General

Motors

Financial

Co

Inc

.750

N/A

287,218

177,000

(g),(h)

General

Motors

Financial

Co

Inc

.700

N/A

173,597

TOTAL

AUTOMOBILES

&

COMPONENTS

1,569,406

BANKS

-

3.0%

92,000

(g),(h)

Bank

of

America

Corp

.375

N/A

90,883

266,000

(g),(h)

Bank

of

America

Corp

.125

N/A

266,489

1,163,000

(g),(h)

Bank

of

America

Corp

.625

N/A

1,192,359

294,000

(g),(h)

Bank

of

America

Corp

.250

N/A

295,771

169,000

(g),(h)

Citigroup

Inc

.875

N/A

170,193

314,000

(g),(h)

Citigroup

Inc

.000

N/A

323,163

378,000

(g),(h)

Citigroup

Inc

.125

N/A

381,717

224,000

(g),(h)

Citigroup

Inc

.625

N/A

224,168

#### Portfolio

#### of

#### Investments

#### March

#### 31,

#### 2026
(continued)

#### NMAI

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

BANKS

(continued)

$

260,000

(g),(h)

Citigroup

Inc

.375

N/A

$

268,635

147,000

(g),(h)

Citigroup

Inc

.250

N/A

147,083

794,000

(g),(h)

Citigroup

Inc

.625

N/A

821,122

125,000

(g),(h),(i)

Citizens

Financial

Group

Inc

(TSFR3M

+

3.419%)

.068

N/A

124,394

335,000

(g),(h)

Citizens

Financial

Group

Inc

.000

N/A

329,855

229,000

(g),(h),(i)

Fifth

Third

Bancorp

(TSFR3M

+

3.295%)

.994

N/A

228,043

242,000

(g),(h),(i)

First

Citizens

BancShares

Inc/NC

(TSFR3M

+

4.234%)

.908

N/A

243,287

163,000

(g),(h)

First

Citizens

BancShares

Inc/NC

.000

N/A

163,156

431,000

(g),(h)

Huntington

Bancshares

Inc/OH

.625

N/A

434,924

268,000

(g),(h)

Huntington

Bancshares

Inc/OH

.250

N/A

264,061

1,103,000

(c),(g),(h)

JPMorgan

Chase

&

Co

.875

N/A

1,144,363

351,000

(g),(h)

JPMorgan

Chase

&

Co

.500

N/A

360,173

180,000

JPMorgan

Chase

&

Co

.572

04/22/36

185,487

405,000

JPMorgan

Chase

&

Co

.347

01/22/32

399,284

270,000

(g),(h)

M&T

Bank

Corp

.125

N/A

267,798

180,000

Morgan

Stanley

Private

Bank

NA

.204

11/17/28

179,377

1,205,000

Morgan

Stanley

Private

Bank

NA

.465

11/19/31

1,186,300

191,000

(g),(h)

PNC

Financial

Services

Group

Inc/The

.400

N/A

187,981

325,000

(g),(h)

PNC

Financial

Services

Group

Inc/The

.000

N/A

324,828

529,000

(g),(h)

PNC

Financial

Services

Group

Inc/The

.250

N/A

533,641

190,000

Texas

Capital

Bancshares

Inc

.301

02/27/32

187,331

715,000

(g),(h)

Truist

Financial

Corp

.669

N/A

713,741

152,000

(g),(h)

Truist

Financial

Corp

.100

N/A

151,724

497,000

(g),(h)

Wells

Fargo

&

Co

.850

N/A

515,193

75,000

Wells

Fargo

&

Co

.611

04/25/53

62,184

40,000

Wells

Fargo

&

Co

.605

04/23/36

40,933

215,000

Wells

Fargo

&

Co

.150

04/23/31

218,673

950,000

(g),(h)

Wells

Fargo

&

Co

.625

N/A

997,959

479,000

(g),(h)

Wells

Fargo

&

Co

.125

N/A

480,803

TOTAL

BANKS

14,107,076

CAPITAL

GOODS

-

0.7%

93,000

(g),(h)

Air

Lease

Corp

.125

N/A

90,364

241,000

(g),(h)

Air

Lease

Corp

.000

N/A

232,118

495,000

(a) Alta

Equipment

Group

Inc

.000

06/01/29

438,673

285,000

Boeing

Co/The

.805

05/01/50

275,517

230,000

Boeing

Co/The

.528

05/01/34

250,549

950,000

(a) Camelot

Return

Merger

Sub

Inc

.750

08/01/28

555,220

760,000

(a) Columbus

McKinnon

Corp/NY

.125

01/31/33

759,651

230,000

(a) Cornerstone

Building

Brands

Inc

.500

08/15/29

136,023

140,000

(a) CP

Atlas

Buyer

Inc,

(cash

7.000%,

PIK

5.750%)

.750

01/15/31

108,061

110,000

(a) Honeywell

Aerospace

Inc

.950

03/16/36

109,142

100,000

(a) Honeywell

Aerospace

Inc

.732

03/16/56

98,845

TOTAL

CAPITAL

GOODS

3,054,163

COMMERCIAL

&

PROFESSIONAL

SERVICES

-

0.3%

635,000

(a) Neptune

Bidco

US

Inc

.290

04/15/29

636,764

200,000

(a) Prime

Security

Services

Borrower

LLC

/

Prime

Finance

Inc

.375

08/31/27

194,652

665,000

(a) RR

Donnelley

&

Sons

Co

.500

08/01/29

673,116

TOTAL

COMMERCIAL

&

PROFESSIONAL

SERVICES

1,504,532

CONSUMER

DISCRETIONARY

DISTRIBUTION

&

RETAIL

-

0.9%

165,000

Amazon.com

Inc

.875

03/13/36

163,496

130,000

Amazon.com

Inc

.800

03/13/56

129,896

210,000

(a) Gee

Automotive

Holdings

LLC

.250

03/01/31

210,643

380,000

Kohl's

Corp

.125

05/01/31

286,003

760,000

(a) Kohl's

Corp

.000

06/01/30

803,641

380,000

(a) LBM

Acquisition

LLC

.500

06/15/31

330,770

400,000

(a) Michaels

Cos

Inc/The

.000

03/15/34

372,481

610,000

(a) Michaels

Cos

Inc/The

.500

03/15/33

593,831

380,000

(a) Park

River

Holdings

Inc

.000

03/15/31

378,245

380,000

(a) PetSmart

Inc

/

PetSmart

Finance

Corp

.000

09/15/33

379,127

380,000

(a) Staples

Inc

.750

09/01/29

351,431

TOTAL

CONSUMER

DISCRETIONARY

DISTRIBUTION

&

RETAIL

3,999,564

PRINCIPAL

DESCRIPTION

VALUE

MATURITY

VALUE

CONSUMER

DURABLES

&

APPAREL

-

0.7%

$

1,680,000

(a) Beach

Acquisition

Bidco

LLC,

(cash

10.00%,

PIK

10.750%)

.000

%

07/15/33

$

1,789,229

570,000

(a) CD&R

Smokey

Buyer

Inc

/

Radio

Systems

Corp

.500

10/15/29

484,851

570,000

Newell

Brands

Inc

.000

04/01/46

457,372

455,000

(a) S&S

Holdings

LLC

.375

10/01/31

401,330

TOTAL

CONSUMER

DURABLES

&

APPAREL

3,132,782

CONSUMER

SERVICES

-

0.1%

720,000

(a) Fertitta

Entertainment

LLC

/

Fertitta

Entertainment

Finance

Co

Inc

.750

01/15/30

672,518

TOTAL

CONSUMER

SERVICES

672,518

ENERGY

-

1.4%

620,000

(a) CVR

Energy

Inc

.500

02/15/31

624,631

380,000

(a) Delek

Logistics

Partners

LP

/

Delek

Logistics

Finance

Corp

.375

06/30/33

383,141

49,000

(g),(h)

Energy

Transfer

LP

.625

N/A

48,835

527,000

(g),(h)

Energy

Transfer

LP

.125

N/A

536,394

91,000

(g),(h)

Energy

Transfer

LP

.500

N/A

90,817

95,000

(h) Energy

Transfer

LP

.000

05/15/54

99,502

273,000

(h) Energy

Transfer

LP

.750

02/15/56

271,511

100,000

(a) Hilcorp

Energy

I

LP

/

Hilcorp

Finance

Co

.250

04/15/32

96,783

475,000

(a) Hilcorp

Energy

I

LP

/

Hilcorp

Finance

Co

.250

02/15/35

473,534

235,000

(a) Infinity

Natural

Resources

LLC

.625

04/01/31

236,241

565,000

(a) ITT

Holdings

LLC

.500

08/01/29

549,371

145,000

ONEOK

Inc

.050

11/01/34

141,041

760,000

(a) PBF

Holding

Co

LLC

/

PBF

Finance

Corp

.875

09/15/30

780,454

225,000

(a),(g),(h)

Sunoco

LP

.875

N/A

229,731

135,000

Targa

Resources

Corp

.550

08/15/35

136,154

570,000

(a) TransMontaigne

Partners

LLC

.500

06/15/30

576,236

380,000

(a) Transocean

International

Ltd

.875

10/15/32

406,030

380,000

(a) Venture

Global

LNG

Inc

.875

02/01/32

408,115

254,000

(a),(g),(h)

Venture

Global

LNG

Inc

.000

N/A

252,996

TOTAL

ENERGY

6,341,517

EQUITY

REAL

ESTATE

INVESTMENT

TRUSTS

(REITS)

-

1.0%

380,000

(a) Diversified

Healthcare

Trust

.250

10/15/30

383,265

50,000

Healthcare

Realty

Holdings

LP

.500

08/01/26

49,832

425,000

Healthcare

Realty

Holdings

LP

.750

07/01/27

420,902

400,000

Healthcare

Realty

Holdings

LP

.400

03/15/30

365,065

250,000

Healthcare

Realty

Holdings

LP

.050

03/15/31

216,986

760,000

MPT

Operating

Partnership

LP

/

MPT

Finance

Corp

.000

10/15/27

707,435

575,000

(a) MPT

Operating

Partnership

LP

/

MPT

Finance

Corp

.500

02/15/32

582,942

380,000

(a) Office

Properties

Income

Trust

.000

03/31/29

381,900

430,000

Piedmont

Operating

Partnership

LP

.250

07/20/28

469,548

760,000

(a) Uniti

Group

LP

/

Uniti

Group

Finance

2019

Inc

/

CSL

Capital

LLC

.500

02/15/29

738,142

215,000

Ventas

Realty

LP

.000

01/15/35

210,965

TOTAL

EQUITY

REAL

ESTATE

INVESTMENT

TRUSTS

(REITS)

4,526,982

FINANCIAL

SERVICES

-

1.8%

144,600

(g),(h)

Ally

Financial

Inc

.700

N/A

143,250

203,000

(g),(h)

Ally

Financial

Inc

.700

N/A

188,446

305,000

(a),(g),(h)

American

AgCredit

Corp

.250

N/A

300,425

185,000

(a) Burford

Capital

Global

Finance

LLC

.500

01/15/34

158,863

200,000

(g),(h)

Capital

One

Financial

Corp

.950

N/A

197,112

130,000

(g),(h)

Capital

One

Financial

Corp

.500

N/A

128,889

307,000

(g),(h)

Charles

Schwab

Corp/The

.000

N/A

304,911

271,748

(a) Compass

Group

Diversified

Holdings

LLC

.250

04/15/29

252,721

250,000

(a),(g),(h)

Compeer

Financial

ACA

.875

N/A

255,000

162,000

(g),(h)

Corebridge

Financial

Inc

.875

N/A

165,074

790,000

(a) Encore

Capital

Group

Inc

.625

04/15/31

786,050

125,000

Fidelity

National

Information

Services

Inc

.800

03/10/31

124,019

850,000

(a) Freedom

Mortgage

Holdings

LLC

.375

04/01/32

836,139

179,000

(g),(h)

Goldman

Sachs

Group

Inc/The

.300

N/A

179,080

505,000

(g),(h)

Goldman

Sachs

Group

Inc/The

.850

N/A

514,753

338,000

(g),(h)

Goldman

Sachs

Group

Inc/The

.500

N/A

352,862

#### Portfolio

#### of

#### Investments

#### March

#### 31,

#### 2026
(continued)

#### NMAI

PRINCIPAL

DESCRIPTION

VALUE

MATURITY

VALUE

FINANCIAL

SERVICES

(continued)

$

543,000

(g),(h)

Goldman

Sachs

Group

Inc/The

.500

%

N/A

$

568,869

305,000

(g),(h)

Goldman

Sachs

Group

Inc/The

.125

N/A

303,413

375,000

Icahn

Enterprises

LP

/

Icahn

Enterprises

Finance

Corp

.750

01/15/29

368,682

665,000

Icahn

Enterprises

LP

/

Icahn

Enterprises

Finance

Corp

.000

06/15/30

623,641

465,000

(a) Icahn

Enterprises

LP

/

Icahn

Enterprises

Finance

Corp

.000

11/15/29

458,094

250,000

JPMorgan

Chase

&

Co

.103

04/22/31

254,539

490,000

Morgan

Stanley

.664

04/17/36

501,889

177,000

(g),(h)

State

Street

Corp

.700

N/A

179,850

229,000

(g),(h)

Voya

Financial

Inc

.758

N/A

237,471

TOTAL

FINANCIAL

SERVICES

8,384,042

FOOD,

BEVERAGE

&

TOBACCO

-

0.8%

550,000

(a) Fiesta

Purchaser

Inc

.625

09/15/32

560,159

190,000

Kraft

Heinz

Foods

Co

.875

05/15/27

188,716

1,000,000

(a),(g),(h)

Land

O'

Lakes

Inc

.000

N/A

984,647

70,000

(a) Maple

Parent

Holdings

Corp

.750

03/26/29

69,989

95,000

(a) Maple

Parent

Holdings

Corp

.625

03/26/56

94,072

245,000

(a) Mars

Inc

.200

03/01/35

247,333

300,000

(a) Mars

Inc

.700

05/01/55

292,522

1,110,000

(a) Viking

Baked

Goods

Acquisition

Corp

.625

11/01/31

1,098,360

TOTAL

FOOD,

BEVERAGE

&

TOBACCO

3,535,798

HEALTH

CARE

EQUIPMENT

&

SERVICES

-

1.6%

160,000

Abbott

Laboratories

.000

03/15/31

157,465

165,000

Abbott

Laboratories

.500

03/15/56

161,787

130,000

Baxter

International

Inc

.450

02/15/29

128,367

731,000

(a) CHS/Community

Health

Systems

Inc

.875

01/15/32

784,261

250,000

CVS

Health

Corp

.050

03/25/48

214,501

142,000

(h) CVS

Health

Corp

.750

12/10/54

143,781

80,000

(h) CVS

Health

Corp

.000

03/10/55

82,447

195,000

CVS

Health

Corp

.450

09/15/35

195,758

645,000

(a) National

Mentor

Holdings

Inc

.500

12/15/30

665,754

955,000

(a) Prime

Healthcare

Services

Inc

.375

09/01/29

990,335

940,000

(a) Radiology

Partners

Inc,

(cash

9.781%,

PIK

9.781%)

.781

02/15/30

858,474

1,000,000

(a) Radiology

Partners

Inc

.500

07/15/32

1,013,869

550,000

(a) Star

Parent

Inc

.000

10/01/30

569,801

466,906

(a) Team

Health

Holdings

Inc,

(cash

9.000%,

PIK

4.500%)

.000

06/30/28

483,248

195,000

UnitedHealth

Group

Inc

.050

04/15/53

171,541

155,000

UnitedHealth

Group

Inc

.500

07/15/44

149,574

570,000

(a) US

Acute

Care

Solutions

LLC

.750

05/15/29

550,648

TOTAL

HEALTH

CARE

EQUIPMENT

&

SERVICES

7,321,611

HOUSEHOLD

&

PERSONAL

PRODUCTS

-

0.0%

60,000

Haleon

US

Capital

LLC

.625

03/24/32

56,379

TOTAL

HOUSEHOLD

&

PERSONAL

PRODUCTS

56,379

INSURANCE

-

1.4%

214,000

(h) American

National

Group

Inc

.000

12/01/55

202,941

1,370,000

(a) APH

Somerset

Investor

LLC

/

APH2

Somerset

Investor

LLC

/

APH3

Somerset

Inves

.875

11/01/29

1,238,850

70,000

Arthur

J

Gallagher

&

Co

.150

02/15/35

69,433

393,000

(h) Assurant

Inc

.000

03/27/48

395,424

380,000

(a) Asurion

LLC/

Asurion

Co-Issuer

Inc

.000

12/31/32

394,230

760,000

(a) Asurion

LLC/

Asurion

Co-Issuer

Inc

.375

02/01/34

737,855

244,000

(h) Corebridge

Financial

Inc

.375

09/15/54

239,811

235,000

(h) Enstar

Finance

LLC

.500

01/15/42

231,056

184,000

(a),(h)

Enstar

Group

Ltd

.500

04/01/45

189,087

354,000

(a),(h)

MetLife

Inc

.250

04/08/38

415,039

207,000

(h) MetLife

Inc

.350

03/15/55

210,053

100,000

(h) MetLife

Inc

.850

03/15/56

98,149

329,000

(a) Omnis

Funding

Trust

.722

05/15/55

332,594

360,000

(h) Provident

Financing

Trust

I

.405

03/15/38

384,329

210,000

(h) Prudential

Financial

Inc

.125

03/01/52

200,944

150,000

(h) Prudential

Financial

Inc

.500

03/15/54

153,652

600,000

(a),(c),(g),(h)

SBL

Holdings

Inc

.508

N/A

585,062

PRINCIPAL

DESCRIPTION

VALUE

MATURITY

VALUE

INSURANCE

(continued)

$

575,000

(a),(g),(h)

SBL

Holdings

Inc

.500

%

N/A

$

474,893

TOTAL

INSURANCE

6,553,402

MATERIALS

-

0.5%

875,000

(a) Clydesdale

Acquisition

Holdings

Inc

.750

04/15/30

816,440

630,000

(a) Compass

Minerals

International

Inc

.000

07/01/30

651,934

760,000

(a) WR

Grace

Holdings

LLC

.625

08/15/29

698,987

TOTAL

MATERIALS

2,167,361

MEDIA

&

ENTERTAINMENT

-

1.4%

719,545

(a) Advantage

Sales

&

Marketing

Inc

.000

11/15/30

534,262

270,000

CCO

Holdings

LLC

/

CCO

Holdings

Capital

Corp

.500

05/01/32

241,183

650,000

(a) Directv

Financing

LLC

.875

02/01/30

648,554

665,000

(a) Directv

Financing

LLC

/

Directv

Financing

Co-Obligor

Inc

.000

02/15/31

678,851

475,000

(a) EW

Scripps

Co/The

.875

08/15/30

461,117

152,000

(a),(g),(h)

Farm

Credit

Bank

of

Texas

.750

N/A

158,080

570,000

(a) Gray

Media

Inc

.250

08/15/33

574,372

130,000

Meta

Platforms

Inc

.625

11/15/55

121,861

315,000

(a) Neptune

Bidco

US

Inc

.375

05/15/31

317,838

190,000

(a) Neptune

Bidco

US

Inc

.500

02/15/33

184,345

545,000

(a) OAK-Eagle

Acquireco

Inc

.250

07/01/33

564,671

135,000

(a) OAK-Eagle

Acquireco

Inc

.750

07/01/34

141,330

1,340,000

(a) Univision

Communications

Inc

.375

06/30/30

1,313,094

245,000

(a) Univision

Communications

Inc

.375

08/01/32

252,501

TOTAL

MEDIA

&

ENTERTAINMENT

6,192,059

PHARMACEUTICALS,

BIOTECHNOLOGY

&

LIFE

SCIENCES

-

0.6%

965,000

(a) 1261229

BC

Ltd

.000

04/15/32

988,010

135,000

Amgen

Inc

.650

03/02/53

130,753

60,000

Augusta

SpinCo

Corp

.656

03/23/31

59,725

105,000

Augusta

SpinCo

Corp

.245

03/23/36

105,025

500,000

(a) Bausch

Health

Americas

Inc

.500

01/31/27

495,250

445,000

(a) Emergent

BioSolutions

Inc

.875

08/15/28

375,478

300,000

(a) Organon

&

Co

/

Organon

Foreign

Debt

Co-Issuer

BV

.875

05/15/34

246,991

380,000

(a) Organon

&

Co

/

Organon

Foreign

Debt

Co-Issuer

BV

.125

04/30/31

309,696

TOTAL

PHARMACEUTICALS,

BIOTECHNOLOGY

&

LIFE

SCIENCES

2,710,928

SEMICONDUCTORS

&

SEMICONDUCTOR

EQUIPMENT

-

0.1%

95,000

Broadcom

Inc

.300

01/15/31

94,184

75,000

Broadcom

Inc

.950

01/15/36

73,969

75,000

Broadcom

Inc

.700

01/15/56

74,611

TOTAL

SEMICONDUCTORS

&

SEMICONDUCTOR

EQUIPMENT

242,764

SOFTWARE

&

SERVICES

-

0.5%

570,000

(a) Cloud

Software

Group

Inc

.250

06/30/32

540,608

750,000

(a) CoreWeave

Inc

.250

06/01/30

728,745

950,000

(a) McAfee

Corp

.375

02/15/30

784,881

80,000

Oracle

Corp

.200

09/26/35

75,040

35,000

Oracle

Corp

.950

09/26/55

29,444

135,000

Oracle

Corp

.700

02/04/36

129,801

400,000

(a) Rackspace

Finance

LLC

.500

05/15/28

198,000

TOTAL

SOFTWARE

&

SERVICES

2,486,519

TELECOMMUNICATION

SERVICES

-

1.4%

70,000

AT&T

Inc

.650

06/01/51

48,057

140,000

AT&T

Inc

.500

09/15/53

91,803

355,000

AT&T

Inc

.800

12/01/57

239,721

1,300,000

(a) Connect

Holding

II

LLC

.500

04/03/31

1,292,093

14,000

EchoStar

Corp

.750

11/30/29

15,124

885,000

(a) Level

Financing

Inc

.500

01/15/36

923,419

100,000

T-Mobile

USA

Inc

.300

05/15/35

100,827

605,000

(a) Uniti

Group

LP

/

Uniti

Group

Finance

2019

Inc

/

CSL

Capital

LLC

.625

06/15/32

616,184

365,000

(a) Windstream

Services

LLC

.500

10/15/33

379,473

380,000

(a) Windstream

Services

LLC

/

Windstream

Escrow

Finance

Corp

.250

10/01/31

397,160

1,109,744

(a) Zayo

Group

Holdings

Inc

.250

03/09/30

1,103,241

#### Portfolio

#### of

#### Investments

#### March

#### 31,

#### 2026
(continued)

#### NMAI

PRINCIPAL

DESCRIPTION

VALUE

MATURITY

VALUE

TELECOMMUNICATION

SERVICES

(continued)

$

1,068,000

(a) Zayo

Group

Holdings

Inc

.750

%

09/09/30

$

997,491

TOTAL

TELECOMMUNICATION

SERVICES

6,204,593

UTILITIES

-

1.6%

143,000

(h) AES

Corp/The

.600

01/15/55

141,844

192,000

(h) AES

Corp/The

.950

07/15/55

179,132

192,000

(h) CMS

Energy

Corp

.500

06/01/55

195,463

145,000

Consumers

Energy

Co

.500

01/15/31

145,178

115,000

(h) Dominion

Energy

Inc

.000

06/01/54

121,634

320,000

DTE

Electric

Co

.200

03/01/34

326,994

25,000

DTE

Electric

Co

.850

05/15/55

25,164

150,000

Duke

Energy

Carolinas

LLC

.250

12/15/41

128,669

175,000

Duke

Energy

Carolinas

LLC

.350

01/15/53

163,960

300,000

Duke

Energy

Carolinas

Nc

Storm

Funding

II

LLC

.226

07/01/35

295,936

101,000

(h) Duke

Energy

Corp

.450

09/01/54

104,297

30,000

Duke

Energy

Progress

LLC

.350

03/15/53

27,998

139,000

(h) Edison

International

.125

06/15/53

141,517

37,000

(h) Emera

US

Finance

LLC

.850

10/01/56

37,045

314,000

(h) Entergy

Corp

.125

12/01/54

321,749

60,000

Entergy

Louisiana

LLC

.900

04/15/36

58,532

193,000

(h) EUSHI

Finance

Inc

.625

12/15/54

199,209

870,000

(a) Ferrellgas

LP

/

Ferrellgas

Finance

Corp

.875

04/01/29

831,718

85,000

Florida

Power

&

Light

Co

.700

03/15/55

84,657

190,000

Idaho

Power

Co

.850

03/01/36

185,970

475,000

(a) Long

Ridge

Energy

LLC

.750

02/15/32

498,329

262,000

(h) NextEra

Energy

Capital

Holdings

Inc

.750

06/15/54

271,048

128,000

(h) PG&E

Corp

.375

03/15/55

128,821

269,000

(h) Sempra

.550

04/01/55

267,798

121,000

(h) Sempra

.375

04/01/56

121,545

185,000

(a),(g),(h)

Vistra

Corp

.000

N/A

186,961

217,000

(a),(g),(h)

Vistra

Corp

.875

N/A

233,929

95,000

(a) Vistra

Operations

Co

LLC

.350

01/31/36

92,928

760,000

(a) VoltaGrid

LLC

.375

11/01/30

784,935

170,000

Wisconsin

Public

Service

Corp

.250

01/15/31

168,058

950,000

(a) XPLR

Infrastructure

Operating

Partners

LP

.625

03/15/33

1,003,597

TOTAL

UTILITIES

7,474,615

TOTAL

CORPORATE

BONDS

(Cost

$93,587,789)

92,238,611

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

72786295

EMERGING

MARKET

DEBT

AND

FOREIGN

CORPORATE

BONDS

-

.9

%

(10

.8

%

of

Total

Investments)

72786295

ANGOLA

-

0.0%

200,000

(a) Azule

Energy

Finance

Plc

.625

01/22/33

201,157

TOTAL

ANGOLA

201,157

ARGENTINA

-

0.4%

140,000

(a) Arcor

SAIC

.600

07/31/33

142,727

90,000

Argentine

Republic

Government

International

Bond

.750

07/09/30

75,240

475,000

Argentine

Republic

Government

International

Bond

.125

07/09/35

342,000

200,000

Argentine

Republic

Government

International

Bond

.000

01/09/38

150,300

150,000

Argentine

Republic

Government

International

Bond

.500

07/09/41

99,825

200,000

(a) Pan

American

Energy

LLC/Argentina

.750

01/15/37

199,500

289,055

(a) Provincia

de

Buenos

Aires/Government

Bonds

.625

09/01/37

217,514

150,000

(a) Transportadora

de

Gas

del

Sur

SA

.750

11/20/35

152,133

450,000

(a) YPF

SA

.250

01/17/34

458,388

TOTAL

ARGENTINA

1,837,627

AZERBAIJAN

-

0.0%

150,000

(a) Republic

of

Azerbaijan

International

Bond

.500

09/01/32

138,140

TOTAL

AZERBAIJAN

138,140

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

BARBADOS

-

0.0%

$

150,000

(a) Barbados

Government

International

Bond

.000

%

06/26/35

$

151,887

TOTAL

BARBADOS

151,887

BELGIUM

-

0.0%

124,000

Anheuser-Busch

Cos

LLC

/

Anheuser-Busch

InBev

Worldwide

Inc

.900

02/01/46

111,745

TOTAL

BELGIUM

111,745

BENIN

-

0.0%

EUR

190,000

(a) Benin

Government

International

Bond

.950

01/22/35

192,713

TOTAL

BENIN

192,713

BERMUDA

-

0.1%

261,000

RLGH

Finance

Bermuda

Ltd,

Reg

S

.875

05/19/74

254,216

TOTAL

BERMUDA

254,216

BRAZIL

-

0.5%

200,000

(a) Banco

BTG

Pactual

SA/Cayman

Islands

.500

01/27/31

193,200

BRL

285,000

Brazil

Notas

do

Tesouro

Nacional

Serie

F

.000

01/01/27

53,661

BRL

1,625,000

Brazil

Notas

do

Tesouro

Nacional

Serie

F

.000

01/01/33

263,214

BRL

600,000

Brazil

Notas

do

Tesouro

Nacional

Serie

F

.000

01/01/37

91,962

340,000

Brazilian

Government

International

Bond

.000

10/20/33

340,952

200,000

Brazilian

Government

International

Bond

.250

01/12/56

195,860

200,000

(a) Caixa

Economica

Federal

.625

05/13/30

201,420

200,000

(a) LD

Celulose

International

GmbH

.950

01/26/32

205,534

145,000

Petrobras

Global

Finance

BV

.750

06/03/50

136,889

115,000

Petrobras

Global

Finance

BV

.500

06/10/51

91,904

200,000

(a) Raizen

Fuels

Finance

SA

.700

01/17/35

109,500

200,000

(a) Rede

D'or

Finance

Sarl

.450

09/09/35

200,215

TOTAL

BRAZIL

2,084,311

CANADA

-

1.8%

120,000

(a) AltaGas

Ltd

.200

10/15/54

121,677

200,000

Bank

of

Montreal

.700

05/26/84

205,391

314,000

Bank

of

Montreal

.300

11/26/84

321,379

274,000

Bank

of

Montreal

.875

11/26/85

276,510

200,000

Bank

of

Nova

Scotia/The

.000

01/27/84

209,397

200,000

Bank

of

Nova

Scotia/The

.875

10/27/85

196,472

195,000

(a) Bausch

Health

Cos

Inc

.000

09/30/28

198,908

278,000

Bell

Telephone

Co

of

Canada

or

Bell

Canada

.000

09/15/55

284,538

285,000

Canadian

Imperial

Bank

of

Commerce

.950

01/28/85

284,350

200,000

Canadian

Imperial

Bank

of

Commerce

.000

10/28/85

202,120

200,000

Canadian

Imperial

Bank

of

Commerce

.500

07/28/86

195,495

293,000

Emera

Inc

.750

06/15/76

293,419

688,000

Enbridge

Inc

.500

01/15/84

774,053

175,000

Enbridge

Inc

.500

07/15/77

173,494

305,000

Enbridge

Inc

.625

01/15/83

328,801

1,365,000

(a) Garda

World

Security

Corp

.375

11/15/32

1,365,926

240,000

(a) New

Flyer

Holdings

Inc

.250

07/01/30

256,522

177,000

Rogers

Communications

Inc

.125

04/15/55

181,122

242,000

Royal

Bank

of

Canada

.750

08/24/85

242,886

272,000

Royal

Bank

of

Canada

.500

05/24/86

265,142

144,000

South

Bow

Canadian

Infrastructure

Holdings

Ltd

.500

03/01/55

149,931

570,000

(a) Telesat

Canada

/

Telesat

LLC

.625

12/06/26

453,150

152,000

TELUS

Corp

.000

10/15/55

155,169

200,000

Toronto-Dominion

Bank/The

.125

10/31/82

206,333

425,000

Toronto-Dominion

Bank/The

.350

10/31/85

418,150

219,000

Transcanada

Trust

.600

03/07/82

214,707

TOTAL

CANADA

7,975,042

CHILE

-

0.4%

400,000

(a) AES

Andes

SA

.150

06/10/55

419,877

196,173

(a) Alfa

Desarrollo

SpA

2021

.550

09/27/51

149,136

200,000

(a),(j)

Banco

de

Credito

e

Inversiones

SA

.750

08/08/74

210,226

200,000

(a),(j)

Banco

del

Estado

de

Chile

.950

11/02/74

210,522

CLP

70,000,000

(a) Bonos

de

la

Tesoreria

de

la

Republica

en

pesos,

Reg

S

.000

10/01/28

75,160

CLP

110,000,000

(a) Bonos

de

la

Tesoreria

de

la

Republica

en

pesos,

Reg

S

.000

04/01/33

122,114

#### Portfolio

#### of

#### Investments

#### March

#### 31,

#### 2026
(continued)

#### NMAI

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

CHILE

$

200,000

(a) Celulosa

Arauco

y

Constitucion

SA

.180

%

05/05/32

$

198,326

EUR

50,000

Chile

Government

International

Bond

.800

07/01/35

56,403

175,000

(a) Cia

Cervecerias

Unidas

SA

.350

01/19/32

156,921

200,000

(a) Corp

Nacional

del

Cobre

de

Chile

.440

01/26/36

210,766

200,000

(a) Empresa

Nacional

del

Petroleo

.150

05/10/33

205,691

TOTAL

CHILE

2,015,142

CHINA

-

0.0%

200,000

Fortune

Star

BVI

Ltd,

Reg

S

.800

09/09/29

188,910

TOTAL

CHINA

188,910

COLOMBIA

-

0.4%

200,000

(a),(j)

Banco

Davivienda

SA

.125

07/02/35

202,400

EUR

100,000

Colombia

Government

International

Bond

.000

09/19/32

108,995

350,000

Colombia

Government

International

Bond

.125

04/15/31

298,222

200,000

Colombia

Government

International

Bond

.000

11/14/35

209,308

COP

725,000,000

Colombian

TES

.750

09/18/30

158,694

COP

959,000,000

Colombian

TES

.250

05/28/42

196,598

200,000

Ecopetrol

SA

.625

11/02/31

177,746

200,000

Ecopetrol

SA

.875

11/02/51

140,741

200,000

(a) Grupo

Aval

Ltd

.375

02/04/30

186,889

TOTAL

COLOMBIA

1,679,593

COSTA

RICA

-

0.0%

200,000

(a) Costa

Rica

Government

International

Bond

.000

04/04/44

210,542

TOTAL

COSTA

RICA

210,542

COTE

D'IVOIRE

-

0.1%

395,000

Ivory

Coast

Government

International

Bond,

Reg

S

.125

06/15/33

371,612

TOTAL

COTE

D'IVOIRE

371,612

CZECH

REPUBLIC

-

0.0%

CZK

2,150,000

Czech

Republic

Government

Bond

.750

06/23/32

85,885

CZK

1,200,000

Czech

Republic

Government

Bond,

Reg

S

.950

05/15/30

49,338

TOTAL

CZECH

REPUBLIC

135,223

DOMINICAN

REPUBLIC

-

0.2%

200,000

(a) Aeropuertos

Dominicanos

Siglo

XXI

SA

.000

06/30/34

203,778

375,000

(a) Dominican

Republic

International

Bond

.875

01/30/60

313,012

150,000

(a) Dominican

Republic

International

Bond

.050

02/03/31

155,130

150,000

(a) Dominican

Republic

International

Bond

.150

05/17/38

141,833

TOTAL

DOMINICAN

REPUBLIC

813,753

ECUADOR

-

0.1%

200,000

(a) Corp

Quiport

SA

.000

12/15/37

214,800

260,000

(a) Ecuador

Government

International

Bond

.900

07/31/35

228,847

200,000

(a) Ecuador

Government

International

Bond

.250

01/29/39

196,000

TOTAL

ECUADOR

639,647

EGYPT

-

0.1%

220,000

(a) Egypt

Government

International

Bond

.300

09/30/33

204,665

205,000

(a) Egypt

Government

International

Bond

.875

05/29/50

180,788

225,000

(a) Egypt

Government

International

Bond

.500

01/31/47

194,055

TOTAL

EGYPT

579,508

EL

SALVADOR

-

0.1%

200,000

(a) Comision

Ejecutiva

Hidroelectrica

del

Rio

Lempa

.650

01/24/33

205,000

150,000

(a) El

Salvador

Government

International

Bond

.250

04/17/30

5,250

150,000

(a) El

Salvador

Government

International

Bond

.650

11/21/54

158,730

TOTAL

EL

SALVADOR

368,980

FINLAND

-

0.1%

400,000

(a),(j)

Nordea

Bank

Abp

.750

11/10/74

398,862

TOTAL

FINLAND

398,862

FRANCE

-

1.7%

1,605,000

(a) Altice

France

SA

.500

04/15/32

1,520,713

502,000

(a),(j)

BNP

Paribas

SA

.750

02/16/71

517,807

200,000

(a),(j)

BNP

Paribas

SA

.250

05/17/74

208,546

610,000

(a),(j)

BNP

Paribas

SA

.500

02/14/75

635,408

625,000

(a),(j)

BNP

Paribas

SA

.000

08/22/74

651,151

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

FRANCE

$

409,000

(a),(j)

BNP

Paribas

SA

.375

%

03/10/75

$

410,107

200,000

(a),(j)

BNP

Paribas

SA

.450

12/27/74

200,757

507,000

(a),(j)

Credit

Agricole

SA

.700

12/23/73

499,302

403,000

(a),(j)

Credit

Agricole

SA

.125

12/23/74

406,814

570,000

(a) Iliad

Holding

SAS

.500

04/15/31

596,398

454,000

(a),(j)

Societe

Generale

SA

.375

05/22/74

474,691

205,000

(a),(j)

Societe

Generale

SA

.500

09/25/74

219,154

410,000

(a),(j)

Societe

Generale

SA

.125

07/15/74

394,132

495,000

(a),(j)

Societe

Generale

SA

.000

05/14/74

534,650

TOTAL

FRANCE

7,269,630

GERMANY

-

0.6%

600,000

(j) Deutsche

Bank

AG,

Reg

S

.130

04/30/73

617,669

1,070,000

(a) IHO

Verwaltungs

GmbH

.000

11/15/32

1,096,139

475,000

(a) ZF

North

America

Capital

Inc

.500

03/24/31

466,600

TOTAL

GERMANY

2,180,408

GHANA

-

0.2%

103,495

(a) Ghana

Government

International

Bond

.000

07/03/29

98,548

367,320

(a) Ghana

Government

International

Bond

.000

07/03/35

312,838

200,000

(a) Kosmos

Energy

Ltd

.500

03/01/28

192,381

GHS

2,600,000

Republic

of

Ghana

Government

Bonds

,

(cash

4.700%,

PIK

5.000%)

.700

02/05/36

194,141

TOTAL

GHANA

797,908

GUATEMALA

-

0.2%

200,000

(a) CT

Trust

.125

02/03/32

186,478

200,000

(a) Guatemala

Government

Bond

.700

10/07/33

174,400

200,000

(a) Guatemala

Government

Bond

.250

08/15/36

203,300

200,000

(a) Industrial

Subordinated

Trust

.550

04/15/36

200,000

TOTAL

GUATEMALA

764,178

HUNGARY

-

0.1%

HUF

50,000,000

Hungary

Government

Bond

.500

03/23/28

143,243

HUF

35,000,000

Hungary

Government

Bond

.750

11/24/32

91,958

210,000

(a) Hungary

Government

International

Bond

.500

03/26/36

204,726

200,000

(a) Hungary

Government

International

Bond

.375

09/26/30

201,122

TOTAL

HUNGARY

641,049

INDIA

-

0.2%

200,000

(a) Adani

Ports

&

Special

Economic

Zone

Ltd

.100

02/02/31

175,483

200,000

(a) Indian

Railway

Finance

Corp

Ltd

.570

01/21/32

187,358

200,000

(a) IRB

Infrastructure

Developers

Ltd

.110

03/11/32

200,726

200,000

(a) Muthoot

Finance

Ltd

.375

04/23/29

198,754

200,000

(a) ReNew

Wind

Energy

AP2

/

ReNew

Power

Pvt

Ltd

other

Subsidiaries

.500

07/14/28

188,618

200,000

(a) Sammaan

Capital

Ltd

.500

10/16/30

193,492

TOTAL

INDIA

1,144,431

INDONESIA

-

0.2%

200,000

(a) Indika

Energy

Tbk

PT

.750

05/07/29

197,569

IDR

2,702,000,001

Indonesia

Treasury

Bond

.000

09/15/30

160,901

IDR

1,110,000,000

Indonesia

Treasury

Bond

.625

02/15/34

64,270

200,000

(a) Medco

Maple

Tree

Pte

Ltd

.960

04/27/29

205,459

200,000

Perusahaan

Perseroan

Persero

PT

Perusahaan

Listrik

Negara,

Reg

S

.250

05/15/47

172,569

335,000

Perusahaan

Perseroan

Persero

PT

Perusahaan

Listrik

Negara,

Reg

S

.875

07/17/29

321,513

TOTAL

INDONESIA

1,122,281

IRELAND

-

0.2%

636,000

AerCap

Ireland

Capital

DAC

/

AerCap

Global

Aviation

Trust

.950

03/10/55

650,931

450,000

AerCap

Ireland

Capital

DAC

/

AerCap

Global

Aviation

Trust

.500

01/31/56

450,464

TOTAL

IRELAND

1,101,395

ISRAEL

-

0.0%

200,000

(a),(j)

Bank

Hapoalim

BM,

Reg

S

.255

01/21/32

197,224

TOTAL

ISRAEL

197,224

#### Portfolio

#### of

#### Investments

#### March

#### 31,

#### 2026
(continued)

#### NMAI

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

JAMAICA

-

0.0%

$

225,000

(a) Montego

Bay

Airport

Revenue

Finance

Ltd

.600

%

06/15/35

$

216,038

TOTAL

JAMAICA

216,038

JAPAN

-

0.0%

200,000

(j) Nomura

Holdings

Inc

.000

01/15/75

201,353

TOTAL

JAPAN

201,353

JORDAN

-

0.0%

200,000

(a) Jordan

Government

International

Bond

.850

07/07/30

196,644

TOTAL

JORDAN

196,644

KAZAKHSTAN

-

0.1%

200,000

(a) Baiterek

National

Investment

Holding

JSC

.450

05/08/28

200,884

200,000

(a) KazMunayGas

National

Co

JSC

.500

04/14/33

179,357

TOTAL

KAZAKHSTAN

380,241

LUXEMBOURG

-

0.1%

100,000

(a) Altice

France

Lux

/

Altice

Holdings

.500

11/01/29

101,044

285,000

(a) Altice

France

Lux

/

Altice

Holdings

.000

01/15/33

259,016

TOTAL

LUXEMBOURG

360,060

MACAU

-

0.0%

200,000

(a) MGM

China

Holdings

Ltd

.125

06/26/31

203,969

TOTAL

MACAU

203,969

MALAYSIA

-

0.1%

MYR

200,000

Malaysia

Government

Bond

.762

04/07/37

53,469

MYR

400,000

Malaysia

Government

Bond

.254

05/31/35

103,028

240,000

(a) Petronas

Capital

Ltd

.340

04/03/35

246,362

205,000

(a) Petronas

Capital

Ltd

.404

04/28/61

134,732

TOTAL

MALAYSIA

537,591

MEXICO

-

1.1%

300,000

(a),(j)

Banco

Mercantil

del

Norte

SA/Grand

Cayman

.625

10/06/74

300,602

509,800

(a),(j)

Banco

Mercantil

del

Norte

SA/Grand

Cayman

.750

02/20/73

530,930

200,000

(a),(j)

Banco

Mercantil

del

Norte

SA/Grand

Cayman

.375

02/20/75

205,500

200,000

(a) Banco

Nacional

de

Comercio

Exterior

SNC/Cayman

Islands

.720

08/11/31

196,082

298,000

(a) Cemex

SAB

de

CV

.200

09/10/74

301,725

200,000

(a) Comision

Federal

de

Electricidad

.125

06/16/45

181,420

200,000

(a) Comision

Federal

de

Electricidad

.000

01/28/34

193,820

198,101

(a) FIEMEX

Energia

-

Banco

Actinver

SA

Institucion

de

Banca

Multiple

.250

01/31/41

198,300

200,000

(a) Grupo

Aeromexico

SAB

de

CV

.625

11/15/31

192,000

MXN

6,580,000

Mexican

Bonos

.750

05/29/31

349,834

MXN

1,760,000

Mexican

Bonos

.750

11/23/34

89,794

200,000

Mexico

Government

International

Bond

.280

08/14/41

156,350

250,000

Mexico

Government

International

Bond

.400

05/07/54

233,838

250,000

Mexico

Government

International

Bond

.625

09/22/35

241,875

200,000

(a) Nemak

SAB

de

CV

.625

06/28/31

170,274

200,000

(a) Orbia

Advance

Corp

SAB

de

CV

.875

05/11/31

162,531

200,000

Petroleos

Mexicanos

.750

09/21/47

159,583

275,000

Petroleos

Mexicanos

.840

01/23/30

275,607

200,000

Petroleos

Mexicanos

.950

01/28/60

157,580

200,000

(a) Trust

2401

.869

01/15/30

192,576

TOTAL

MEXICO

4,490,221

MOROCCO

-

0.1%

200,000

(a) Morocco

Government

International

Bond

.500

12/11/42

183,389

200,000

(a) OCP

SA

.125

06/23/51

155,760

TOTAL

MOROCCO

339,149

NETHERLANDS

-

0.3%

526,000

(j) ING

Groep

NV,

Reg

S

.500

05/16/72

537,688

765,000

(j) ING

Groep

NV

.000

11/16/74

763,885

TOTAL

NETHERLANDS

1,301,573

NIGERIA

-

0.1%

275,000

(a) Nigeria

Government

International

Bond

.375

12/09/34

315,035

200,000

(a) Nigeria

Government

International

Bond

.631

01/13/36

208,376

TOTAL

NIGERIA

523,411

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

PANAMA

-

0.1%

$

200,000

(a) Aeropuerto

Internacional

de

Tocumen

SA

.125

%

08/11/61

$

160,056

200,000

(a) Empresa

de

Transmision

Electrica

SA

.125

05/02/49

156,068

155,644

(a) UEP

Penonome

II

SA

2020

.500

10/01/38

138,150

TOTAL

PANAMA

454,274

PARAGUAY

-

0.0%

200,000

(a) Paraguay

Government

International

Bond

.000

02/09/36

207,120

TOTAL

PARAGUAY

207,120

PERU

-

0.2%

200,000

(a) Auna

SA

/

Oncosalud

SAC

.750

11/06/32

201,000

200,000

(a) Banco

Internacional

del

Peru

SAA

Interbank

.397

04/30/35

202,539

PEN

250,000

(a) Peruvian

Government

International

Bond

.400

08/12/34

68,133

150,000

Peruvian

Government

International

Bond

.000

01/15/34

128,003

200,000

(a) Petroleos

del

Peru

SA

.750

06/19/32

158,500

165,000

(a) Volcan

Cia

Minera

SAA

.500

10/28/32

167,294

TOTAL

PERU

925,469

POLAND

-

0.1%

PLN

525,000

Republic

of

Poland

Government

Bond

.750

10/25/29

131,475

PLN

375,000

Republic

of

Poland

Government

Bond

.000

10/25/33

103,278

PLN

550,000

Republic

of

Poland

Government

Bond

.000

10/25/34

141,079

90,000

Republic

of

Poland

Government

International

Bond

.500

04/04/53

83,308

100,000

Republic

of

Poland

Government

International

Bond

.375

02/12/35

101,811

TOTAL

POLAND

560,951

REPUBLIC

OF

SERBIA

-

0.0%

200,000

(a) Serbia

International

Bond

.500

09/26/33

208,694

TOTAL

REPUBLIC

OF

SERBIA

208,694

ROMANIA

-

0.2%

RON

800,000

Romania

Government

Bond

.100

07/31/34

179,244

EUR

185,000

(a) Romanian

Government

International

Bond

.250

05/30/32

211,501

102,000

(a) Romanian

Government

International

Bond

.875

01/30/29

102,704

310,000

(a) Romanian

Government

International

Bond

.750

03/24/35

293,095

250,000

(a) Romanian

Government

International

Bond

.750

07/04/36

231,811

TOTAL

ROMANIA

1,018,355

RWANDA

-

0.1%

300,000

(a) Rwanda

International

Government

Bond

.500

08/09/31

268,183

TOTAL

RWANDA

268,183

SAUDI

ARABIA

-

0.3%

200,000

Arabian

Centres

Sukuk

IV

Ltd,

Reg

S

.875

12/04/30

199,113

200,000

Saudi

Arabian

Oil

Co,

Reg

S

.250

04/16/39

171,729

200,000

Saudi

Awwal

Bank,

Reg

S

.947

09/04/35

195,789

385,000

Saudi

Government

International

Bond,

Reg

S

.750

01/21/55

260,830

200,000

(a) Saudi

Government

International

Bond

.625

01/13/35

206,858

200,000

SNB

Funding

Ltd,

Reg

S

.000

06/24/35

197,683

TOTAL

SAUDI

ARABIA

1,232,002

SENEGAL

-

0.0%

215,000

Senegal

Government

International

Bond,

Reg

S

.750

03/13/48

108,786

200,000

(a) Senegal

Government

International

Bond

.750

03/13/48

101,196

TOTAL

SENEGAL

209,982

SOUTH

AFRICA

-

0.3%

200,000

(a) Bidvest

Group

UK

PLC/The

.200

09/17/32

199,148

250,000

(a) Eskom

Holdings

.450

08/10/28

261,675

ZAR

1,050,000

Republic

of

South

Africa

Government

Bond

.500

01/31/37

57,895

ZAR

3,875,000

Republic

of

South

Africa

Government

Bond

.875

02/28/35

224,872

200,000

Republic

of

South

Africa

Government

International

Bond

.375

07/24/44

155,934

200,000

(a) Republic

of

South

Africa

Government

International

Bond

.100

11/19/36

204,283

200,000

(a) Sasol

Financing

USA

LLC

.750

04/10/33

198,820

TOTAL

SOUTH

AFRICA

1,302,627

SPAIN

-

0.7%

440,000

(j) Banco

Bilbao

Vizcaya

Argentaria

SA

.125

02/16/75

438,931

473,000

(j) Banco

Bilbao

Vizcaya

Argentaria

SA

.375

12/19/74

511,020

200,000

(j) Banco

Bilbao

Vizcaya

Argentaria

SA

.750

04/14/74

204,845

#### Portfolio

#### of

#### Investments

#### March

#### 31,

#### 2026
(continued)

#### NMAI

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

SPAIN

$

800,000

(j) Banco

Santander

SA

.000

%

11/01/73

$

843,630

600,000

(j) Banco

Santander

SA

.625

02/21/75

692,804

TOTAL

SPAIN

2,691,230

SRI

LANKA

-

0.0%

129,323

(a) Sri

Lanka

Government

International

Bond

.350

03/15/33

107,985

79,065

(a) Sri

Lanka

Government

International

Bond

.600

02/15/38

69,774

56,938

(a) Sri

Lanka

Government

International

Bond

.600

06/15/35

42,981

TOTAL

SRI

LANKA

220,740

SUPRANATIONAL

-

0.0%

INR

12,500,000

European

Bank

for

Reconstruction

&

Development

.300

10/26/27

128,143

KZT

30,000,000

International

Bank

for

Reconstruction

&

Development

.750

06/11/26

62,257

TOTAL

SUPRANATIONAL

190,400

SWITZERLAND

-

1.1%

1,000,000

(b) Credit

Suisse

Group

AG

.000

01/17/72

340,000

1,645,000

(b) Credit

Suisse

Group

AG

.250

03/12/72

559,300

300,000

(b) Credit

Suisse

Group

AG

.380

02/21/72

102,000

575,000

(b) Credit

Suisse

Group

AG

.500

06/11/72

195,500

735,000

(b) Credit

Suisse

Group

AG

.500

01/17/72

249,900

521,000

(a),(j)

UBS

Group

AG

.250

05/13/74

586,771

499,000

(a),(j)

UBS

Group

AG

.250

05/13/74

531,847

484,000

(a),(j)

UBS

Group

AG

.750

04/12/74

498,724

1,140,000

(a) VistaJet

Malta

Finance

PLC

/

Vista

Management

Holding

Inc

.375

02/01/30

984,513

560,000

(a) VistaJet

Malta

Finance

PLC

/

Vista

Management

Holding

Inc

.500

06/01/28

547,090

TOTAL

SWITZERLAND

4,595,645

THAILAND

-

0.0%

200,000

(a),(j)

Bangkok

Bank

PCL/Hong

Kong

.466

09/23/36

179,817

TOTAL

THAILAND

179,817

TRINIDAD

AND

TOBAGO

-

0.0%

200,000

(a) Trinidad

Generation

UnLtd

.750

06/16/33

208,812

TOTAL

TRINIDAD

AND

TOBAGO

208,812

TURKEY

-

0.6%

200,000

(a),(j)

Akbank

TAS

.000

08/19/74

190,218

200,000

(a) Limak

Cimento

Sanayi

ve

Ticaret

AS

.750

07/25/29

196,816

200,000

(a) Sisecam

UK

PLC

.375

01/23/33

198,481

225,000

(a) Turk

Telekomunikasyon

AS

.950

10/07/32

219,106

TRY

4,000,000

Turkiye

Government

Bond

.840

07/14/27

87,926

EUR

225,000

Turkiye

Government

International

Bond

.200

08/17/31

259,583

250,000

Turkiye

Government

International

Bond

.000

01/14/41

207,289

200,000

Turkiye

Government

International

Bond

.125

07/17/32

198,821

200,000

(a) Turkiye

Ihracat

Kredi

Bankasi

AS

.375

01/15/31

192,240

200,000

(a) Turkiye

Is

Bankasi

AS

.575

02/05/37

192,369

200,000

(a) Ulker

Biskuvi

Sanayi

AS

.875

07/08/31

201,788

200,000

(a) Yapi

ve

Kredi

Bankasi

AS

.250

01/17/34

204,097

TOTAL

TURKEY

2,348,734

UGANDA

-

0.0%

UGX

353,000,000

Republic

of

Uganda

Government

Bonds

.250

06/22/34

87,695

TOTAL

UGANDA

87,695

UKRAINE

-

0.1%

118,699

(a) Ukraine

Government

International

Bond

.500

02/01/29

83,089

150,000

(a) Ukraine

Government

International

Bond

.500

02/01/36

76,650

311,275

(a) Ukraine

Government

International

Bond

.000

02/01/35

142,564

67,730

(a) Ukraine

Government

International

Bond

.000

02/01/36

30,953

TOTAL

UKRAINE

333,256

UNITED

ARAB

EMIRATES

-

0.2%

400,000

Emirate

of

Dubai

Government

International

Bonds,

Reg

S

.900

09/09/50

273,862

203,738

(a) Galaxy

Pipeline

Assets

Bidco

Ltd

2022

2022

.940

09/30/40

164,728

200,000

(a) Ittihad

International

II

Ltd

.375

11/13/30

201,502

178,826

(a) Sweihan

PV

Power

Co

PJSC

2022

.625

01/31/49

142,525

TOTAL

UNITED

ARAB

EMIRATES

782,617

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

UNITED

KINGDOM

-

2.2%

$

1,255,000

(a) Ardonagh

Group

Finance

Ltd

.875

%

02/15/32

$

1,229,603

388,000

(j) Barclays

PLC

.000

12/15/74

401,486

1,092,000

(j) Barclays

PLC

.625

03/15/73

1,191,105

200,000

(j) Barclays

PLC

.625

06/15/74

201,940

453,000

(j) HSBC

Holdings

PLC

.000

09/07/74

467,670

394,000

(j) HSBC

Holdings

PLC

.875

03/11/75

396,688

695,000

(j) HSBC

Holdings

PLC

.950

03/11/75

696,777

275,000

(j) HSBC

Holdings

PLC

.950

08/27/74

274,400

249,000

(j) HSBC

Holdings

PLC

.750

09/24/74

246,343

221,000

(j) Lloyds

Banking

Group

PLC

.750

12/27/73

219,815

771,000

(j) Lloyds

Banking

Group

PLC

.000

06/27/74

809,211

760,000

(a) Merlin

Entertainments

Group

US

Holdings

Inc

.375

02/15/31

634,274

190,000

(a) Motion

Bondco

DAC

.625

11/15/27

181,871

540,000

(a) Motion

Finco

Sarl

.375

02/15/32

446,116

882,000

(j) NatWest

Group

PLC

.125

06/30/74

954,790

442,000

(j) NatWest

Group

PLC

.300

12/31/73

448,969

343,000

(a),(j)

Standard

Chartered

PLC

.750

02/15/75

350,857

200,000

(j) Standard

Life

PLC,

Reg

S

.500

12/12/72

208,275

365,000

Vodafone

Group

PLC

.000

04/04/79

375,423

TOTAL

UNITED

KINGDOM

9,735,613

URUGUAY

-

0.1%

175,000

Uruguay

Government

International

Bond

.442

02/14/37

178,526

UYU

6,200,000

Uruguay

Government

International

Bond

.250

05/21/31

157,546

TOTAL

URUGUAY

336,072

UZBEKISTAN

-

0.0%

200,000

(a) Republic

of

Uzbekistan

International

Bond

.900

02/28/32

208,400

TOTAL

UZBEKISTAN

208,400

ZAMBIA

-

0.0%

122,524

(a) Zambia

Government

International

Bond

.750

06/30/33

114,854

72,169

(a) Zambia

Government

International

Bond

.500

12/31/53

47,389

TOTAL

ZAMBIA

162,243

TOTAL

EMERGING

MARKET

DEBT

AND

FOREIGN

CORPORATE

BONDS

(Cost

$76,662,492)

72,786,295

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

MORTGAGE-BACKED

SECURITIES

-

11.0%

(7.5%

of

Total

Investments)

–

100,000

(a),(i)

ARDN

2025-ARCP

Mortgage

Trust,

Series

2025

ARCP,

(TSFR1M

+

1.750%)

.423

06/15/35

99,766

400,000

(a),(i)

ARES

Commercial

Mortgage

Trust

2024-IND,

Series

2024

IND,

(TSFR1M

+

1.692%)

.012

07/15/41

400,628

420,000

(i) BANK

2019-BNK24,

Series

2019

BN24

.283

11/15/62

390,101

70,163

(a),(i)

Bayview

MSR

Opportunity

Master

Fund

Trust

2021-INV4,

Series

2021

.500

10/25/51

58,023

296,386

(a),(i)

BX

Commercial

Mortgage

Trust

2021-CIP,

Series

2021

CIP,

(TSFR1M

+

1.035%)

.708

12/15/38

296,258

407,271

(a),(i)

BX

Commercial

Mortgage

Trust

2025-BCAT,

Series

2025

BCAT,

(TSFR1M

+

1.380%)

.730

08/15/42

407,818

130,000

CD

2017-CD5

Mortgage

Trust,

Series

2017

CD5

.431

08/15/50

128,060

49,939

(i) Citigroup

Commercial

Mortgage

Trust

2015-GC29,

Series

2015

GC29

.758

04/10/48

48,238

250,000

(i) Citigroup

Commercial

Mortgage

Trust

2018-B2,

Series

2018

B2

.179

03/10/51

245,189

475,000

(a),(i)

Connecticut

Avenue

Securities

Trust

2022-R05,

Series

2022

R05,

(SOFR30A

+

7.000%)

.662

04/25/42

500,930

105,000

(a),(i)

Connecticut

Avenue

Securities

Trust

2022-R09,

Series

2022

R09,

(SOFR30A

+

4.750%)

.412

09/25/42

110,188

500,000

(a),(i)

Connecticut

Avenue

Securities

Trust

2023-R01,

Series

2023

R01,

(SOFR30A

+

3.750%)

.412

12/25/42

520,205

935,000

(a),(i)

Connecticut

Avenue

Securities

Trust

2023-R05,

Series

2023

R05,

(SOFR30A

+

3.100%)

.762

06/25/43

970,267

695,000

(a),(i)

Connecticut

Avenue

Securities

Trust

2023-R06,

Series

2023

R06,

(SOFR30A

+

2.700%)

.362

07/25/43

710,940

#### Portfolio

#### of

#### Investments

#### March

#### 31,

#### 2026
(continued)

#### NMAI

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

MORTGAGE-BACKED

SECURITIES

(continued)

$

210,000

(a),(i)

Connecticut

Avenue

Securities

Trust

2023-R06,

Series

2023

R06,

(SOFR30A

+

3.900%)

.188

%

07/25/43

$

218,843

285,000

(a),(i)

ELP

Commercial

Mortgage

Trust,

Series

2025

ELP

.297

11/13/42

281,909

395,808

(a) EQT

Trust

2024-EXTR,

Series

2024

EXTR

.331

07/05/41

400,630

955,405

Fannie

Mae

Pool,

FN

MA5497

.500

10/01/54

960,371

1,372,220

Fannie

Mae

Pool,

FN

MA4783

.000

10/01/52

1,300,062

569,687

(k) Fannie

Mae

Pool,

FN

MA4785

.000

10/01/52

564,876

235,962

Fannie

Mae

Pool,

FN

MA4805,

Series

2022

.500

11/01/52

228,659

884,069

(k) Fannie

Mae

Pool,

FN

MA4918

.000

02/01/53

876,195

339,938

Fannie

Mae

Pool,

FN

MA4919

.500

02/01/53

342,864

593,836

Fannie

Mae

Pool,

FN

MA4942

.000

03/01/53

609,579

1,500,734

(k) Fannie

Mae

Pool,

FN

MA4737,

Series

2022

.000

08/01/52

1,487,676

881,647

(k) Fannie

Mae

Pool,

FN

MA4978

.000

04/01/53

873,703

700,911

(k) Fannie

Mae

Pool,

FN

MA5039

.500

06/01/53

706,731

155,108

Fannie

Mae

Pool,

FN

MA5105

.500

08/01/53

150,123

258,763

Fannie

Mae

Pool,

FN

MA5106

.000

08/01/53

256,099

103,169

Fannie

Mae

Pool,

FN

MA5107

.500

08/01/53

103,979

2,504,842

(k) Fannie

Mae

Pool,

FN

MA5165

.500

10/01/53

2,523,347

1,680,032

(k) Fannie

Mae

Pool,

FN

MA5353

.500

05/01/54

1,689,363

338,843

Fannie

Mae

Pool,

FN

MA5009

.000

05/01/53

335,772

953,284

Fannie

Mae

Pool,

FN

MA4733

.500

09/01/52

924,075

180,227

Fannie

Mae

Pool,

FN

MA5247

.000

01/01/54

183,806

426,815

(k) Fannie

Mae

Pool,

FN

FS7299

.000

05/01/52

379,275

1,450,246

(k) Fannie

Mae

Pool,

FN

FS1535

.000

04/01/52

1,288,902

1,085,930

(k) Fannie

Mae

Pool,

FN

FS1533

.000

04/01/52

965,994

739,030

Fannie

Mae

Pool,

FN

FS0522

.500

02/01/52

632,731

1,168,085

(k) Fannie

Mae

Pool,

FN

CB3905

.500

06/01/52

1,072,261

160,308

Fannie

Mae

Pool,

FN

CB2795

.000

02/01/52

141,147

1,286,272

(k) Fannie

Mae

Pool,

FN

CB1301

.500

08/01/51

1,103,652

425,918

(k) Fannie

Mae

Pool,

FN

BW3383

.500

07/01/52

412,691

4,082,148

(k) Fannie

Mae

Pool,

FN

BW3382

.500

07/01/52

3,959,178

588,463

Fannie

Mae

Pool,

FN

MA4578

.500

04/01/52

497,070

90,798

(a),(i)

Flagstar

Mortgage

Trust

2021-10INV,

Series

2021

10IN

.496

10/25/51

75,332

27,701

Freddie

Mac

Gold

Pool,

FG

U99084

.500

02/01/44

27,397

1,251,536

(k) Freddie

Mac

Pool,

FR

RA6766

.500

02/01/52

1,072,635

796,334

(k) Freddie

Mac

Pool,

FR

QE5382

.500

07/01/52

772,263

172,794

Freddie

Mac

Pool,

FR

SD8329

.000

06/01/53

171,228

702,797

(k) Freddie

Mac

Pool,

FR

SD8288

.000

01/01/53

696,573

49,213

Freddie

Mac

Pool,

FR

SD4999

.000

08/01/53

48,728

1,450,106

(k) Freddie

Mac

Pool,

FR

RA9629

.500

08/01/53

1,460,597

1,267,907

Freddie

Mac

REMICS,

Series

2021

5160

.000

09/25/50

933,438

80,000

(a),(i)

Freddie

Mac

STACR

REMIC

Trust

2022-DNA4,

Series

2022

DNA4,

(SOFR30A

+

3.350%)

.012

05/25/42

81,749

500,000

(a),(i)

Freddie

Mac

STACR

REMIC

Trust

2022-DNA6,

Series

2022

DNA6,

(SOFR30A

+

5.750%)

.412

09/25/42

532,124

285,000

(a),(i)

Freddie

Mac

STACR

REMIC

Trust

2023-DNA1,

Series

2023

DNA1,

(SOFR30A

+

3.100%)

.761

03/25/43

294,844

253,933

Ginnie

Mae

II

Pool,

G2

MA8724

.500

03/20/53

246,951

220,671

Ginnie

Mae

II

Pool,

G2

MA8428

.000

11/20/52

220,122

263,434

Ginnie

Mae

II

Pool,

G2

MA8200

.000

08/20/52

248,986

337,034

Ginnie

Mae

II

Pool,

G2

MA7768,

Series

2021

.000

12/20/51

301,185

422,902

(k) Ginnie

Mae

II

Pool,

G2

MA7871,

Series

2022

.500

02/20/52

355,707

264,661

Ginnie

Mae

II

Pool,

G2

MA7419,

Series

2021

MTGE

.000

06/20/51

236,491

63,535

Ginnie

Mae

II

Pool,

G2

MA8149

.500

07/20/52

58,752

251,693

Government

National

Mortgage

Association,

Series

2021

.000

11/20/51

183,441

489,663

Government

National

Mortgage

Association,

Series

2022

.500

09/20/52

451,426

272,056

Government

National

Mortgage

Association,

Series

2022

.000

07/20/52

229,243

432,191

Government

National

Mortgage

Association,

Series

2023

.000

02/20/52

299,645

691,414

Government

National

Mortgage

Association,

Series

2013

.500

12/20/43

618,996

250,000

GS

Mortgage

Securities

Trust

2019-GC42,

Series

2019

GC42

.001

09/10/52

236,127

741,589

(a),(i)

GS

Mortgage-Backed

Securities

Corp

Trust

2022-PJ2,

Series

2022

PJ2

.000

06/25/52

638,011

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

MORTGAGE-BACKED

SECURITIES

(continued)

$

262,084

(a),(i)

GS

Mortgage-Backed

Securities

Trust

2021-PJ10,

Series

2021

PJ10

.500

%

03/25/52

$

216,579

386,009

(a),(i)

GS

Mortgage-Backed

Securities

Trust

2022-GR2,

Series

2022

GR2

.000

08/26/52

332,114

272,816

(a),(i)

GS

Mortgage-Backed

Securities

Trust

2022-HP1,

Series

2022

HP1

.000

09/25/52

234,725

436,713

(a),(i)

GS

Mortgage-Backed

Securities

Trust

2022-INV1,

Series

2022

INV1

.000

07/25/52

376,420

227,656

(a),(i)

GS

Mortgage-Backed

Securities

Trust

2022-PJ5,

Series

2022

PJ5

.000

10/25/52

196,285

225,963

(a),(i)

GS

Mortgage-Backed

Securities

Trust

2023-PJ1,

Series

2023

PJ1

.500

02/25/53

201,625

250,000

(a),(i)

Houston

Galleria

Mall

Trust

2025-HGLR,

Series

2025

HGLR

.462

02/05/45

255,944

510,000

(a) Hudson

Yards

2019-30HY

Mortgage

Trust,

Series

2019

30HY

.228

07/10/39

485,100

250,000

(a) ICNQ

2024-MF

Mortgage

Trust,

Series

2024

MF

.778

12/10/34

256,696

250,000

(a),(i)

IP

2025-IP

Mortgage

Trust,

Series

2025

IP

.425

06/10/42

252,237

368,107

(a),(i)

J.P.

Morgan

Mortgage

Trust

2021-15,

Series

2021

.500

06/25/52

304,193

302,417

(a),(i)

J.P.

Morgan

Mortgage

Trust

2022-4,

Series

2022

.000

10/25/52

260,178

618,432

(a),(i)

J.P.

Morgan

Mortgage

Trust

2022-6,

Series

2022

.000

11/25/52

530,898

468,077

(a),(i)

J.P.

Morgan

Mortgage

Trust

2022-INV3,

Series

2022

INV3

.000

09/25/52

402,870

113,336

(a),(i)

J.P.

Morgan

Mortgage

Trust

2022-LTV2,

Series

2022

LTV2

.500

09/25/52

100,986

250,000

(a) JP

Morgan

Chase

Commercial

Mortgage

Securities

Trust

2025-

NSLB,

Series

2025

NSLB

.234

06/05/42

258,541

526,505

(a),(i)

JP

Morgan

Mortgage

Trust,

Series

2024

.000

05/25/54

452,968

1,051,594

(a),(i)

JP

Morgan

Mortgage

Trust

2022-2,

Series

2022

.000

08/25/52

904,770

659,135

(a),(i)

JP

Morgan

Mortgage

Trust

2022-3,

Series

2022

.000

08/25/52

567,074

1,364,138

(a),(i)

JP

Morgan

Mortgage

Trust

2022-LTV1,

Series

2022

LTV1

.250

07/25/52

1,217,601

80,707

JPMDB

Commercial

Mortgage

Securities

Trust

2018-C8,

Series

2018

C8

.944

06/15/51

79,781

262,450

(a),(i)

OBX

2022-INV5

Trust,

Series

2022

INV5

.000

10/25/52

241,169

595,466

(a),(i)

RCKT

Mortgage

Trust

2022-2,

Series

2022

.500

02/25/52

492,434

77,249

(a),(i)

RCKT

Mortgage

Trust

2022-3,

Series

2022

.000

05/25/52

66,464

161,053

(a),(i)

RCKT

Mortgage

Trust

2022-4,

Series

2022

.500

06/25/52

143,758

106,472

(a),(i)

Sequoia

Mortgage

Trust

2025-S2,

Series

2025

S2

.000

11/25/55

98,905

150,000

(a),(i)

Verus

Securitization

Trust

2025-12,

Series

2025

.760

12/25/70

148,650

103,229

(a),(i)

Wells

Fargo

Mortgage

Backed

Securities

2021-2

Trust,

Series

2021

.500

06/25/51

85,305

159,232

(a),(i)

Wells

Fargo

Mortgage

Backed

Securities

2022-2

Trust,

Series

2022

.500

12/25/51

131,585

186,626

(a),(i)

Wells

Fargo

Mortgage

Backed

Securities

2022-INV1

Trust,

Series

2022

INV1

.500

03/25/52

166,624

111,976

(a),(i)

Wells

Fargo

Mortgage

Backed

Securities

2022-INV1

Trust,

Series

2022

INV1

.000

03/25/52

96,411

TOTAL

MORTGAGE-BACKED

SECURITIES

(Cost

$51,317,478)

50,409,055

SHARES

DESCRIPTION

RATE

VALUE

5013135

PREFERRED

STOCK

-

.1

%

(0

.7

%

of

Total

Investments)

5013135

BANKS

-

0.1%

6,772

Fifth

Third

Bancorp

.973

170,451

7,350

(d) First

Horizon

Corp

.750

181,913

8,825

KeyCorp

.125

217,978

18,675

KeyCorp

.200

443,157

2,425

KeyCorp

.625

50,828

2,238

KeyCorp

.650

46,550

Pinnacle

Financial

Partners,

Inc

.397

8,950

TOTAL

BANKS

1,119,827

FINANCIAL

SERVICES

-

0.5%

12,675

Bank

of

New

York

Mellon

Corp

.150

316,875

7,550

Equitable

Holdings,

Inc

.250

146,546

4,206

Morgan

Stanley

.125

105,865

11,750

Morgan

Stanley

.625

296,570

#### Portfolio

#### of

#### Investments

#### March

#### 31,

#### 2026
(continued)

#### NMAI

SHARES

DESCRIPTION

RATE

VALUE

FINANCIAL

SERVICES

(continued)

11,775

Morgan

Stanley

.500

%

$

292,844

16,725

Morgan

Stanley

.875

418,961

4,923

Synchrony

Financial

.625

91,420

10,218

Voya

Financial,

Inc

.350

234,503

TOTAL

FINANCIAL

SERVICES

1,903,584

FOOD,

BEVERAGE

&

TOBACCO

-

0.2%

10,571

CHS,

Inc

.100

259,941

12,518

CHS,

Inc

.750

303,061

TOTAL

FOOD,

BEVERAGE

&

TOBACCO

563,002

INSURANCE

-

0.3%

6,075

American

National

Group,

Inc

.375

143,370

8,200

Aspen

Insurance

Holdings

Ltd

.625

169,330

4,550

Aspen

Insurance

Holdings

Ltd

.125

106,015

2,875

Assurant,

Inc

.250

57,213

19,836

Athene

Holding

Ltd

.350

468,724

15,057

Enstar

Group

Ltd

.000

330,652

5,959

Reinsurance

Group

of

America,

Inc

.125

151,418

TOTAL

INSURANCE

1,426,722

TOTAL

PREFERRED

STOCK

(Cost

$5,306,074)

5,013,135

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

33281819

U.S.

GOVERNMENT

AND

AGENCY

OBLIGATIONS

-

.3

%

(5

.0

%

of

Total

Investments)

33281819

105,000

(g) CoBank

ACB

.250

N/A

104,422

445,000

(g) CoBank

ACB

.450

N/A

446,921

93,000

(g) CoBank

ACB

.250

N/A

94,611

152,000

(a),(g)

Farm

Credit

Bank

of

Texas

.200

N/A

150,100

136,000

(g) Farm

Credit

Bank

of

Texas

.000

N/A

139,350

406,908

(l) United

States

Treasury

Inflation

Indexed

Bonds

.375

07/15/33

397,734

769,783

(k),(l)

United

States

Treasury

Inflation

Indexed

Bonds

.375

10/15/28

796,867

269,785

(l) United

States

Treasury

Inflation

Indexed

Bonds

.750

01/15/34

268,632

708,378

(l) United

States

Treasury

Inflation

Indexed

Bonds

.875

01/15/29

703,130

394,283

(l) United

States

Treasury

Inflation

Indexed

Bonds

.125

04/15/29

404,746

606,312

(l) United

States

Treasury

Inflation

Indexed

Bonds

.875

07/15/34

609,262

397,917

(l) United

States

Treasury

Inflation

Indexed

Bonds

.625

10/15/29

404,165

927,450

(k),(l)

United

States

Treasury

Inflation

Indexed

Bonds

.125

01/15/35

943,086

945,008

(k),(l)

United

States

Treasury

Inflation

Indexed

Bonds

.625

04/15/30

954,406

281,512

(l) United

States

Treasury

Inflation

Indexed

Bonds

.125

10/15/30

278,985

406,586

(l) United

States

Treasury

Inflation

Indexed

Bonds

.250

04/15/28

408,111

355,305

(l) United

States

Treasury

Inflation

Indexed

Bonds

.875

01/15/36

351,015

53,852

(l) United

States

Treasury

Inflation

Indexed

Bonds

.375

01/15/27

53,958

408,111

(l) United

States

Treasury

Inflation

Indexed

Bonds

.750

07/15/28

406,856

837,164

(l) United

States

Treasury

Inflation

Indexed

Bonds

.125

07/15/30

796,815

316,008

(l) United

States

Treasury

Inflation

Indexed

Bonds

.125

01/15/30

302,418

398,841

(l) United

States

Treasury

Inflation

Indexed

Bonds

.375

07/15/27

398,665

428,493

(l) United

States

Treasury

Inflation

Indexed

Bonds

.500

01/15/28

425,103

805,192

(k),(l)

United

States

Treasury

Inflation

Indexed

Bonds

.875

07/15/35

801,234

873,416

(k),(l)

United

States

Treasury

Inflation

Indexed

Bonds

.125

01/15/33

841,173

286,063

(k),(l)

United

States

Treasury

Inflation

Indexed

Bonds

.250

07/15/29

278,190

559,655

(l) United

States

Treasury

Inflation

Indexed

Bonds

.625

07/15/32

528,000

172,773

(l) United

States

Treasury

Inflation

Indexed

Bonds

.125

04/15/27

171,793

502,680

(l) United

States

Treasury

Inflation

Indexed

Bonds

.625

04/15/28

528,468

296,739

(k),(l)

United

States

Treasury

Inflation

Indexed

Bonds

.875

04/15/29

320,055

762,580

(k),(l)

United

States

Treasury

Inflation

Indexed

Bonds

.125

01/15/32

701,747

970,712

(k),(l)

United

States

Treasury

Inflation

Indexed

Bonds

.125

07/15/31

906,878

999,440

(k),(l)

United

States

Treasury

Inflation

Indexed

Bonds

.125

01/15/31

939,568

366,438

(l) United

States

Treasury

Inflation

Indexed

Bonds

.375

04/15/32

404,240

194,045

(l) United

States

Treasury

Inflation

Indexed

Bonds

.750

01/15/28

196,806

454,422

(l) United

States

Treasury

Inflation

Indexed

Bonds

.500

01/15/29

471,341

713,603

(k),(l)

United

States

Treasury

Inflation

Indexed

Bonds

.625

10/15/27

724,599

210,100

United

States

Treasury

Note/Bond

.625

05/15/53

168,466

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

1,015,000

United

States

Treasury

Note/Bond

.000

%

11/15/35

$

990,101

175,000

United

States

Treasury

Note/Bond

.750

11/30/32

171,274

1,379,999

United

States

Treasury

Note/Bond

.625

12/31/30

1,361,241

620,000

United

States

Treasury

Note/Bond

.375

11/15/39

604,694

445,700

United

States

Treasury

Note/Bond

.875

05/15/49

316,865

720,000

United

States

Treasury

Note/Bond

.125

02/15/36

708,750

2,414,999

United

States

Treasury

Note/Bond

.500

02/28/31

2,368,208

385,000

United

States

Treasury

Note/Bond

.750

10/31/32

376,984

915,000

United

States

Treasury

Note/Bond

.500

01/15/29

907,208

280,000

United

States

Treasury

Note/Bond

.250

08/15/35

278,950

690,000

United

States

Treasury

Note/Bond

.750

06/30/27

689,461

370,000

United

States

Treasury

Note/Bond

.875

07/31/30

369,379

212,700

United

States

Treasury

Note/Bond

.875

08/15/33

208,803

235,000

United

States

Treasury

Note/Bond

.875

10/31/30

244,152

1,180,000

United

States

Treasury

Note/Bond

.625

11/15/55

1,127,453

50,000

United

States

Treasury

Note/Bond

.625

05/31/31

51,482

555,000

United

States

Treasury

Note/Bond

.875

08/15/45

553,179

215,000

United

States

Treasury

Note/Bond

.875

08/15/34

209,533

449,400

United

States

Treasury

Note/Bond

.875

05/15/43

398,298

80,000

United

States

Treasury

Note/Bond

.750

08/31/31

79,006

465,000

United

States

Treasury

Note/Bond

.750

05/15/55

452,776

60,000

United

States

Treasury

Note/Bond

.625

05/15/54

57,209

285,000

United

States

Treasury

Note/Bond

.250

05/15/35

284,243

925,000

United

States

Treasury

Note/Bond

.125

05/31/32

927,421

785,000

United

States

Treasury

Note/Bond

.000

05/31/30

787,668

280,000

United

States

Treasury

Note/Bond

.125

06/30/32

278,720

545,000

United

States

Treasury

Note/Bond

.000

05/15/45

552,089

106,200

United

States

Treasury

Note/Bond

.000

02/15/34

104,756

TOTAL

U.S.

GOVERNMENT

AND

AGENCY

OBLIGATIONS

(Cost

$33,238,717)

33,281,819

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

47737226

VARIABLE

RATE

SENIOR

LOAN

INTERESTS

-

.4

%

(7

.1

%

of

Total

Investments)

47737226

AUTOMOBILES

&

COMPONENTS

-

0.2%

34,404

(i) Adient

US

LLC,

Term

Loan

B2,

(TSFR1M

+

2.000%)

.668

01/29/31

34,396

334,414

(i) Clarios

Global

LP,

Term

Loan

B,

(TSFR1M

+

2.500%)

.168

05/06/30

333,786

284,730

(i) Clarios

Global

LP,

Term

Loan

B,

(TSFR1M

+

2.750%)

.418

01/28/32

284,374

86,242

(i),(m)

DexKo

Global

Inc.,

Term

Loan

B,

(TSFR3M

+

3.750%)

.678

10/04/28

84,701

TOTAL

AUTOMOBILES

&

COMPONENTS

737,257

CAPITAL

GOODS

-

1.2%

148,152

(i) ACProducts,

Inc.,

Term

Loan

B,

(TSFR3M

+

4.250%)

.211

05/17/28

119,031

2,885

(i),(n)

Air

Comm

Corporation,

LLC,

Delayed

Draw

Term

Loan

.000

12/11/31

2,895

59,174

(i) Air

Comm

Corporation,

LLC,

Term

Loan,

(TSFR3M

+

2.750%)

.436

12/11/31

59,396

49,874

(i) Albion

Financing

SARL,

Term

Loan,

(TSFR3M

+

3.000%)

.664

05/21/31

49,984

117,000

(i) Allison

Transmission,

Inc.,

Incremental

Term

Loan

B,

(TSFR1M

+

1.750%)

.422

01/03/33

117,556

62,043

(i),(m)

American

Trailer

World

Corp.,

Term

Loan

B,

(TSFR1M

+

3.750%)

.518

03/03/28

52,840

37,835

(i) Artera

Services,

LLC,

Term

Loan,

(TSFR1M

+

4.500%)

.168

02/10/31

32,459

258,756

(i),(m)

Barnes

Group

Inc,

Term

Loan

B,

(TSFR1M

+

2.500%)

.168

01/27/32

258,756

112,000

(i) BCPE

Empire

Holdings,

Inc.,

10th

Amendment

Term

Loan,

(TSFR1M

+

3.500%)

.173

12/29/32

110,461

73,813

(i),(m)

BCPE

Empire

Holdings,

Inc.,

Term

Loan

B,

(TSFR1M

+

3.250%)

.918

12/26/30

72,829

43,340

(i) Bleriot

US

Bidco

Inc.,

Term

Loan

B,

(TSFR3M

+

2.500%)

.200

10/17/30

43,456

72,443

(i) Brand

Industrial

Services

Inc,

Term

Loan

B,

(TSFR3M

+

4.500%)

.164

08/01/30

62,542

126,900

(i),(m)

Centuri

Group,

Inc,

Refinance

Term

Loan

B,

(TSFR1M

+

2.000%)

.668

07/09/32

127,265

284,248

(i) Chamberlain

Group

Inc,

Term

Loan

B,

(TSFR1M

+

2.750%)

.418

09/08/32

281,988

81,578

(i) Chart

Industries,

Inc.,

Term

Loan

B,

(TSFR3M

+

2.500%)

.161

03/18/30

81,629

107,827

(i) Columbus

McKinnon

Corporation,

Term

Loan

B,

(TSFR3M

+

3.500%)

.200

02/03/33

107,558

75,000

(i) CompoSecure

Holdings

LLC,

Term

Loan,

(TSFR1M

+

2.250%)

.928

01/14/33

74,954

139,070

(i) Conair

Holdings,

LLC,

Term

Loan

B,

(TSFR1M

+

3.750%)

.532

05/17/28

98,392

22,180

(i) Core

&

Main

LP,

Term

Loan

B,

(TSFR1M

+

2.000%)

.676

07/27/28

22,222

#### Portfolio

#### of

#### Investments

#### March

#### 31,

#### 2026
(continued)

#### NMAI

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

CAPITAL

GOODS

(continued)

66,163

(i) Cornerstone

Building

Brands,

Inc.,

Term

Loan

B,

(TSFR3M

+

3.250%)

.024

%

04/12/28

$

37,831

140,295

(i) CP

Atlas

Buyer,

Inc.,

Term

Loan,

(TSFR1M

+

5.250%)

.918

07/08/30

129,773

108,000

(i),(m)

Dycom

Investments

Inc,

Term

Loan

B,

(TSFR1M

+

1.750%)

.423

01/27/33

108,563

107,721

(i) Filtration

Group

Corporation,

Term

Loan,

(TSFR1M

+

2.500%)

.168

10/23/28

107,889

96,687

(i) Gates

Global

LLC,

Term

Loan

B5,

(TSFR1M

+

1.750%)

.418

06/04/31

96,694

63,692

(i) Gibraltar

Industries

Inc,

Term

Loan

B,

(TSFR1M

+

2.250%)

.922

02/02/33

63,453

38,000

(i) Green

Infrastructure

Partners

Inc,

Term

Loan

B,

(TSFR3M

+

2.750%)

.450

09/24/32

38,000

53,678

(i),(m),(n)

Kaman

Corporation,

Delayed

Draw

Term

Loan,

(N/A

+

TSFR3M

+

1.750%)

.600

02/26/32

53,760

566,469

(i),(m)

Kaman

Corporation,

Term

Loan

B,

(TSFR3M

+

2.500%)

.200

02/26/32

567,335

76,000

(i) LSF12

Helix

Parent

LLC,

Term

Loan

B,

(TSFR1M

+

3.500%)

.168

02/10/33

75,088

171,579

(i),(m)

Madison

IAQ

LLC,

Term

Loan,

(TSFR6M

+

2.500%)

.128

06/21/28

171,735

57,866

(i) Madison

Safety

&

Flow

LLC,

First

Lien

Term

Loan

B,

(TSFR1M

+

2.500%)

.176

09/26/31

57,963

65,759

(i) MI

Windows

and

Doors,

LLC,

Term

Loan

B2,

(TSFR1M

+

2.750%)

.418

03/28/31

60,799

48,000

(i) Oregon

Tool,

Inc.,

First

Lien

Term

Loan,

(TSFR3M

+

5.350%)

.002

10/15/29

48,840

10,484

(i),(n)

Pinnacle

Buyer

LLC,

Delayed

Draw

Term

Loan

.500

10/01/32

10,508

54,380

(i) Pinnacle

Buyer

LLC,

Term

Loan,

(TSFR1M

+

2.500%)

.161

10/01/32

54,507

252,148

(i),(m)

Quikrete

Holdings,

Inc.,

Term

Loan

B,

(TSFR1M

+

2.250%)

.918

01/31/32

251,991

37,396

(i) Quikrete

Holdings,

Inc.,

Term

Loan

B1,

(TSFR1M

+

2.250%)

.918

04/14/31

37,385

68,000

(i) QXO

Inc,

Term

Loan

B,

(TSFR1M

+

2.000%)

.668

04/30/32

67,953

104,475

(i) Resideo

Funding

Inc.,

Incremental

Term

Loan,

(TSFR3M

+

2.000%)

.674

08/13/32

104,344

201,000

(i),(m)

Resilience

Parent

LLC,

First

Lien

Term

Loan,

(TSFR6M

+

2.500%)

.100

02/28/33

200,215

564,312

(i),(m)

TK

Elevator

Midco

GmbH,

Term

Loan

B,

(TSFR6M

+

2.750%)

.377

04/30/30

566,154

125,000

(i),(o)

TK

Elevator

US

Newco

Inc,

(TBD)

TBD

TBD

125,339

164,632

(i) TransDigm,

Inc.,

Term

Loan,

(TSFR1M

+

2.500%)

.168

01/20/32

164,807

301,195

(i) TransDigm,

Inc.,

Term

Loan

J,

(TSFR1M

+

2.500%)

.168

02/28/31

301,575

241,955

(i),(m)

TransDigm,

Inc.,

Term

Loan

M,

(TSFR1M

+

2.500%)

.168

08/19/32

242,222

78,000

(i),(m)

TransDigm,

Inc.,

Term

Loan

N,

(TSFR1M

+

2.500%)

.168

02/10/33

78,127

87,000

(i) Victory

Buyer

LLC,

Term

Loan

B,

(TSFR1M

+

3.000%)

.668

02/09/33

87,209

70,000

(i),(o)

VSE

Corp,

(TBD)

TBD

TBD

70,015

TOTAL

CAPITAL

GOODS

5,756,287

COMMERCIAL

&

PROFESSIONAL

SERVICES

-

0.9%

326,480

(i),(m)

Allied

Universal

Holdco

LLC,

Term

Loan

B,

(TSFR1M

+

3.250%)

.918

08/20/32

326,888

76,096

(i) Amentum

Government

Services

Holdings

LLC,

Term

Loan

B,

(TSFR1M

+

2.000%)

.668

09/29/31

76,207

282,943

(i),(m)

Anticimex

International

AB,

Term

Loan,

(SOFR90A

+

2.900%)

.560

11/17/31

283,740

88,760

(i) Archkey

Solutions

LLC,

Term

Loan

B,

(TSFR3M

+

4.000%)

.700

11/03/31

88,927

25,000

(i),(o)

Arcwood

Environmental

Inc,

(TBD)

TBD

TBD

25,063

83,000

(i) CACI

International,

Inc.,

Incremental

Term

Loan

B2,

(TSFR1M

+

1.750%)

.418

03/09/33

83,078

217,934

(i) CoreLogic,

Inc.,

Term

Loan,

(TSFR1M

+

3.500%)

.282

06/02/28

208,946

121,928

(i) Creative

Artists

Agency,

LLC

,

Repriced

Term

Loan

B,

(TSFR1M

+

2.500%)

.168

10/01/31

121,995

356,500

(i),(m)

Dayforce,

Inc.,

Term

Loan,

(TSFR3M

+

3.000%)

.663

02/04/33

338,178

116,000

(i) Ensemble

RCM,

LLC,

Term

Loan

B,

(TSFR3M

+

3.000%)

.660

02/09/33

114,888

291,228

(i) Garda

World

Security

Corporation,

Term

Loan

B,

(TSFR3M

+

2.750%)

.421

02/01/29

289,772

130,435

(i),(m)

GFL

Environmental

Inc.,

Term

Loan

B,

(TSFR3M

+

2.500%)

.166

03/03/32

130,598

67,654

(i) OMNIA

Partners

LLC,

Term

Loan

B,

(TSFR3M

+

2.750%)

.433

07/25/30

67,682

60,848

(i) Openlane

Inc,

Term

Loan

B,

(TSFR3M

+

2.500%)

.140

10/08/32

60,924

84,152

(i) PG

Investment

Company

S.a

r.l.,

Repriced

Term

Loan

B,

(TSFR3M

+

2.250%)

.950

03/26/31

84,280

48,646

(i) Prime

Security

Services

Borrower,

LLC,

First

Lien

Term

Loan

B,

(TSFR1M

+

2.000%)

.664

10/15/30

48,494

323,367

(i) Prime

Security

Services

Borrower,

LLC,

Incremental

Term

Loan

B,

(TSFR1M

+

1.750%)

.414

03/08/32

319,425

26,390

(i),(m),(n)

Pye-Barker

Fire

&

Safety,

LLC,

Delayed

Draw

Term

Loan

.250

12/16/32

26,461

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

COMMERCIAL

&

PROFESSIONAL

SERVICES

(continued)

185,610

(i),(m)

Pye-Barker

Fire

&

Safety,

LLC,

Term

Loan,

(TSFR1M

+

2.500%)

.168

%

12/16/32

$

186,107

133,656

(i) Reverb

Buyer,

Inc.,

Steerco

Term

Loan,

(TSFR3M

+

3.500%)

.267

11/01/28

96,232

26,280

(i),(m)

Reworld

Holding

Corp,

First

Lien

Term

Loan

C,

(TSFR1M

+

2.250%)

.925

01/15/31

26,263

81,047

(i) Reworld

Holding

Corp,

Term

Loan

B,

(TSFR1M

+

2.250%)

.925

11/30/28

81,064

161,720

(i),(m)

Reworld

Holding

Corp,

Term

Loan

B1,

(TSFR1M

+

2.250%)

.925

01/15/31

161,619

29,956

(i) Signal

Parent,

Inc,

Term

Loan

B,

(TSFR3M

+

3.500%)

.267

04/03/28

19,796

53,157

(i) Spin

Holdco

Inc.,

First

Lien

First

Out

Term

Loan,

(TSFR3M

+

5.430%)

.101

09/04/30

54,364

321,654

(i) Spin

Holdco

Inc.,

First

Lien

Second

Out

Term

Loan,

(TSFR3M

+

4.000%)

.933

09/04/30

254,107

120,065

(i) West

Corporation,

Term

Loan

B3,

(TSFR3M

+

4.000%)

.792

04/12/27

25,472

618,693

(i),(m)

WIN

Waste

Innovations

Holdings,

Inc.,

Term

Loan

B,

(TSFR1M

+

2.750%)

.532

03/27/28

619,903

20,452

(i) XPLOR

T1

LLC,

Term

Loan,

(TSFR3M

+

3.500%)

.167

12/01/32

19,071

TOTAL

COMMERCIAL

&

PROFESSIONAL

SERVICES

4,239,544

CONSUMER

DISCRETIONARY

DISTRIBUTION

&

RETAIL

-

0.4%

182,048

(i) Belron

Finance

LLC,

Repriced

Term

Loan

B,

(TSFR3M

+

2.000%)

.660

10/16/31

182,208

248,610

(i) CNT

Holdings

I

Corp,

Term

Loan,

(TSFR3M

+

2.500%)

.167

11/08/32

248,784

241,323

(i) Johnstone

Supply

LLC,

Term

Loan

B,

(TSFR1M

+

2.250%)

.918

06/09/31

240,079

14,594

(i) LBM

Acquisition

LLC,

Incremental

Term

Loan

B,

(TSFR1M

+

3.750%)

.525

06/06/31

11,777

150,738

(i) Les

Schwab

Tire

Centers,

Term

Loan

B,

(TSFR3M

+

2.500%)

.173

04/23/31

150,549

116,000

(i),(o)

Mister

Car

Wash

Holdings

Inc,

(TBD)

TBD

TBD

114,913

55,730

(i) Mister

Car

Wash

Holdings,

Inc.,

Term

Loan

B,

(TSFR1M

+

2.250%)

.918

03/27/31

55,146

32,000

(i),(m)

Park

River

Holdings

Inc,

Term

Loan,

(TSFR3M

+

4.500%)

.161

03/17/31

31,352

80,000

(i) PetSmart,

Inc.,

Term

Loan

B,

(TSFR1M

+

4.000%)

.675

08/18/32

79,620

135,163

(i) Restoration

Hardware,

Inc.,

Term

Loan

B,

(TSFR1M

+

2.500%)

.282

10/20/28

131,784

378,192

(i) Wand

NewCo

3,

Inc.,

Repriced

Term

Loan

B,

(TSFR1M

+

2.500%)

.168

01/30/31

375,613

125,000

(i) White

Cap

Buyer

LLC,

Incremental

Term

Loan

B,

(TSFR1M

+

3.500%)

.168

02/10/33

119,297

211,148

(i),(m)

White

Cap

Buyer

LLC,

Term

Loan

B,

(TSFR1M

+

3.250%)

.918

10/29/29

203,574

TOTAL

CONSUMER

DISCRETIONARY

DISTRIBUTION

&

RETAIL

1,944,696

CONSUMER

DURABLES

&

APPAREL

-

0.3%

132,913

(i) ABG

Intermediate

Holdings

LLC,

First

Lien

Term

Loan

B,

(TSFR1M

+

2.250%)

.918

12/21/28

132,792

292,046

(i) AI

Aqua

Merger

Sub,

Inc.,

Term

Loan

B,

(TSFR1M

+

TSFR3M

+

2.500%)

.162

07/31/28

291,727

169,032

(i),(m)

Hayward

Industries,

Inc.,

Term

Loan,

(TSFR1M

+

2.500%)

.282

05/30/28

169,612

31,875

(i) MajorDrive

Holdings

IV

LLC,

Term

Loan

B,

(TSFR3M

+

4.000%)

.961

06/01/28

29,057

2,904

(i) Serta

Simmons

Bedding,

LLC,

New

Term

Loan,

(TSFR3M

+

7.500%)

.314

06/29/28

2,733

96,467

(i) Somnigroup

International

Inc,

Term

Loan

B,

(SOFR30A

+

2.250%)

.880

10/24/31

96,950

5,581

(i) Topgolf

Callaway

Brands

Corp.,

Term

Loan

B,

(TSFR1M

+

2.750%)

.418

03/18/30

5,606

248,128

(i) Varsity

Brands,

Inc.,

First

Lien

Term

Loan,

(TSFR3M

+

2.750%)

.450

08/26/31

247,392

215,000

(i) Weber-Stephen

Products

LLC,

Term

Loan

B,

(TSFR3M

+

3.750%)

.411

10/01/32

210,754

149,362

(i),(m)

WH

Borrower,

LLC,

Term

Loan

B,

(TSFR3M

+

4.500%)

.156

02/20/32

149,654

TOTAL

CONSUMER

DURABLES

&

APPAREL

1,336,277

CONSUMER

SERVICES

-

0.7%

51,722

(i) 101B.C.

Unlimited

Liability

Company,

Term

Loan

B6,

(TSFR1M

+

1.750%)

.418

09/23/30

51,670

356,336

(i) Alterra

Mountain

Company,

Term

Loan

B8,

(TSFR1M

+

2.500%)

.168

05/31/30

356,783

226,668

(i) Alterra

Mountain

Company,

Term

Loan

B9,

(TSFR1M

+

2.500%)

.168

08/17/28

226,881

67,560

(i) Caesars

Entertainment

Inc.,

Term

Loan

B,

(TSFR1M

+

2.250%)

.918

02/06/30

65,786

273,446

(i) Caesars

Entertainment

Inc.,

Term

Loan

B1,

(TSFR1M

+

2.250%)

.918

02/06/31

266,268

140,125

(i) Camelot

U.S.

Acquisition

LLC,

Term

Loan

B,

(TSFR1M

+

2.750%)

.418

01/31/31

121,763

#### Portfolio

#### of

#### Investments

#### March

#### 31,

#### 2026
(continued)

#### NMAI

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

CONSUMER

SERVICES

(continued)

70,000

(i) Catawba

Nation

Gaming

Authority,

Term

Loan

B,

(TSFR3M

+

4.750%)

.417

%

03/29/32

$

71,269

89,373

(i) Churchill

Downs

Incorporated,

Incremental

Term

Loan

B1,

(TSFR1M

+

1.750%)

.418

03/17/28

89,541

184,250

(i) Delta

(LUX)

S.a.r.l.,

Term

Loan

B1,

(TSFR3M

+

1.750%)

.450

09/19/31

184,135

55,757

(i) Element

Materials

Technology

Group

US

Holdings

Inc.,

Term

Loan,

(TSFR3M

+

3.500%)

.200

06/25/29

56,001

172,969

(i) Fertitta

Entertainment,

LLC,

Term

Loan

B,

(TSFR1M

+

3.250%)

.918

01/29/29

169,942

64,513

(i) Flutter

Financing

B.V.,

Term

Loan

B,

(TSFR3M

+

2.000%)

.700

06/04/32

63,948

242,255

(i) Flutter

Financing

B.V.,

Term

Loan

B,

(TSFR3M

+

1.750%)

.450

11/29/30

240,196

93,943

(i) GBT

US

III

LLC,

Term

Loan

B,

(TSFR3M

+

2.000%)

.668

07/28/31

92,205

131,321

(i) GVC

Holdings

(Gibraltar)

Limited,

Term

Loan

B6

(2029),

(TSFR3M

+

2.250%)

.951

10/31/29

131,434

64,513

(i) Herschend

Entertainment

Company,

LLC,

Term

Loan

B,

(TSFR1M

+

2.500%)

.168

05/27/32

64,674

91,237

(i) Hilton

Grand

Vacations

Borrower

LLC,

Term

Loan

B,

(TSFR1M

+

2.000%)

.668

08/02/28

91,285

117,061

(i) IRB

Holding

Corp,

Term

Loan

B,

(TSFR1M

+

2.500%)

.176

12/16/30

116,915

236,049

(i) Light

and

Wonder

International,

Inc.,

Term

Loan

B,

(TSFR1M

+

2.000%)

.675

04/16/29

236,344

137,539

(i) Scientific

Games

Holdings

LP,

Term

Loan

B,

(TSFR3M

+

3.000%)

.652

04/04/29

135,687

78,825

(i) SeaWorld

Parks

&

Entertainment,

Inc.,

Term

Loan

B3,

(TSFR1M

+

2.000%)

.668

12/04/31

77,938

158,154

(i) TKO

Worldwide

Holdings,

LLC,

Term

Loan,

(TSFR3M

+

2.000%)

.664

11/21/31

158,253

TOTAL

CONSUMER

SERVICES

3,068,918

ENERGY

-

0.2%

100,000

(i) EG

America

LLC,

Term

Loan

B,

(TSFR1M

+

3.250%)

.918

02/10/31

100,200

520,000

(i) Freeport

LNG

Investments,

LLLP,

Term

Loan

B,

(TSFR3M

+

3.250%)

.893

01/31/33

520,868

214,801

(i),(m)

New

Fortress

Energy

Inc,

Incremental

Term

Loan

B,

(Prime

+

6.500%)

.250

10/30/28

122,222

86,046

(i) TransMontaigne

Operating

Company

L.P.,

Term

Loan

B,

(TSFR1M

+

2.250%)

.918

11/17/28

86,068

TOTAL

ENERGY

829,358

FINANCIAL

SERVICES

-

0.2%

29,774

(i) AAL

Delaware

Holdco,

Inc.,

Term

Loan,

(TSFR1M

+

2.750%)

.418

07/30/31

29,784

68,790

(i) Aragorn

Parent

Corporation,

Repriced

Term

Loan

B,

(TSFR1M

+

3.500%)

.168

12/15/28

68,919

140,648

(i) Beach

Acquisition

Bidco

LLC,

Term

Loan

B,

(TSFR3M

+

3.250%)

.950

09/13/32

141,174

87,680

(i),(m)

Colossus

Acquireco

LLC,

Term

Loan

B,

(SOFR90A

+

1.750%)

.380

07/30/32

87,495

167,885

(b),(i),(p)

Ditech

Holding

Corporation,

Term

Loan

.000

06/30/27

60,000

(i),(o)

Jupiter

Borrower

Inc,

(TBD)

TBD

TBD

60,000

121,159

(i) Kestra

Advisor

Services

Holdings

A,

Inc.,

Repriced

Term

Loan,

(TSFR1M

+

3.000%)

.668

03/24/31

120,461

31,204

(i) NCR

Atleos

LLC,

Term

Loan

B,

(TSFR3M

+

3.000%)

.686

04/16/29

31,224

56,000

(i) Orion

US

Finco

Inc.,

First

Lien

Term

Loan,

(TSFR3M

+

3.500%)

.150

10/12/32

55,545

71,010

(i) Trans

Union,

LLC,

Term

Loan

B8,

(TSFR3M

+

1.750%)

.450

06/24/31

70,763

91,078

(i) WEX

Inc.,

Term

Loan

B2,

(TSFR1M

+

1.750%)

.418

04/03/28

90,794

TOTAL

FINANCIAL

SERVICES

756,176

FOOD,

BEVERAGE

&

TOBACCO

-

0.3%

121,006

(i) CHG

PPC

Parent

LLC,

Term

Loan,

(TSFR1M

+

3.000%)

.782

12/08/28

121,309

37,029

(i) City

Brewing

Company,

LLC,

PIK

First

Out

Term

Loan,

(TSFR3M

+

7.000%),

(cash

10.672%,

PIK

7.000%)

.673

09/30/30

5,554

8,338

(i) City

Brewing

Company,

LLC,

PIK

Super

Priority

Term

Loan,

(TSFR3M

+

7.000%),

(cash

10.672%,

PIK

7.000%)

.673

09/30/30

3,752

62,131

(i) Fiesta

Purchaser,

Inc.,

Repriced

Term

Loan,

(TSFR1M

+

2.750%)

.418

02/12/31

60,721

229,000

(i) Froneri

Lux

Finco

Sarl,

Term

Loan,

(TSFR6M

+

2.250%)

.877

09/30/32

225,009

99,000

(i) Naked

Juice

LLC,

FLFO

Term

Loan,

(TSFR3M

+

5.500%)

.200

01/24/29

98,730

202,865

(i) Pegasus

BidCo

BV,

Repriced

Term

Loan

B,

(TSFR3M

+

2.750%)

.403

07/12/29

202,612

228,000

(i),(o)

Primo

Brands

Corp,

(TBD)

TBD

TBD

228,641

238,928

(i) Primo

Brands

Corp,

(TSFR1M

+

2.250%)

.950

03/31/28

239,445

8,621

(i),(n)

Sauer

Brands

Inc,

Delayed

Draw

Term

Loan

.000

02/19/32

8,642

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

FOOD,

BEVERAGE

&

TOBACCO

(continued)

90,922

(i) Sauer

Brands

Inc,

Term

Loan

B,

(TSFR3M

+

3.000%)

.667

%

02/19/32

$

91,150

42,514

(i) Wayne

Sanderson

Farms

LLC,

Repriced

Term

Loan

B,

(TSFR1M

+

2.000%)

.676

05/21/32

42,585

TOTAL

FOOD,

BEVERAGE

&

TOBACCO

1,328,150

HEALTH

CARE

EQUIPMENT

&

SERVICES

-

0.9%

84,917

(i),(m)

ADMI

Corp.,

Term

Loan

B5,

(TSFR1M

+

5.750%)

.418

12/23/27

81,414

187,841

(i) AHP

Health

Partners,

Inc.,

Term

Loan

B,

(TSFR1M

+

2.250%)

.918

09/20/32

188,334

227,639

(i) Gainwell

Acquisition

Corp.,

Term

Loan

B,

(TSFR3M

+

4.000%)

.800

10/01/27

221,474

305,879

(i) Global

Medical

Response,

Inc.,

Term

Loan

B,

(TSFR3M

+

3.500%)

.170

09/20/32

305,306

47,879

(i),(m)

LifePoint

Health,

Inc.,

First

Lien

Term

Loan

B,

(TSFR3M

+

3.750%)

.422

05/19/31

47,948

101,745

(i) Lumexa

Imaging,

Inc.,

Term

Loan

B,

(TSFR3M

+

3.000%)

.700

12/17/32

102,143

8,610

(i) Medical

Solutions

Holdings,

Inc.,

First

Lien

Term

Loan,

(TSFR3M

+

3.500%)

.267

11/01/28

1,858

135,658

(i),(m)

Medline

Borrower,

LP,

Incremental

Term

Loan

B,

(TSFR1M

+

1.750%)

.418

10/23/30

135,976

150,495

(i) Medline

Borrower,

LP,

Term

Loan

B,

(TSFR1M

+

1.750%)

.418

10/23/28

150,890

33,900

(i),(n)

National

Mentor

Holdings,

Inc.,

Delayed

Draw

Term

Loan,

(TSFR1M

+

6.000%)

.668

12/12/30

33,797

79,100

(i) National

Mentor

Holdings,

Inc.,

First

Lien

Term

Loan

B,

(TSFR1M

+

6.000%)

.668

12/12/30

78,860

71,000

(i) Onex

TSG

Intermediate

Corp.,

Term

Loan

B,

(TSFR3M

+

3.250%)

.950

08/06/32

71,479

266,780

(i),(m)

Opal

Bidco

SAS,

First

Lien

Term

Loan

B,

(TSFR3M

+

3.000%)

.700

04/23/32

266,946

170,536

(i) Pacific

Dental

Services,

LLC,

Term

Loan

B,

(TSFR1M

+

2.500%)

.175

03/17/31

170,856

309,754

(i) Phoenix

Guarantor

Inc,

Term

Loan

B,

(TSFR1M

+

2.500%)

.168

02/21/31

310,239

109,450

(i) Radiology

Partners

Inc,

Term

Loan,

(TSFR3M

+

4.500%)

.200

06/30/32

108,023

68,954

(i) Resonetics,

LLC,

Repriced

Term

Loan

B,

(TSFR3M

+

2.750%)

.421

06/18/31

68,771

124,000

(i),(o)

Select

Medical

Corp,

(TBD)

TBD

TBD

123,845

16,042

(i) Sound

Inpatient

Physicians,

Tranche

A

Term

Loan

(First

Out),

(TSFR3M

+

3.250%),

(cash

9.461%,

PIK

1.000%)

.231

06/28/28

16,470

195,741

(i),(m)

Sound

Inpatient

Physicians,

Tranche

B

Term

Loan

(Second

Out),

(TSFR3M

+

2.500%),

(cash

7.461%,

PIK

1.500%)

.481

06/28/28

190,463

180,660

(i) Star

Parent

Inc.,

Term

Loan

B,

(TSFR3M

+

4.000%)

.700

09/30/30

178,870

649,616

(i),(m)

Surgery

Center

Holdings,

Inc.,

Term

Loan

B,

(TSFR1M

+

2.500%)

.168

12/19/30

650,633

446,506

(i) Team

Health

Holdings,

Inc.,

Repriced

Term

Loan

B,

(TSFR3M

+

4.000%)

.661

06/30/28

445,564

78,107

(i) Upstream

Newco,

Inc.,

Term

Loan,

(TSFR3M

+

4.250%),

(cash

8.179%,

PIK

1.500%)

.179

11/20/29

72,520

68,421

(i) Viant

Medical

Holdings,

Inc.,

Term

Loan

B,

(TSFR1M

+

4.000%)

.668

10/29/31

68,427

TOTAL

HEALTH

CARE

EQUIPMENT

&

SERVICES

4,091,106

HOUSEHOLD

&

PERSONAL

PRODUCTS

-

0.0%

73,235

(i) VC

GB

Holdings

I

Corp.,

First

Lien

Term

Loan,

(TSFR3M

+

3.500%)

.461

05/16/28

73,169

TOTAL

HOUSEHOLD

&

PERSONAL

PRODUCTS

73,169

INSURANCE

-

0.7%

82,344

(i) Acrisure,

LLC,

First

Lien

Term

Loan

B6,

(TSFR1M

+

3.000%)

.668

11/06/30

79,935

208,951

(i) Alera

Group,

Inc.,

Term

Loan

B,

(TSFR1M

+

2.750%)

.418

05/28/32

203,098

647,114

(i) Alliant

Holdings

Intermediate,

LLC,

Term

Loan

B,

(TSFR1M

+

2.500%)

.168

09/19/31

642,886

274,334

(i) AmWINS

Group,

Inc.,

Term

Loan

B,

(TSFR1M

+

2.000%)

.668

01/30/32

272,828

183,920

(i) Asurion

LLC,

Term

Loan

B13,

(TSFR1M

+

4.250%)

.918

09/19/30

182,081

236,173

(i) Asurion

LLC,

Term

Loan

B14,

(TSFR1M

+

3.750%)

.418

02/23/33

228,646

633,083

(i) Broadstreet

Partners,

Inc.,

Term

Loan

B4,

(TSFR1M

+

2.500%)

.168

06/16/31

618,563

76,500

(i) Evertec

Group,

LLC,

Term

Loan

B,

(TSFR1M

+

2.250%)

.918

10/15/30

76,428

90,325

(i) HUB

International

Limited,

Term

Loan

B,

(TSFR3M

+

2.250%)

.920

06/20/30

90,225

265,534

(i) Ryan

Specialty

Group,

LLC,

Term

Loan

B,

(TSFR1M

+

2.000%)

.668

09/15/31

265,534

274,121

(i),(m)

Sedgwick

Claims

Management

Services,

Inc.,

Term

Loan

B,

(TSFR1M

+

2.500%)

.168

07/31/31

269,520

#### Portfolio

#### of

#### Investments

#### March

#### 31,

#### 2026
(continued)

#### NMAI

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

INSURANCE

(continued)

274,960

(i) Truist

Insurance

Holdings

LLC,

Term

Loan

B,

(TSFR3M

+

2.750%)

.450

%

05/06/31

$

271,781

28,094

(i) USI,

Inc.,

Term

Loan

C,

(TSFR3M

+

2.250%)

.950

09/27/30

28,052

195,418

(i) USI,

Inc.,

Term

Loan

D,

(TSFR3M

+

2.250%)

.950

11/23/29

195,215

TOTAL

INSURANCE

3,424,792

MATERIALS

-

0.3%

50,358

(i),(m)

Arsenal

AIC

Parent

LLC,

Term

Loan

B,

(TSFR1M

+

2.750%)

.418

08/19/30

50,547

113,784

(i) Clydesdale

Acquisition

Holdings

Inc,

Term

Loan

B,

(TSFR1M

+

3.250%)

.918

04/01/32

106,573

262,166

(i) Clydesdale

Acquisition

Holdings

Inc,

Term

Loan

B,

(TSFR1M

+

3.175%)

.843

04/13/29

250,754

104,300

(i) Fortis

333,

Inc.,

Term

Loan

B,

(TSFR1M

+

3.500%)

.168

04/02/32

101,649

50,000

(i) Graham

Packaging

Company

Inc.,

Term

Loan

B,

(TSFR1M

+

2.250%)

.918

01/26/33

49,573

73,000

(i),(o)

INEOS

US

Finance

LLC,

(TBD)

TBD

TBD

64,012

79,000

(i),(o)

INEOS

US

Finance

LLC,

(TBD)

TBD

TBD

75,248

169,021

(i) Klockner-Pentaplast

of

America,

Inc.,

Term

Loan,

(TSFR3M

+

3.500%)

.333

01/30/31

138,122

116,378

(i) Nouryon

Finance

B.V.,

Term

Loan

B1,

(TSFR6M

+

3.250%)

.036

04/03/28

114,342

14,665

(i) Nouryon

Finance

B.V.,

Term

Loan

B2,

(TSFR3M

+

3.250%)

.917

04/03/28

14,414

104,000

(i) Proampac

PG

Borrower

LLC,

Term

Loan

B,

(TSFR1M

+

4.000%)

.782

02/22/33

100,698

185,535

(i) Qnity

Electronics

Inc,

Term

Loan

B,

(TSFR1M

+

2.000%)

.668

11/01/32

185,534

56,000

(i),(m)

SCIH

Salt

Holdings

Inc.,

Repriced

Term

Loan

B,

(TSFR6M

+

2.750%)

.350

01/31/29

55,930

53,905

(i) SupplyOne,

Inc,

Term

Loan

B,

(TSFR1M

+

3.500%)

.168

04/21/31

54,125

139,264

(i) TricorBraun

Holdings,

Inc.,

Term

Loan,

(TSFR1M

+

3.250%)

.918

03/03/31

132,721

4,903

(i),(n)

USALCO,

LLC,

Delayed

Draw

Term

Loan,

(TSFR1M

+

3.500%)

.176

09/30/31

4,900

49,600

(i) USALCO,

LLC,

Term

Loan,

(TSFR1M

+

3.500%)

.168

09/30/31

49,563

TOTAL

MATERIALS

1,548,705

MEDIA

&

ENTERTAINMENT

-

0.8%

133,239

(i) Advantage

Sales

&

Marketing,

Inc.,

First

Out

Term

Loan,

(TSFR3M

+

6.000%)

.784

04/18/30

101,179

83,158

(i) Altice

France

S.A.,

Term

Loan

B11,

(TSFR3M

+

4.125%)

.797

04/28/28

82,847

97,414

(i) Altice

France

S.A.,

Term

Loan

B12,

(TSFR3M

+

5.063%)

.735

10/31/28

97,141

140,377

(i) Altice

France

S.A.,

Term

Loan

B13,

(TSFR3M

+

5.375%)

.047

05/14/29

139,762

332,666

(i),(m)

Altice

France

S.A.,

Term

Loan

B14,

(TSFR3M

+

6.875%)

.547

05/15/31

333,982

99,911

(i) AMC

Entertainment

Holdings,

Inc.

,

Term

Loan,

(TSFR1M

+

7.000%)

.675

01/04/29

98,712

152,337

(i) Cengage

Learning,

Inc.,

Term

Loan

B,

(TSFR1M

+

TSFR3M

+

3.000%)

.673

03/24/31

149,544

94,207

(i) Century

De

Buyer

LLC,

Term

Loan

B,

(TSFR3M

+

3.000%)

.667

10/30/30

91,872

121,281

(i) Cinemark

USA,

Inc.,

Term

Loan

B,

(TSFR1M

+

TSFR3M

+

2.250%)

.934

05/24/30

121,779

287,605

(i) Clear

Channel

Outdoor

Holdings,

Inc.,

Term

Loan,

(TSFR1M

+

4.000%)

.782

08/23/28

288,756

100,711

(i),(m)

CMG

Media

Corporation,

Term

Loan,

(TSFR3M

+

3.500%)

.300

06/18/29

94,769

611,834

(i) Crown

Finance

US,

Inc.,

Term

Loan

B,

(TSFR1M

+

4.500%)

.171

12/02/31

606,765

92,680

(i) CSC

Holdings,

LLC,

Term

Loan

B5,

(Prime

+

1.500%)

.250

04/15/27

81,906

52,000

(i),(o)

Directv

Financing

LLC,

(TBD)

TBD

TBD

52,213

10,301

(i) E.W.

Scripps

Company

(The),

Term

Loan

B2,

(TSFR1M

+

5.750%)

.540

06/30/28

10,394

24,304

(i) E.W.

Scripps

Company

(The),

Term

Loan

B3,

(TSFR1M

+

3.350%)

.140

11/30/29

23,969

118,438

(i),(m)

iHeartCommunications,

Inc.,

Term

Loan,

(TSFR1M

+

5.775%)

.557

05/01/29

104,170

48,983

(i) McGraw-Hill

Global

Education

Holdings,

LLC,

First

Lien

Term

Loan

B,

(TSFR1M

+

2.750%)

.418

08/06/31

48,983

74,000

(i),(m)

NEP

Group,

Inc.,

Term

Loan

B,

(TSFR1M

+

4.500%)

.168

10/17/31

67,230

128,000

(i),(m)

Neptune

Bidco

US

Inc,

Term

Loan

B,

(TSFR3M

+

5.000%)

.760

02/03/33

122,368

182,000

(i),(o)

Nexstar

Media

Inc,

(TBD)

TBD

TBD

180,180

178,000

(i),(o)

OAK-Eagle

Acquireco

Inc,

(TBD)

TBD

TBD

177,110

136,545

(i) Planet

US

Buyer

LLC,

Term

Loan

B,

(TSFR3M

+

3.000%)

.673

02/10/31

136,758

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

MEDIA

&

ENTERTAINMENT

(continued)

148,050

(i),(m)

Radiate

Holdco,

LLC,

FLFO

Term

Loan,

(TSFR1M

+

2.500%),

(cash

7.287%,

PIK

1.500%)

.391

%

09/25/29

$

132,196

82,531

(i),(m)

Sinclair

Television

Group

Inc.,

Term

Loan

B6,

(TSFR1M

+

3.300%)

.082

12/31/29

74,381

82,134

(i) Sunrise

Financing

Partnership,

Term

Loan

AAA,

(TSFR6M

+

2.470%)

.099

02/17/32

81,740

11,000

(i) Virgin

Media

Bristol

LLC,

Term

Loan

Y,

(TSFR6M

+

3.175%)

.052

03/31/31

10,071

174,725

(i) WideOpenWest

Finance

LLC,

Super

Senior

2nd

Out

Term

Loan,

(TSFR3M

+

3.000%)

.929

12/11/28

162,518

TOTAL

MEDIA

&

ENTERTAINMENT

3,673,295

PHARMACEUTICALS,

BIOTECHNOLOGY

&

LIFE

SCIENCES

-

0.6%

124,375

(i) Amneal

Pharmaceuticals

LLC,

Term

Loan,

(TSFR1M

+

3.000%)

.668

08/02/32

124,945

285,561

(i) Bausch

Health

Companies

Inc.,

Term

Loan

B,

(TSFR1M

+

6.250%)

.918

10/08/30

276,359

177,000

(i),(o)

BioMarin

Pharmaceutical

Inc,

(TBD)

TBD

TBD

176,780

61,535

(i) Dechra

Pharmaceuticals

Holdings

Ltd,

Term

Loan

B,

(TSFR6M

+

2.750%)

.387

01/27/32

61,573

149,250

(i),(m)

Genmab

AS,

Term

Loan

B,

(TSFR3M

+

3.000%)

.700

12/13/32

149,984

820,999

(i),(o)

HOPPER

MERGER

SUB

INC,

(TBD)

TBD

TBD

812,229

258,371

(i),(m)

Jazz

Financing

Lux

S.a.r.l.,

First

Lien

Term

Loan

B,

(TSFR1M

+

2.250%)

.918

05/05/28

259,663

253,302

(i) Organon

&

Co,

Term

Loan,

(TSFR1M

+

2.250%)

.918

05/19/31

241,966

577,095

(i) Parexel

International

Corporation,

Repriced

Term

Loan

B,

(TSFR1M

+

2.750%)

.418

12/12/31

575,891

107,788

(i) Perrigo

Investments,

LLC,

Term

Loan

B,

(TSFR1M

+

2.000%)

.668

04/20/29

107,294

TOTAL

PHARMACEUTICALS,

BIOTECHNOLOGY

&

LIFE

SCIENCES

2,786,684

REAL

ESTATE

MANAGEMENT

&

DEVELOPMENT

-

0.1%

293,517

(i) Cushman

&

Wakefield

U.S.

Borrower,

LLC,

Term

Loan,

(TSFR1M

+

2.500%)

.168

01/31/30

295,352

40,578

(i) Cushman

&

Wakefield

U.S.

Borrower,

LLC,

Term

Loan

B3,

(TSFR1M

+

2.750%)

.418

01/31/30

40,780

9,975

(i) Learning

Care

Group

(US)

No.

Inc.,

Term

Loan

B,

(TSFR3M

+

4.000%)

.668

08/11/28

7,346

TOTAL

REAL

ESTATE

MANAGEMENT

&

DEVELOPMENT

343,478

SEMICONDUCTORS

&

SEMICONDUCTOR

EQUIPMENT

-

0.1%

270,186

(i),(m)

Instructure

Holdings,

Inc.,

Repriced

Term

Loan,

(TSFR3M

+

2.750%)

.437

11/13/31

259,885

28,000

(i),(o)

MKS

Inc,

(TBD)

TBD

TBD

28,079

TOTAL

SEMICONDUCTORS

&

SEMICONDUCTOR

EQUIPMENT

287,964

SOFTWARE

&

SERVICES

-

0.9%

97,673

(i),(m)

Asurion

LLC,

Second

Lien

Term

Loan

B4,

(TSFR1M

+

5.250%)

.032

01/22/29

97,193

130,423

(i),(m)

Avalara,

Inc,

Term

Loan,

(TSFR3M

+

2.750%)

.450

03/29/32

127,652

60,408

(i) Avaya,

Inc.,

Exit

Term

Loan,

(TSFR1M

+

3.750%),

(cash

11.167%,

PIK

7.500%)

.584

08/01/28

53,998

109,451

(i) BCPE

Pequod

Buyer

Inc,

Term

Loan

B,

(TSFR3M

+

2.750%)

.417

11/25/31

106,418

378,910

(i),(m)

Boxer

Parent

Company

Inc.,

Term

Loan

B,

(TSFR3M

+

3.000%)

.673

07/30/31

352,346

112,435

(i) Clearwater

Analytics,

LLC,

Term

Loan

B,

(TSFR1M

+

2.000%)

.675

04/21/32

112,470

92,635

(i),(m)

Cloud

Software

Group,

Inc.,

Term

Loan

B

(2031),

(TSFR3M

+

3.250%)

.950

03/24/31

85,132

66,425

(i),(m)

Cloud

Software

Group,

Inc.,

Term

Loan

B

(2032),

(TSFR3M

+

3.250%)

.950

08/13/32

60,968

50,326

(i) Cotiviti

Corporation,

2nd

Amendment

Term

Loan,

(TSFR1M

+

2.750%)

.418

03/29/32

46,451

19,949

(i) Cotiviti

Corporation,

Term

Loan,

(TSFR1M

+

2.750%)

.418

05/01/31

18,428

268,510

(i),(m)

Darktrace

PLC,

First

Lien

Term

Loan,

(TSFR3M

+

3.250%)

.898

10/09/31

257,805

11,000

(i),(o)

DS

Admiral

Bidco

LLC,

(TBD)

TBD

TBD

10,361

113,866

(i),(m)

Ellucian

Holdings,

Inc.,

First

Lien

Term

Loan

B,

(TSFR1M

+

2.500%)

.168

10/09/29

110,924

14,000

(i),(o)

EP

Purchaser

LLC,

(TBD)

TBD

TBD

8,916

23,170

(i),(m)

EP

Purchaser,

LLC,

Term

Loan

B,

(TSFR3M

+

3.500%)

.287

11/06/28

14,717

312,592

(i),(m)

Epicor

Software

Corporation,

Term

Loan

E,

(TSFR1M

+

2.500%)

.168

05/30/31

307,064

115,721

(i) Fortress

Intermediate

3,

Inc,

Term

Loan

B,

(TSFR1M

+

3.000%)

.669

06/27/31

114,998

#### Portfolio

#### of

#### Investments

#### March

#### 31,

#### 2026
(continued)

#### NMAI

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

SOFTWARE

&

SERVICES

(continued)

375,060

(i) Genesys

Cloud

Services

Holdings

II

LLC,

Term

Loan

B,

(TSFR1M

+

2.500%)

.168

%

01/30/32

$

359,589

74,935

(i) Javelin

Buyer,

Inc.,

Term

Loan,

(TSFR3M

+

2.750%)

.417

12/08/31

71,610

72,870

(i),(m)

Kaseya

Inc.,

First

Lien

Term

Loan

B,

(TSFR1M

+

3.250%)

.918

03/22/32

68,262

39,502

(i) Marcel

LUX

IV

SARL,

Repriced

Term

Loan,

(SOFR30A

+

2.750%)

.410

11/13/30

39,157

246,837

(i) McAfee,

LLC,

First

Lien

Term

Loan

B,

(TSFR1M

+

3.000%)

.668

03/01/29

221,228

302,200

(i),(m)

Mitchell

International,

Inc.,

Term

Loan,

(TSFR1M

+

3.000%)

.668

06/17/31

289,183

381,117

(i) Peraton

Corp.,

Term

Loan

B,

(TSFR3M

+

3.750%)

.517

02/01/28

326,172

45,457

(i) Perforce

Software,

Inc.,

Add-on

Term

Loan,

(TSFR1M

+

4.750%)

.418

03/24/31

31,546

113,853

(i) PointClickCare

Technologies,

Inc.,

Term

Loan

B,

(TSFR1M

+

2.750%)

.418

11/03/31

113,391

71,013

(i) Press

Ganey

Holdings,

Inc.,

Repriced

Term

Loan

B,

(TSFR1M

+

3.000%)

.668

04/30/31

70,987

106,235

(i),(m)

Proofpoint,

Inc.,

Repriced

Term

Loan,

(TSFR3M

+

3.000%)

.700

08/31/28

103,004

53,341

(i) Rackspace

Finance,

LLC,

First

Lien

First

Out

Term

Loan,

(TSFR1M

+

6.250%)

.044

05/15/28

53,141

276,897

(i),(m)

Rackspace

Finance,

LLC,

First

Lien

Second

Out

Term

Loan,

(TSFR1M

+

2.750%)

.544

05/15/28

130,834

91,506

(i),(m)

Rocket

Software,

Inc.,

Term

Loan

B,

(TSFR1M

+

3.750%)

.418

11/28/28

87,979

56,299

(i) SS&C

Technologies

Inc.,

Term

Loan

B8,

(TSFR1M

+

2.000%)

.668

05/09/31

56,182

91,876

(i) Synechron

Inc,

Term

Loan

B,

(TSFR3M

+

3.750%)

.450

10/03/31

84,641

391,059

(i),(m)

UKG

Inc.,

Term

Loan

B,

(TSFR3M

+

2.500%)

.167

02/10/31

374,219

100,653

(i) VS

Buyer,

LLC,

Term

Loan

B,

(TSFR3M

+

2.250%)

.917

04/14/31

98,556

48,987

(i) Zelis

Payments

Buyer,

Inc.,

Term

Loan

B,

(TSFR1M

+

2.750%)

.418

09/28/29

47,557

TOTAL

SOFTWARE

&

SERVICES

4,513,079

TECHNOLOGY

HARDWARE

&

EQUIPMENT

-

0.2%

412,135

(i),(m)

Delta

TopCo,

Inc.,

Term

Loan

B,

(TSFR1M

+

2.750%)

.421

11/30/29

399,611

56,238

(i) Ingram

Micro

Inc.,

Term

Loan,

(TSFR3M

+

2.250%)

.935

09/22/31

56,449

33,555

(i) Riverbed

Technology,

Inc.,

PIK

Term

Loan,

(TSFR3M

+

1.250%),

(cash

6.199%,

PIK

2.000%)

.100

07/03/28

15,184

15,966

(i),(m)

SonicWall

US

Holdings

Inc.,

Term

Loan,

(TSFR3M

+

5.000%)

.700

05/16/28

5,229

25,000

(i) Spectris

Plc,

Term

Loan,

(TSFR3M

+

2.750%)

.450

12/06/32

25,078

20,784

(i) ViaSat,

Inc.,

Term

Loan,

(TSFR1M

+

4.500%)

.282

03/05/29

20,876

195,990

(i) ViaSat,

Inc.,

Term

Loan,

(TSFR1M

+

4.500%)

.289

05/30/30

196,448

TOTAL

TECHNOLOGY

HARDWARE

&

EQUIPMENT

718,875

TELECOMMUNICATION

SERVICES

-

0.7%

259,532

(i) Cincinnati

Bell,

Inc.,

Term

Loan

B4,

(TSFR1M

+

2.250%)

.918

11/24/28

259,393

123,737

(i) Connect

Finco

Sarl,

Extended

Term

Loan

B,

(TSFR1M

+

4.500%)

.168

09/28/29

124,182

342,000

(i),(m)

Connect

Holding

II

LLC,

Delayed

Draw

Term

Loan,

(TSFR1M

+

4.250%)

.926

04/03/31

319,214

201,761

(b),(i)

Cyxtera

DC

Holdings,

Inc.,

Term

Loan

B

.000

07/16/26

1,110

177,555

(i) Digicel

International

Finance

Limited,

Term

Loan

B,

(TSFR1M

+

5.250%)

.917

08/09/32

177,777

76,588

(i) Iridium

Satellite

LLC,

Term

Loan

B,

(TSFR1M

+

2.250%)

.918

09/20/30

75,088

363,000

(i),(m)

Level

Financing

Inc.,

Repriced

Term

Loan

B4,

(TSFR1M

+

3.250%)

.918

03/29/32

363,492

238,000

(i) Telesat

Canada,

Term

Loan

B5,

(TSFR3M

+

2.750%)

.684

12/07/26

190,825

145,635

(i) Windstream

Services

LLC,

Term

Loan

B,

(TSFR1M

+

4.000%)

.668

10/06/32

146,091

1,380,724

(i),(m)

Zayo

Group

Holdings,

Inc.,

Term

Loan,

(TSFR1M

+

1.750%)

.641

03/11/30

1,358,211

TOTAL

TELECOMMUNICATION

SERVICES

3,015,383

TRANSPORTATION

-

0.4%

161,404

(i) Air

Canada,

Term

Loan

B,

(TSFR3M

+

1.750%)

.417

03/21/31

160,395

151,758

(i),(m)

American

Airlines,

Inc.,

Term

Loan,

(TSFR3M

+

2.250%)

.918

04/20/28

150,620

121,096

(i) Brown

Group

Holding,

LLC,

Incremental

Term

Loan

B2,

(TSFR1M

+

TSFR3M

+

2.500%)

.169

07/01/31

121,437

184,580

(i) Brown

Group

Holding,

LLC,

Term

Loan

B,

(TSFR1M

+

2.500%)

.168

07/01/31

185,053

98,315

(i) First

Student

Bidco

Inc,

(TSFR1M

+

2.500%)

.200

08/15/30

98,120

23,669

(i),(o)

First

Student

Bidco

Inc,

Term

Loan

B,

(TBD)

TBD

TBD

23,622

22,320

(i),(m)

First

Student

Bidco

Inc,

Term

Loan

C,

(TSFR3M

+

2.250%)

.950

08/15/30

22,276

115,000

(i),(m)

Genesee

&

Wyoming

Inc.

(New),

Term

Loan

B,

(TSFR3M

+

1.750%)

.450

04/10/31

114,581

22,550

(i),(m)

Hertz

Corp/The,

(TSFR3M

+

3.500%)

.861

06/30/28

16,772

All

percentages

shown

in

the

Portfolio

of

Investments

are

based

on

net

assets

applicable

to

common

shares

unless

otherwise

noted.

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

TRANSPORTATION

(continued)

4,450

(i),(m)

Hertz

Corp/The,

(TSFR3M

+

3.500%)

.300

%

06/30/28

$

3,310

288,422

(i) KKR

Apple

Bidco,

LLC,

Term

Loan,

(TSFR1M

+

2.500%)

.168

09/23/31

288,919

125,000

(i),(o)

LSF12

Phoenix

Holdco

LLC,

(TBD)

TBD

TBD

123,906

87,856

(i) PODS,

LLC,

Term

Loan

B,

(TSFR1M

+

3.000%)

.782

03/31/28

87,519

172,604

(i) Stonepeak

Nile

Parent

LLC,

Term

Loan

B,

(TSFR3M

+

2.250%)

.917

04/09/32

172,541

97,378

(i) United

Airlines,

Inc.,

Term

Loan

B,

(TSFR1M

+

1.750%)

.431

02/24/31

97,348

154,800

(i),(m)

WestJet

Loyalty

LP,

Term

Loan

B,

(TSFR3M

+

2.750%)

.450

02/14/31

150,792

TOTAL

TRANSPORTATION

1,817,211

UTILITIES

-

0.3%

112,751

(i) Cornerstone

Generation

LLC,

Term

Loan

B,

(TSFR3M

+

2.250%)

.917

08/11/32

112,993

74,078

(i) Invenergy

Thermal

Operating

I

LLC,

Term

Loan

B,

(SOFR90A

+

2.750%)

.380

05/06/32

74,355

4,688

(i) Invenergy

Thermal

Operating

I

LLC,

Term

Loan

C,

(SOFR90A

+

2.750%)

.380

05/06/32

4,705

141,822

(i),(m)

NRG

Energy,

Inc.,

Term

Loan,

(TSFR3M

+

1.750%)

.521

04/16/31

142,276

646,438

(i) Talen

Energy

Supply,

LLC,

Incremental

Term

Loan

B,

(TSFR3M

+

2.500%)

.153

12/15/31

648,391

217,447

(i) Talen

Energy

Supply,

LLC,

Term

Loan

B,

(TSFR3M

+

2.500%)

.153

05/17/30

218,114

242,692

(i),(m)

Talen

Energy

Supply,

LLC,

Term

Loan

B,

(TSFR1M

+

2.000%)

.668

11/26/32

243,169

2,812

(i) Vistra

Operations

Company

LLC,

First

Lien

Term

Loan

B3,

(TSFR1M

+

1.750%)

.418

12/20/30

2,819

TOTAL

UTILITIES

1,446,822

TOTAL

VARIABLE

RATE

SENIOR

LOAN

INTERESTS

(Cost

$48,371,485)

47,737,226

TOTAL

LONG-TERM

INVESTMENTS

(Cost

$617,026,769)

664,869,020

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

SHORT-TERM

INVESTMENTS

-

1.6%(1.1%

of

Total

Investments)

7300000

REPURCHASE

AGREEMENTS

-

.6

%

(1

.1

%

of

Total

Investments)

7300000

7,300,000

(q) Fixed

Income

Clearing

Corporation

.600

04/01/26

7,300,000

TOTAL

REPURCHASE

AGREEMENTS

(Cost

$7,300,000)

7,300,000

TOTAL

SHORT-TERM

INVESTMENTS

(Cost

$7,300,000)

7,300,000

TOTAL

INVESTMENTS

-

.7

%

(Cost

$

624,326,769)

672,169,020

BORROWINGS

-

(40.1)%

(r),(s)

(183,836,000)

REVERSE

REPURCHASE

AGREEMENTS,

INCLUDING

ACCRUED

INTEREST

-

(5.7)%(t)

(26,025,079)

OTHER

ASSETS

&

LIABILITIES,

NET

- (0.9)%

(4,115,207)

NET

ASSETS

APPLICABLE

TO

COMMON

SHARES

-

100%

$

458,192,734

ADR

American

Depositary

Receipt

BRL

Brazilian

Real

CLP

Chilean

Peso

COP

Colombian

Peso

CZK

Czech

Koruna

EUR

Euro

GDR

Global

Depositary

Receipt

HUF

Hungarian

Forint

IDR

Indonesian

Rupiah

INR

Indian

Rupee

KZT

Kazakhstani

Tenge

MXN

Mexican

Peso

MYR

Malaysian

Ringgit

PEN

Peruvian

Sol

PIK

Payment-in-kind

("PIK")

security. Depending

on

the

terms

of

the

security,

income

may

be

received

in

the

form

of

cash,

securities,

or

a

combination

of

both. The

PIK

rate

shown,

where

applicable,

represents

the

annualized

rate

of

the

last

PIK

payment

made

by

the

issuer

as

of

the

end

of

the

reporting

period.

#### Portfolio

#### of

#### Investments

#### March

#### 31,

#### 2026
(continued)

#### NMAI

Principal

denominated

in

U.S.

Dollars,

unless

otherwise

noted.

PLN

Polish

Zloty

Reg

S

Regulation

S

allows

U.S.

companies

to

sell

securities

to

persons

or

entities

located

outside

of

the

United

States

without

registering

those

securities

with

the

Securities

and

Exchange

Commission.

Specifically,

Regulation

S

provides

a

safe

harbor

from

the

registration

requirements

of

the

Securities

Act

for

the

offers

and

sales

of

securities

by

both

foreign

and

domestic

issuers

that

are

made

outside

the

United

States.

RON

Romanian

Leu

SOFR30A

Day

Average

Secured

Overnight

Financing

Rate

SOFR90A

Day

Average

Secured

Overnight

Financing

Rate

TBD

Senior

loan

purchased

on

a

when-issued

or

delayed-delivery

basis.

Certain

details

associated

with

this

purchase

are

not

known

prior

to

the

settlement

date

of

the

transaction.

In

addition,

senior

loans

typically

trade

without

accrued

interest

and

therefore

a

coupon

rate

is

not

available

prior

to

settlement.

At

settlement,

if

still

unknown,

the

borrower

or

counterparty

will

provide

the

Fund

with

the

final

coupon

rate

and

maturity

date.

TRY

Turkish

Lira

TSFR1M

CME

Term

Secured

Overnight

Financing

Rate

Month

TSFR3M

CME

Term

Secured

Overnight

Financing

Rate

Month

TSFR6M

CME

Term

Secured

Overnight

Financing

Rate

Month

UGX

Ugandan

Shilling

UYU

Uruguayan

Peso

ZAR

South

African

Rand

(a) Security

is

exempt

from

registration

under

Rule

144A

of

the

Securities

Act

of

1933,

as

amended.

These

securities

are

deemed

liquid

and

may

be

resold

in

transactions

exempt

from

registration,

which

are

normally

those

transactions

with

qualified

institutional

buyers.

As

of

the

end

of

the

fiscal

period,

the

aggregate

value

of

these

securities

is

$119,327,912

or

17.8%

of

Total

Investments.

(b) For

fair

value

measurement

disclosure

purposes,

investment

classified

as

Level

3. (c) Investment,

or

portion

of

investment,

is

hypothecated.

The

total

value

of

investments

hypothecated

as

of

the

end

of

the

fiscal

period

was

$104,430,992.

(d) Non-income

producing;

issuer

has

not

declared

an

ex-dividend

date

within

the

past

twelve

months.

(e) Investment,

or

portion

of

investment,

has

been

pledged

to

collateralize

the

net

payment

obligations

for

investments

in

derivatives.

(f) Contains

$1,000

Par

Preferred

and/or

Contingent

Capital

Securities.

(g) Perpetual

security.

Maturity

date

is

not

applicable.

(h) $1,000

Par

Institutional

Preferred

security.

As

of

the

end

of

the

period,

the

percent

of

$1,000

Par

Institutional

Preferred

securities

was

3.8%

of

Total

Investments.

(i) Floating

or

variable

rate

security

includes

the

reference

rate

and

spread,

when

applicable. For

mortgage-backed

or

asset-backed

securities

the

variable

rate

is

based

on

the

underlying

asset

of

the

security.

Coupon

rate

reflects

the

rate

at

period

end.

(j) Contingent

Capital

Securities

("CoCos")

are

debt

or

preferred

securities

with

loss

absorption

characteristics

built

into

the

terms

of

the

security

for

the

benefit

of

the

issuer,

for

example

an

automatic

write-down

of

principal

or

a

mandatory

conversion

into

the

issuer's

common

stock

under

certain

adverse

circumstances,

such

as

the

issuer's

capital

ratio

falling

below

a

specified

level.

As

of

the

end

of

the

reporting

period,

the

Fund's

total

investment

in

CoCos

was

3.1%

of

Total

Investments.

(k) Investment,

or

portion

of

investment,

has

been

pledged

to

collateralize

the

net

payment

obligations

for

investments

in

reverse

repurchase

agreements.

As

of

the

end

of

the

fiscal

period,

investments

with

a

value

of

$27,713,945

have

been

pledged

as

collateral

for

reverse

repurchase

agreements.

(l) Principal

amount

for

interest

accrual

purposes

is

periodically

adjusted

based

on

changes

in

the

Consumer

Price

Index.

(m) Portion

of

investment

purchased

on

a

delayed

delivery

basis.

(n) Investment,

or

portion

of

investment,

represents

an

outstanding

unfunded

senior

loan

commitment.

(o) When-issued

or

delayed

delivery

security.

(p) Defaulted

security.

A

security

whose

issuer

has

failed

to

fully

pay

principal

and/or

interest

when

due,

or

is

under

the

protection

of

bankruptcy.

(q) Agreement

with

Fixed

Income

Clearing

Corporation,

3.600%

dated

3/31/26

to

be

repurchased

at

$7,300,730

on

4/1/26,

collateralized

by

Government

Agency

Securities,

with

coupon

rate

4.750%

and

maturity

date

2/15/56,

valued

at

$7,446,224.

(r) Borrowings

as

a

percentage

of

Total

Investments

is

27.3%.

(s) The

Fund

may

pledge

up

to

100%

of

its

eligible

investments

(excluding

any

investments

separately

pledged

as

collateral

for

specific

investments

in

derivatives,

when

applicable)

in

the

Portfolio

of

Investments

as

collateral

for

borrowings.

As

of

the

end

of

the

reporting

period,

investments

with

a

value

of

$325,902,211

have

been

pledged

as

collateral

for

borrowings.

(t) Reverse

Repurchase

Agreements,

including

accrued

interest

as

a

percentage

of

Total

investments

is

3.9%.

Investments

in

Derivatives

Part

F

of

Form

N-PORT

was

prepared

in

accordance

with

U.S.

generally

accepted

accounting

principles

("U.S.

GAAP")

and

in

conformity

with

the

applicable

rules

and

regulations

of

the

U.S.

Securities

and

Exchange

Commission

("SEC")

related

to

interim

filings.

Part

F

of

Form

N-PORT

does

not

include

all

information

and

footnotes

required

by

U.S.

GAAP

for

complete

financial

statements.

Certain

footnote

disclosures

normally

included

in

financial

statements

prepared

in

accordance

with

U.S.

GAAP

have

been

condensed

or

omitted

from

this

report

pursuant

to

the

rules

of

the

SEC.

For

a

full

set

of

the

Fund's

notes

to

financial

statements,

please

refer

to

the

Fund's

most

recently

filed

annual

or

semi-annual

report.

Fair

Value

Measurements

The

Fund's

investments

in

securities

are

recorded

at

their

estimated

fair

value

utilizing

valuation

methods

approved

by

the

Board

of

Directors/

Trustees.

Fair

value

is

defined

as

the

price

that

would

be

received

upon

selling

an

investment

or

transferring

a

liability

in

an

orderly

transaction

to

an

independent

buyer

in

the

principal

or

most

advantageous

market

for

the

investment.

U.S.

GAAP

establishes

the

three-tier

hierarchy

which

is

used

to

maximize

the

use

of

observable

market

data

and

minimize

the

use

of

unobservable

inputs

and

to

establish

classification

of

fair

value

measurements

for

disclosure

purposes.

Observable

inputs

reflect

the

assumptions

market

participants

would

use

in

pricing

the

asset

or

liability.

Observable

inputs

are

based

on

market

data

obtained

from

sources

independent

of

the

reporting

entity.

Unobservable

inputs

reflect

management's

assumptions

about

the

assumptions

market

participants

would

use

in

pricing

the

asset

or

liability.

Unobservable

inputs

are

based

on

the

best

information

available

in

the

circumstances.

The

following

is

a

summary

of

the

three-tiered

hierarchy

of

valuation

input

levels.

Level

–

Inputs

are

unadjusted

and

prices

are

determined

using

quoted

prices

in

active

markets

for

identical

securities.

Level

–

Prices

are

determined

using

other

significant

observable

inputs

(including

quoted

prices

for

similar

securities,

interest

rates,

credit

spreads,

etc.).

Level

–

Prices

are

determined

using

significant

unobservable

inputs

(including

management's

assumptions

in

determining

the

fair

value

of

investments).

The

following

table

summarizes

the

market

value

of

the

Fund's

investments

as

of

the

end

of

the

reporting

period,

based

on

the

inputs

used

to

value

them:

Forward

Foreign

Currency

Contracts

Currency

Purchased

Notional

Amount

(Local

Currency)

Currency

Sold

Notional

Amount

(Local

Currency)

Counterparty

Settlement

Date

Unrealized

Appreciation

(Depreciation)

$

901,448

EUR

766,535

Morgan

Stanley

Capital

Services

LLC

4/08/26

$

15,200

Total

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$15,200

Total

unrealized

appreciation

on

forward

foreign

currency

contracts

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$15,200

Total

unrealized

depreciation

on

forward

foreign

currency

contracts

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$–

EUR

Euro

NMAI

Level

Level

Level

Total

Long-Term

Investments:

Asset-Backed

Securities

$

–

$

3,760,629

$

209,457

$

3,970,086

Common

Stocks

237,792,138

121,640,647

359,432,793

Corporate

Bonds

–

92,238,611

–

92,238,611

Emerging

Market

Debt

and

Foreign

Corporate

Bonds

–

71,339,595

1,446,700

72,786,295

Mortgage-Backed

Securities

–

50,409,055

–

50,409,055

Preferred

Stock

5,013,135

–

–

5,013,135

U.S.

Government

and

Agency

Obligations

–

33,281,819

–

33,281,819

Variable

Rate

Senior

Loan

Interests

–

47,736,099

1,127

47,737,226

Short-Term

Investments:

Repurchase

Agreements

–

7,300,000

–

7,300,000

Investments

in

Derivatives:

Forward

Foreign

Currency

Contracts\*

–

15,200

–

15,200

Total

$

242,805,273

$

427,721,655

$

1,657,292

$

672,184,220

\*

Represents

net

unrealized

appreciation

(depreciation).

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Nuveen Multi-Asset Income Fund

- **b. Investment Company Act file number:** 811-23669

- **c. CIK number of Registrant:** 0001861115

- **d. LEI of Registrant:** 549300VLJPKC3DNIJ668

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

  - **Street Address 1:** 333 W. Wacker Dr

  - **City:** Chicago

  - **State:** IL

  - **Foreign country:** US

  - **Zip / Postal Code:** 60606

  - **Telephone number:** 312-917-7700

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

- **a. Name of Series:** Nuveen Multi-Asset Income Fund

- **c. LEI of Series:** 549300VLJPKC3DNIJ668

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

- **a. Date of fiscal year-end:** 2026-12-31

- **b. Date as of which information is reported:** 2026-03-31

**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:** $654243076.00

**Total Liabilities:** $196018042.00

**Net Assets:** $458225034.00

**Delayed Delivery Securities:** $5168893.00

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -35.19000000 | **1-Year:** -2515.17000000 | **5-Year:** -11872.67000000 | **10-Year:** -19107.25000000 | **30-Year:** -45262.53000000

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

- **3-Month:** -25.12000000 | **1-Year:** -4982.06000000 | **5-Year:** -32395.35000000 | **10-Year:** -12197.18000000 | **30-Year:** -17044.11000000

**Monthly Return Information**

| Class        | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID N/A | 3.75%                | 1.53%                | -6.83%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $4188949.96              | $13234408.29                               |
| Month 2  | $32271063.16             | $-25917677.26                              |
| Month 3  | $-1369264.51             | $-33591431.78                              |

**Designated Index Information**

- **Index Name:** 50% MSCI All Country World, 35% Bloomberg US HY Corp, 15% Bloomberg US Agg

- **Index Identifier:** 50% MSCI_EM:AC_WORLD_FREE, 35% LMI:LHMN2814, 15% LHMN0001

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| National Mentor Holdings Inc                                                     | National Mentor Holdings Inc                                                     | CUSIP: 63688RAF4<br>LEI: 5493004QULJVJP3CNZ62 | Long             | DBT              | CORP              | US        |     645000 | PA      | $665754.17    | 0.15%             | 2030-12-15      | Fixed         | 10.50%                | Yes           | 2                  | On Loan: No      |
| Alliant Holdings Intermediate LLC                                                | Alliant Holdings Intermediate, LLC, Term Loan B                                  | CUSIP: 01881UAN5<br>LEI: 5493006Q26653NF8SI73 | Long             | LON              | CORP              | US        |     647114 | PA      | $642885.31    | 0.14%             | 2031-09-19      | Variable      | 6.17%                 | No            | 2                  | On Loan: No      |
| Aspen Insurance Holdings Ltd                                                     | Aspen Insurance Holdings Ltd                                                     | CUSIP: EP0515015<br>LEI: 549300YX6HECG9XQCQ75 | Long             | EP               | CORP              | BM        |       8200 | NS      | $169330.00    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| National Mentor Holdings Inc                                                     | National Mentor Holdings, Inc., Delayed Draw Term Loan                           | CUSIP: 63689EAY1<br>LEI: 5493004QULJVJP3CNZ62 | Long             | LON              | CORP              | US        |      33900 | PA      | $33797.11     | 0.01%             | 2030-12-12      | Variable      | 9.67%                 | No            | 2                  | On Loan: No      |
| Chart Industries Inc                                                             | Chart Industries, Inc., Term Loan B                                              | CUSIP: 16115EAT4<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | LON              | CORP              | US        |      81578 | PA      | $81629.39     | 0.02%             | 2030-03-18      | Variable      | 6.16%                 | No            | 2                  | On Loan: No      |
| Discovery Purchaser Corp                                                         | Discovery Purchaser Corp                                                         | CUSIP: 25471NAC0<br>LEI: 2549001LSO1ZBIPA5D65 | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2029-10-04      | Variable      | 7.42%                 | No            | 2                  | On Loan: No      |
| Numericable US LLC                                                               | Altice France S.A., Term Loan B13                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     140377 | PA      | $139762.47    | 0.03%             | 2029-05-14      | Variable      | 9.05%                 | No            | 2                  | On Loan: No      |
| BALLY'S CORP                                                                     | Bally's Corp                                                                     | CUSIP: 05875CAB0<br>LEI: 549300NS4D5IK406VT62 | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2028-10-02      | Variable      | 7.84%                 | No            | 2                  | On Loan: No      |
| Coca-Cola Co/The                                                                 | Coca-Cola Co                                                                     | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |      49562 | NS      | $3769190.10   | 0.82%             |  |  |  | No            | 1                  | On Loan: No      |
| Oscar Acquisitionco LLC                                                          | Oscar Acquisitionco LLC                                                          | CUSIP: 68778DAB4<br>LEI: 254900RDCZK0Q19MEL65 | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2029-04-30      | Variable      | 8.25%                 | No            | 2                  | On Loan: No      |
| UNITI GROUP/CSL CAPITAL                                                          | Uniti Group LP / Uniti Group Finance 2019 Inc / CSL Capital LLC                  | CUSIP: 91327BAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     760000 | PA      | $738141.29    | 0.16%             | 2029-02-15      | Fixed         | 6.50%                 | Yes           | 2                  | On Loan: No      |
| Government National Mortgage A                                                   | Ginnie Mae II Pool                                                               | CUSIP: 36179XDD5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |     263434 | PA      | $248985.80    | 0.05%             | 2052-08-20      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| RIVERBED TECHNOLOGY INC                                                          | Riverbed Technology, Inc., PIK Term Loan                                         | CUSIP: 76857HAB2<br>LEI: XWT9B0BASIY6FJ5R7M02 | Long             | LON              | CORP              | US        |      33555 | PA      | $15183.64     | 0.00%             | 2028-07-03      | Variable      | 3.10%                 | No            | 2                  | On Loan: No      |
| Opal US LLC                                                                      | Opal Bidco SAS, First Lien Term Loan B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     266780 | PA      | $266946.43    | 0.06%             | 2032-04-23      | Variable      | 6.70%                 | No            | 2                  | On Loan: No      |
| Boeing Co/The                                                                    | Boeing Co/The                                                                    | CUSIP: 097023DS1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     230000 | PA      | $250548.80    | 0.05%             | 2034-05-01      | Fixed         | 6.53%                 | No            | 2                  | On Loan: No      |
| PERUSAHAAN LISTRIK NEGAR                                                         | Perusahaan Perseroan Persero PT Perusahaan Listrik Negara                        | CUSIP: 71568QAJ6<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | CORP              | ID        |     335000 | PA      | $321512.70    | 0.07%             | 2029-07-17      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| Bidvest Group UK PLC/The                                                         | Bidvest Group UK PLC/The                                                         | CUSIP: 088932AA6<br>LEI: 984500A80C777F496830 | Long             | DBT              | CORP              | GB        |     200000 | PA      | $199147.77    | 0.04%             | 2032-09-17      | Fixed         | 6.20%                 | Yes           | 2                  | On Loan: No      |
| BNP PARIBAS                                                                      | BNP Paribas SA                                                                   | CUSIP: 05565AS20<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |     200000 | PA      | $208545.80    | 0.05%             | N/A             | Fixed         | 9.25%                 | Yes           | 2                  | On Loan: No      |
| Surgery Center Holdings Inc                                                      | Surgery Center Holdings, Inc., Term Loan B                                       | CUSIP: BL5192622<br>LEI: 54930054EVI5HWPPW113 | Long             | LON              | CORP              | US        |     649616 | PA      | $650632.65    | 0.14%             | 2030-12-19      | Variable      | 6.17%                 | No            | 2                  | On Loan: No      |
| Hudson Yards                                                                     | Hudson Yards 2019-30HY Mortgage Trust                                            | CUSIP: 44421GAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     510000 | PA      | $485100.17    | 0.11%             | 2039-07-10      | Fixed         | 3.23%                 | Yes           | 2                  | On Loan: No      |
| Delta 2 Lux Sarl                                                                 | Delta 2 (LUX) S.a.r.l., Term Loan B1                                             | CUSIP: BL4755676<br>LEI: 549300BBG8Z3D6QSYP53 | Long             | LON              | CORP              | LU        |     184250 | PA      | $184134.84    | 0.04%             | 2031-09-19      | Variable      | 5.45%                 | No            | 2                  | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                             | CUSIP: 060505GB4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      92000 | PA      | $90883.02     | 0.02%             | N/A             | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| ALFA DESARROLLO SPA                                                              | Alfa Desarrollo SpA                                                              | CUSIP: 01538TAA3<br>LEI: 2549006BJAN34R520038 | Long             | DBT              | CORP              | CL        |     196173 | PA      | $149136.20    | 0.03%             | 2051-09-27      | Fixed         | 4.55%                 | Yes           | 2                  | On Loan: No      |
| KINGDOM OF JORDAN                                                                | Jordan Government International Bond                                             | CUSIP: 418097AL5<br>LEI: 5493000JZ4MYPVMBVN50 | Long             | DBT              | NUSS              | JO        |     200000 | PA      | $196643.84    | 0.04%             | 2030-07-07      | Fixed         | 5.85%                 | Yes           | 2                  | On Loan: No      |
| Duke Energy Corp                                                                 | Duke Energy Corp                                                                 | CUSIP: 26441CCG8<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     101000 | PA      | $104296.84    | 0.02%             | 2054-09-01      | Fixed         | 6.45%                 | No            | 2                  | On Loan: No      |
| PG Polaris BidCo Sarl                                                            | PG Investment Company 59 S.a r.l., Repriced Term Loan B                          | CUSIP: 91728NAD1<br>LEI: 254900XMCCB3IEZ2A005 | Long             | LON              | CORP              | LU        |      84152 | PA      | $84279.51     | 0.02%             | 2031-03-26      | Variable      | 5.95%                 | No            | 2                  | On Loan: No      |
| Hilton Grand Vacations Borrower LLC                                              | Hilton Grand Vacations Borrower LLC, Term Loan B                                 | CUSIP: 43283LAH4<br>LEI: 254900HF0EZ734FDVY79 | Long             | LON              | CORP              | US        |      91237 | PA      | $91285.47     | 0.02%             | 2028-08-02      | Variable      | 5.67%                 | No            | 2                  | On Loan: No      |
| Select Medical Corp                                                              | Select Medical Corp                                                              | CUSIP: 816194AZ7<br>LEI: 549300X05KS0JKR8CB50 | Long             | LON              | CORP              | US        |     124000 | PA      | $123845.00    | 0.03%             | 2031-12-03      | Variable      | 6.67%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage A                                                   | Government National Mortgage Association                                         | CUSIP: 38383UW55<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGSE             | US        |     489663 | PA      | $451426.04    | 0.10%             | 2052-09-20      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| TRANSCANADA TRUST                                                                | Transcanada Trust                                                                | CUSIP: 89356BAG3<br>LEI: 549300Y0MFCAXLBWUV51 | Long             | DBT              | CORP              | CA        |     219000 | PA      | $214707.12    | 0.05%             | 2082-03-07      | Fixed         | 5.60%                 | No            | 2                  | On Loan: No      |
| Onex TSG Intermediate Corp                                                       | Onex TSG Intermediate Corp., Term Loan B                                         | CUSIP: 68276QAP1<br>LEI: 5493006IJC5WXT1WJK88 | Long             | LON              | CORP              | US        |      71000 | PA      | $71479.25     | 0.02%             | 2032-08-06      | Variable      | 6.95%                 | No            | 2                  | On Loan: No      |
| BCPE Pequod Buyer Inc                                                            | BCPE Pequod Buyer Inc, Term Loan B                                               | CUSIP: 05624AAB8<br>LEI: 254900HEEOS2IWC84V94 | Long             | LON              | CORP              | US        |     109451 | PA      | $106417.81    | 0.02%             | 2031-11-25      | Variable      | 6.42%                 | No            | 2                  | On Loan: No      |
| Eli Lilly & Co                                                                   | Eli Lilly & Co                                                                   | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |       6399 | NS      | $5885608.23   | 1.28%             |  |  |  | No            | 1                  | On Loan: No      |
| Signal Parent Inc                                                                | Signal Parent, Inc, Term Loan B                                                  | CUSIP: 82666KAB4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      29956 | PA      | $19795.70     | 0.00%             | 2028-04-03      | Variable      | 7.27%                 | No            | 2                  | On Loan: No      |
| HDFC Bank Ltd                                                                    | HDFC Bank Ltd (ADR)                                                              | CUSIP: 40415F101<br>LEI: 335800ZQ6I4E2JXENC50 | Long             | EC               | CORP              | IN        |      35655 | NS      | $887096.40    | 0.19%             |  |  |  | No            | 1                  | On Loan: No      |
| PETROLEOS MEXICANOS                                                              | Petroleos Mexicanos                                                              | CUSIP: 71654QCC4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     200000 | PA      | $159583.05    | 0.03%             | 2047-09-21      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| Connect Finco SARL                                                               | Connect Finco Sarl, Extended Term Loan B                                         | CUSIP: BL4600518<br>LEI: 2594001KNYIQ456J2792 | Long             | LON              | CORP              | LU        |     123737 | PA      | $124182.20    | 0.03%             | 2029-09-28      | Variable      | 8.17%                 | No            | 2                  | On Loan: No      |
| REPUBLIC OF ARGENTINA                                                            | Argentine Republic Government International Bond                                 | CUSIP: 040114HT0<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |     475000 | PA      | $342000.00    | 0.07%             | 2035-07-09      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| American National Group Inc                                                      | American National Group Inc                                                      | CUSIP: 025676AR8<br>LEI: 549300RK5RZQ740FPL83 | Long             | DBT              | CORP              | US        |     214000 | PA      | $202940.91    | 0.04%             | 2055-12-01      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services                                                  | RECEIVE USD [901447.87] PAY EUR [-766535.35] on 20260106 @ 1.176003              | CUSIP: EUR260408<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              | CORP              | US        |          1 | NC      | $15200.13     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Entain Holdings Gibraltar Ltd                                                    | GVC Holdings (Gibraltar) Limited, Term Loan B6 (2029)                            | CUSIP: N/A<br>LEI: 213800ATWJIEYQ8NF838       | Long             | LON              | CORP              | GI        |     131321 | PA      | $131433.53    | 0.03%             | 2029-10-31      | Variable      | 5.95%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                   | CUSIP: 61763E207<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EP               | CORP              | US        |      16725 | NS      | $418961.25    | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| TSY INFL IX N/B                                                                  | United States Treasury Inflation Indexed Bonds                                   | CUSIP: 912810FD5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     502680 | PA      | $528468.42    | 0.12%             | 2028-04-15      | Fixed         | 3.62%                 | No            | 2                  | On Loan: No      |
| TSY INFL IX N/B                                                                  | United States Treasury Inflation Indexed Bonds                                   | CUSIP: 912810PV4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     194045 | PA      | $196806.13    | 0.04%             | 2028-01-15      | Fixed         | 1.75%                 | No            | 2                  | On Loan: No      |
| Fannie Mae - CAS                                                                 | Connecticut Avenue Securities Trust 2023-R01                                     | CUSIP: 207932AB0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |     500000 | PA      | $520205.30    | 0.11%             | 2042-12-25      | Variable      | 7.41%                 | Yes           | 2                  | On Loan: No      |
| United Rentals Inc                                                               | United Rentals, Inc                                                              | CUSIP: 911363109<br>LEI: 5323X5O7RN0NKFCDRY08 | Long             | EC               | CORP              | US        |       2424 | NS      | $1766029.44   | 0.39%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMorgan Chase & Co                                                              | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |      30083 | NS      | $8849215.28   | 1.93%             |  |  |  | No            | 1                  | On Loan: No      |
| Turkiye Ihracat Kredi Bankasi AS                                                 | Turkiye Ihracat Kredi Bankasi AS                                                 | CUSIP: 90015LAM9<br>LEI: 789000JVRVYLAXGDWR11 | Long             | DBT              | NUSS              | TR        |     200000 | PA      | $192239.67    | 0.04%             | 2031-01-15      | Fixed         | 6.38%                 | Yes           | 2                  | On Loan: No      |
| EUSHI Finance Inc                                                                | EUSHI Finance Inc                                                                | CUSIP: 29882DAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     193000 | PA      | $199208.81    | 0.04%             | 2054-12-15      | Fixed         | 7.62%                 | No            | 2                  | On Loan: No      |
| Rackspace Finance LLC                                                            | Rackspace Finance, LLC, First Lien Second Out Term Loan                          | CUSIP: 75008UAD9<br>LEI: 25490078N5MHLAGLZ689 | Long             | LON              | CORP              | US        |     276897 | PA      | $130833.88    | 0.03%             | 2028-05-15      | Variable      | 6.54%                 | No            | 2                  | On Loan: No      |
| CMG Media Corp                                                                   | CMG Media Corporation, Term Loan                                                 | CUSIP: 88145LAF1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     100711 | PA      | $94768.96     | 0.02%             | 2029-06-18      | Variable      | 7.30%                 | No            | 2                  | On Loan: No      |
| PetSmart LLC                                                                     | PetSmart, Inc., Term Loan B                                                      | CUSIP: BL5189784<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      80000 | PA      | $79620.00     | 0.02%             | 2032-08-18      | Variable      | 7.67%                 | No            | 2                  | On Loan: No      |
| POLAND GOVERNMENT BOND                                                           | Republic of Poland Government Bond                                               | CUSIP: AX1032579<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     525000 | PA      | $131474.52    | 0.03%             | 2029-10-25      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| Woodward Capital Management                                                      | RCKT Mortgage Trust 2022-3                                                       | CUSIP: 74938XAV1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      77249 | PA      | $66463.77     | 0.01%             | 2052-05-25      | Variable      | 3.00%                 | Yes           | 2                  | On Loan: No      |
| AES Andes SA                                                                     | AES Andes SA                                                                     | CUSIP: 00111VAC1<br>LEI: 549300IF4IFG0FS0RM26 | Long             | DBT              | CORP              | CL        |     400000 | PA      | $419878.16    | 0.09%             | 2055-06-10      | Fixed         | 8.15%                 | Yes           | 2                  | On Loan: No      |
| HERTZ CORP/THE                                                                   | Hertz Corp/The                                                                   | CUSIP: 42804VBC4<br>LEI: 549300PD0C69OJ0NLB27 | Long             | LON              | CORP              | US        |       4450 | PA      | $3309.71      | 0.00%             | 2028-06-30      | Variable      | 8.30%                 | No            | 2                  | On Loan: No      |
| Kleopatra Finco Sarl                                                             | Kleopatra Finco Sarl                                                             | CUSIP: N/A<br>LEI: 222100M6T1N8VIC8M726       | Long             | EC               | CORP              | LU        |       3706 | NS      | $5080.33      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Societe Generale SA                                                              | Societe Generale SA                                                              | CUSIP: 83370RAD0<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |     205000 | PA      | $219154.43    | 0.05%             | N/A             | Fixed         | 8.50%                 | Yes           | 2                  | On Loan: No      |
| FED REPUBLIC OF BRAZIL                                                           | Brazilian Government International Bond                                          | CUSIP: 105756CF5<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     340000 | PA      | $340952.00    | 0.07%             | 2033-10-20      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| EW Scripps Co/The                                                                | E.W. Scripps Company (The), Term Loan B3                                         | CUSIP: 26928BAR0<br>LEI: 549300U1OW41QPKYW028 | Long             | LON              | CORP              | US        |      24304 | PA      | $23969.35     | 0.01%             | 2029-11-30      | Variable      | 7.14%                 | No            | 2                  | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC Holdings PLC                                                                | CUSIP: 404280FH7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     249000 | PA      | $246343.39    | 0.05%             | N/A             | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| TSY INFL IX N/B                                                                  | United States Treasury Inflation Indexed Bonds                                   | CUSIP: 912828Y38<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     408111 | PA      | $406855.88    | 0.09%             | 2028-07-15      | Fixed         | 0.75%                 | No            | 2                  | On Loan: No      |
| FIFTH THIRD BANCORP                                                              | Fifth Third Bancorp                                                              | CUSIP: 316773CM0<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |     229000 | PA      | $228042.92    | 0.05%             | N/A             | Variable      | 6.99%                 | No            | 2                  | On Loan: No      |
| Clarios Global LP                                                                | Clarios Global LP, Term Loan B                                                   | CUSIP: C8000CAM5<br>LEI: 549300474L1ZLXZY2P98 | Long             | LON              | CORP              | US        |     334414 | PA      | $333787.05    | 0.07%             | 2030-05-06      | Variable      | 6.17%                 | No            | 2                  | On Loan: No      |
| NEWELL BRANDS INC                                                                | Newell Brands Inc                                                                | CUSIP: 651229AY2<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |     570000 | PA      | $457371.76    | 0.10%             | 2046-04-01      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| Lonza Group AG                                                                   | Lonza Group AG.                                                                  | CUSIP: H50524133<br>LEI: 549300EFW4H2TCZ71055 | Long             | EC               | CORP              | CH        |       3568 | NS      | $2288937.47   | 0.50%             |  |  |  | No            | 2                  | On Loan: No      |
| CoBank ACB                                                                       | CoBank ACB                                                                       | CUSIP: 19075QAF9<br>LEI: P0J8I7M2E0A77CKF1705 | Long             | DBT              | CORP              | US        |      93000 | PA      | $94610.71     | 0.02%             | N/A             | Fixed         | 7.25%                 | No            | 2                  | On Loan: No      |
| Fomento Economico Mexicano SAB de CV                                             | Fomento Economico Mexicano SAB de C.V. (ADR)                                     | CUSIP: 344419106<br>LEI: 549300A8MDWDJNMLV153 | Long             | EC               | CORP              | MX        |      13932 | NS      | $1547287.92   | 0.34%             |  |  |  | No            | 1                  | On Loan: No      |
| AMGEN INC                                                                        | Amgen Inc                                                                        | CUSIP: 031162DT4<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     135000 | PA      | $130753.19    | 0.03%             | 2053-03-02      | Fixed         | 5.65%                 | No            | 2                  | On Loan: No      |
| Banco Mercantil del Norte SA/Grand Cayman                                        | Banco Mercantil del Norte SA/Grand Cayman                                        | CUSIP: 05971PAE8<br>LEI: 549300QTVYRPFHS0J362 | Long             | DBT              | CORP              | MX        |     509800 | PA      | $530930.19    | 0.12%             | N/A             | Fixed         | 8.75%                 | Yes           | 2                  | On Loan: No      |
| MajorDrive Holdings IV LLC                                                       | MajorDrive Holdings IV LLC, Term Loan B                                          | CUSIP: 56085UAB9<br>LEI: 25490044R1FR5N8FIT62 | Long             | LON              | CORP              | US        |      31875 | PA      | $29056.53     | 0.01%             | 2028-06-01      | Variable      | 7.96%                 | No            | 2                  | On Loan: No      |
| Allison Transmission Inc                                                         | Allison Transmission, Inc., Incremental Term Loan B                              | CUSIP: 01973KAJ5<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | LON              | CORP              | US        |     117000 | PA      | $117555.75    | 0.03%             | 2033-01-03      | Variable      | 5.42%                 | No            | 2                  | On Loan: No      |
| Cemex SAB de CV                                                                  | Cemex SAB de CV                                                                  | CUSIP: 151290CC5<br>LEI: 549300RIG2CXWN6IV731 | Long             | DBT              | CORP              | MX        |     298000 | PA      | $301725.00    | 0.07%             | N/A             | Fixed         | 7.20%                 | Yes           | 2                  | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                                                           | Egypt Government International Bond                                              | CUSIP: 03846JAE0<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |     220000 | PA      | $204666.04    | 0.04%             | 2033-09-30      | Fixed         | 7.30%                 | Yes           | 2                  | On Loan: No      |
| Grupo Aeromexico SAB de CV                                                       | Grupo Aeromexico SAB de CV                                                       | CUSIP: 40054JAD1<br>LEI: 529900BECKHBL62WD126 | Long             | DBT              | CORP              | MX        |     200000 | PA      | $192000.00    | 0.04%             | 2031-11-15      | Fixed         | 8.62%                 | Yes           | 2                  | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac REMICS                                                               | CUSIP: 3137H3XG2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |    1267907 | PA      | $933438.43    | 0.20%             | 2050-09-25      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Altice France Lux 3                                                              | Altice France Lux 3                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       2856 | NS      | $47535.96     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Credit Agricole SA                                                               | Credit Agricole SA                                                               | CUSIP: 225313AR6<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |     507000 | PA      | $499302.47    | 0.11%             | N/A             | Fixed         | 6.70%                 | Yes           | 2                  | On Loan: No      |
| ENBRIDGE INC                                                                     | Enbridge Inc                                                                     | CUSIP: 29250NBP9<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     305000 | PA      | $328800.98    | 0.07%             | 2083-01-15      | Fixed         | 7.62%                 | No            | 2                  | On Loan: No      |
| MetLife Inc                                                                      | MetLife Inc                                                                      | CUSIP: 59156RCR7<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |     100000 | PA      | $98149.19     | 0.02%             | 2056-03-15      | Fixed         | 5.85%                 | No            | 2                  | On Loan: No      |
| Somnigroup International Inc                                                     | Somnigroup International Inc, Term Loan B                                        | CUSIP: 88025BAP6<br>LEI: 549300HFEKVR3US71V91 | Long             | LON              | CORP              | US        |      96467 | PA      | $96949.52     | 0.02%             | 2031-10-24      | Variable      | 5.88%                 | No            | 2                  | On Loan: No      |
| Wisconsin Public Service Corp                                                    | Wisconsin Public Service Corp                                                    | CUSIP: 976843BR2<br>LEI: 549300BJRHJVYNUMQZ30 | Long             | DBT              | CORP              | US        |     170000 | PA      | $168057.66    | 0.04%             | 2031-01-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Romanian Government International Bond                                           | Romanian Government International Bond                                           | CUSIP: 77586RAV2<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     310000 | PA      | $293096.44    | 0.06%             | 2035-03-24      | Fixed         | 5.75%                 | Yes           | 2                  | On Loan: No      |
| Republic of Uzbekistan International Bond                                        | Republic of Uzbekistan International Bond                                        | CUSIP: 91824PAA5<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |     200000 | PA      | $208399.82    | 0.05%             | 2032-02-28      | Fixed         | 6.90%                 | Yes           | 2                  | On Loan: No      |
| United States Treasury Note/Bond                                                 | United States Treasury Note/Bond                                                 | CUSIP: 91282CNN7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     370000 | PA      | $369378.51    | 0.08%             | 2030-07-31      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| BNP Paribas SA                                                                   | BNP Paribas SA                                                                   | CUSIP: 957AAY006<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |  -14660000 | PA      | $-14660000.00 | -3.20%            |  |  |  | No            | N/A                | On Loan: No      |
| BANCO BILBAO VIZCAYA ARG                                                         | Banco Bilbao Vizcaya Argentaria SA                                               | CUSIP: 05946KAF8<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |     440000 | PA      | $438930.89    | 0.10%             | N/A             | Fixed         | 6.12%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMorgan Chase & Co                                                              | CUSIP: 46647PFG6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     405000 | PA      | $399284.40    | 0.09%             | 2032-01-22      | Fixed         | 4.35%                 | No            | 2                  | On Loan: No      |
| United States Treasury Inflation Indexed Bonds                                   | United States Treasury Inflation Indexed Bonds                                   | CUSIP: 91282CML2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     927450 | PA      | $943085.94    | 0.21%             | 2035-01-15      | Fixed         | 2.12%                 | No            | 2                  | On Loan: No      |
| Bank of Nova Scotia/The                                                          | Bank of Nova Scotia/The                                                          | CUSIP: 06419GEE2<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |     200000 | PA      | $196471.50    | 0.04%             | 2085-10-27      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| Zelis Payments Buyer Inc                                                         | Zelis Payments Buyer, Inc., Term Loan B                                          | CUSIP: 98932TAG8<br>LEI: 549300U8NGLZN5R1Y309 | Long             | LON              | CORP              | US        |      48987 | PA      | $47556.64     | 0.01%             | 2029-09-28      | Variable      | 6.42%                 | No            | 2                  | On Loan: No      |
| HUNTINGTON BANCSHARES                                                            | Huntington Bancshares Inc/OH                                                     | CUSIP: 446150AT1<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |     431000 | PA      | $434924.26    | 0.09%             | N/A             | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| CZECH REPUBLIC                                                                   | Czech Republic Government Bond                                                   | CUSIP: EK9125668<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |    1200000 | PA      | $49337.56     | 0.01%             | 2030-05-15      | Fixed         | 0.95%                 | No            | 2                  | On Loan: No      |
| GS Mortgage-Backed Securities                                                    | GS Mortgage-Backed Securities Trust 2022-GR2                                     | CUSIP: 36267BAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     386009 | PA      | $332114.43    | 0.07%             | 2052-08-26      | Variable      | 3.00%                 | Yes           | 2                  | On Loan: No      |
| KRAFT HEINZ FOODS CO                                                             | Kraft Heinz Foods Co                                                             | CUSIP: 50077LBC9<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |     190000 | PA      | $188715.95    | 0.04%             | 2027-05-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| Ukraine Government International Bond                                            | Ukraine Government International Bond                                            | CUSIP: 903724CF7<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     311275 | PA      | $142563.95    | 0.03%             | 2035-02-01      | Fixed         | 0.00%                 | Yes           | 2                  | On Loan: No      |
| BX Commercial Mortgage Trust 2025-BCAT                                           | BX Commercial Mortgage Trust 2025-BCAT                                           | CUSIP: 12433HAA2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     407271 | PA      | $407818.10    | 0.09%             | 2042-08-15      | Variable      | 5.73%                 | Yes           | 2                  | On Loan: No      |
| United States Treasury Inflation Indexed Bonds                                   | United States Treasury Inflation Indexed Bonds                                   | CUSIP: 91282CNB3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     945008 | PA      | $954405.99    | 0.21%             | 2030-04-15      | Fixed         | 1.62%                 | No            | 2                  | On Loan: No      |
| Broadstreet Partners Group LLC                                                   | Broadstreet Partners, Inc., Term Loan B4                                         | CUSIP: 11132VAY5<br>LEI: 549300BS9N54G8DD0R75 | Long             | LON              | CORP              | US        |     633083 | PA      | $618563.05    | 0.13%             | 2031-06-16      | Variable      | 6.17%                 | No            | 2                  | On Loan: No      |
| Banco Davivienda SA                                                              | Banco Davivienda SA                                                              | CUSIP: 059501AG1<br>LEI: 549300P161V4IPKAQS70 | Long             | DBT              | CORP              | CO        |     200000 | PA      | $202400.00    | 0.04%             | 2035-07-02      | Fixed         | 8.12%                 | Yes           | 2                  | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GC28<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     505000 | PA      | $514753.07    | 0.11%             | N/A             | Fixed         | 6.85%                 | No            | 2                  | On Loan: No      |
| Park River Holdings Inc                                                          | Park River Holdings Inc                                                          | CUSIP: 70082LAC1<br>LEI: 254900PGY077KWCROT75 | Long             | DBT              | CORP              | US        |     380000 | PA      | $378245.24    | 0.08%             | 2031-03-15      | Fixed         | 8.00%                 | Yes           | 2                  | On Loan: No      |
| Farm Credit Bank of Texas                                                        | Farm Credit Bank of Texas                                                        | CUSIP: 30767EAF6<br>LEI: V1EBJIOLRNYDHDF63Z33 | Long             | DBT              | USGSE             | US        |     136000 | PA      | $139349.82    | 0.03%             | N/A             | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| GS Mortgage-Backed Securities                                                    | GS Mortgage-Backed Securities Trust 2023-PJ1                                     | CUSIP: 36267TBP2<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |     225963 | PA      | $201624.81    | 0.04%             | 2053-02-25      | Variable      | 3.50%                 | Yes           | 2                  | On Loan: No      |
| Carmax Auto Owner Trust 2025-4                                                   | Carmax Auto Owner Trust 2025-4                                                   | CUSIP: 14320HAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     500000 | PA      | $496743.40    | 0.11%             | 2030-12-16      | Fixed         | 3.97%                 | No            | 2                  | On Loan: No      |
| Quikrete Holdings Inc                                                            | Quikrete Holdings, Inc., Term Loan B1                                            | CUSIP: BL4995835<br>LEI: 5493007KIN86DIZWZT22 | Long             | LON              | CORP              | US        |      37396 | PA      | $37384.92     | 0.01%             | 2031-04-14      | Variable      | 5.92%                 | No            | 2                  | On Loan: No      |
| BX Trust                                                                         | BX Commercial Mortgage Trust 2021-CIP                                            | CUSIP: 12434FAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     296386 | PA      | $296258.21    | 0.06%             | 2038-12-15      | Variable      | 4.71%                 | Yes           | 2                  | On Loan: No      |
| Zambia Government International Bond                                             | Zambia Government International Bond                                             | CUSIP: 988895AR9<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |      72169 | PA      | $47388.85     | 0.01%             | 2053-12-31      | Fixed         | 0.50%                 | Yes           | 2                  | On Loan: No      |
| Acrisure LLC                                                                     | Acrisure, LLC, First Lien Term Loan B6                                           | CUSIP: 00488PAV7<br>LEI: 549300R0Z1Q47XRTGO22 | Long             | LON              | CORP              | US        |      82344 | PA      | $79935.21     | 0.02%             | 2030-11-06      | Variable      | 6.67%                 | No            | 2                  | On Loan: No      |
| Banco Internacional del Peru SAA Interbank                                       | Banco Internacional del Peru SAA Interbank                                       | CUSIP: 05968DAG5<br>LEI: 5493001TRCGXJLRLHN14 | Long             | DBT              | CORP              | PE        |     200000 | PA      | $202540.00    | 0.04%             | 2035-04-30      | Fixed         | 6.40%                 | Yes           | 2                  | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140XGV30<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1085930 | PA      | $965993.61    | 0.21%             | 2052-04-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae Pool                                                                  | Fannie Mae Pool                                                                  | CUSIP: 31418EZM5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     180227 | PA      | $183805.95    | 0.04%             | 2054-01-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| VSE Corp                                                                         | VSE Corp                                                                         | CUSIP: BL5558004<br>LEI: 549300QWJYQDH4U5XI15 | Long             | LON              | CORP              | US        |      70000 | PA      | $70014.70     | 0.02%             | 2033-03-17      | Variable      | 5.66%                 | No            | 2                  | On Loan: No      |
| SOCIETE GENERALE                                                                 | Societe Generale SA                                                              | CUSIP: 83370RAC2<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |     454000 | PA      | $474690.60    | 0.10%             | N/A             | Fixed         | 9.38%                 | Yes           | 2                  | On Loan: No      |
| USI Inc/NY                                                                       | USI, Inc., Term Loan C                                                           | CUSIP: BL4881803<br>LEI: 2549006D7UF7072T7I27 | Long             | LON              | CORP              | US        |      28094 | PA      | $28052.32     | 0.01%             | 2030-09-27      | Variable      | 5.95%                 | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                                                      | BNP Paribas SA                                                                   | CUSIP: 05565AM34<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |     502000 | PA      | $517806.98    | 0.11%             | N/A             | Fixed         | 7.75%                 | Yes           | 2                  | On Loan: No      |
| Fannie Mae - CAS                                                                 | Connecticut Avenue Securities Trust 2023-R06                                     | CUSIP: 20754EAF2<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |     210000 | PA      | $218842.60    | 0.05%             | 2043-07-25      | Variable      | 9.19%                 | Yes           | 2                  | On Loan: No      |
| HEALTHCARE RLTY HLDGS LP                                                         | Healthcare Realty Holdings LP                                                    | CUSIP: 42225UAD6<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              | CORP              | US        |      50000 | PA      | $49832.26     | 0.01%             | 2026-08-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Cincinnati Bell Inc                                                              | Cincinnati Bell, Inc., Term Loan B4                                              | CUSIP: 17187MAU4<br>LEI: 549300JYVZOCUJOHL272 | Long             | LON              | CORP              | US        |     259532 | PA      | $259392.67    | 0.06%             | 2028-11-24      | Variable      | 5.92%                 | No            | 2                  | On Loan: No      |
| Maple Parent Holdings Corp                                                       | Maple Parent Holdings Corp                                                       | CUSIP: 56530KAD8<br>LEI: 254900J6FBJ1E892Q074 | Long             | DBT              | CORP              | US        |      95000 | PA      | $94071.53     | 0.02%             | 2056-03-26      | Fixed         | 6.62%                 | Yes           | 2                  | On Loan: No      |
| Colombia Government International Bond                                           | Colombia Government International Bond                                           | CUSIP: 195325EL5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     200000 | PA      | $209308.00    | 0.05%             | 2035-11-14      | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae Pool                                                                  | Fannie Mae Pool                                                                  | CUSIP: 31418E5P1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1680032 | PA      | $1689362.02   | 0.37%             | 2054-05-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Kleopatra Finco Sarl                                                             | Kleopatra Finco Sarl                                                             | CUSIP: N/A<br>LEI: 222100M6T1N8VIC8M726       | Long             | EC               | CORP              | LU        |       3706 | NS      | $5080.33      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Brown Group Holding LLC                                                          | Brown Group Holding, LLC, Term Loan B                                            | CUSIP: 11565HAB2<br>LEI: 25490094PF4HHK9QS109 | Long             | LON              | CORP              | US        |     184580 | PA      | $185053.09    | 0.04%             | 2031-07-01      | Variable      | 6.17%                 | No            | 2                  | On Loan: No      |
| DEALER TIRE LLC/DT ISSR                                                          | Dealer Tire LLC / DT Issuer LLC                                                  | CUSIP: 24229JAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1140000 | PA      | $1108591.18   | 0.24%             | 2028-02-01      | Fixed         | 8.00%                 | Yes           | 2                  | On Loan: No      |
| MEX BONOS DESARR FIX RT                                                          | Mexican Bonos                                                                    | CUSIP: EI8047355<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    6580000 | PA      | $349834.40    | 0.08%             | 2031-05-29      | Fixed         | 7.75%                 | No            | 2                  | On Loan: No      |
| PETROBRAS GLOBAL FINANCE                                                         | Petrobras Global Finance BV                                                      | CUSIP: 71647NBG3<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | NL        |     145000 | PA      | $136888.70    | 0.03%             | 2050-06-03      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| Auna SA / Oncosalud SAC                                                          | Auna SA / Oncosalud SAC                                                          | CUSIP: 05151PAA8<br>LEI: 254900SOGP7YC0N9I368 | Long             | DBT              | CORP              | LU        |     200000 | PA      | $201000.00    | 0.04%             | 2032-11-06      | Fixed         | 8.75%                 | Yes           | 2                  | On Loan: No      |
| VIASAT INC                                                                       | ViaSat, Inc., Term Loan                                                          | CUSIP: 92555WAD7<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | LON              | CORP              | US        |      20784 | PA      | $20876.47     | 0.00%             | 2029-03-05      | Variable      | 8.28%                 | No            | 2                  | On Loan: No      |
| Wells Fargo & Co                                                                 | Wells Fargo & Co                                                                 | CUSIP: 95002YAC7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     497000 | PA      | $515192.69    | 0.11%             | N/A             | Fixed         | 6.85%                 | No            | 2                  | On Loan: No      |
| Advantest Corp                                                                   | Advantest Corp                                                                   | CUSIP: J00210104<br>LEI: 353800EMK32PDKS9XR54 | Long             | EC               | CORP              | JP        |      36400 | NS      | $5023441.40   | 1.10%             |  |  |  | No            | 2                  | On Loan: No      |
| Entergy Louisiana LLC                                                            | Entergy Louisiana LLC                                                            | CUSIP: 29364WBR8<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |      60000 | PA      | $58532.01     | 0.01%             | 2036-04-15      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| Canadian Imperial Bank of Commerce                                               | Canadian Imperial Bank of Commerce                                               | CUSIP: 13607PNF7<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |     285000 | PA      | $284349.57    | 0.06%             | 2085-01-28      | Fixed         | 6.95%                 | No            | 2                  | On Loan: No      |
| Venture Global LNG Inc                                                           | Venture Global LNG Inc                                                           | CUSIP: 92332YAF8<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     254000 | PA      | $252995.73    | 0.06%             | N/A             | Fixed         | 9.00%                 | Yes           | 2                  | On Loan: No      |
| Jupiter Buyer Inc                                                                | Archkey Solutions LLC, Term Loan B                                               | CUSIP: 48205CAC9<br>LEI: 254900FACU3AJQKAQ270 | Long             | LON              | CORP              | US        |      88760 | PA      | $88926.60     | 0.02%             | 2031-11-03      | Variable      | 7.70%                 | No            | 2                  | On Loan: No      |
| Freddie Mac - STACR                                                              | Freddie Mac STACR REMIC Trust 2022-DNA6                                          | CUSIP: 35564KH77<br>LEI: 5493000IS30HKV5IAS29 | Long             | ABS-CBDO         | USGSE             | US        |     500000 | PA      | $532124.00    | 0.12%             | 2042-09-25      | Variable      | 9.41%                 | Yes           | 2                  | On Loan: No      |
| Abbott Laboratories                                                              | Abbott Laboratories                                                              | CUSIP: 002824BS8<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |     160000 | PA      | $157465.29    | 0.03%             | 2031-03-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Dycom Industries Inc                                                             | Dycom Investments Inc, Term Loan B                                               | CUSIP: 26747FAV1<br>LEI: 549300F56EKTHQI3WT60 | Long             | LON              | CORP              | US        |     108000 | PA      | $108562.68    | 0.02%             | 2033-01-27      | Variable      | 5.42%                 | No            | 2                  | On Loan: No      |
| Rede D'or Finance Sarl                                                           | Rede D'or Finance Sarl                                                           | CUSIP: 75735GAC2<br>LEI: 549300FDE772OLJUCP79 | Long             | DBT              | CORP              | LU        |     200000 | PA      | $200215.00    | 0.04%             | 2035-09-09      | Fixed         | 6.45%                 | Yes           | 2                  | On Loan: No      |
| Brown Group Holding LLC                                                          | Brown Group Holding, LLC, Incremental Term Loan B2                               | CUSIP: 11565HAD8<br>LEI: 25490094PF4HHK9QS109 | Long             | LON              | CORP              | US        |     121096 | PA      | $121437.09    | 0.03%             | 2031-07-01      | Variable      | 6.17%                 | No            | 2                  | On Loan: No      |
| Signia Aerospace LLC                                                             | Air Comm Corporation, LLC, Term Loan                                             | CUSIP: 82670NAG1<br>LEI: 254900S9ONE06XB1T251 | Long             | LON              | CORP              | US        |      59174 | PA      | $59395.70     | 0.01%             | 2031-12-11      | Variable      | 6.44%                 | No            | 2                  | On Loan: No      |
| EMPRESA NACIONAL DEL PET                                                         | Empresa Nacional del Petroleo                                                    | CUSIP: 29245JAN2<br>LEI: 549300YP3P0JZBLIV197 | Long             | DBT              | CORP              | CL        |     200000 | PA      | $205690.60    | 0.04%             | 2033-05-10      | Fixed         | 6.15%                 | Yes           | 2                  | On Loan: No      |
| Belk Inc                                                                         | Belk, Inc                                                                        | CUSIP: 942KDH907<br>LEI: N/A                  | Long             | EC               | CORP              | US        |          1 | NS      | $8.00         | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| GS Mortgage-Backed Securities                                                    | GS Mortgage-Backed Securities Trust 2022-PJ5                                     | CUSIP: 362925CB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     227656 | PA      | $196285.39    | 0.04%             | 2052-10-25      | Variable      | 3.00%                 | Yes           | 2                  | On Loan: No      |
| CVS Health Corp                                                                  | CVS Health Corp                                                                  | CUSIP: 126650EG1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     142000 | PA      | $143781.11    | 0.03%             | 2054-12-10      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| PNC FINANCIAL SERVICES                                                           | PNC Financial Services Group Inc/The                                             | CUSIP: 693475BD6<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     325000 | PA      | $324828.01    | 0.07%             | N/A             | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| OFFICE CHERIFIEN DES PHO                                                         | OCP SA                                                                           | CUSIP: 67091TAE5<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |     200000 | PA      | $155760.00    | 0.03%             | 2051-06-23      | Fixed         | 5.12%                 | Yes           | 2                  | On Loan: No      |
| Sequoia Mortgage Trust 2025-S2                                                   | Sequoia Mortgage Trust 2025-S2                                                   | CUSIP: 81748UAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     106472 | PA      | $98904.52     | 0.02%             | 2055-11-25      | Variable      | 4.00%                 | Yes           | 2                  | On Loan: No      |
| ECOPETROL SA                                                                     | Ecopetrol SA                                                                     | CUSIP: 279158AP4<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |     200000 | PA      | $177745.96    | 0.04%             | 2031-11-02      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| Asurion LLC                                                                      | Asurion LLC, Term Loan B14                                                       | CUSIP: 04649VBF6<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |     236173 | PA      | $228646.18    | 0.05%             | 2033-02-23      | Variable      | 7.42%                 | No            | 2                  | On Loan: No      |
| WIN WASTE INNOVATIONS HO                                                         | WIN Waste Innovations Holdings, Inc., Term Loan B                                | CUSIP: 38723BAJ0<br>LEI: 549300DJBUN7Z75R2S83 | Long             | LON              | CORP              | US        |     618694 | PA      | $619903.79    | 0.14%             | 2028-03-27      | Variable      | 6.53%                 | No            | 2                  | On Loan: No      |
| Vistra Corp                                                                      | Vistra Corp                                                                      | CUSIP: 92840MAD4<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |     217000 | PA      | $233929.47    | 0.05%             | N/A             | Fixed         | 8.88%                 | Yes           | 2                  | On Loan: No      |
| Muthoot Finance Ltd                                                              | Muthoot Finance Ltd                                                              | CUSIP: 62828L2D4<br>LEI: 335800HAMJMBFL4RRF02 | Long             | DBT              | CORP              | IN        |     200000 | PA      | $198753.60    | 0.04%             | 2029-04-23      | Fixed         | 6.38%                 | Yes           | 2                  | On Loan: No      |
| PERATON CORP                                                                     | Peraton Corp., Term Loan B                                                       | CUSIP: 71360HAB3<br>LEI: 549300EQPCK07ZW63836 | Long             | LON              | CORP              | US        |     381116 | PA      | $326172.30    | 0.07%             | 2028-02-01      | Variable      | 7.52%                 | No            | 2                  | On Loan: No      |
| Riverbed Technology LLC/US                                                       | Riverbed Technology LLC                                                          | CUSIP: N/A<br>LEI: XWT9B0BASIY6FJ5R7M02       | Long             | EC               | CORP              | US        |       4136 | NS      | $41.36        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Freeport-McMoRan Inc                                                             | Freeport-McMoRan, Inc                                                            | CUSIP: 35671D857<br>LEI: 549300IRDTHJQ1PVET45 | Long             | EC               | CORP              | US        |      99273 | NS      | $5835266.94   | 1.27%             |  |  |  | No            | 1                  | On Loan: No      |
| PG&E Corp                                                                        | PG&E Corp                                                                        | CUSIP: 69331CAM0<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |     128000 | PA      | $128821.05    | 0.03%             | 2055-03-15      | Fixed         | 7.38%                 | No            | 2                  | On Loan: No      |
| Corebridge Financial Inc                                                         | Corebridge Financial Inc                                                         | CUSIP: 21871XAT6<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |     244000 | PA      | $239811.08    | 0.05%             | 2054-09-15      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                           | CUSIP: 91324PEW8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     195000 | PA      | $171540.52    | 0.04%             | 2053-04-15      | Fixed         | 5.05%                 | No            | 2                  | On Loan: No      |
| Nordea Bank Abp                                                                  | Nordea Bank Abp                                                                  | CUSIP: 65558RAQ2<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |     400000 | PA      | $398862.24    | 0.09%             | N/A             | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| REPUBLIC OF ARGENTINA                                                            | Argentine Republic Government International Bond                                 | CUSIP: 040114HU7<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |     200000 | PA      | $150300.00    | 0.03%             | 2038-01-09      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Johnstone Supply LLC                                                             | Johnstone Supply LLC, Term Loan B                                                | CUSIP: 47947BAG7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     241323 | PA      | $240079.41    | 0.05%             | 2031-06-09      | Variable      | 5.92%                 | No            | 2                  | On Loan: No      |
| OPENLANE Inc                                                                     | Openlane Inc, Term Loan B                                                        | CUSIP: BL5245164<br>LEI: 5493004HKD20LBSG7D03 | Long             | LON              | CORP              | US        |      60848 | PA      | $60923.56     | 0.01%             | 2032-10-08      | Variable      | 6.14%                 | No            | 2                  | On Loan: No      |
| Bright Bidco BV                                                                  | Bright Bidco BV                                                                  | CUSIP: N/A<br>LEI: 549300IL6Q1JWU688H15       | Long             | EC               | CORP              | NL        |       4217 | NS      | $1476.11      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Talen Energy Supply LLC                                                          | Talen Energy Supply, LLC, Term Loan B                                            | CUSIP: 87422LAV2<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | LON              | CORP              | US        |     217447 | PA      | $218113.73    | 0.05%             | 2030-05-17      | Variable      | 6.15%                 | No            | 2                  | On Loan: No      |
| Bank of New York Mellon Corp/The                                                 | Bank of New York Mellon Corp                                                     | CUSIP: 064058845<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | EP               | CORP              | US        |      12675 | NS      | $316875.00    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Sierra Timeshare 2024-3 Receivables Funding LLC                                  | Sierra Timeshare 2024-3 Receivables Funding LLC                                  | CUSIP: 82653BAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     215260 | PA      | $215472.10    | 0.05%             | 2041-08-20      | Fixed         | 4.83%                 | Yes           | 2                  | On Loan: No      |
| Genesys Cloud Services Inc                                                       | Genesys Cloud Services Holdings II LLC, Term Loan B                              | CUSIP: BL4978666<br>LEI: 254900CRMBG6WX4HX396 | Long             | LON              | CORP              | US        |     375060 | PA      | $359588.95    | 0.08%             | 2032-01-30      | Variable      | 6.17%                 | No            | 2                  | On Loan: No      |
| Credit Suisse Group AG                                                           | Credit Suisse Group AG                                                           | CUSIP: 902MMW908<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |     735000 | PA      | $249900.00    | 0.05%             | 2172-01-17      | Fixed         | 7.50%                 | No            | 3                  | On Loan: No      |
| Arcor SAIC                                                                       | Arcor SAIC                                                                       | CUSIP: 03965PAE1<br>LEI: 529900B2ROYOJG45VO88 | Long             | DBT              | CORP              | AR        |     140000 | PA      | $142727.20    | 0.03%             | 2033-07-31      | Fixed         | 7.60%                 | Yes           | 2                  | On Loan: No      |
| Wells Fargo Mortgage Backed Se                                                   | Wells Fargo Mortgage Backed Securities 2022-INV1 Trust                           | CUSIP: 95003NAS5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     186626 | PA      | $166624.31    | 0.04%             | 2052-03-25      | Variable      | 3.50%                 | Yes           | 2                  | On Loan: No      |
| Cornerstone Building Brands Inc                                                  | Cornerstone Building Brands, Inc., Term Loan                                     | CUSIP: 21925FAB0<br>LEI: 549300IW41QEWQ6T0H29 | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2028-08-01      | Variable      | 9.30%                 | No            | 2                  | On Loan: No      |
| Enstar Group Ltd                                                                 | Enstar Group Ltd                                                                 | CUSIP: 29359U109<br>LEI: 213800AMAL5QFXVUCN04 | Long             | EP               | CORP              | BM        |      15057 | NS      | $330651.72    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| United States Treasury Note/Bond                                                 | United States Treasury Note/Bond                                                 | CUSIP: 91282CQD6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    2415000 | PA      | $2368209.38   | 0.52%             | 2031-02-28      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage A                                                   | Ginnie Mae II Pool                                                               | CUSIP: 36179WG44<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |     264661 | PA      | $236491.08    | 0.05%             | 2051-06-20      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Credit Suisse Group AG                                                           | Credit Suisse Group AG                                                           | CUSIP: 902LUX008<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |    1000000 | PA      | $340000.00    | 0.07%             | 2172-01-17      | Fixed         | 0.00%                 | No            | 3                  | On Loan: No      |
| Prime Security Services Borrower LLC                                             | Prime Security Services Borrower, LLC, Incremental Term Loan B                   | CUSIP: 03765VAQ3<br>LEI: 549300O6QPZVWXV2DC15 | Long             | LON              | CORP              | US        |     323367 | PA      | $319425.00    | 0.07%             | 2032-03-08      | Variable      | 5.41%                 | No            | 2                  | On Loan: No      |
| Caesars Entertainment Inc                                                        | Caesars Entertainment Inc., Term Loan B                                          | CUSIP: 12768EAG1<br>LEI: 549300FA4CTCW903Y781 | Long             | LON              | CORP              | US        |      67560 | PA      | $65786.34     | 0.01%             | 2030-02-06      | Variable      | 5.92%                 | No            | 2                  | On Loan: No      |
| Fifth Third Bancorp                                                              | Fifth Third Bancorp                                                              | CUSIP: 316773605<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | EP               | CORP              | US        |       6772 | NS      | $170451.24    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| MLN US Holdco LLC                                                                | MLN US Holdco LLC                                                                | CUSIP: N/A<br>LEI: 549300QKU7NPW6O86862       | Long             | EC               | CORP              | US        |        312 | NS      | $15.60        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Serta Simmons Bedding LLC                                                        | Serta Simmons Bedding, LLC, New Term Loan                                        | CUSIP: 81753HAJ0<br>LEI: 549300M4F4V4WFPNI116 | Long             | LON              | CORP              | US        |       2904 | PA      | $2732.76      | 0.00%             | 2028-06-29      | Variable      | 11.31%                | No            | 2                  | On Loan: No      |
| DUKE ENERGY CAROLINAS                                                            | Duke Energy Carolinas LLC                                                        | CUSIP: 26442CBK9<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |     175000 | PA      | $163960.49    | 0.04%             | 2053-01-15      | Fixed         | 5.35%                 | No            | 2                  | On Loan: No      |
| Fiesta Purchaser Inc                                                             | Fiesta Purchaser Inc                                                             | CUSIP: 31659AAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     550000 | PA      | $560159.05    | 0.12%             | 2032-09-15      | Fixed         | 9.62%                 | Yes           | 2                  | On Loan: No      |
| Quikrete Holdings Inc                                                            | Quikrete Holdings, Inc., Term Loan B                                             | CUSIP: BL4989184<br>LEI: 5493007KIN86DIZWZT22 | Long             | LON              | CORP              | US        |     252148 | PA      | $251990.67    | 0.05%             | 2032-01-31      | Variable      | 5.92%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 31418EP46<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     593836 | PA      | $609579.07    | 0.13%             | 2053-03-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMorgan Chase & Co                                                              | CUSIP: 46647PEX0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     180000 | PA      | $185487.10    | 0.04%             | 2036-04-22      | Fixed         | 5.57%                 | No            | 2                  | On Loan: No      |
| Weber-Stephen Products LLC                                                       | Weber-Stephen Products LLC, Term Loan B                                          | CUSIP: 94767KAR2<br>LEI: 549300XU8TJBBGLK8V26 | Long             | LON              | CORP              | US        |     215000 | PA      | $210753.75    | 0.05%             | 2032-10-01      | Variable      | 7.41%                 | No            | 2                  | On Loan: No      |
| REPUBLIC OF ECUADOR                                                              | Ecuador Government International Bond                                            | CUSIP: ZO2104214<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |     260000 | PA      | $228846.80    | 0.05%             | 2035-07-31      | Fixed         | 6.90%                 | Yes           | 2                  | On Loan: No      |
| United States Treasury Note/Bond                                                 | United States Treasury Note/Bond                                                 | CUSIP: 91282CNL1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     690000 | PA      | $689460.94    | 0.15%             | 2027-06-30      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                                                         | Republic of South Africa Government Bond                                         | CUSIP: EK7732887<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    3875000 | PA      | $224871.87    | 0.05%             | 2035-02-28      | Fixed         | 8.88%                 | No            | 2                  | On Loan: No      |
| Froneri US Inc                                                                   | Froneri Lux Finco Sarl, Term Loan                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     229000 | PA      | $225008.53    | 0.05%             | 2032-09-30      | Variable      | 5.88%                 | No            | 2                  | On Loan: No      |
| RESILIENCE PARENT LLC                                                            | Resilience Parent LLC, First Lien Term Loan                                      | CUSIP: 75908HAC1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     201000 | PA      | $200215.10    | 0.04%             | 2033-02-28      | Variable      | 6.10%                 | No            | 2                  | On Loan: No      |
| POLAND GOVERNMENT BOND                                                           | Republic of Poland Government Bond                                               | CUSIP: ZN9554595<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | CORP              | PL        |     375000 | PA      | $103277.80    | 0.02%             | 2033-10-25      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Bank                                                                             | BANK 2019-BNK24                                                                  | CUSIP: 06540VBE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     420000 | PA      | $390101.17    | 0.09%             | 2062-11-15      | Variable      | 3.28%                 | No            | 2                  | On Loan: No      |
| Light & Wonder International Inc                                                 | Light and Wonder International, Inc., Term Loan B                                | CUSIP: 80875AAY7<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | LON              | CORP              | US        |     236049 | PA      | $236343.82    | 0.05%             | 2029-04-16      | Variable      | 5.67%                 | No            | 2                  | On Loan: No      |
| Fannie Mae Pool                                                                  | Fannie Mae Pool                                                                  | CUSIP: 31418EU81<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     258763 | PA      | $256098.62    | 0.06%             | 2053-08-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| PINNACLE BUYER LLC                                                               | Pinnacle Buyer LLC, Term Loan                                                    | CUSIP: BL5228111<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      54380 | PA      | $54507.36     | 0.01%             | 2032-10-01      | Variable      | 6.16%                 | No            | 2                  | On Loan: No      |
| VeriFone Systems Inc                                                             | Verifone Systems, Inc., Term Loan                                                | CUSIP: 92346NAH2<br>LEI: 254900LTTVM8MM9RKV75 | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2028-08-21      | Variable      | 9.18%                 | No            | 2                  | On Loan: No      |
| United States Treasury Inflation Indexed Bonds                                   | United States Treasury Inflation Indexed Bonds                                   | CUSIP: 91282CNS6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     805192 | PA      | $801234.16    | 0.17%             | 2035-07-15      | Fixed         | 1.88%                 | No            | 2                  | On Loan: No      |
| Sempra                                                                           | Sempra                                                                           | CUSIP: 816851BW8<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |     121000 | PA      | $121544.86    | 0.03%             | 2056-04-01      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| Ittihad International II Ltd                                                     | Ittihad International II Ltd                                                     | CUSIP: 46576EAA4<br>LEI: 254900N6645P4DHIXJ30 | Long             | DBT              | CORP              | KY        |     200000 | PA      | $201502.49    | 0.04%             | 2030-11-13      | Fixed         | 7.38%                 | Yes           | 2                  | On Loan: No      |
| Broadcom Inc                                                                     | Broadcom Inc                                                                     | CUSIP: 11135FDD0<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |      75000 | PA      | $74611.03     | 0.02%             | 2056-01-15      | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| Iliad Holding SAS                                                                | Iliad Holding SAS                                                                | CUSIP: 449691AF1<br>LEI: 9695009BGMXB527HV965 | Long             | DBT              | CORP              | FR        |     570000 | PA      | $596398.41    | 0.13%             | 2031-04-15      | Fixed         | 8.50%                 | Yes           | 2                  | On Loan: No      |
| Transportadora de Gas del Sur SA                                                 | Transportadora de Gas del Sur SA                                                 | CUSIP: 893870AZ8<br>LEI: 5299002TRC7IFQYSW596 | Long             | DBT              | CORP              | AR        |     150000 | PA      | $152133.00    | 0.03%             | 2035-11-20      | Fixed         | 7.75%                 | Yes           | 2                  | On Loan: No      |
| Meta Platforms Inc                                                               | Meta Platforms, Inc                                                              | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |       5952 | NS      | $3405317.76   | 0.74%             |  |  |  | No            | 1                  | On Loan: No      |
| Amazon.com Inc                                                                   | Amazon.com Inc                                                                   | CUSIP: 023135DH6<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |     130000 | PA      | $129895.53    | 0.03%             | 2056-03-13      | Fixed         | 5.80%                 | No            | 2                  | On Loan: No      |
| INDONESIA GOVERNMENT                                                             | Indonesia Treasury Bond                                                          | CUSIP: AZ8693857<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 2702000000 | PA      | $160900.53    | 0.04%             | 2030-09-15      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| WEX Inc                                                                          | WEX Inc., Term Loan B2                                                           | CUSIP: 96208UAW1<br>LEI: T9M5IGROL1TL1G5OV478 | Long             | LON              | CORP              | US        |      91078 | PA      | $90794.16     | 0.02%             | 2028-04-03      | Variable      | 5.42%                 | No            | 2                  | On Loan: No      |
| Zayo Group Holdings Inc                                                          | Zayo Group Holdings, Inc., Term Loan                                             | CUSIP: 98919XAH4<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | LON              | CORP              | US        |    1380724 | PA      | $1358211.63   | 0.30%             | 2030-03-11      | Variable      | 3.64%                 | No            | 2                  | On Loan: No      |
| Zayo Group Holdings Inc                                                          | Zayo Group Holdings Inc                                                          | CUSIP: 98919VAC9<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | DBT              | CORP              | US        |    1109744 | PA      | $1103240.90   | 0.24%             | 2030-03-09      | Fixed         | 9.25%                 | Yes           | 2                  | On Loan: No      |
| PETROBRAS GLOBAL FINANCE                                                         | Petrobras Global Finance BV                                                      | CUSIP: 71647NBJ7<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | NL        |     115000 | PA      | $91904.39     | 0.02%             | 2051-06-10      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| MI Windows And Doors LLC                                                         | MI Windows and Doors, LLC, Term Loan B2                                          | CUSIP: 55336CAK8<br>LEI: 2549001JQBGDT0WEQ156 | Long             | LON              | CORP              | US        |      65759 | PA      | $60799.18     | 0.01%             | 2031-03-28      | Variable      | 6.42%                 | No            | 2                  | On Loan: No      |
| REPUBLIC OF PHILIPPINES                                                          | Philippine Government International Bond                                         | CUSIP: BV4041802<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |     200000 | PA      | $159471.74    | 0.03%             | 2047-03-29      | Fixed         | 4.20%                 | No            | 2                  | On Loan: No      |
| Icahn Enterprises LP / Icahn Enterprises Finance Corp                            | Icahn Enterprises LP / Icahn Enterprises Finance Corp                            | CUSIP: 451102CJ4<br>LEI: 549300T0G4GS0SINS786 | Long             | DBT              | CORP              | US        |     665000 | PA      | $623640.52    | 0.14%             | 2030-06-15      | Fixed         | 9.00%                 | No            | 2                  | On Loan: No      |
| Gee Automotive Holdings LLC                                                      | Gee Automotive Holdings LLC                                                      | CUSIP: 36846VAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     210000 | PA      | $210643.02    | 0.05%             | 2031-03-01      | Fixed         | 7.25%                 | Yes           | 2                  | On Loan: No      |
| FinThrive Software Intermediate Holdings Inc                                     | FinThrive Software Intermediate Holdings Inc                                     | CUSIP: 31810YAC4<br>LEI: 25490077VXHBSKJ52J14 | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2028-12-18      | Variable      | 7.69%                 | No            | 2                  | On Loan: No      |
| GENERAL MOTORS FINL CO                                                           | General Motors Financial Co Inc                                                  | CUSIP: 37045XCA2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     295000 | PA      | $287217.93    | 0.06%             | N/A             | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| EVERTEC Group LLC                                                                | Evertec Group, LLC, Term Loan B                                                  | CUSIP: BL4812303<br>LEI: 54930056CPTQSUNQYB82 | Long             | LON              | CORP              | PR        |      76500 | PA      | $76428.47     | 0.02%             | 2030-10-15      | Variable      | 5.92%                 | No            | 2                  | On Loan: No      |
| Capital One Financial Corp                                                       | Capital One Financial Corp                                                       | CUSIP: 14040HDK8<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     130000 | PA      | $128888.75    | 0.03%             | N/A             | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| BENIN INTL GOV BOND                                                              | Benin Government International Bond                                              | CUSIP: BQ5680468<br>LEI: 635400Q11P6AE5A5Y230 | Long             | DBT              | NUSS              | BJ        |     190000 | PA      | $192713.01    | 0.04%             | 2035-01-22      | Fixed         | 4.95%                 | Yes           | 2                  | On Loan: No      |
| US Acute Care Solutions LLC                                                      | US Acute Care Solutions LLC                                                      | CUSIP: 90367UAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     570000 | PA      | $550647.59    | 0.12%             | 2029-05-15      | Fixed         | 9.75%                 | Yes           | 2                  | On Loan: No      |
| MEX BONOS DESARR FIX RT                                                          | Mexican Bonos                                                                    | CUSIP: EH6944449<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |          0 | PA      | $0.00         | 0.00%             | 2038-11-18      | Fixed         | 8.50%                 | No            | 2                  | On Loan: No      |
| Kleopatra Finco Sarl                                                             | Kleopatra Finco Sarl                                                             | CUSIP: N/A<br>LEI: 222100M6T1N8VIC8M726       | Long             | EC               | CORP              | LU        |       3706 | NS      | $5080.33      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC Holdings PLC                                                                | CUSIP: 404280EH8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     394000 | PA      | $396688.26    | 0.09%             | N/A             | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| Credit Suisse Group AG                                                           | Credit Suisse Group AG                                                           | CUSIP: 902LWC002<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |     575000 | PA      | $195500.00    | 0.04%             | 2172-06-11      | Fixed         | 7.50%                 | No            | 3                  | On Loan: No      |
| ALLY FINANCIAL INC                                                               | Ally Financial Inc                                                               | CUSIP: 02005NBN9<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |     203000 | PA      | $188446.18    | 0.04%             | N/A             | Fixed         | 4.70%                 | No            | 2                  | On Loan: No      |
| Dominican Republic International Bond                                            | Dominican Republic International Bond                                            | CUSIP: 25714PET1<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     150000 | PA      | $155130.00    | 0.03%             | 2031-02-03      | Fixed         | 7.05%                 | Yes           | 2                  | On Loan: No      |
| Republic of South Africa Government International Bond                           | Republic of South Africa Government International Bond                           | CUSIP: 836205BF0<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     200000 | PA      | $204282.98    | 0.04%             | 2036-11-19      | Fixed         | 7.10%                 | Yes           | 2                  | On Loan: No      |
| Neptune Bidco US Inc                                                             | Neptune Bidco US Inc                                                             | CUSIP: 640695AD4<br>LEI: 549300VG15T3VCYZ4531 | Long             | DBT              | CORP              | US        |     190000 | PA      | $184345.41    | 0.04%             | 2033-02-15      | Fixed         | 9.50%                 | Yes           | 2                  | On Loan: No      |
| Ecuador Government International Bond                                            | Ecuador Government International Bond                                            | CUSIP: 27927WAR3<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |     200000 | PA      | $196000.00    | 0.04%             | 2039-01-29      | Fixed         | 9.25%                 | Yes           | 2                  | On Loan: No      |
| Costco Wholesale Corp                                                            | Costco Wholesale Corp                                                            | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               | CORP              | US        |       6728 | NS      | $6703981.04   | 1.46%             |  |  |  | No            | 1                  | On Loan: No      |
| NOTA DO TESOURO NACIONAL                                                         | Brazil Notas do Tesouro Nacional Serie F                                         | CUSIP: BT2749815<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    1625000 | PA      | $263214.20    | 0.06%             | 2033-01-01      | Fixed         | 10.00%                | No            | 2                  | On Loan: No      |
| PointClickCare Technologies Inc                                                  | PointClickCare Technologies, Inc., Term Loan B                                   | CUSIP: N/A<br>LEI: 5493001Z0LHHBZLVDX36       | Long             | LON              | CORP              | CA        |     113853 | PA      | $113390.64    | 0.02%             | 2031-11-03      | Variable      | 6.42%                 | No            | 2                  | On Loan: No      |
| Diversified Healthcare Trust                                                     | Diversified Healthcare Trust                                                     | CUSIP: 25525PAE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     380000 | PA      | $383265.34    | 0.08%             | 2030-10-15      | Fixed         | 7.25%                 | Yes           | 2                  | On Loan: No      |
| JP Morgan Mortgage Trust                                                         | JP Morgan Mortgage Trust 2022-3                                                  | CUSIP: 46654UCC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     659135 | PA      | $567073.70    | 0.12%             | 2052-08-25      | Variable      | 3.00%                 | Yes           | 2                  | On Loan: No      |
| Ukraine Government International Bond                                            | Ukraine Government International Bond                                            | CUSIP: 903724BZ4<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     118699 | PA      | $83089.30     | 0.02%             | 2029-02-01      | Fixed         | 4.50%                 | Yes           | 2                  | On Loan: No      |
| Bank of America Corp                                                             | Bank of America Corp                                                             | CUSIP: 06055HAK9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     294000 | PA      | $295770.76    | 0.06%             | N/A             | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| United States Treasury Note/Bond                                                 | United States Treasury Note/Bond                                                 | CUSIP: 91282CNF4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     925000 | PA      | $927420.90    | 0.20%             | 2032-05-31      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| Sound Inpatient Physicians Inc                                                   | Sound Inpatient Physicians, Tranche B Term Loan (Second Out)                     | CUSIP: 83607JAE1<br>LEI: 54930047QBMPL027P218 | Long             | LON              | CORP              | US        |     195741 | PA      | $190462.94    | 0.04%             | 2028-06-28      | Variable      | 4.48%                 | No            | 2                  | On Loan: No      |
| Lumexa Imaging Inc                                                               | Lumexa Imaging, Inc., Term Loan B                                                | CUSIP: 90372AAN8<br>LEI: 254900QCDFUYXJEFMY06 | Long             | LON              | CORP              | US        |     101745 | PA      | $102142.82    | 0.02%             | 2032-12-17      | Variable      | 6.70%                 | No            | 2                  | On Loan: No      |
| Viking Baked Goods Acquisition Corp                                              | Viking Baked Goods Acquisition Corp                                              | CUSIP: 92676AAA5<br>LEI: 254900DBFD2H1FJK0893 | Long             | DBT              | CORP              | US        |    1110000 | PA      | $1098360.76   | 0.24%             | 2031-11-01      | Fixed         | 8.62%                 | Yes           | 2                  | On Loan: No      |
| Century DE Buyer LLC                                                             | Century De Buyer LLC, Term Loan B                                                | CUSIP: 15651FAE6<br>LEI: 254900PQRPPYRTQIDX74 | Long             | LON              | CORP              | US        |      94207 | PA      | $91871.65     | 0.02%             | 2030-10-30      | Variable      | 6.67%                 | No            | 2                  | On Loan: No      |
| Sunoco LP                                                                        | Sunoco LP                                                                        | CUSIP: 86765KAE9<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |     225000 | PA      | $229730.85    | 0.05%             | N/A             | Fixed         | 7.88%                 | Yes           | 2                  | On Loan: No      |
| Acuren Delaware Holdco Inc                                                       | AAL Delaware Holdco, Inc., Term Loan                                             | CUSIP: 00036YAD5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      29774 | PA      | $29784.28     | 0.01%             | 2031-07-30      | Variable      | 6.42%                 | No            | 2                  | On Loan: No      |
| United States Treasury Note/Bond                                                 | United States Treasury Note/Bond                                                 | CUSIP: 91282CPT2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     915000 | PA      | $907208.21    | 0.20%             | 2029-01-15      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Citigroup Inc                                                                    | Citigroup Inc                                                                    | CUSIP: 172967PM7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     314000 | PA      | $323163.15    | 0.07%             | N/A             | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| DTE Electric Co                                                                  | DTE Electric Co                                                                  | CUSIP: 23338VAZ9<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |      25000 | PA      | $25164.38     | 0.01%             | 2055-05-15      | Fixed         | 5.85%                 | No            | 2                  | On Loan: No      |
| ZF North America Capital Inc                                                     | ZF North America Capital Inc                                                     | CUSIP: 98877DAH8<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |     475000 | PA      | $466599.72    | 0.10%             | 2031-03-24      | Fixed         | 7.50%                 | Yes           | 2                  | On Loan: No      |
| OneMain Financial Issuance Tru                                                   | OneMain Financial Issuance Trust 2022-2                                          | CUSIP: 68268VAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       4584 | PA      | $4584.82      | 0.00%             | 2034-10-14      | Fixed         | 4.89%                 | Yes           | 2                  | On Loan: No      |
| Shell PLC                                                                        | Shell plc                                                                        | CUSIP: G80827101<br>LEI: 21380068P1DRHMJ8KU70 | Long             | EC               | CORP              | GB        |     120225 | NS      | $5568227.84   | 1.22%             |  |  |  | No            | 2                  | On Loan: No      |
| Augusta SpinCo Corp                                                              | Augusta SpinCo Corp                                                              | CUSIP: 051473AF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     105000 | PA      | $105025.18    | 0.02%             | 2036-03-23      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| BAUSCH HEALTH AMERICAS                                                           | Bausch Health Americas Inc                                                       | CUSIP: 91911XAW4<br>LEI: KOO0397YRO83WY5MGD97 | Long             | DBT              | CORP              | US        |     500000 | PA      | $495250.00    | 0.11%             | 2027-01-31      | Fixed         | 8.50%                 | Yes           | 2                  | On Loan: No      |
| METLIFE INC                                                                      | MetLife Inc                                                                      | CUSIP: 59156RBS6<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |     354000 | PA      | $415038.80    | 0.09%             | 2038-04-08      | Fixed         | 9.25%                 | Yes           | 2                  | On Loan: No      |
| VIRGIN MEDIA BRISTOL LLC                                                         | Virgin Media Bristol LLC, Term Loan Y                                            | CUSIP: BL4208296<br>LEI: 213800IQ982XX69LE276 | Long             | LON              | CORP              | US        |      11000 | PA      | $10070.78     | 0.00%             | 2031-03-31      | Variable      | 7.05%                 | No            | 2                  | On Loan: No      |
| Bleriot US Bidco Inc                                                             | Bleriot US Bidco Inc., Term Loan B                                               | CUSIP: 09353TAJ9<br>LEI: 254900ALCQ2A2VYD5Z08 | Long             | LON              | CORP              | US        |      43340 | PA      | $43455.93     | 0.01%             | 2030-10-17      | Variable      | 6.20%                 | No            | 2                  | On Loan: No      |
| SRAM LLC                                                                         | SRAM LLC                                                                         | CUSIP: 85232BAV8<br>LEI: 5493005GYDYQG38FCT53 | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2032-02-27      | Variable      | 6.32%                 | No            | 2                  | On Loan: No      |
| ADMI Corp                                                                        | ADMI Corp., Term Loan B5                                                         | CUSIP: 00709LAL1<br>LEI: 5493008U1LYGMQWO7N12 | Long             | LON              | CORP              | US        |      84917 | PA      | $81414.24     | 0.02%             | 2027-12-23      | Variable      | 9.42%                 | No            | 2                  | On Loan: No      |
| Star Parent Inc                                                                  | Star Parent Inc                                                                  | CUSIP: 855170AA4<br>LEI: 254900GRGCJYRMDRWT73 | Long             | DBT              | CORP              | US        |     550000 | PA      | $569800.55    | 0.12%             | 2030-10-01      | Fixed         | 9.00%                 | Yes           | 2                  | On Loan: No      |
| CLYDESDALE ACQUISITION                                                           | Clydesdale Acquisition Holdings Inc                                              | CUSIP: 18972EAB1<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |     875000 | PA      | $816439.66    | 0.18%             | 2030-04-15      | Fixed         | 8.75%                 | Yes           | 2                  | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                         | CUSIP: 00206RKA9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      70000 | PA      | $48057.36     | 0.01%             | 2051-06-01      | Fixed         | 3.65%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage A                                                   | Ginnie Mae II Pool                                                               | CUSIP: 36179XBS4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |      63535 | PA      | $58752.07     | 0.01%             | 2052-07-20      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Genmab A/S                                                                       | Genmab AS, Term Loan B                                                           | CUSIP: 37231EAB8<br>LEI: 529900MTJPDPE4MHJ122 | Long             | LON              | CORP              | DK        |     149250 | PA      | $149984.31    | 0.03%             | 2032-12-13      | Variable      | 6.70%                 | No            | 2                  | On Loan: No      |
| United States Treasury Note/Bond                                                 | United States Treasury Note/Bond                                                 | CUSIP: 91282CLJ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      80000 | PA      | $79006.25     | 0.02%             | 2031-08-31      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 31418EHK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     953284 | PA      | $924074.96    | 0.20%             | 2052-09-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| TSY INFL IX N/B                                                                  | United States Treasury Inflation Indexed Bonds                                   | CUSIP: 91282CGK1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     873416 | PA      | $841173.17    | 0.18%             | 2033-01-15      | Fixed         | 1.12%                 | No            | 2                  | On Loan: No      |
| EW Scripps Co/The                                                                | E.W. Scripps Company (The), Term Loan B2                                         | CUSIP: 26928BAQ2<br>LEI: 549300U1OW41QPKYW028 | Long             | LON              | CORP              | US        |      10301 | PA      | $10393.74     | 0.00%             | 2028-06-30      | Variable      | 9.54%                 | No            | 2                  | On Loan: No      |
| Canadian Imperial Bank of Commerce                                               | Canadian Imperial Bank of Commerce                                               | CUSIP: 13607QUM2<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |     200000 | PA      | $195494.58    | 0.04%             | 2086-07-28      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac - STACR                                                              | Freddie Mac STACR REMIC Trust 2022-DNA4                                          | CUSIP: 35564KWT2<br>LEI: 5493000IS4CDPWRMWB65 | Long             | ABS-CBDO         | CORP              | US        |      80000 | PA      | $81749.26     | 0.02%             | 2042-05-25      | Variable      | 7.01%                 | Yes           | 2                  | On Loan: No      |
| Reliance Industries Ltd                                                          | Reliance Industries Ltd (GDR)                                                    | CUSIP: 759470107<br>LEI: 5493003UOETFYRONLG31 | Long             | EC               | CORP              | IN        |       8158 | NS      | $473979.80    | 0.10%             |  |  |  | Yes           | 1                  | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3133KRVW1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1450106 | PA      | $1460596.52   | 0.32%             | 2053-08-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Ellucian Holdings Inc                                                            | Ellucian Holdings, Inc., First Lien Term Loan B                                  | CUSIP: 28917XAB6<br>LEI: 549300RP8NIJ7FY7OS79 | Long             | LON              | CORP              | US        |     113866 | PA      | $110924.43    | 0.02%             | 2029-10-09      | Variable      | 6.17%                 | No            | 2                  | On Loan: No      |
| FERTITTA ENTERTAINMENT                                                           | Fertitta Entertainment LLC / Fertitta Entertainment Finance Co Inc               | CUSIP: 31556TAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     720000 | PA      | $672517.73    | 0.15%             | 2030-01-15      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| Akbank TAS                                                                       | Akbank TAS                                                                       | CUSIP: 00971YAN0<br>LEI: 789000TUMN63Z28TJ497 | Long             | DBT              | CORP              | TR        |     200000 | PA      | $190218.17    | 0.04%             | N/A             | Fixed         | 0.00%                 | Yes           | 2                  | On Loan: No      |
| CRH PLC                                                                          | CRH plc                                                                          | CUSIP: G25508105<br>LEI: 549300MIDJNNTH068E74 | Long             | EC               | CORP              | US        |      34167 | NS      | $3591635.04   | 0.78%             |  |  |  | No            | 1                  | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                         | CUSIP: 38384CKJ7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGSE             | US        |     432191 | PA      | $299644.60    | 0.07%             | 2052-02-20      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| CP Atlas Buyer Inc                                                               | CP Atlas Buyer Inc                                                               | CUSIP: 12597YAD1<br>LEI: 2549006ZZ07G0NDDCR36 | Long             | DBT              | CORP              | US        |     140000 | PA      | $108060.61    | 0.02%             | 2031-01-15      | Fixed         | 12.75%                | Yes           | 2                  | On Loan: No      |
| Clarios Global LP                                                                | Clarios Global LP, Term Loan B                                                   | CUSIP: BL4949832<br>LEI: 549300474L1ZLXZY2P98 | Long             | LON              | CORP              | CA        |     284730 | PA      | $284373.69    | 0.06%             | 2032-01-28      | Variable      | 6.42%                 | No            | 2                  | On Loan: No      |
| Anglo American PLC                                                               | Anglo American plc                                                               | CUSIP: G03764142<br>LEI: 549300S9XF92D1X8ME43 | Long             | EC               | CORP              | GB        |      58867 | NS      | $2527489.51   | 0.55%             |  |  |  | No            | 2                  | On Loan: No      |
| Flagstar Mortgage Trust 2021-10INV                                               | Flagstar Mortgage Trust 2021-10INV                                               | CUSIP: 33851RBF7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      90798 | PA      | $75331.56     | 0.02%             | 2051-10-25      | Variable      | 3.50%                 | Yes           | 2                  | On Loan: No      |
| VC GB HOLDINGS I CORP                                                            | VC GB Holdings I Corp., First Lien Term Loan                                     | CUSIP: 91823JAC6<br>LEI: 549300K4B21TSY42LF51 | Long             | LON              | CORP              | US        |      73235 | PA      | $73168.51     | 0.02%             | 2028-05-16      | Variable      | 7.46%                 | No            | 2                  | On Loan: No      |
| Colossus Acquireco LLC                                                           | Colossus Acquireco LLC, Term Loan B                                              | CUSIP: 19682LAB4<br>LEI: 2549009FT92RXWA46910 | Long             | LON              | CORP              | US        |      87680 | PA      | $87494.69     | 0.02%             | 2032-07-30      | Variable      | 5.38%                 | No            | 2                  | On Loan: No      |
| Siemens AG                                                                       | Siemens AG.                                                                      | CUSIP: D69671218<br>LEI: W38RGI023J3WT1HWRP32 | Long             | EC               | CORP              | DE        |      12514 | NS      | $3048837.30   | 0.67%             |  |  |  | No            | 2                  | On Loan: No      |
| ARES Commercial Mortgage Trust 2024-IND                                          | ARES Commercial Mortgage Trust 2024-IND                                          | CUSIP: 03990DAA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     400000 | PA      | $400628.32    | 0.09%             | 2041-07-15      | Variable      | 7.01%                 | Yes           | 2                  | On Loan: No      |
| EMPRESA DE TRANSMISION                                                           | Empresa de Transmision Electrica SA                                              | CUSIP: 29247QAA2<br>LEI: 254900RX1DOMC83TZ320 | Long             | DBT              | CORP              | PA        |     200000 | PA      | $156068.00    | 0.03%             | 2049-05-02      | Fixed         | 5.12%                 | Yes           | 2                  | On Loan: No      |
| EG America LLC                                                                   | EG America LLC, Term Loan B                                                      | CUSIP: 28228QAB5<br>LEI: 549300BY1CRYVPEG9R57 | Long             | LON              | CORP              | US        |     100000 | PA      | $100200.00    | 0.02%             | 2031-02-10      | Variable      | 6.92%                 | No            | 2                  | On Loan: No      |
| Dominican Republic International Bond                                            | Dominican Republic International Bond                                            | CUSIP: 25714PFH6<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     150000 | PA      | $141832.50    | 0.03%             | 2038-05-17      | Fixed         | 6.15%                 | Yes           | 2                  | On Loan: No      |
| Republic of Ghana Government Bonds                                               | Republic of Ghana Government Bonds                                               | CUSIP: ZM7791902<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |    2600000 | PA      | $194141.43    | 0.04%             | 2036-02-05      | Fixed         | 9.70%                 | No            | 2                  | On Loan: No      |
| Honeywell Aerospace Inc                                                          | Honeywell Aerospace Inc                                                          | CUSIP: 43849RAJ4<br>LEI: 213800ZUAQRBYL67JS90 | Long             | DBT              | CORP              | US        |     100000 | PA      | $98845.10     | 0.02%             | 2056-03-16      | Fixed         | 5.73%                 | Yes           | 2                  | On Loan: No      |
| VISTRA CORP                                                                      | Vistra Corp                                                                      | CUSIP: 92840MAB8<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |     185000 | PA      | $186961.00    | 0.04%             | N/A             | Fixed         | 8.00%                 | Yes           | 2                  | On Loan: No      |
| REPUBLIC OF SENEGAL                                                              | Senegal Government International Bond                                            | CUSIP: AR4939435<br>LEI: 549300NP14ZLQGWIUZ97 | Long             | DBT              | NUSS              | SN        |     215000 | PA      | $108785.73    | 0.02%             | 2048-03-13      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| Taiwan Semiconductor Manufacturing Co Ltd                                        | Taiwan Semiconductor Manufacturing Co Ltd (ADR)                                  | CUSIP: 874039100<br>LEI: 549300KB6NK5SBD14S87 | Long             | EC               | CORP              | TW        |      32839 | NS      | $11097940.05  | 2.42%             |  |  |  | No            | 1                  | On Loan: No      |
| Government National Mortgage A                                                   | Ginnie Mae II Pool                                                               | CUSIP: 36179WW87<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |     422902 | PA      | $355706.50    | 0.08%             | 2052-02-20      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| ONEOK Inc                                                                        | ONEOK Inc                                                                        | CUSIP: 682680CE1<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     145000 | PA      | $141040.87    | 0.03%             | 2034-11-01      | Fixed         | 5.05%                 | No            | 2                  | On Loan: No      |
| BANK HAPOALIM                                                                    | Bank Hapoalim BM                                                                 | CUSIP: BR9645804<br>LEI: B6ARUI4946ST4S7WOU88 | Long             | DBT              | CORP              | IL        |     200000 | PA      | $197224.10    | 0.04%             | 2032-01-21      | Fixed         | 3.25%                 | Yes           | 2                  | On Loan: No      |
| CIA CERVECERIAS UNIDAS                                                           | Cia Cervecerias Unidas SA                                                        | CUSIP: 204429AA2<br>LEI: 529900BJW9B0O6LI2R39 | Long             | DBT              | CORP              | CL        |     175000 | PA      | $156920.98    | 0.03%             | 2032-01-19      | Fixed         | 3.35%                 | Yes           | 2                  | On Loan: No      |
| Voya Financial Inc                                                               | Voya Financial, Inc                                                              | CUSIP: 929089209<br>LEI: 549300T065Z4KJ686G75 | Long             | EP               | CORP              | US        |      10218 | NS      | $234503.10    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| TSY INFL IX N/B                                                                  | United States Treasury Inflation Indexed Bonds                                   | CUSIP: 91282CHP9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     406908 | PA      | $397733.74    | 0.09%             | 2033-07-15      | Fixed         | 1.38%                 | No            | 2                  | On Loan: No      |
| Medical Solutions Holdings Inc                                                   | Reverb Buyer, Inc., Steerco Term Loan                                            | CUSIP: BLA0FNWE0<br>LEI: 549300JH2XHZ7TIKYR39 | Long             | LON              | CORP              | US        |     133656 | PA      | $96231.98     | 0.02%             | 2028-11-01      | Variable      | 7.27%                 | No            | 2                  | On Loan: No      |
| AI Aqua Merger Sub Inc                                                           | AI Aqua Merger Sub, Inc., Term Loan B                                            | CUSIP: 00132UAQ7<br>LEI: 5493005QMH1D47U26R45 | Long             | LON              | CORP              | US        |     292047 | PA      | $291727.07    | 0.06%             | 2028-07-31      | Variable      | 6.16%                 | No            | 2                  | On Loan: No      |
| Gibraltar Industries Inc                                                         | Gibraltar Industries Inc, Term Loan B                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      63692 | PA      | $63453.46     | 0.01%             | 2033-02-02      | Variable      | 5.92%                 | No            | 2                  | On Loan: No      |
| SupplyOne Inc                                                                    | SupplyOne, Inc, Term Loan B                                                      | CUSIP: 86859CAN4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      53905 | PA      | $54124.61     | 0.01%             | 2031-04-21      | Variable      | 7.17%                 | No            | 2                  | On Loan: No      |
| Compeer Financial ACA                                                            | Compeer Financial ACA                                                            | CUSIP: 20453QAC6<br>LEI: 54930020HTACTODKHT04 | Long             | DBT              | CORP              | US        |     250000 | PA      | $255000.01    | 0.06%             | N/A             | Fixed         | 7.88%                 | Yes           | 2                  | On Loan: No      |
| US TREASURY N/B                                                                  | United States Treasury Note/Bond                                                 | CUSIP: 91282CHT1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     212700 | PA      | $208803.27    | 0.05%             | 2033-08-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                         | CUSIP: 00206RMN9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     355000 | PA      | $239721.11    | 0.05%             | 2057-12-01      | Fixed         | 3.80%                 | No            | 2                  | On Loan: No      |
| SeaWorld Parks & Entertainment Inc                                               | SeaWorld Parks & Entertainment, Inc., Term Loan B3                               | CUSIP: BL4808038<br>LEI: 549300UZV72O3371JJ53 | Long             | LON              | CORP              | US        |      78825 | PA      | $77937.88     | 0.02%             | 2031-12-04      | Variable      | 5.67%                 | No            | 2                  | On Loan: No      |
| Planet US Buyer LLC                                                              | Planet US Buyer LLC, Term Loan B                                                 | CUSIP: 72706RAB2<br>LEI: 254900ZE51SEX2EFFH74 | Long             | LON              | CORP              | US        |     136545 | PA      | $136758.37    | 0.03%             | 2031-02-10      | Variable      | 6.67%                 | No            | 2                  | On Loan: No      |
| NVIDIA Corp                                                                      | NVIDIA Corp                                                                      | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |     109161 | NS      | $19037678.40  | 4.15%             |  |  |  | No            | 1                  | On Loan: No      |
| US TREASURY N/B                                                                  | United States Treasury Note/Bond                                                 | CUSIP: 912810TR9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     210100 | PA      | $168465.73    | 0.04%             | 2053-05-15      | Fixed         | 3.62%                 | No            | 2                  | On Loan: No      |
| Iridium Satellite LLC                                                            | Iridium Satellite LLC, Term Loan B                                               | CUSIP: 46269KAT1<br>LEI: 254900615BJ7139TFM33 | Long             | LON              | CORP              | US        |      76588 | PA      | $75088.02     | 0.02%             | 2030-09-20      | Variable      | 5.92%                 | No            | 2                  | On Loan: No      |
| NCR Atleos Corp                                                                  | NCR Atleos LLC, Term Loan B                                                      | CUSIP: 63001PAG6<br>LEI: 9845005FC3S0VA714741 | Long             | LON              | CORP              | US        |      31204 | PA      | $31223.61     | 0.01%             | 2029-04-16      | Variable      | 6.69%                 | No            | 2                  | On Loan: No      |
| BANGKOK BANK PCL/HK                                                              | Bangkok Bank PCL/Hong Kong                                                       | CUSIP: 059895AV4<br>LEI: 549300CCL2BKJGMYXV60 | Long             | DBT              | CORP              | TH        |     200000 | PA      | $179816.85    | 0.04%             | 2036-09-23      | Fixed         | 3.47%                 | Yes           | 2                  | On Loan: No      |
| KeyCorp                                                                          | KeyCorp                                                                          | CUSIP: 493267702<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | EP               | CORP              | US        |       8825 | NS      | $217977.50    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Indonesia Treasury Bond                                                          | Indonesia Treasury Bond                                                          | CUSIP: ZI4194448<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 1110000000 | PA      | $64270.21     | 0.01%             | 2034-02-15      | Fixed         | 6.62%                 | No            | 2                  | On Loan: No      |
| GFL ES US LLC                                                                    | GFL Environmental Inc., Term Loan B                                              | CUSIP: BL4990463<br>LEI: 254900PGDQWC19PRP053 | Long             | LON              | CORP              | CA        |     130435 | PA      | $130598.47    | 0.03%             | 2032-03-03      | Variable      | 6.17%                 | No            | 2                  | On Loan: No      |
| United States Treasury Note/Bond                                                 | United States Treasury Note/Bond                                                 | CUSIP: 91282CKU4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      50000 | PA      | $51482.42     | 0.01%             | 2031-05-31      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| IP 2025-IP Mortgage Trust                                                        | IP 2025-IP Mortgage Trust                                                        | CUSIP: 449843AA9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     250000 | PA      | $252236.63    | 0.06%             | 2042-06-10      | Variable      | 5.42%                 | Yes           | 2                  | On Loan: No      |
| Green Infrastructure Partners Inc                                                | Green Infrastructure Partners Inc, Term Loan B                                   | CUSIP: BL5231651<br>LEI: 549300W1V7LSCKWMX505 | Long             | LON              | CORP              | CA        |      38000 | PA      | $38000.00     | 0.01%             | 2032-09-24      | Variable      | 6.45%                 | No            | 2                  | On Loan: No      |
| Madison IAQ LLC                                                                  | Madison IAQ LLC, Term Loan                                                       | CUSIP: 55759VAB4<br>LEI: 549300IXDNBXNHUPBU73 | Long             | LON              | CORP              | US        |     171579 | PA      | $171735.47    | 0.04%             | 2028-06-21      | Variable      | 6.13%                 | No            | 2                  | On Loan: No      |
| BCPE Empire Holdings Inc                                                         | BCPE Empire Holdings, Inc., Term Loan B                                          | CUSIP: 05550HAQ8<br>LEI: 549300O2G0VI2955B626 | Long             | LON              | CORP              | US        |      73813 | PA      | $72828.84     | 0.02%             | 2030-12-26      | Variable      | 6.92%                 | No            | 2                  | On Loan: No      |
| Bright Bidco BV                                                                  | Bright Bidco BV                                                                  | CUSIP: AM6760772<br>LEI: 549300IL6Q1JWU688H15 | Long             | EC               | CORP              | US        |       3087 | NS      | $1080.60      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Targa Resources Corp                                                             | Targa Resources Corp                                                             | CUSIP: 87612GAM3<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |     135000 | PA      | $136154.02    | 0.03%             | 2035-08-15      | Fixed         | 5.55%                 | No            | 2                  | On Loan: No      |
| Assurant Inc                                                                     | Assurant, Inc                                                                    | CUSIP: 04621X306<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | EP               | CORP              | US        |       2875 | NS      | $57212.50     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Cotiviti Inc                                                                     | Cotiviti Corporation, Term Loan                                                  | CUSIP: 22164MAB3<br>LEI: 254900YAQHVRTG4IFI64 | Long             | LON              | CORP              | US        |      19949 | PA      | $18428.32     | 0.00%             | 2031-05-01      | Variable      | 6.42%                 | No            | 2                  | On Loan: No      |
| Clydesdale Acquisition Holdings Inc                                              | Clydesdale Acquisition Holdings Inc, Term Loan B                                 | CUSIP: 18972FAC6<br>LEI: 254900QKSDYFR3K5YD98 | Long             | LON              | CORP              | US        |     262166 | PA      | $250754.89    | 0.05%             | 2029-04-13      | Variable      | 6.84%                 | No            | 2                  | On Loan: No      |
| Avis Budget Rental Car Funding                                                   | Avis Budget Rental Car Funding AESOP LLC                                         | CUSIP: 05377RER1<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |     300000 | PA      | $294526.77    | 0.06%             | 2028-02-20      | Fixed         | 1.66%                 | Yes           | 2                  | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                               | CUSIP: 29273VAJ9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      49000 | PA      | $48835.26     | 0.01%             | N/A             | Fixed         | 6.62%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 31418ES50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     700911 | PA      | $706731.11    | 0.15%             | 2053-06-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| ECOPETROL SA                                                                     | Ecopetrol SA                                                                     | CUSIP: 279158AQ2<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |     200000 | PA      | $140741.03    | 0.03%             | 2051-11-02      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| ACPRODUCTS HOLDINGS INC                                                          | ACProducts, Inc., Term Loan B                                                    | CUSIP: 00488YAB2<br>LEI: 254900KTNXVUUHWHBF39 | Long             | LON              | CORP              | US        |     148152 | PA      | $119031.13    | 0.03%             | 2028-05-17      | Variable      | 8.21%                 | No            | 2                  | On Loan: No      |
| Park River Holdings Inc                                                          | Park River Holdings Inc, Term Loan                                               | CUSIP: 70082HAE6<br>LEI: 254900PGY077KWCROT75 | Long             | LON              | CORP              | US        |      32000 | PA      | $31352.16     | 0.01%             | 2031-03-17      | Variable      | 8.16%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage A                                                   | Ginnie Mae II Pool                                                               | CUSIP: 36179XLH7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |     220671 | PA      | $220121.65    | 0.05%             | 2052-11-20      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Augusta SpinCo Corp                                                              | Augusta SpinCo Corp                                                              | CUSIP: 051473AD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      60000 | PA      | $59725.05     | 0.01%             | 2031-03-23      | Fixed         | 4.66%                 | No            | 2                  | On Loan: No      |
| United States Treasury Note/Bond                                                 | United States Treasury Note/Bond                                                 | CUSIP: 91282CNC1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     285000 | PA      | $284242.97    | 0.06%             | 2035-05-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Sound Inpatient Physicians Inc                                                   | Sound Inpatient Physicians, Tranche A Term Loan (First Out)                      | CUSIP: 83607JAD3<br>LEI: 54930047QBMPL027P218 | Long             | LON              | CORP              | US        |      16042 | PA      | $16470.18     | 0.00%             | 2028-06-28      | Variable      | 5.23%                 | No            | 2                  | On Loan: No      |
| Compass Minerals International Inc                                               | Compass Minerals International Inc                                               | CUSIP: 20451NAJ0<br>LEI: 2549008X9G8XP7YJGC47 | Long             | DBT              | CORP              | US        |     630000 | PA      | $651934.08    | 0.14%             | 2030-07-01      | Fixed         | 8.00%                 | Yes           | 2                  | On Loan: No      |
| Banco Mercantil del Norte SA/Grand Cayman                                        | Banco Mercantil del Norte SA/Grand Cayman                                        | CUSIP: 05971PAD0<br>LEI: 549300QTVYRPFHS0J362 | Long             | DBT              | CORP              | MX        |     200000 | PA      | $205500.00    | 0.04%             | N/A             | Fixed         | 8.38%                 | Yes           | 2                  | On Loan: No      |
| CD Commercial Mortgage Trust                                                     | CD 2017-CD5 Mortgage Trust                                                       | CUSIP: 12515HAZ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     130000 | PA      | $128060.39    | 0.03%             | 2050-08-15      | Fixed         | 3.43%                 | No            | 2                  | On Loan: No      |
| Directv Financing LLC / Directv Financing Co-Obligor Inc                         | Directv Financing LLC / Directv Financing Co-Obligor Inc                         | CUSIP: 25461LAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     665000 | PA      | $678851.45    | 0.15%             | 2031-02-15      | Fixed         | 10.00%                | Yes           | 2                  | On Loan: No      |
| SCIH Salt Holdings Inc                                                           | SCIH Salt Holdings Inc., Repriced Term Loan B                                    | CUSIP: 78397GAM3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      56000 | PA      | $55930.00     | 0.01%             | 2029-01-31      | Variable      | 6.35%                 | No            | 2                  | On Loan: No      |
| REVERB BUYER INC                                                                 | Medical Solutions Holdings, Inc., First Lien Term Loan                           | CUSIP: 58462QAH4<br>LEI: 549300JH2XHZ7TIKYR39 | Long             | LON              | CORP              | US        |       8610 | PA      | $1858.30      | 0.00%             | 2028-11-01      | Variable      | 7.27%                 | No            | 2                  | On Loan: No      |
| REPUBLIC OF SERBIA                                                               | Serbia International Bond                                                        | CUSIP: 817477AH5<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |     200000 | PA      | $208694.49    | 0.05%             | 2033-09-26      | Fixed         | 6.50%                 | Yes           | 2                  | On Loan: No      |
| El Salvador Government International Bond                                        | El Salvador Government International Bond                                        | CUSIP: 283875CD2<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |     150000 | PA      | $5250.00      | 0.00%             | 2030-04-17      | Fixed         | 0.25%                 | Yes           | 2                  | On Loan: No      |
| CORELOGIC INC                                                                    | CoreLogic, Inc., Term Loan                                                       | CUSIP: 21870FBA6<br>LEI: 54930086CD8K2UIL0516 | Long             | LON              | CORP              | US        |     217934 | PA      | $208945.71    | 0.05%             | 2028-06-02      | Variable      | 7.28%                 | No            | 2                  | On Loan: No      |
| Cornerstone Building Brands Inc                                                  | Cornerstone Building Brands Inc                                                  | CUSIP: 21925DAB5<br>LEI: 549300IW41QEWQ6T0H29 | Long             | DBT              | CORP              | US        |     230000 | PA      | $136022.83    | 0.03%             | 2029-08-15      | Fixed         | 9.50%                 | Yes           | 2                  | On Loan: No      |
| CSC ServiceWorks East LLC                                                        | Spin Holdco Inc., First Lien First Out Term Loan                                 | CUSIP: BL5524097<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      53157 | PA      | $54364.46     | 0.01%             | 2030-09-04      | Variable      | 9.10%                 | No            | 2                  | On Loan: No      |
| Florida Power & Light Co                                                         | Florida Power & Light Co                                                         | CUSIP: 341081GY7<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |      85000 | PA      | $84656.63     | 0.02%             | 2055-03-15      | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| TRUIST FINANCIAL CORP                                                            | Truist Financial Corp                                                            | CUSIP: 89832QAF6<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |     152000 | PA      | $151724.44    | 0.03%             | N/A             | Fixed         | 5.10%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 31418EPC8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     884069 | PA      | $876195.08    | 0.19%             | 2053-02-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| PROVIDENT FINANCING TR I                                                         | Provident Financing Trust I                                                      | CUSIP: 743863AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     360000 | PA      | $384328.63    | 0.08%             | 2038-03-15      | Fixed         | 7.41%                 | No            | 2                  | On Loan: No      |
| Windstream Services LLC                                                          | Windstream Services LLC, Term Loan B                                             | CUSIP: BL5240413<br>LEI: 549300KT9GVEBYCD2N29 | Long             | LON              | CORP              | US        |     145635 | PA      | $146090.84    | 0.03%             | 2032-10-06      | Variable      | 7.67%                 | No            | 2                  | On Loan: No      |
| Barclays PLC                                                                     | Barclays PLC                                                                     | CUSIP: 06738EDC6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     200000 | PA      | $201940.10    | 0.04%             | N/A             | Fixed         | 7.62%                 | No            | 2                  | On Loan: No      |
| United States Treasury Note/Bond                                                 | United States Treasury Note/Bond                                                 | CUSIP: 91282CPR6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1380000 | PA      | $1361240.63   | 0.30%             | 2030-12-31      | Fixed         | 3.62%                 | No            | 2                  | On Loan: No      |
| COMPASS GROUP DIVERSIFIE                                                         | Compass Group Diversified Holdings LLC                                           | CUSIP: 20451RAB8<br>LEI: 549300I6PTUQPX21TE93 | Long             | DBT              | CORP              | US        |     271748 | PA      | $252721.21    | 0.06%             | 2029-04-15      | Fixed         | 5.25%                 | Yes           | 2                  | On Loan: No      |
| DTE Electric Co                                                                  | DTE Electric Co                                                                  | CUSIP: 23338VAV8<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |     320000 | PA      | $326994.03    | 0.07%             | 2034-03-01      | Fixed         | 5.20%                 | No            | 2                  | On Loan: No      |
| Societe Generale SA                                                              | Societe Generale SA                                                              | CUSIP: 83371GAA9<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |     495000 | PA      | $534649.80    | 0.12%             | N/A             | Fixed         | 10.00%                | Yes           | 2                  | On Loan: No      |
| Romania Government Bond                                                          | Romania Government Bond                                                          | CUSIP: ZH1927131<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     800000 | PA      | $179243.93    | 0.04%             | 2034-07-31      | Fixed         | 7.10%                 | No            | 2                  | On Loan: No      |
| CMS Energy Corp                                                                  | CMS Energy Corp                                                                  | CUSIP: 125896BY5<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |     192000 | PA      | $195462.72    | 0.04%             | 2055-06-01      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| LS Group OpCo Acquistion LLC                                                     | Les Schwab Tire Centers, Term Loan B                                             | CUSIP: BL4979243<br>LEI: 549300GJM1TKHPYFPF83 | Long             | LON              | CORP              | US        |     150738 | PA      | $150549.19    | 0.03%             | 2031-04-23      | Variable      | 6.17%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 31418EJ50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1372220 | PA      | $1300061.95   | 0.28%             | 2052-10-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140MUXL9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4082149 | PA      | $3959176.88   | 0.86%             | 2052-07-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley Private Bank NA                                                   | Morgan Stanley Private Bank NA                                                   | CUSIP: 61776NZU0<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |     180000 | PA      | $179376.63    | 0.04%             | 2028-11-17      | Fixed         | 4.20%                 | No            | 2                  | On Loan: No      |
| IVORY COAST                                                                      | Ivory Coast Government International Bond                                        | CUSIP: AN4195839<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |     395000 | PA      | $371612.36    | 0.08%             | 2033-06-15      | Fixed         | 6.12%                 | No            | 2                  | On Loan: No      |
| AIR LEASE CORP                                                                   | Air Lease Corp                                                                   | CUSIP: 00912XBK9<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |      93000 | PA      | $90363.90     | 0.02%             | N/A             | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| Clear Channel Outdoor Holdings Inc                                               | Clear Channel Outdoor Holdings, Inc., Term Loan                                  | CUSIP: 18452RAF2<br>LEI: 254900XBEE6V1ENYS150 | Long             | LON              | CORP              | US        |     287605 | PA      | $288755.78    | 0.06%             | 2028-08-23      | Variable      | 7.78%                 | No            | 2                  | On Loan: No      |
| TSY INFL IX N/B                                                                  | United States Treasury Inflation Indexed Bonds                                   | CUSIP: 912810FH6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     296739 | PA      | $320054.71    | 0.07%             | 2029-04-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| TITULOS DE TESORERIA                                                             | Colombian TES                                                                    | CUSIP: EK6999263<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |  725000000 | PA      | $158694.21    | 0.03%             | 2030-09-18      | Fixed         | 7.75%                 | No            | 2                  | On Loan: No      |
| United States Treasury Inflation Indexed Bonds                                   | United States Treasury Inflation Indexed Bonds                                   | CUSIP: 91282CPH8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     281512 | PA      | $278985.32    | 0.06%             | 2030-10-15      | Fixed         | 1.12%                 | No            | 2                  | On Loan: No      |
| TransDigm Inc                                                                    | TransDigm, Inc., Term Loan J                                                     | CUSIP: 89364MCA0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |     301195 | PA      | $301574.65    | 0.07%             | 2031-02-28      | Variable      | 6.17%                 | No            | 2                  | On Loan: No      |
| ORGANON & CO/ORG                                                                 | Organon & Co / Organon Foreign Debt Co-Issuer BV                                 | CUSIP: 68622TAB7<br>LEI: 549300SH15FO4Y2G3V63 | Long             | DBT              | CORP              | US        |     380000 | PA      | $309696.16    | 0.07%             | 2031-04-30      | Fixed         | 5.12%                 | Yes           | 2                  | On Loan: No      |
| Ghana Government International Bond                                              | Ghana Government International Bond                                              | CUSIP: 374422AP8<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |     367320 | PA      | $312837.99    | 0.07%             | 2035-07-03      | Fixed         | 5.00%                 | Yes           | 2                  | On Loan: No      |
| INDUSTRIAL DPR FUNDING LTD.                                                      | Industrial DPR Funding Ltd                                                       | CUSIP: 45605PAZ1<br>LEI: 549300MBUJF25SSFY437 | Long             | ABS-O            | CORP              | KY        |     233389 | PA      | $209456.91    | 0.05%             | 2034-04-15      | Fixed         | 5.38%                 | Yes           | 3                  | On Loan: No      |
| 1011778 BC ULC                                                                   | 101B.C. Unlimited Liability Company, Term Loan B6                                | CUSIP: C6901LAM9<br>LEI: 549300RHSHNRWI5LLA86 | Long             | LON              | CORP              | CA        |      51722 | PA      | $51670.25     | 0.01%             | 2030-09-23      | Variable      | 5.42%                 | No            | 2                  | On Loan: No      |
| AHP Health Partners Inc                                                          | AHP Health Partners, Inc., Term Loan B                                           | CUSIP: 00130MAL8<br>LEI: 549300QMM8MQ6SM5KX05 | Long             | LON              | CORP              | US        |     187841 | PA      | $188334.28    | 0.04%             | 2032-09-20      | Variable      | 5.92%                 | No            | 2                  | On Loan: No      |
| United Airlines Inc                                                              | United Airlines, Inc., Term Loan B                                               | CUSIP: 90932RAQ7<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | LON              | CORP              | US        |      97378 | PA      | $97348.03     | 0.02%             | 2031-02-24      | Variable      | 5.43%                 | No            | 2                  | On Loan: No      |
| CYXTERA DC HOLDINGS INC                                                          | Cyxtera DC Holdings, Inc., Term Loan B                                           | CUSIP: 19633FAD3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     201761 | PA      | $1109.69      | 0.00%             | 2026-07-16      | Variable      | 0.00%                 | No            | 3                  | On Loan: No      |
| MetLife Inc                                                                      | MetLife Inc                                                                      | CUSIP: 59156RCQ9<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |     207000 | PA      | $210053.46    | 0.05%             | 2055-03-15      | Fixed         | 6.35%                 | No            | 2                  | On Loan: No      |
| United States Treasury Note/Bond                                                 | United States Treasury Note/Bond                                                 | CUSIP: 91282CLF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     215000 | PA      | $209532.62    | 0.05%             | 2034-08-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC Holdings PLC                                                                | CUSIP: 404280EJ4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     695000 | PA      | $696777.12    | 0.15%             | N/A             | Fixed         | 6.95%                 | No            | 2                  | On Loan: No      |
| HEALTHCARE RLTY HLDGS LP                                                         | Healthcare Realty Holdings LP                                                    | CUSIP: 42225UAL8<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              | CORP              | US        |     400000 | PA      | $365065.47    | 0.08%             | 2030-03-15      | Fixed         | 2.40%                 | No            | 2                  | On Loan: No      |
| Reworld Holding Corp                                                             | Reworld Holding Corp, Term Loan B                                                | CUSIP: 22282GAM9<br>LEI: 40XIFLS8XDQGGHGPGC04 | Long             | LON              | CORP              | US        |      81047 | PA      | $81064.07     | 0.02%             | 2028-11-30      | Variable      | 5.92%                 | No            | 2                  | On Loan: No      |
| New Flyer Holdings Inc                                                           | New Flyer Holdings Inc                                                           | CUSIP: 64438WAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     240000 | PA      | $256521.79    | 0.06%             | 2030-07-01      | Fixed         | 9.25%                 | Yes           | 2                  | On Loan: No      |
| MEX BONOS DESARR FIX RT                                                          | Mexican Bonos                                                                    | CUSIP: EK1693424<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    1760000 | PA      | $89794.07     | 0.02%             | 2034-11-23      | Fixed         | 7.75%                 | No            | 2                  | On Loan: No      |
| Kaseya Inc                                                                       | Kaseya Inc., First Lien Term Loan B                                              | CUSIP: 48578AAB4<br>LEI: 254900MISXMLRZ63NH46 | Long             | LON              | CORP              | US        |      72870 | PA      | $68261.70     | 0.01%             | 2032-03-22      | Variable      | 6.92%                 | No            | 2                  | On Loan: No      |
| Lloyds Banking Group PLC                                                         | Lloyds Banking Group PLC                                                         | CUSIP: 53944YBB8<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |     221000 | PA      | $219815.07    | 0.05%             | N/A             | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| WideOpenWest Finance LLC                                                         | WideOpenWest Finance LLC, Super Senior 2nd Out Term Loan                         | CUSIP: BL4794733<br>LEI: 54930045JY28O5B5WE54 | Long             | LON              | CORP              | US        |     174725 | PA      | $162518.11    | 0.04%             | 2028-12-11      | Variable      | 6.93%                 | No            | 2                  | On Loan: No      |
| Rackspace Finance LLC                                                            | Rackspace Finance, LLC, First Lien First Out Term Loan                           | CUSIP: 75008UAC1<br>LEI: 25490078N5MHLAGLZ689 | Long             | LON              | CORP              | US        |      53341 | PA      | $53141.31     | 0.01%             | 2028-05-15      | Variable      | 10.04%                | No            | 2                  | On Loan: No      |
| Air Lease Corp                                                                   | Air Lease Corp                                                                   | CUSIP: 00912XBQ6<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |     241000 | PA      | $232118.38    | 0.05%             | N/A             | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Windstream Services LLC                                                          | Windstream Services LLC                                                          | CUSIP: 97382BAB5<br>LEI: 549300KT9GVEBYCD2N29 | Long             | DBT              | CORP              | US        |     365000 | PA      | $379472.86    | 0.08%             | 2033-10-15      | Fixed         | 7.50%                 | Yes           | 2                  | On Loan: No      |
| Itau Unibanco Holding SA                                                         | Itau Unibanco Holding S.A.                                                       | CUSIP: P5968U113<br>LEI: 5493002W2IVG62O3ZJ94 | Long             | EC               | CORP              | BR        |     339469 | NS      | $2849525.01   | 0.62%             |  |  |  | No            | 1                  | On Loan: No      |
| Bayview MSR Opportunity Master Fund Trust 2021-INV4                              | Bayview MSR Opportunity Master Fund Trust 2021-INV4                              | CUSIP: 07336GAV6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      70163 | PA      | $58022.96     | 0.01%             | 2051-10-25      | Variable      | 2.50%                 | Yes           | 2                  | On Loan: No      |
| NatWest Group PLC                                                                | NatWest Group PLC                                                                | CUSIP: 639057AT5<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |     442000 | PA      | $448969.46    | 0.10%             | N/A             | Fixed         | 7.30%                 | No            | 2                  | On Loan: No      |
| GENERAL MOTORS FINL CO                                                           | General Motors Financial Co Inc                                                  | CUSIP: 37045XDB9<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     177000 | PA      | $173596.66    | 0.04%             | N/A             | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| Societe Generale SA                                                              | Societe Generale SA                                                              | CUSIP: 83370RAF5<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |     410000 | PA      | $394131.81    | 0.09%             | N/A             | Fixed         | 7.12%                 | Yes           | 2                  | On Loan: No      |
| JP Morgan Mortgage Trust                                                         | J.P. Morgan Mortgage Trust 2022-INV3                                             | CUSIP: 46593FAP7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     468077 | PA      | $402870.30    | 0.09%             | 2052-09-25      | Variable      | 3.00%                 | Yes           | 2                  | On Loan: No      |
| Connect Holding II LLC                                                           | Connect Holding II LLC, Delayed Draw Term Loan                                   | CUSIP: 20752KAP8<br>LEI: 254900LCX7S2QHYUOI31 | Long             | LON              | CORP              | US        |     342000 | PA      | $319214.25    | 0.07%             | 2031-04-03      | Variable      | 7.93%                 | No            | 2                  | On Loan: No      |
| Icon Parent Inc                                                                  | Instructure Holdings, Inc., Repriced Term Loan                                   | CUSIP: 45115DAC2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     270186 | PA      | $259884.95    | 0.06%             | 2031-11-13      | Variable      | 6.44%                 | No            | 2                  | On Loan: No      |
| TITULOS DE TESORERIA                                                             | Colombian TES                                                                    | CUSIP: BT5050872<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |  959000000 | PA      | $196598.07    | 0.04%             | 2042-05-28      | Fixed         | 9.25%                 | No            | 2                  | On Loan: No      |
| Beach Acquisition Bidco LLC                                                      | Beach Acquisition Bidco LLC                                                      | CUSIP: 07337JAC1<br>LEI: 254900F2FNX3GBTB6202 | Long             | DBT              | CORP              | US        |    1680000 | PA      | $1789229.08   | 0.39%             | 2033-07-15      | Fixed         | 10.00%                | Yes           | 2                  | On Loan: No      |
| INEOS US Finance LLC                                                             | INEOS US Finance LLC                                                             | CUSIP: 45672JAL4<br>LEI: 5493008MHJ4R367SNK31 | Long             | LON              | CORP              | US        |      79000 | PA      | $75247.50     | 0.02%             | 2028-11-09      | Variable      | 6.27%                 | No            | 2                  | On Loan: No      |
| LBM Acquisition LLC                                                              | LBM Acquisition LLC                                                              | CUSIP: 52109SAB5<br>LEI: 549300FAEB3VWZL4NI86 | Long             | DBT              | CORP              | US        |     380000 | PA      | $330769.71    | 0.07%             | 2031-06-15      | Fixed         | 9.50%                 | Yes           | 2                  | On Loan: No      |
| Ensemble RCM LLC                                                                 | Ensemble RCM, LLC, Term Loan B                                                   | CUSIP: 29359BAH4<br>LEI: 254900PDXJVVI20WAQ37 | Long             | LON              | CORP              | US        |     116000 | PA      | $114888.14    | 0.03%             | 2033-02-09      | Variable      | 6.66%                 | No            | 2                  | On Loan: No      |
| Enbridge Inc                                                                     | Enbridge Inc                                                                     | CUSIP: 29250NBT1<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     688000 | PA      | $774052.98    | 0.17%             | 2084-01-15      | Fixed         | 8.50%                 | No            | 2                  | On Loan: No      |
| Saudi Awwal Bank                                                                 | Saudi Awwal Bank                                                                 | CUSIP: YL5970378<br>LEI: 558600TQS0WENZUC5190 | Long             | DBT              | CORP              | SA        |     200000 | PA      | $195789.20    | 0.04%             | 2035-09-04      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| TSY INFL IX N/B                                                                  | United States Treasury Inflation Indexed Bonds                                   | CUSIP: 9128282L3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     398841 | PA      | $398665.18    | 0.09%             | 2027-07-15      | Fixed         | 0.38%                 | No            | 2                  | On Loan: No      |
| Team Health Holdings Inc                                                         | Team Health Holdings Inc                                                         | CUSIP: 87817AAB3<br>LEI: 549300PVTQ4UDTTMQT11 | Long             | DBT              | CORP              | US        |     466906 | PA      | $483247.71    | 0.11%             | 2028-06-30      | Fixed         | 9.00%                 | Yes           | 2                  | On Loan: No      |
| Connect Holding II LLC                                                           | Connect Holding II LLC                                                           | CUSIP: 20753PAD3<br>LEI: 254900LCX7S2QHYUOI31 | Long             | DBT              | CORP              | US        |    1300000 | PA      | $1292093.63   | 0.28%             | 2031-04-03      | Fixed         | 10.50%                | Yes           | 2                  | On Loan: No      |
| Anticimex Global AB                                                              | Anticimex International AB, Term Loan                                            | CUSIP: BL5276110<br>LEI: 54930005SBU6WYFBEB41 | Long             | LON              | CORP              | SE        |     282943 | PA      | $283739.66    | 0.06%             | 2031-11-17      | Variable      | 6.56%                 | No            | 2                  | On Loan: No      |
| BANCO MERCANTIL DE NORTE                                                         | Banco Mercantil del Norte SA/Grand Cayman                                        | CUSIP: 05962GAJ8<br>LEI: 549300QTVYRPFHS0J362 | Long             | DBT              | CORP              | MX        |     300000 | PA      | $300602.10    | 0.07%             | N/A             | Fixed         | 7.62%                 | Yes           | 2                  | On Loan: No      |
| Kleopatra Finco Sarl                                                             | Kleopatra Finco Sarl                                                             | CUSIP: N/A<br>LEI: 222100M6T1N8VIC8M726       | Long             | EC               | CORP              | LU        |       3706 | NS      | $5080.33      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| POLARIS NEWCO LLC                                                                | Polaris Newco LLC                                                                | CUSIP: 73108RAB4<br>LEI: 254900LEPDAG7EDOA064 | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2028-06-05      | Variable      | 8.32%                 | No            | 2                  | On Loan: No      |
| CoreWeave Inc                                                                    | CoreWeave Inc                                                                    | CUSIP: 21873SAB4<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |     750000 | PA      | $728744.55    | 0.16%             | 2030-06-01      | Fixed         | 9.25%                 | Yes           | 2                  | On Loan: No      |
| UBS Group AG                                                                     | UBS Group AG                                                                     | CUSIP: 902613BE7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     521000 | PA      | $586770.52    | 0.13%             | N/A             | Fixed         | 9.25%                 | Yes           | 2                  | On Loan: No      |
| Prime Security Services Borrower LLC                                             | Prime Security Services Borrower, LLC, First Lien Term Loan B                    | CUSIP: BL4814754<br>LEI: 549300O6QPZVWXV2DC15 | Long             | LON              | CORP              | US        |      48646 | PA      | $48494.44     | 0.01%             | 2030-10-15      | Variable      | 5.66%                 | No            | 2                  | On Loan: No      |
| REPUBLIC OF ARGENTINA                                                            | Argentine Republic Government International Bond                                 | CUSIP: 040114HV5<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |     150000 | PA      | $99825.00     | 0.02%             | 2041-07-09      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| GS Mortgage-Backed Securities                                                    | GS Mortgage-Backed Securities Trust 2021-PJ10                                    | CUSIP: 36262PAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     262084 | PA      | $216579.26    | 0.05%             | 2052-03-25      | Variable      | 2.50%                 | Yes           | 2                  | On Loan: No      |
| Citigroup Inc                                                                    | Citigroup Inc                                                                    | CUSIP: 172967QJ3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     224000 | PA      | $224168.05    | 0.05%             | N/A             | Fixed         | 6.62%                 | No            | 2                  | On Loan: No      |
| Rogers Communications Inc                                                        | Rogers Communications Inc                                                        | CUSIP: 775109DH1<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |     177000 | PA      | $181121.98    | 0.04%             | 2055-04-15      | Fixed         | 7.12%                 | No            | 2                  | On Loan: No      |
| Comision Ejecutiva Hidroelectrica del Rio Lempa                                  | Comision Ejecutiva Hidroelectrica del Rio Lempa                                  | CUSIP: 200444AA5<br>LEI: 254900YU43PQQ27Q0E71 | Long             | DBT              | CORP              | SV        |     200000 | PA      | $205000.00    | 0.04%             | 2033-01-24      | Fixed         | 8.65%                 | Yes           | 2                  | On Loan: No      |
| Fertitta Entertainment LLC/NV                                                    | Fertitta Entertainment, LLC, Term Loan B                                         | CUSIP: 31556PAB3<br>LEI: 984500A0805D8V551D35 | Long             | LON              | CORP              | US        |     172969 | PA      | $169942.35    | 0.04%             | 2029-01-29      | Variable      | 6.92%                 | No            | 2                  | On Loan: No      |
| Allwyn Entertainment Financing US LLC                                            | Allwyn Entertainment Financing US LLC, Term Loan B                               | CUSIP: BL4981694<br>LEI: N/A                  | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2031-06-11      | Variable      | 5.67%                 | No            | 2                  | On Loan: No      |
| Mitchell International Inc                                                       | Mitchell International, Inc., Term Loan                                          | CUSIP: 60662WBB7<br>LEI: 5493002RDNIGEM7SSV41 | Long             | LON              | CORP              | US        |     302200 | PA      | $289182.90    | 0.06%             | 2031-06-17      | Variable      | 6.67%                 | No            | 2                  | On Loan: No      |
| ARDN 2025-ARCP Mortgage Trust                                                    | ARDN 2025-ARCP Mortgage Trust                                                    | CUSIP: 039961AA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     100000 | PA      | $99766.32     | 0.02%             | 2035-06-15      | Variable      | 5.42%                 | Yes           | 2                  | On Loan: No      |
| Vistra Operations Co LLC                                                         | Vistra Operations Co LLC                                                         | CUSIP: 92840VAZ5<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |      95000 | PA      | $92928.38     | 0.02%             | 2036-01-31      | Fixed         | 5.35%                 | Yes           | 2                  | On Loan: No      |
| 1261229 BC Ltd                                                                   | Bausch Health Companies Inc., Term Loan B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | CA        |     285561 | PA      | $276359.18    | 0.06%             | 2030-10-08      | Variable      | 9.92%                 | No            | 2                  | On Loan: No      |
| Learning Care Group US No 2 Inc                                                  | Learning Care Group (US) No. 2 Inc., Term Loan B                                 | CUSIP: 52200MAL4<br>LEI: 5493000VMN44LK8QID23 | Long             | LON              | CORP              | US        |       9975 | PA      | $7345.51      | 0.00%             | 2028-08-11      | Variable      | 7.67%                 | No            | 2                  | On Loan: No      |
| Mister Car Wash Holdings Inc                                                     | Mister Car Wash Holdings, Inc., Term Loan B                                      | CUSIP: 60646CAK3<br>LEI: 549300BARUQU0U2GQE05 | Long             | LON              | CORP              | US        |      55730 | PA      | $55146.06     | 0.01%             | 2031-03-27      | Variable      | 5.92%                 | No            | 2                  | On Loan: No      |
| Herschend Entertainment Co LLC                                                   | Herschend Entertainment Company, LLC, Term Loan B                                | CUSIP: 42778EAH4<br>LEI: 54930087KQ7RPDXK0716 | Long             | LON              | CORP              | US        |      64512 | PA      | $64673.78     | 0.01%             | 2032-05-27      | Variable      | 6.17%                 | No            | 2                  | On Loan: No      |
| STANDARD CHARTERED PLC                                                           | Standard Chartered PLC                                                           | CUSIP: 853254CM0<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |     343000 | PA      | $350856.76    | 0.08%             | N/A             | Fixed         | 7.75%                 | Yes           | 2                  | On Loan: No      |
| COBANK ACB                                                                       | CoBank ACB                                                                       | CUSIP: 19075QAC6<br>LEI: P0J8I7M2E0A77CKF1705 | Long             | DBT              | CORP              | US        |     105000 | PA      | $104422.13    | 0.02%             | N/A             | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| Aspen Insurance Holdings Ltd                                                     | Aspen Insurance Holdings Ltd                                                     | CUSIP: EP0607309<br>LEI: 549300YX6HECG9XQCQ75 | Long             | EP               | CORP              | BM        |       4550 | NS      | $106015.00    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Apple Inc                                                                        | Apple, Inc                                                                       | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |      66610 | NS      | $16904951.90  | 3.69%             |  |  |  | No            | 1                  | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 31418ECQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     588463 | PA      | $497069.63    | 0.11%             | 2052-04-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| YPF SA                                                                           | YPF SA                                                                           | CUSIP: 984245BB5<br>LEI: 5493003N7447U18U5U53 | Long             | DBT              | CORP              | AR        |     450000 | PA      | $458388.09    | 0.10%             | 2034-01-17      | Fixed         | 8.25%                 | Yes           | 2                  | On Loan: No      |
| Philip Morris International Inc                                                  | Philip Morris International, Inc                                                 | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |      24387 | NS      | $4032146.58   | 0.88%             |  |  |  | No            | 1                  | On Loan: No      |
| Freddie Mac Pool                                                                 | Freddie Mac Pool                                                                 | CUSIP: 3132DWHE6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     172794 | PA      | $171228.08    | 0.04%             | 2053-06-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| AEROPUERTO INTL TOCUMEN                                                          | Aeropuerto Internacional de Tocumen SA                                           | CUSIP: 00787CAE2<br>LEI: 254900FO1PHX49ZIGB14 | Long             | DBT              | CORP              | PA        |     200000 | PA      | $160056.00    | 0.03%             | 2061-08-11      | Fixed         | 5.12%                 | Yes           | 2                  | On Loan: No      |
| AmWINS Group Inc                                                                 | AmWINS Group, Inc., Term Loan B                                                  | CUSIP: 03234TBB3<br>LEI: 549300SJE7MUB8NMRG61 | Long             | LON              | CORP              | US        |     274334 | PA      | $272828.33    | 0.06%             | 2032-01-30      | Variable      | 5.67%                 | No            | 2                  | On Loan: No      |
| Victory Buyer LLC                                                                | Victory Buyer LLC, Term Loan B                                                   | CUSIP: 92643PAD6<br>LEI: 549300G9TEUHGC81N056 | Long             | LON              | CORP              | US        |      87000 | PA      | $87208.80     | 0.02%             | 2033-02-09      | Variable      | 6.67%                 | No            | 2                  | On Loan: No      |
| Guatemala Government Bond                                                        | Guatemala Government Bond                                                        | CUSIP: 401494BA6<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |     200000 | PA      | $203300.00    | 0.04%             | 2036-08-15      | Fixed         | 6.25%                 | Yes           | 2                  | On Loan: No      |
| Asurion LLC/ Asurion Co-Issuer Inc                                               | Asurion LLC/ Asurion Co-Issuer Inc                                               | CUSIP: 045941AA9<br>LEI: 549300KNQVXGIOXWK278 | Long             | DBT              | CORP              | US        |     380000 | PA      | $394230.24    | 0.09%             | 2032-12-31      | Fixed         | 8.00%                 | Yes           | 2                  | On Loan: No      |
| Freeport LNG Investments LLLP                                                    | Freeport LNG Investments, LLLP, Term Loan B                                      | CUSIP: 35670CAE8<br>LEI: 549300LR5YVRZH4YPQ33 | Long             | LON              | CORP              | US        |     520000 | PA      | $520868.40    | 0.11%             | 2033-01-31      | Variable      | 6.89%                 | No            | 2                  | On Loan: No      |
| OAK-Eagle Acquireco Inc                                                          | OAK-Eagle Acquireco Inc                                                          | CUSIP: 67124CAB9<br>LEI: 6488ICS9P20290MA1H31 | Long             | DBT              | CORP              | US        |     135000 | PA      | $141330.38    | 0.03%             | 2034-07-01      | Fixed         | 8.75%                 | Yes           | 2                  | On Loan: No      |
| 1261229 BC Ltd                                                                   | 1261229 BC Ltd                                                                   | CUSIP: 68288AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     965000 | PA      | $988009.46    | 0.22%             | 2032-04-15      | Fixed         | 10.00%                | Yes           | 2                  | On Loan: No      |
| Royal Bank of Canada                                                             | Royal Bank of Canada                                                             | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Short            | RA               | CORP              | CA        |  -11268000 | PA      | $-11268000.00 | -2.46%            |  |  |  | No            | N/A                | On Loan: No      |
| VODAFONE GROUP PLC                                                               | Vodafone Group PLC                                                               | CUSIP: 92857WBQ2<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |     365000 | PA      | $375423.14    | 0.08%             | 2079-04-04      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| Republic of Poland Government International Bond                                 | Republic of Poland Government International Bond                                 | CUSIP: 857524AH5<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     100000 | PA      | $101811.12    | 0.02%             | 2035-02-12      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                                                           | Egypt Government International Bond                                              | CUSIP: 03846JX62<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |     205000 | PA      | $180787.58    | 0.04%             | 2050-05-29      | Fixed         | 8.88%                 | Yes           | 2                  | On Loan: No      |
| Turkiye Government Bond                                                          | Turkiye Government Bond                                                          | CUSIP: YM2753874<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    4000000 | PA      | $87925.57     | 0.02%             | 2027-07-14      | Fixed         | 37.84%                | No            | 2                  | On Loan: No      |
| First Student Bidco Inc                                                          | First Student Bidco Inc, Term Loan C                                             | CUSIP: 33718FAR1<br>LEI: 2549006DRO2F06AA1391 | Long             | LON              | CORP              | US        |      22320 | PA      | $22275.83     | 0.00%             | 2030-08-15      | Variable      | 5.95%                 | No            | 2                  | On Loan: No      |
| BioMarin Pharmaceutical Inc                                                      | BioMarin Pharmaceutical Inc                                                      | CUSIP: N/A<br>LEI: NSLL8ITTRR0J5HEMR848       | Long             | LON              | CORP              | US        |     177000 | PA      | $176779.64    | 0.04%             | 2033-01-29      | Variable      | 5.43%                 | No            | 2                  | On Loan: No      |
| Kering SA                                                                        | Kering S.A.                                                                      | CUSIP: F5433L103<br>LEI: 549300VGEJKB7SVUZR78 | Long             | EC               | CORP              | FR        |       3798 | NS      | $1153313.53   | 0.25%             |  |  |  | No            | 2                  | On Loan: No      |
| PETRONAS CAPITAL LTD                                                             | Petronas Capital Ltd                                                             | CUSIP: 71675CAE8<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | CORP              | MY        |     205000 | PA      | $134732.15    | 0.03%             | 2061-04-28      | Fixed         | 3.40%                 | Yes           | 2                  | On Loan: No      |
| Wells Fargo Mortgage Backed Se                                                   | Wells Fargo Mortgage Backed Securities 2022-2 Trust                              | CUSIP: 949930AT8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     159232 | PA      | $131585.19    | 0.03%             | 2051-12-25      | Variable      | 2.50%                 | Yes           | 2                  | On Loan: No      |
| PRIME SECSRVC BRW/FINANC                                                         | Prime Security Services Borrower LLC / Prime Finance Inc                         | CUSIP: 74166MAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     200000 | PA      | $194652.04    | 0.04%             | 2027-08-31      | Fixed         | 3.38%                 | Yes           | 2                  | On Loan: No      |
| KOSMOS ENERGY LTD                                                                | Kosmos Energy Ltd                                                                | CUSIP: 500688AD8<br>LEI: 213800YDFJ3OT9B5P157 | Long             | DBT              | CORP              | US        |     200000 | PA      | $192380.74    | 0.04%             | 2028-03-01      | Fixed         | 7.50%                 | Yes           | 2                  | On Loan: No      |
| Honeywell International Inc                                                      | Honeywell International, Inc                                                     | CUSIP: 438516106<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | EC               | CORP              | US        |      14552 | NS      | $3289188.56   | 0.72%             |  |  |  | No            | 1                  | On Loan: No      |
| United States Treasury Note/Bond                                                 | United States Treasury Note/Bond                                                 | CUSIP: 912810UN6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     555000 | PA      | $553178.91    | 0.12%             | 2045-08-15      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| Sisecam UK PLC                                                                   | Sisecam UK PLC                                                                   | CUSIP: 829688AC4<br>LEI: 789000T82YRLMLUOC889 | Long             | DBT              | CORP              | GB        |     200000 | PA      | $198480.96    | 0.04%             | 2033-01-23      | Fixed         | 8.38%                 | Yes           | 2                  | On Loan: No      |
| Arcwood Environmental Inc                                                        | Arcwood Environmental Inc                                                        | CUSIP: BL5601523<br>LEI: 549300E3IIHNPMXFHC03 | Long             | LON              | CORP              | US        |      25000 | PA      | $25062.50     | 0.01%             | 2033-03-21      | Variable      | 6.67%                 | No            | 2                  | On Loan: No      |
| Yapi ve Kredi Bankasi AS                                                         | Yapi ve Kredi Bankasi AS                                                         | CUSIP: 984848AR2<br>LEI: B85ZYWEZ5IZCZ2WNIO12 | Long             | DBT              | CORP              | TR        |     200000 | PA      | $204096.99    | 0.04%             | 2034-01-17      | Fixed         | 9.25%                 | Yes           | 2                  | On Loan: No      |
| Toyota Auto Loan Extended Note Trust 2023-1                                      | Toyota Auto Loan Extended Note Trust 2023-1                                      | CUSIP: 89231WAA1<br>LEI: 5493000KI9FC40RVHF71 | Long             | ABS-O            | CORP              | US        |     500000 | PA      | $507552.60    | 0.11%             | 2036-06-25      | Fixed         | 4.93%                 | Yes           | 2                  | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                               | Mitsubishi UFJ Financial Group, Inc                                              | CUSIP: J44497105<br>LEI: 353800V2V8PUY9TK3E06 | Long             | EC               | CORP              | JP        |     270800 | NS      | $4585705.58   | 1.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Wells Fargo & Co                                                                 | Wells Fargo & Co                                                                 | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |      85655 | NS      | $6818994.55   | 1.49%             |  |  |  | No            | 1                  | On Loan: No      |
| Alphabet Inc                                                                     | Alphabet, Inc                                                                    | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |      18017 | NS      | $5180968.52   | 1.13%             |  |  |  | No            | 1                  | On Loan: No      |
| UBS Group AG                                                                     | UBS Group AG                                                                     | CUSIP: 902613BF4<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     499000 | PA      | $531846.78    | 0.12%             | N/A             | Fixed         | 9.25%                 | Yes           | 2                  | On Loan: No      |
| TRICORBRAUN HOLDINGS INC                                                         | TricorBraun Holdings, Inc., Term Loan                                            | CUSIP: 00184NAB3<br>LEI: 2549009AB5YVVW5J1U62 | Long             | LON              | CORP              | US        |     139264 | PA      | $132720.92    | 0.03%             | 2031-03-03      | Variable      | 6.92%                 | No            | 2                  | On Loan: No      |
| VISTAJET MALTA/VM HOLDS                                                          | VistaJet Malta Finance PLC / Vista Management Holding Inc                        | CUSIP: 92840JAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |    1140000 | PA      | $984513.46    | 0.21%             | 2030-02-01      | Fixed         | 6.38%                 | Yes           | 2                  | On Loan: No      |
| Smurfit Westrock PLC                                                             | Smurfit Westrock plc                                                             | CUSIP: G8267P108<br>LEI: 635400EGSEOPDW2EXS14 | Long             | EC               | CORP              | US        |     105452 | NS      | $4202262.20   | 0.92%             |  |  |  | No            | 1                  | On Loan: No      |
| Wells Fargo & Co                                                                 | Wells Fargo & Co                                                                 | CUSIP: 95000U3W1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     215000 | PA      | $218673.47    | 0.05%             | 2031-04-23      | Fixed         | 5.15%                 | No            | 2                  | On Loan: No      |
| Caterpillar Inc                                                                  | Caterpillar, Inc                                                                 | CUSIP: 149123101<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | EC               | CORP              | US        |       9301 | NS      | $6589386.46   | 1.44%             |  |  |  | No            | 1                  | On Loan: No      |
| Transmontaigne Operating Co LP                                                   | TransMontaigne Operating Company L.P., Term Loan B                               | CUSIP: 89376WAH1<br>LEI: 549300V4T155OZCUJ734 | Long             | LON              | CORP              | US        |      86046 | PA      | $86067.54     | 0.02%             | 2028-11-17      | Variable      | 5.92%                 | No            | 2                  | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                                                         | Republic of South Africa Government International Bond                           | CUSIP: 836205AS3<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     200000 | PA      | $155933.78    | 0.03%             | 2044-07-24      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| Visa Inc                                                                         | Visa, Inc                                                                        | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |      11939 | NS      | $3608443.36   | 0.79%             |  |  |  | No            | 1                  | On Loan: No      |
| Alera Group Inc                                                                  | Alera Group, Inc., Term Loan B                                                   | CUSIP: 01451PAE6<br>LEI: 2549003D76KZAKICNX26 | Long             | LON              | CORP              | US        |     208951 | PA      | $203097.54    | 0.04%             | 2032-05-28      | Variable      | 6.42%                 | No            | 2                  | On Loan: No      |
| Credit Agricole SA                                                               | Credit Agricole SA                                                               | CUSIP: 225313AT2<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |     403000 | PA      | $406813.99    | 0.09%             | N/A             | Fixed         | 7.12%                 | Yes           | 2                  | On Loan: No      |
| United States Treasury Inflation Indexed Bonds                                   | United States Treasury Inflation Indexed Bonds                                   | CUSIP: 91282CJY8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     269785 | PA      | $268631.79    | 0.06%             | 2034-01-15      | Fixed         | 1.75%                 | No            | 2                  | On Loan: No      |
| Raizen Fuels Finance SA                                                          | Raizen Fuels Finance SA                                                          | CUSIP: 75102XAD8<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |     200000 | PA      | $109500.00    | 0.02%             | 2035-01-17      | Fixed         | 5.70%                 | Yes           | 2                  | On Loan: No      |
| TSY INFL IX N/B                                                                  | United States Treasury Inflation Indexed Bonds                                   | CUSIP: 912810FQ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     366438 | PA      | $404240.02    | 0.09%             | 2032-04-15      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                                              | Fixed Income Clearing Corporation                                                | CUSIP: 85748R009<br>LEI: N/A                  | Long             | RA               | CORP              | US        |    7300000 | PA      | $7300000.00   | 1.59%             |  |  |  | No            | 2                  | On Loan: No      |
| Prudential Financial Inc                                                         | Prudential Financial Inc                                                         | CUSIP: 744320BP6<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     150000 | PA      | $153652.20    | 0.03%             | 2054-03-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Upstream Newco Inc                                                               | Upstream Newco, Inc., Term Loan                                                  | CUSIP: 91678HAJ1<br>LEI: 549300Q4K2W4R1EBTH48 | Long             | LON              | CORP              | US        |      78107 | PA      | $72520.25     | 0.02%             | 2029-11-20      | Variable      | 8.18%                 | No            | 2                  | On Loan: No      |
| NOTA DO TESOURO NACIONAL                                                         | Brazil Notas do Tesouro Nacional Serie F                                         | CUSIP: JV5341526<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     285000 | PA      | $53660.66     | 0.01%             | 2027-01-01      | Fixed         | 10.00%                | No            | 2                  | On Loan: No      |
| Citigroup Inc                                                                    | Citigroup Inc                                                                    | CUSIP: 172967PE5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     794000 | PA      | $821122.25    | 0.18%             | N/A             | Fixed         | 7.62%                 | No            | 2                  | On Loan: No      |
| Credit Suisse Group AG                                                           | Credit Suisse Group AG                                                           | CUSIP: 902LWB004<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |     300000 | PA      | $102000.00    | 0.02%             | 2172-02-21      | Fixed         | 6.38%                 | No            | 3                  | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                   | CUSIP: 61762V838<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EP               | CORP              | US        |      11750 | NS      | $296570.00    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Wand NewCo 3 Inc                                                                 | Wand NewCo 3, Inc., Repriced Term Loan B                                         | CUSIP: BL4939163<br>LEI: 549300Y3VZEWMSQW8494 | Long             | LON              | CORP              | US        |     378193 | PA      | $375613.42    | 0.08%             | 2031-01-30      | Variable      | 6.17%                 | No            | 2                  | On Loan: No      |
| Limak Cimento Sanayi ve Ticaret AS                                               | Limak Cimento Sanayi ve Ticaret AS                                               | CUSIP: 53263AAA6<br>LEI: 789000EEUQIGHI88WH47 | Long             | DBT              | CORP              | TR        |     200000 | PA      | $196815.77    | 0.04%             | 2029-07-25      | Fixed         | 9.75%                 | Yes           | 2                  | On Loan: No      |
| Trinidad Generation UnLtd                                                        | Trinidad Generation UnLtd                                                        | CUSIP: 89636DAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | TT        |     200000 | PA      | $208812.00    | 0.05%             | 2033-06-16      | Fixed         | 7.75%                 | Yes           | 2                  | On Loan: No      |
| Hertz Vehicle Financing LLC                                                      | Hertz Vehicle Financing III LLC                                                  | CUSIP: 42806MCA5<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |     250000 | PA      | $252582.55    | 0.06%             | 2028-02-25      | Fixed         | 5.94%                 | Yes           | 2                  | On Loan: No      |
| Fannie Mae Pool                                                                  | Fannie Mae Pool                                                                  | CUSIP: 31418FDB0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     955405 | PA      | $960371.00    | 0.21%             | 2054-10-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Hungary Government International Bond                                            | Hungary Government International Bond                                            | CUSIP: 445545AV8<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |     200000 | PA      | $201121.96    | 0.04%             | 2030-09-26      | Fixed         | 5.38%                 | Yes           | 2                  | On Loan: No      |
| Invenergy Thermal Operating I LLC                                                | Invenergy Thermal Operating I LLC, Term Loan B                                   | CUSIP: 46123UAP3<br>LEI: 549300JF5R5BXJAMZL67 | Long             | LON              | CORP              | US        |      74078 | PA      | $74355.38     | 0.02%             | 2032-05-06      | Variable      | 6.38%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMorgan Chase & Co                                                              | CUSIP: 48128AAJ2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     351000 | PA      | $360173.39    | 0.08%             | N/A             | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Centuri Group Inc                                                                | Centuri Group, Inc, Refinance Term Loan B                                        | CUSIP: 15643XAE8<br>LEI: 254900H4HY0IHK5J9N53 | Long             | LON              | CORP              | US        |     126900 | PA      | $127264.84    | 0.03%             | 2032-07-09      | Variable      | 5.67%                 | No            | 2                  | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                                                           | Egypt Government International Bond                                              | CUSIP: 038461AM1<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |     225000 | PA      | $194054.55    | 0.04%             | 2047-01-31      | Fixed         | 8.50%                 | Yes           | 2                  | On Loan: No      |
| Wells Fargo Mortgage Backed Se                                                   | Wells Fargo Mortgage Backed Securities 2022-INV1 Trust                           | CUSIP: 95003NAT3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     111976 | PA      | $96410.76     | 0.02%             | 2052-03-25      | Variable      | 3.00%                 | Yes           | 2                  | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA                                               | Banco Bilbao Vizcaya Argentaria SA                                               | CUSIP: 05946KAM3<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |     473000 | PA      | $511020.21    | 0.11%             | N/A             | Fixed         | 9.38%                 | No            | 2                  | On Loan: No      |
| Altice France Lux 3 / Altice Holdings 1                                          | Altice France Lux 3 / Altice Holdings 1                                          | CUSIP: 020956AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     285000 | PA      | $259015.95    | 0.06%             | 2033-01-15      | Fixed         | 10.00%                | Yes           | 2                  | On Loan: No      |
| Rheinmetall AG                                                                   | Rheinmetall AG.                                                                  | CUSIP: D65111102<br>LEI: 5299001OU9CSE29O6S05 | Long             | EC               | CORP              | DE        |       3065 | NS      | $5169999.26   | 1.13%             |  |  |  | No            | 2                  | On Loan: No      |
| Turk Telekomunikasyon AS                                                         | Turk Telekomunikasyon AS                                                         | CUSIP: 90011QAE0<br>LEI: 789000A2TXOI10JZLF90 | Long             | DBT              | CORP              | TR        |     225000 | PA      | $219106.41    | 0.05%             | 2032-10-07      | Fixed         | 6.95%                 | Yes           | 2                  | On Loan: No      |
| Turkiye Government International Bond                                            | Turkiye Government International Bond                                            | CUSIP: 900123DL1<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     200000 | PA      | $198820.54    | 0.04%             | 2032-07-17      | Fixed         | 7.12%                 | No            | 2                  | On Loan: No      |
| Garda World Security Corp                                                        | Garda World Security Corporation, Term Loan B                                    | CUSIP: N/A<br>LEI: 549300ZF1NDXLMCHNO20       | Long             | LON              | CORP              | CA        |     291228 | PA      | $289771.78    | 0.06%             | 2029-02-01      | Variable      | 6.42%                 | No            | 2                  | On Loan: No      |
| NIKE Inc                                                                         | NIKE, Inc                                                                        | CUSIP: 654106103<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | EC               | CORP              | US        |      31171 | NS      | $1646452.22   | 0.36%             |  |  |  | No            | 1                  | On Loan: No      |
| Encore Capital Group Inc                                                         | Encore Capital Group Inc                                                         | CUSIP: 292554AS1<br>LEI: 5493000UVC6H49CIH830 | Long             | DBT              | CORP              | US        |     790000 | PA      | $786050.00    | 0.17%             | 2031-04-15      | Fixed         | 6.62%                 | Yes           | 2                  | On Loan: No      |
| Pye-Barker Fire & Safety LLC                                                     | Pye-Barker Fire & Safety, LLC, Delayed Draw Term Loan                            | CUSIP: 69380SAC7<br>LEI: 254900K8RDMGUBC44870 | Long             | LON              | CORP              | US        |      26390 | PA      | $26460.59     | 0.01%             | 2032-12-16      | Variable      | 1.25%                 | No            | 2                  | On Loan: No      |
| Kohl's Corp                                                                      | Kohl's Corp                                                                      | CUSIP: 500255AY0<br>LEI: 549300JF6LPRTRJ0FH50 | Long             | DBT              | CORP              | US        |     760000 | PA      | $803640.72    | 0.18%             | 2030-06-01      | Fixed         | 10.00%                | Yes           | 2                  | On Loan: No      |
| Eaton Corp PLC                                                                   | Eaton Corp plc                                                                   | CUSIP: G29183103<br>LEI: 549300VDIGTMXUNT7H71 | Long             | EC               | CORP              | US        |       9308 | NS      | $3329192.36   | 0.73%             |  |  |  | No            | 1                  | On Loan: No      |
| CONAIR HOLDINGS LLC                                                              | Conair Holdings, LLC, Term Loan B                                                | CUSIP: 20600RAB8<br>LEI: 549300804G00T34FLV17 | Long             | LON              | CORP              | US        |     139070 | PA      | $98391.86     | 0.02%             | 2028-05-17      | Variable      | 7.53%                 | No            | 2                  | On Loan: No      |
| Savor Acquisition Inc                                                            | Sauer Brands Inc, Term Loan B                                                    | CUSIP: BL4989473<br>LEI: 25490051R6ZOBEBPQ519 | Long             | LON              | CORP              | US        |      90922 | PA      | $91149.72     | 0.02%             | 2032-02-19      | Variable      | 6.67%                 | No            | 2                  | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                 | CUSIP: 95000U2Z5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      75000 | PA      | $62183.83     | 0.01%             | 2053-04-25      | Fixed         | 4.61%                 | No            | 2                  | On Loan: No      |
| CSC HOLDINGS LLC                                                                 | CSC Holdings, LLC, Term Loan B5                                                  | CUSIP: 64072UAK8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | LON              | CORP              | US        |      92680 | PA      | $81905.53     | 0.02%             | 2027-04-15      | Variable      | 8.25%                 | No            | 2                  | On Loan: No      |
| CNH Equipment Trust 2025-B                                                       | CNH Equipment Trust 2025-B                                                       | CUSIP: 12675EAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     500000 | PA      | $500988.75    | 0.11%             | 2030-10-15      | Fixed         | 4.30%                 | No            | 2                  | On Loan: No      |
| Ryan Specialty LLC                                                               | Ryan Specialty Group, LLC, Term Loan B                                           | CUSIP: BL4755205<br>LEI: 549300K52N7QBO3PYY45 | Long             | LON              | CORP              | US        |     265534 | PA      | $265533.99    | 0.06%             | 2031-09-15      | Variable      | 5.67%                 | No            | 2                  | On Loan: No      |
| El Salvador Government International Bond                                        | El Salvador Government International Bond                                        | CUSIP: 283875CG5<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |     150000 | PA      | $158730.00    | 0.03%             | 2054-11-21      | Fixed         | 9.65%                 | Yes           | 2                  | On Loan: No      |
| Cornerstone Generation LLC                                                       | Cornerstone Generation LLC, Term Loan B                                          | CUSIP: 21924NAB4<br>LEI: 254900JBGAU2N55LVN75 | Long             | LON              | CORP              | US        |     112751 | PA      | $112993.02    | 0.02%             | 2032-08-11      | Variable      | 5.92%                 | No            | 2                  | On Loan: No      |
| Allied Universal Holdco LLC                                                      | Allied Universal Holdco LLC, Term Loan B                                         | CUSIP: BL5184058<br>LEI: 98450038B4549046D794 | Long             | LON              | CORP              | US        |     326480 | PA      | $326887.80    | 0.07%             | 2032-08-20      | Variable      | 6.92%                 | No            | 2                  | On Loan: No      |
| QXO Building Products Inc                                                        | QXO Inc, Term Loan B                                                             | CUSIP: BL5277530<br>LEI: 549300HDXQWWCBOYXP31 | Long             | LON              | CORP              | US        |      68000 | PA      | $67953.42     | 0.01%             | 2032-04-30      | Variable      | 5.67%                 | No            | 2                  | On Loan: No      |
| Fortress Intermediate 3 Inc                                                      | Fortress Intermediate 3, Inc, Term Loan B                                        | CUSIP: 34966LAD6<br>LEI: 254900NLAZ3JQJW5JP75 | Long             | LON              | CORP              | US        |     115721 | PA      | $114997.84    | 0.03%             | 2031-06-27      | Variable      | 6.67%                 | No            | 2                  | On Loan: No      |
| ANHEUSER-BUSCH CO/INBEV                                                          | Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc                      | CUSIP: 03522AAJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     124000 | PA      | $111745.33    | 0.02%             | 2046-02-01      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| REPUBLIC OF PERU                                                                 | Peruvian Government International Bond                                           | CUSIP: 715638CZ3<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     250000 | PA      | $68132.51     | 0.01%             | 2034-08-12      | Fixed         | 5.40%                 | Yes           | 2                  | On Loan: No      |
| Graham Packaging Co Inc                                                          | Graham Packaging Company Inc., Term Loan B                                       | CUSIP: N/A<br>LEI: 549300YS0ZFT826HIK72       | Long             | LON              | CORP              | US        |      50000 | PA      | $49573.00     | 0.01%             | 2033-01-26      | Variable      | 5.92%                 | No            | 2                  | On Loan: No      |
| SBL HOLDINGS INC                                                                 | SBL Holdings Inc                                                                 | CUSIP: 78397DAA6<br>LEI: 635400MJW3QDSBJRKQ59 | Long             | DBT              | CORP              | US        |     600000 | PA      | $585061.80    | 0.13%             | N/A             | Fixed         | 9.51%                 | Yes           | 2                  | On Loan: No      |
| Fiesta Purchaser Inc                                                             | Fiesta Purchaser, Inc., Repriced Term Loan                                       | CUSIP: 31659LAF9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      62131 | PA      | $60721.43     | 0.01%             | 2031-02-12      | Variable      | 6.42%                 | No            | 2                  | On Loan: No      |
| Kaman Corp                                                                       | Kaman Corporation, Delayed Draw Term Loan                                        | CUSIP: BL4985513<br>LEI: 5493003YK076OLTEQF95 | Long             | LON              | CORP              | US        |      53678 | PA      | $53759.66     | 0.01%             | 2032-02-26      | Variable      | 3.60%                 | No            | 2                  | On Loan: No      |
| iHeartCommunications Inc                                                         | iHeartCommunications, Inc., Term Loan                                            | CUSIP: BL4912756<br>LEI: 54930076J6KDZL504O62 | Long             | LON              | CORP              | US        |     118438 | PA      | $104169.94    | 0.02%             | 2029-05-01      | Variable      | 9.56%                 | No            | 2                  | On Loan: No      |
| MALAYSIA GOVERNMENT                                                              | Malaysia Government Bond                                                         | CUSIP: EK9244469<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     400000 | PA      | $103028.08    | 0.02%             | 2035-05-31      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Bank of Montreal                                                                 | Bank of Montreal                                                                 | CUSIP: 06368LQ58<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |     200000 | PA      | $205391.00    | 0.04%             | 2084-05-26      | Fixed         | 7.70%                 | No            | 2                  | On Loan: No      |
| Trucordia Insurance Holdings LLC                                                 | Trucordia Insurance Holdings LLC, Term Loan B                                    | CUSIP: 89783WAB1<br>LEI: 254900KYYP47CV7DMK95 | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2032-06-17      | Variable      | 6.92%                 | No            | 2                  | On Loan: No      |
| Cengage Learning Inc                                                             | Cengage Learning, Inc., Term Loan B                                              | CUSIP: 15131YAR6<br>LEI: 549300BYGM0FWUSVXJ88 | Long             | LON              | CORP              | US        |     152337 | PA      | $149543.50    | 0.03%             | 2031-03-24      | Variable      | 6.67%                 | No            | 2                  | On Loan: No      |
| Cie Financiere Richemont SA                                                      | Cie Financiere Richemont S.A.                                                    | CUSIP: H25662182<br>LEI: 549300YIPGJ6UX2QPS51 | Long             | EC               | CORP              | CH        |      14554 | NS      | $2569741.53   | 0.56%             |  |  |  | No            | 2                  | On Loan: No      |
| Linde PLC                                                                        | Linde plc                                                                        | CUSIP: G54950103<br>LEI: 5299003QR1WT0EF88V51 | Long             | EC               | CORP              | US        |      11015 | NS      | $5460796.40   | 1.19%             |  |  |  | No            | 1                  | On Loan: No      |
| Barbados Government International Bond                                           | Barbados Government International Bond                                           | CUSIP: 067070AK8<br>LEI: 529900UD1KUUS4SFD905 | Long             | DBT              | NUSS              | BB        |     150000 | PA      | $151887.00    | 0.03%             | 2035-06-26      | Fixed         | 8.00%                 | Yes           | 2                  | On Loan: No      |
| Fannie Mae Pool                                                                  | Fannie Mae Pool                                                                  | CUSIP: 31418EU73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     155108 | PA      | $150122.94    | 0.03%             | 2053-08-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| United States Treasury Inflation Indexed Bonds                                   | United States Treasury Inflation Indexed Bonds                                   | CUSIP: 91282CPU9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     355305 | PA      | $351015.32    | 0.08%             | 2036-01-15      | Fixed         | 1.88%                 | No            | 2                  | On Loan: No      |
| Kaman Corp                                                                       | Kaman Corporation, Term Loan B                                                   | CUSIP: BL4985539<br>LEI: 5493003YK076OLTEQF95 | Long             | LON              | CORP              | US        |     566468 | PA      | $567334.91    | 0.12%             | 2032-02-26      | Variable      | 6.20%                 | No            | 2                  | On Loan: No      |
| Motion Finco Sarl                                                                | Motion Finco Sarl                                                                | CUSIP: 61980LAB5<br>LEI: 2549002L1LBQZKA7UN30 | Long             | DBT              | CORP              | LU        |     540000 | PA      | $446115.55    | 0.10%             | 2032-02-15      | Fixed         | 8.38%                 | Yes           | 2                  | On Loan: No      |
| CompoSecure Holdings LLC                                                         | CompoSecure Holdings LLC, Term Loan                                              | CUSIP: BL5426236<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      75000 | PA      | $74953.50     | 0.02%             | 2033-01-14      | Variable      | 5.93%                 | No            | 2                  | On Loan: No      |
| Filtration Group Corp                                                            | Filtration Group Corporation, Term Loan                                          | CUSIP: 31732FAX4<br>LEI: 549300ZA0D9WN5ECE978 | Long             | LON              | CORP              | US        |     107721 | PA      | $107889.40    | 0.02%             | 2028-10-23      | Variable      | 6.17%                 | No            | 2                  | On Loan: No      |
| Citigroup Commercial Mortgage                                                    | Citigroup Commercial Mortgage Trust 2015-GC29                                    | CUSIP: 17323VBD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      49939 | PA      | $48237.93     | 0.01%             | 2048-04-10      | Variable      | 3.76%                 | No            | 2                  | On Loan: No      |
| Hitachi Ltd                                                                      | Hitachi Ltd                                                                      | CUSIP: J20454112<br>LEI: 549300T6IPOCDWLKC615 | Long             | EC               | CORP              | JP        |     149000 | NS      | $4370987.71   | 0.95%             |  |  |  | No            | 2                  | On Loan: No      |
| Dominos Pizza Master Issuer LL                                                   | Domino's Pizza Master Issuer LLC                                                 | CUSIP: 25755TAK6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     284250 | PA      | $282198.28    | 0.06%             | 2048-07-25      | Fixed         | 4.33%                 | Yes           | 2                  | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3133KNQT3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1251536 | PA      | $1072634.63   | 0.23%             | 2052-02-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Talen Energy Supply LLC                                                          | Talen Energy Supply, LLC, Incremental Term Loan B                                | CUSIP: BL4858959<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | LON              | CORP              | US        |     646439 | PA      | $648391.63    | 0.14%             | 2031-12-15      | Variable      | 6.15%                 | No            | 2                  | On Loan: No      |
| Reworld Holding Corp                                                             | Reworld Holding Corp, Term Loan B1                                               | CUSIP: 22282GAS6<br>LEI: 40XIFLS8XDQGGHGPGC04 | Long             | LON              | CORP              | US        |     161720 | PA      | $161619.33    | 0.04%             | 2031-01-15      | Variable      | 5.93%                 | No            | 2                  | On Loan: No      |
| Advantage Sales & Marketing Inc                                                  | Advantage Sales & Marketing, Inc., First Out Term Loan                           | CUSIP: 00769EBC3<br>LEI: 549300T4O24KQDED1182 | Long             | LON              | CORP              | US        |     133239 | PA      | $101178.52    | 0.02%             | 2030-04-18      | Variable      | 9.78%                 | No            | 2                  | On Loan: No      |
| ESKOM HOLDINGS SOC LTD                                                           | Eskom Holdings                                                                   | CUSIP: 29646AAD8<br>LEI: 3789001900ED06F65111 | Long             | DBT              | CORP              | ZA        |     250000 | PA      | $261674.97    | 0.06%             | 2028-08-10      | Fixed         | 8.45%                 | Yes           | 2                  | On Loan: No      |
| XPLOR T1 LLC                                                                     | XPLOR T1 LLC, Term Loan                                                          | CUSIP: 98423DAF1<br>LEI: 254900GF3CVSREM2EJ05 | Long             | LON              | CORP              | US        |      20452 | PA      | $19071.13     | 0.00%             | 2032-12-01      | Variable      | 7.17%                 | No            | 2                  | On Loan: No      |
| Orbia Advance Corp SAB de CV                                                     | Orbia Advance Corp SAB de CV                                                     | CUSIP: 68560EAB4<br>LEI: 549300MVHZ20SBIOEQ79 | Long             | DBT              | CORP              | MX        |     200000 | PA      | $162531.00    | 0.04%             | 2031-05-11      | Fixed         | 2.88%                 | Yes           | 2                  | On Loan: No      |
| Wells Fargo Mortgage Backed Se                                                   | Wells Fargo Mortgage Backed Securities 2021-2 Trust                              | CUSIP: 949798AS1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     103229 | PA      | $85305.29     | 0.02%             | 2051-06-25      | Variable      | 2.50%                 | Yes           | 2                  | On Loan: No      |
| Gray Media Inc                                                                   | Gray Media Inc                                                                   | CUSIP: 389375AP1<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |     570000 | PA      | $574372.47    | 0.13%             | 2033-08-15      | Fixed         | 7.25%                 | Yes           | 2                  | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA                                               | Banco Bilbao Vizcaya Argentaria S.A.                                             | CUSIP: E11805103<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | EC               | CORP              | ES        |     212943 | NS      | $4599474.68   | 1.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Houston Galleria Mall Trust 2025-HGLR                                            | Houston Galleria Mall Trust 2025-HGLR                                            | CUSIP: 44216XAA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     250000 | PA      | $255944.20    | 0.06%             | 2045-02-05      | Variable      | 5.46%                 | Yes           | 2                  | On Loan: No      |
| Icahn Enterprises LP / Icahn Enterprises Finance Corp                            | Icahn Enterprises LP / Icahn Enterprises Finance Corp                            | CUSIP: 451102CK1<br>LEI: 549300T0G4GS0SINS786 | Long             | DBT              | CORP              | US        |     465000 | PA      | $458093.91    | 0.10%             | 2029-11-15      | Fixed         | 10.00%                | Yes           | 2                  | On Loan: No      |
| REPUBLIC OF POLAND                                                               | Republic of Poland Government International Bond                                 | CUSIP: 731011AW2<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |      90000 | PA      | $83307.95     | 0.02%             | 2053-04-04      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Piedmont Operating Partnership LP                                                | Piedmont Operating Partnership LP                                                | CUSIP: 720198AG5<br>LEI: 549300WKGDPAS39FBD10 | Long             | DBT              | CORP              | US        |     430000 | PA      | $469548.41    | 0.10%             | 2028-07-20      | Fixed         | 9.25%                 | No            | 2                  | On Loan: No      |
| Clydesdale Acquisition Holdings Inc                                              | Clydesdale Acquisition Holdings Inc, Term Loan B                                 | CUSIP: 18972FAE2<br>LEI: 254900QKSDYFR3K5YD98 | Long             | LON              | CORP              | US        |     113784 | PA      | $106572.52    | 0.02%             | 2032-04-01      | Variable      | 6.92%                 | No            | 2                  | On Loan: No      |
| Windstream Services LLC / Windstream Escrow Finance Corp                         | Windstream Services LLC / Windstream Escrow Finance Corp                         | CUSIP: 97381AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     380000 | PA      | $397159.66    | 0.09%             | 2031-10-01      | Fixed         | 8.25%                 | Yes           | 2                  | On Loan: No      |
| United States Treasury Note/Bond                                                 | United States Treasury Note/Bond                                                 | CUSIP: 91282CJG7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     235000 | PA      | $244152.15    | 0.05%             | 2030-10-31      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| Conga Corp                                                                       | Conga Corp                                                                       | CUSIP: 03835XAD4<br>LEI: 254900VOVRKNFQ3GHG43 | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2028-05-08      | Variable      | 7.34%                 | No            | 2                  | On Loan: No      |
| Corp Nacional del Cobre de Chile                                                 | Corp Nacional del Cobre de Chile                                                 | CUSIP: 21987BBK3<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |     200000 | PA      | $210765.60    | 0.05%             | 2036-01-26      | Fixed         | 6.44%                 | Yes           | 2                  | On Loan: No      |
| KeyCorp                                                                          | KeyCorp                                                                          | CUSIP: 493267843<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | EP               | CORP              | US        |      18675 | NS      | $443157.75    | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| United States Treasury Inflation Indexed Bonds                                   | United States Treasury Inflation Indexed Bonds                                   | CUSIP: 91282CKL4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     394282 | PA      | $404745.89    | 0.09%             | 2029-04-15      | Fixed         | 2.12%                 | No            | 2                  | On Loan: No      |
| Sri Lanka Government International Bond                                          | Sri Lanka Government International Bond                                          | CUSIP: YS0724148<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |      79065 | PA      | $69774.07     | 0.02%             | 2038-02-15      | Fixed         | 3.60%                 | Yes           | 2                  | On Loan: No      |
| Beach Acquisition Bidco LLC                                                      | Beach Acquisition Bidco LLC, Term Loan B                                         | CUSIP: BL5133873<br>LEI: 254900F2FNX3GBTB6202 | Long             | LON              | CORP              | US        |     140648 | PA      | $141174.93    | 0.03%             | 2032-09-13      | Variable      | 6.95%                 | No            | 2                  | On Loan: No      |
| Farm Credit Bank of Texas                                                        | Farm Credit Bank of Texas                                                        | CUSIP: 30767EAE9<br>LEI: V1EBJIOLRNYDHDF63Z33 | Long             | DBT              | USGSE             | US        |     152000 | PA      | $158080.00    | 0.03%             | N/A             | Fixed         | 7.75%                 | Yes           | 2                  | On Loan: No      |
| CVS Health Corp                                                                  | CVS Health Corp                                                                  | CUSIP: 126650EH9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      80000 | PA      | $82447.04     | 0.02%             | 2055-03-10      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| Amneal Pharmaceuticals LLC                                                       | Amneal Pharmaceuticals LLC, Term Loan                                            | CUSIP: 03167DAS3<br>LEI: 54930037VIXE7LRZ1M66 | Long             | LON              | CORP              | US        |     124375 | PA      | $124945.26    | 0.03%             | 2032-08-02      | Variable      | 6.67%                 | No            | 2                  | On Loan: No      |
| Bank of Montreal                                                                 | Bank of Montreal                                                                 | CUSIP: 06368L5Q5<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |     314000 | PA      | $321378.69    | 0.07%             | 2084-11-26      | Fixed         | 7.30%                 | No            | 2                  | On Loan: No      |
| Leia Finco US LLC                                                                | Darktrace PLC, First Lien Term Loan                                              | CUSIP: 52526CAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     268510 | PA      | $257804.57    | 0.06%             | 2031-10-09      | Variable      | 6.90%                 | No            | 2                  | On Loan: No      |
| Synchrony Financial                                                              | Synchrony Financial                                                              | CUSIP: 87165B202<br>LEI: 549300RS7EWPM9MA6C78 | Long             | EP               | CORP              | US        |       4923 | NS      | $91420.11     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Gulfside Supply Inc                                                              | Gulfside Supply Inc, Term Loan B                                                 | CUSIP: 40273UAE9<br>LEI: 5493009BEGVKVXE2HW08 | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2031-06-17      | Variable      | 6.70%                 | No            | 2                  | On Loan: No      |
| LD Celulose International GmbH                                                   | LD Celulose International GmbH                                                   | CUSIP: 50206BAA0<br>LEI: 529900EHUSQJVOTP9J45 | Long             | DBT              | CORP              | AT        |     200000 | PA      | $205533.96    | 0.04%             | 2032-01-26      | Fixed         | 7.95%                 | Yes           | 2                  | On Loan: No      |
| First Student Bidco Inc                                                          | First Student Bidco Inc, Term Loan B                                             | CUSIP: 33718FAQ3<br>LEI: 2549006DRO2F06AA1391 | Long             | LON              | CORP              | US        |      23669 | PA      | $23622.28     | 0.01%             | 2030-08-15      | Variable      | 5.95%                 | No            | 2                  | On Loan: No      |
| TSY INFL IX N/B                                                                  | United States Treasury Inflation Indexed Bonds                                   | CUSIP: 91282CFR7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     713602 | PA      | $724599.11    | 0.16%             | 2027-10-15      | Fixed         | 1.62%                 | No            | 2                  | On Loan: No      |
| WALTER INVESTMENT MGMT                                                           | Ditech Holding Corporation, Term Loan                                            | CUSIP: 93317CAL0<br>LEI: Z4TM9IUZR644E7BFXU45 | Long             | LON              | CORP              | US        |     167886 | PA      | $16.79        | 0.00%             | 2027-06-30      | Variable      | 0.00%                 | No            | 3                  | On Loan: No      |
| WestJet Loyalty LP                                                               | WestJet Loyalty LP, Term Loan B                                                  | CUSIP: BL4575033<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |     154800 | PA      | $150792.49    | 0.03%             | 2031-02-14      | Variable      | 6.45%                 | No            | 2                  | On Loan: No      |
| PNC FINANCIAL SERVICES                                                           | PNC Financial Services Group Inc/The                                             | CUSIP: 693475BP9<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     529000 | PA      | $533641.45    | 0.12%             | N/A             | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| Mexico Government International Bond                                             | Mexico Government International Bond                                             | CUSIP: 91087BBL3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     250000 | PA      | $241875.00    | 0.05%             | 2035-09-22      | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| Genesee & Wyoming Inc                                                            | Genesee & Wyoming Inc. (New), Term Loan B                                        | CUSIP: 37156QAZ9<br>LEI: G617XSG94Z7G0RMW3L02 | Long             | LON              | CORP              | US        |     115000 | PA      | $114580.83    | 0.03%             | 2031-04-10      | Variable      | 5.45%                 | No            | 2                  | On Loan: No      |
| Stonepeak Nile Parent LLC                                                        | Stonepeak Nile Parent LLC, Term Loan B                                           | CUSIP: 86184XAD6<br>LEI: 254900TJV3VAFZD0GU41 | Long             | LON              | CORP              | US        |     172604 | PA      | $172541.40    | 0.04%             | 2032-04-09      | Variable      | 5.92%                 | No            | 2                  | On Loan: No      |
| Open Text Corp                                                                   | Open Text Corporation, Term Loan B                                               | CUSIP: 68371YAP8<br>LEI: 549300HP7ONDQODZJV16 | Long             | LON              | CORP              | CA        |          0 | PA      | $0.00         | 0.00%             | 2030-01-31      | Variable      | 5.42%                 | No            | 2                  | On Loan: No      |
| JP Morgan Mortgage Trust                                                         | J.P. Morgan Mortgage Trust 2022-LTV2                                             | CUSIP: 46655LAP9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     113336 | PA      | $100985.83    | 0.02%             | 2052-09-25      | Variable      | 3.50%                 | Yes           | 2                  | On Loan: No      |
| Signia Aerospace LLC                                                             | Air Comm Corporation, LLC, Delayed Draw Term Loan                                | CUSIP: 82670NAH9<br>LEI: 254900S9ONE06XB1T251 | Long             | LON              | CORP              | US        |       2885 | PA      | $2895.44      | 0.00%             | 2031-12-11      | Variable      | 1.00%                 | No            | 2                  | On Loan: No      |
| RWE AG                                                                           | RWE AG.                                                                          | CUSIP: D6629K109<br>LEI: 529900GB7KCA94ACC940 | Long             | EC               | CORP              | DE        |      44812 | NS      | $3014897.55   | 0.66%             |  |  |  | No            | 2                  | On Loan: No      |
| Chariot Buyer LLC                                                                | Chamberlain Group Inc, Term Loan B                                               | CUSIP: 15963CAE6<br>LEI: 25490092IFNOZBRVE539 | Long             | LON              | CORP              | US        |     284248 | PA      | $281988.27    | 0.06%             | 2032-09-08      | Variable      | 6.42%                 | No            | 2                  | On Loan: No      |
| United States Treasury Inflation Indexed Bonds                                   | United States Treasury Inflation Indexed Bonds                                   | CUSIP: 91282CLV1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     397917 | PA      | $404164.66    | 0.09%             | 2029-10-15      | Fixed         | 1.62%                 | No            | 2                  | On Loan: No      |
| Indika Energy Tbk PT                                                             | Indika Energy Tbk PT                                                             | CUSIP: 69369KAA3<br>LEI: 254900YVKE6BJ1I4V036 | Long             | DBT              | CORP              | ID        |     200000 | PA      | $197569.41    | 0.04%             | 2029-05-07      | Fixed         | 8.75%                 | Yes           | 2                  | On Loan: No      |
| PBF HOLDING CO LLC                                                               | PBF Holding Co LLC / PBF Finance Corp                                            | CUSIP: 69318FAL2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     760000 | PA      | $780453.12    | 0.17%             | 2030-09-15      | Fixed         | 7.88%                 | Yes           | 2                  | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140XFSL6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     739030 | PA      | $632731.15    | 0.14%             | 2052-02-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                                                         | Duke Energy Progress LLC                                                         | CUSIP: 26442UAR5<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |      30000 | PA      | $27997.69     | 0.01%             | 2053-03-15      | Fixed         | 5.35%                 | No            | 2                  | On Loan: No      |
| Walmart Inc                                                                      | Walmart, Inc                                                                     | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |      41988 | NS      | $5218268.64   | 1.14%             |  |  |  | No            | 1                  | On Loan: No      |
| REPUBLIC OF SENEGAL                                                              | Senegal Government International Bond                                            | CUSIP: 81720TAD7<br>LEI: 549300NP14ZLQGWIUZ97 | Long             | DBT              | NUSS              | SN        |     200000 | PA      | $101196.03    | 0.02%             | 2048-03-13      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| Energy Transfer LP                                                               | Energy Transfer LP                                                               | CUSIP: 29273VAX8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      95000 | PA      | $99502.43     | 0.02%             | 2054-05-15      | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| GAINWELL ACQUISITION COR                                                         | Gainwell Acquisition Corp., Term Loan B                                          | CUSIP: 59909TAC8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     227639 | PA      | $221474.21    | 0.05%             | 2027-10-01      | Variable      | 7.80%                 | No            | 2                  | On Loan: No      |
| Burford Capital Global Finance LLC                                               | Burford Capital Global Finance LLC                                               | CUSIP: 12116LAJ8<br>LEI: 549300JVAOO67CSCH406 | Long             | DBT              | CORP              | US        |     185000 | PA      | $158863.20    | 0.03%             | 2034-01-15      | Fixed         | 8.50%                 | Yes           | 2                  | On Loan: No      |
| PROVINCIA DE BUENOS AIRE                                                         | Provincia de Buenos Aires/Government Bonds                                       | CUSIP: BR3458824<br>LEI: 549300L6AYROPOTQ4L07 | Long             | DBT              | NUSS              | AR        |     289055 | PA      | $217513.89    | 0.05%             | 2037-09-01      | Fixed         | 6.62%                 | Yes           | 2                  | On Loan: No      |
| JP Morgan Mortgage Trust                                                         | JP Morgan Mortgage Trust 2022-2                                                  | CUSIP: 46655DBX9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1051594 | PA      | $904770.11    | 0.20%             | 2052-08-25      | Variable      | 3.00%                 | Yes           | 2                  | On Loan: No      |
| Crown Finance US Inc                                                             | Crown Finance US, Inc., Term Loan B                                              | CUSIP: 22834KAV3<br>LEI: 254900ABTWPQTCKKR839 | Long             | LON              | CORP              | US        |     611835 | PA      | $606766.38    | 0.13%             | 2031-12-02      | Variable      | 8.17%                 | No            | 2                  | On Loan: No      |
| Alibaba Group Holding Ltd                                                        | Alibaba Group Holding Ltd (ADR)                                                  | CUSIP: 01609W102<br>LEI: 5493001NTNQJDH60PM02 | Long             | EC               | CORP              | CN        |      16871 | NS      | $2116635.66   | 0.46%             |  |  |  | No            | 1                  | On Loan: No      |
| Vistra Operations Co LLC                                                         | Vistra Operations Company LLC, First Lien Term Loan B3                           | CUSIP: 88233FAK6<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | LON              | CORP              | US        |       2812 | PA      | $2819.32      | 0.00%             | 2030-12-20      | Variable      | 5.42%                 | No            | 2                  | On Loan: No      |
| Uruguay Government International Bond                                            | Uruguay Government International Bond                                            | CUSIP: 760942BH4<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |     175000 | PA      | $178526.25    | 0.04%             | 2037-02-14      | Fixed         | 5.44%                 | No            | 2                  | On Loan: No      |
| Baiterek National Investment Holding JSC                                         | Baiterek National Investment Holding JSC                                         | CUSIP: 05709VAA2<br>LEI: 984500B4F78F04253804 | Long             | DBT              | CORP              | KZ        |     200000 | PA      | $200883.81    | 0.04%             | 2028-05-08      | Fixed         | 5.45%                 | Yes           | 2                  | On Loan: No      |
| DOMINICAN REPUBLIC                                                               | Dominican Republic International Bond                                            | CUSIP: 25714PEE4<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     375000 | PA      | $313012.50    | 0.07%             | 2060-01-30      | Fixed         | 5.88%                 | Yes           | 2                  | On Loan: No      |
| COBANK ACB                                                                       | CoBank ACB                                                                       | CUSIP: 19075QAE2<br>LEI: P0J8I7M2E0A77CKF1705 | Long             | DBT              | CORP              | US        |     445000 | PA      | $446920.62    | 0.10%             | N/A             | Fixed         | 6.45%                 | No            | 2                  | On Loan: No      |
| EMERGENT BIOSOLUTIONS                                                            | Emergent BioSolutions Inc                                                        | CUSIP: 29089QAC9<br>LEI: 549300YW6TUOX8BE5103 | Long             | DBT              | CORP              | US        |     445000 | PA      | $375478.24    | 0.08%             | 2028-08-15      | Fixed         | 3.88%                 | Yes           | 2                  | On Loan: No      |
| BCPE Empire Holdings Inc                                                         | BCPE Empire Holdings, Inc., 10th Amendment Term Loan                             | CUSIP: 05550HAT2<br>LEI: 549300O2G0VI2955B626 | Long             | LON              | CORP              | US        |     112000 | PA      | $110460.56    | 0.02%             | 2032-12-29      | Variable      | 7.17%                 | No            | 2                  | On Loan: No      |
| Oracle Corp                                                                      | Oracle Corp                                                                      | CUSIP: 68389XDM4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      80000 | PA      | $75039.60     | 0.02%             | 2035-09-26      | Fixed         | 5.20%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                   | CUSIP: 61762V853<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EP               | CORP              | US        |      11775 | NS      | $292844.25    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Fannie Mae Pool                                                                  | Fannie Mae Pool                                                                  | CUSIP: 31418EW30<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2504843 | PA      | $2523346.39   | 0.55%             | 2053-10-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Dechra Finance US LLC                                                            | Dechra Pharmaceuticals Holdings Ltd, Term Loan B                                 | CUSIP: 24343EAC9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      61535 | PA      | $61573.46     | 0.01%             | 2032-01-27      | Variable      | 6.39%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 31418EQ86<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     881647 | PA      | $873703.40    | 0.19%             | 2053-04-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| VOYA FINANCIAL INC                                                               | Voya Financial Inc                                                               | CUSIP: 929089AG5<br>LEI: 549300T065Z4KJ686G75 | Long             | DBT              | CORP              | US        |     229000 | PA      | $237471.40    | 0.05%             | N/A             | Fixed         | 7.76%                 | No            | 2                  | On Loan: No      |
| Banco Santander SA                                                               | Banco Santander SA                                                               | CUSIP: 05971KAQ2<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |     600000 | PA      | $692803.80    | 0.15%             | N/A             | Fixed         | 9.62%                 | No            | 2                  | On Loan: No      |
| European Bank for Reconstruction & Development                                   | European Bank for Reconstruction & Development                                   | CUSIP: BR9632133<br>LEI: 549300HTGDOVDU6OGK19 | Long             | DBT              | NUSS              | N/A       |   12500000 | PA      | $128143.49    | 0.03%             | 2027-10-26      | Fixed         | 6.30%                 | No            | 2                  | On Loan: No      |
| Sri Lanka Government International Bond                                          | Sri Lanka Government International Bond                                          | CUSIP: YS0764847<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |      56938 | PA      | $42981.07     | 0.01%             | 2035-06-15      | Fixed         | 3.60%                 | Yes           | 2                  | On Loan: No      |
| Meta Platforms Inc                                                               | Meta Platforms Inc                                                               | CUSIP: 30303MAE2<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |     130000 | PA      | $121860.75    | 0.03%             | 2055-11-15      | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| Banco Santander SA                                                               | Banco Santander SA                                                               | CUSIP: 05964HBH7<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |     800000 | PA      | $843630.40    | 0.18%             | N/A             | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| Avalara Inc                                                                      | Avalara, Inc, Term Loan                                                          | CUSIP: 05338KAD9<br>LEI: 549300Q16CMW239SS315 | Long             | LON              | CORP              | US        |     130423 | PA      | $127651.75    | 0.03%             | 2032-03-29      | Variable      | 6.45%                 | No            | 2                  | On Loan: No      |
| ENSTAR FINANCE LLC                                                               | Enstar Finance LLC                                                               | CUSIP: 29360AAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     235000 | PA      | $231055.55    | 0.05%             | 2042-01-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Standard Life PLC                                                                | Standard Life PLC                                                                | CUSIP: YX5563508<br>LEI: 2138001P49OLAEU33T68 | Long             | DBT              | CORP              | GB        |     200000 | PA      | $208275.00    | 0.05%             | N/A             | Fixed         | 8.50%                 | No            | 2                  | On Loan: No      |
| Turkiye Government International Bond                                            | Turkiye Government International Bond                                            | CUSIP: YM2197288<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     225000 | PA      | $259584.38    | 0.06%             | 2031-08-17      | Fixed         | 5.20%                 | No            | 2                  | On Loan: No      |
| BNP Paribas SA                                                                   | BNP Paribas SA                                                                   | CUSIP: 05602XQQ4<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |     200000 | PA      | $200756.86    | 0.04%             | N/A             | Fixed         | 7.45%                 | Yes           | 2                  | On Loan: No      |
| Verus Securitization Trust 2025-12                                               | Verus Securitization Trust 2025-12                                               | CUSIP: 92490FAN0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |     150000 | PA      | $148650.12    | 0.03%             | 2070-12-25      | Variable      | 5.76%                 | Yes           | 2                  | On Loan: No      |
| BOEING CO                                                                        | Boeing Co/The                                                                    | CUSIP: 097023CW3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     285000 | PA      | $275517.02    | 0.06%             | 2050-05-01      | Fixed         | 5.80%                 | No            | 2                  | On Loan: No      |
| United States Treasury Note/Bond                                                 | United States Treasury Note/Bond                                                 | CUSIP: 91282CPM7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     175000 | PA      | $171274.41    | 0.04%             | 2032-11-30      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| NEPTUNE BIDCO US INC                                                             | Neptune Bidco US Inc                                                             | CUSIP: 640695AA0<br>LEI: 549300VG15T3VCYZ4531 | Long             | DBT              | CORP              | US        |     635000 | PA      | $636764.03    | 0.14%             | 2029-04-15      | Fixed         | 9.29%                 | Yes           | 2                  | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                      | CUSIP: 38148BAC2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     179000 | PA      | $179079.66    | 0.04%             | N/A             | Fixed         | 5.30%                 | No            | 2                  | On Loan: No      |
| AMER AGCREDIT ACA                                                                | American AgCredit Corp                                                           | CUSIP: 02369GAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     305000 | PA      | $300425.00    | 0.07%             | N/A             | Fixed         | 5.25%                 | Yes           | 2                  | On Loan: No      |
| Amentum Holdings Inc                                                             | Amentum Government Services Holdings LLC, Term Loan B                            | CUSIP: 02351XAB4<br>LEI: 2549009FJIBLW40CU216 | Long             | LON              | CORP              | US        |      76096 | PA      | $76206.93     | 0.02%             | 2031-09-29      | Variable      | 5.67%                 | No            | 2                  | On Loan: No      |
| Corebridge Financial Inc                                                         | Corebridge Financial Inc                                                         | CUSIP: 21871XAU3<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |     162000 | PA      | $165074.27    | 0.04%             | N/A             | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| Columbus McKinnon Corp/NY                                                        | Columbus McKinnon Corporation, Term Loan B                                       | CUSIP: BL5006806<br>LEI: 549300W3HQB0HO1F3G69 | Long             | LON              | CORP              | US        |     107827 | PA      | $107557.64    | 0.02%             | 2033-02-03      | Variable      | 7.20%                 | No            | 2                  | On Loan: No      |
| Aragorn Parent Corp                                                              | Aragorn Parent Corporation, Repriced Term Loan B                                 | CUSIP: 37610GAH1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      68790 | PA      | $68919.39     | 0.02%             | 2028-12-15      | Variable      | 7.17%                 | No            | 2                  | On Loan: No      |
| Radiate Holdco LLC                                                               | Radiate Holdco, LLC, FLFO Term Loan                                              | CUSIP: 75025KAM0<br>LEI: 5493000GQJ5RDX9DNJ71 | Long             | LON              | CORP              | US        |     148050 | PA      | $132195.75    | 0.03%             | 2029-09-25      | Variable      | 4.39%                 | No            | 2                  | On Loan: No      |
| Idaho Power Co                                                                   | Idaho Power Co                                                                   | CUSIP: 45138LBM4<br>LEI: TN0LL73P2C8X3W6KM391 | Long             | DBT              | CORP              | US        |     190000 | PA      | $185970.43    | 0.04%             | 2036-03-01      | Fixed         | 4.85%                 | No            | 2                  | On Loan: No      |
| Onslow Bay Financial LLC                                                         | OBX 2022-INV5 Trust                                                              | CUSIP: 67448JAN7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |     262450 | PA      | $241168.67    | 0.05%             | 2052-10-25      | Variable      | 4.00%                 | Yes           | 2                  | On Loan: No      |
| ASSURANT INC                                                                     | Assurant Inc                                                                     | CUSIP: 04621XAK4<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | DBT              | CORP              | US        |     393000 | PA      | $395423.76    | 0.09%             | 2048-03-27      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                   | CUSIP: 61762V200<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EP               | CORP              | US        |       4206 | NS      | $105865.02    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Iberdrola SA                                                                     | Iberdrola S.A.                                                                   | CUSIP: E6165F166<br>LEI: 5QK37QC7NWOJ8D7WVQ45 | Long             | EC               | CORP              | ES        |     109572 | NS      | $2508558.01   | 0.55%             |  |  |  | No            | 2                  | On Loan: No      |
| Ford Credit Auto Owner Trust 2024-D                                              | Ford Credit Auto Owner Trust 2024-D                                              | CUSIP: 34535VAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     306000 | PA      | $307879.91    | 0.07%             | 2029-08-15      | Fixed         | 4.61%                 | No            | 2                  | On Loan: No      |
| MGM China Holdings Ltd                                                           | MGM China Holdings Ltd                                                           | CUSIP: 55300RAJ0<br>LEI: 529900VZFN87OS7WJM66 | Long             | DBT              | CORP              | KY        |     200000 | PA      | $203969.12    | 0.04%             | 2031-06-26      | Fixed         | 7.12%                 | Yes           | 2                  | On Loan: No      |
| Radiology Partners Inc                                                           | Radiology Partners Inc                                                           | CUSIP: 75041VAC8<br>LEI: 549300SFTAG2177WUZ08 | Long             | DBT              | CORP              | US        |     940000 | PA      | $858473.63    | 0.19%             | 2030-02-15      | Fixed         | 9.78%                 | Yes           | 2                  | On Loan: No      |
| RR Donnelley & Sons Co                                                           | RR Donnelley & Sons Co                                                           | CUSIP: 257867BJ9<br>LEI: SU4X0P4WWRGOQDTSV032 | Long             | DBT              | CORP              | US        |     665000 | PA      | $673115.66    | 0.15%             | 2029-08-01      | Fixed         | 9.50%                 | Yes           | 2                  | On Loan: No      |
| IHO Verwaltungs GmbH                                                             | IHO Verwaltungs GmbH                                                             | CUSIP: 44963BAG3<br>LEI: 529900JL0HDVGZMUJF32 | Long             | DBT              | CORP              | DE        |    1070000 | PA      | $1096139.03   | 0.24%             | 2032-11-15      | Fixed         | 8.00%                 | Yes           | 2                  | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                         | Lloyds Banking Group PLC                                                         | CUSIP: 53944YAV5<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |     771000 | PA      | $809210.76    | 0.18%             | N/A             | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| Woodward Capital Management                                                      | RCKT Mortgage Trust 2022-4                                                       | CUSIP: 74938GAX4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     161053 | PA      | $143758.16    | 0.03%             | 2052-06-25      | Variable      | 3.50%                 | Yes           | 2                  | On Loan: No      |
| Neptune Bidco US Inc                                                             | Neptune Bidco US Inc, Term Loan B                                                | CUSIP: 64069JAK8<br>LEI: 549300VG15T3VCYZ4531 | Long             | LON              | CORP              | US        |     128000 | PA      | $122368.00    | 0.03%             | 2033-02-03      | Variable      | 8.76%                 | No            | 2                  | On Loan: No      |
| IRB Infrastructure Developers Ltd                                                | IRB Infrastructure Developers Ltd                                                | CUSIP: 449881AA9<br>LEI: 335800XGO3AITGW6AK27 | Long             | DBT              | CORP              | IN        |     200000 | PA      | $200726.68    | 0.04%             | 2032-03-11      | Fixed         | 7.11%                 | Yes           | 2                  | On Loan: No      |
| HALEON US CAPITAL LLC                                                            | Haleon US Capital LLC                                                            | CUSIP: 36264FAM3<br>LEI: 549300N8C3A3L0UVQB07 | Long             | DBT              | CORP              | US        |      60000 | PA      | $56378.80     | 0.01%             | 2032-03-24      | Fixed         | 3.62%                 | No            | 2                  | On Loan: No      |
| United States Treasury Note/Bond                                                 | United States Treasury Note/Bond                                                 | CUSIP: 912810UK2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     465000 | PA      | $452775.59    | 0.10%             | 2055-05-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Apple Bidco LLC                                                                  | KKR Apple Bidco, LLC, Term Loan                                                  | CUSIP: 48254EAG6<br>LEI: 2549001SCJD3WEYJFM53 | Long             | LON              | CORP              | US        |     288422 | PA      | $288918.11    | 0.06%             | 2031-09-23      | Variable      | 6.17%                 | No            | 2                  | On Loan: No      |
| Caesars Entertainment Inc                                                        | Caesars Entertainment Inc., Term Loan B1                                         | CUSIP: 12768EAH9<br>LEI: 549300FA4CTCW903Y781 | Long             | LON              | CORP              | US        |     273446 | PA      | $266268.39    | 0.06%             | 2031-02-06      | Variable      | 5.92%                 | No            | 2                  | On Loan: No      |
| KeyCorp                                                                          | KeyCorp                                                                          | CUSIP: 493267868<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | EP               | CORP              | US        |       2425 | NS      | $50828.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Banco del Estado de Chile                                                        | Banco del Estado de Chile                                                        | CUSIP: 05957AAC3<br>LEI: 5493004R4EJC0W0XVQ72 | Long             | DBT              | CORP              | CL        |     200000 | PA      | $210522.00    | 0.05%             | N/A             | Fixed         | 7.95%                 | Yes           | 2                  | On Loan: No      |
| LifePoint Health Inc                                                             | LifePoint Health, Inc., First Lien Term Loan B                                   | CUSIP: 75915TAK8<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | LON              | CORP              | US        |      47879 | PA      | $47947.73     | 0.01%             | 2031-05-19      | Variable      | 7.42%                 | No            | 2                  | On Loan: No      |
| Directv Financing LLC                                                            | Directv Financing LLC                                                            | CUSIP: 25460HAD4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      52000 | PA      | $52212.68     | 0.01%             | 2029-08-02      | Variable      | 9.18%                 | No            | 2                  | On Loan: No      |
| BANCO NACIONAL COM EXT                                                           | Banco Nacional de Comercio Exterior SNC/Cayman Islands                           | CUSIP: 05973JAA8<br>LEI: 4469000001BL6VG3DH44 | Long             | DBT              | CORP              | MX        |     200000 | PA      | $196082.42    | 0.04%             | 2031-08-11      | Fixed         | 2.72%                 | Yes           | 2                  | On Loan: No      |
| ALLY FINANCIAL INC                                                               | Ally Financial Inc                                                               | CUSIP: 02005NBM1<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |     144600 | PA      | $143250.27    | 0.03%             | N/A             | Fixed         | 4.70%                 | No            | 2                  | On Loan: No      |
| Scientific Games Holdings LP                                                     | Scientific Games Holdings LP, Term Loan B                                        | CUSIP: 80875CAE7<br>LEI: 549300W5GPFXXB6TQ330 | Long             | LON              | CORP              | US        |     137539 | PA      | $135686.70    | 0.03%             | 2029-04-04      | Variable      | 6.65%                 | No            | 2                  | On Loan: No      |
| Zayo Group Holdings Inc                                                          | Zayo Group Holdings Inc                                                          | CUSIP: 98919VAD7<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | DBT              | CORP              | US        |     940000 | PA      | $877941.20    | 0.19%             | 2030-09-09      | Fixed         | 13.75%                | Yes           | 2                  | On Loan: No      |
| VISTAJET MALTA/VM HOLDS                                                          | VistaJet Malta Finance PLC / Vista Management Holding Inc                        | CUSIP: 92841HAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |     560000 | PA      | $547090.49    | 0.12%             | 2028-06-01      | Fixed         | 9.50%                 | Yes           | 2                  | On Loan: No      |
| Long Ridge Energy LLC                                                            | Long Ridge Energy LLC                                                            | CUSIP: 54288CAA1<br>LEI: 984500764EC9AZ2FC764 | Long             | DBT              | CORP              | US        |     475000 | PA      | $498328.68    | 0.11%             | 2032-02-15      | Fixed         | 8.75%                 | Yes           | 2                  | On Loan: No      |
| Barclays PLC                                                                     | Barclays PLC                                                                     | CUSIP: 06738ECN3<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    1092000 | PA      | $1191104.46   | 0.26%             | N/A             | Fixed         | 9.62%                 | No            | 2                  | On Loan: No      |
| Paraguay Government International Bond                                           | Paraguay Government International Bond                                           | CUSIP: 699149AN0<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |     200000 | PA      | $207120.00    | 0.05%             | 2036-02-09      | Fixed         | 6.00%                 | Yes           | 2                  | On Loan: No      |
| Royal Bank of Canada                                                             | Royal Bank of Canada                                                             | CUSIP: 780082BA0<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |     272000 | PA      | $265141.85    | 0.06%             | 2086-05-24      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Azule Energy Finance Plc                                                         | Azule Energy Finance Plc                                                         | CUSIP: 05501YAC2<br>LEI: 2138006X6O82RJSQDB63 | Long             | DBT              | CORP              | GB        |     200000 | PA      | $201157.29    | 0.04%             | 2033-01-22      | Fixed         | 8.62%                 | Yes           | 2                  | On Loan: No      |
| EW Scripps Co/The                                                                | EW Scripps Co/The                                                                | CUSIP: 811054AH8<br>LEI: 549300U1OW41QPKYW028 | Long             | DBT              | CORP              | US        |     475000 | PA      | $461117.13    | 0.10%             | 2030-08-15      | Fixed         | 9.88%                 | Yes           | 2                  | On Loan: No      |
| Government National Mortgage A                                                   | Government National Mortgage Association                                         | CUSIP: 38378PKX5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGSE             | US        |     691414 | PA      | $618995.52    | 0.14%             | 2043-12-20      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| CHS/Community Health Systems Inc                                                 | CHS/Community Health Systems Inc                                                 | CUSIP: 12543DBN9<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |     731000 | PA      | $784261.39    | 0.17%             | 2032-01-15      | Fixed         | 10.88%                | Yes           | 2                  | On Loan: No      |
| Garda World Security Corp                                                        | Garda World Security Corp                                                        | CUSIP: 36485MAP4<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |    1365000 | PA      | $1365926.84   | 0.30%             | 2032-11-15      | Fixed         | 8.38%                 | Yes           | 2                  | On Loan: No      |
| NatWest Group PLC                                                                | NatWest Group PLC                                                                | CUSIP: 639057AQ1<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |     882000 | PA      | $954788.81    | 0.21%             | N/A             | Fixed         | 8.12%                 | No            | 2                  | On Loan: No      |
| Brazil Notas do Tesouro Nacional Serie F                                         | Brazil Notas do Tesouro Nacional Serie F                                         | CUSIP: DC5022348<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     600000 | PA      | $91962.22     | 0.02%             | 2037-01-01      | Fixed         | 10.00%                | No            | 2                  | On Loan: No      |
| Dominion Energy Inc                                                              | Dominion Energy Inc                                                              | CUSIP: 25746UDU0<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     115000 | PA      | $121634.35    | 0.03%             | 2054-06-01      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| Fidelity National Information Services Inc                                       | Fidelity National Information Services Inc                                       | CUSIP: 31620MCE4<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |     125000 | PA      | $124018.91    | 0.03%             | 2031-03-10      | Fixed         | 4.80%                 | No            | 2                  | On Loan: No      |
| Columbus McKinnon Corp/NY                                                        | Columbus McKinnon Corp/NY                                                        | CUSIP: 199333AK1<br>LEI: 549300W3HQB0HO1F3G69 | Long             | DBT              | CORP              | US        |     760000 | PA      | $759650.40    | 0.17%             | 2033-01-31      | Fixed         | 7.12%                 | Yes           | 2                  | On Loan: No      |
| Sri Lanka Government International Bond                                          | Sri Lanka Government International Bond                                          | CUSIP: YS0721615<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |     129323 | PA      | $107984.71    | 0.02%             | 2033-03-15      | Fixed         | 3.35%                 | Yes           | 2                  | On Loan: No      |
| Altice France SA                                                                 | Altice France S.A., Term Loan B11                                                | CUSIP: N/A<br>LEI: 5493001ZMCICV4N02J21       | Long             | LON              | CORP              | FR        |      83158 | PA      | $82846.60     | 0.02%             | 2028-04-28      | Variable      | 7.80%                 | No            | 2                  | On Loan: No      |
| Camelot US Acquisition LLC                                                       | Camelot U.S. Acquisition LLC, Term Loan B                                        | CUSIP: BL4573418<br>LEI: 549300U6VBJHQP2SFL81 | Long             | LON              | CORP              | US        |     140125 | PA      | $121762.80    | 0.03%             | 2031-01-31      | Variable      | 6.42%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 31418ER77<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     338843 | PA      | $335772.42    | 0.07%             | 2053-05-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Proofpoint Inc                                                                   | Proofpoint, Inc., Repriced Term Loan                                             | CUSIP: 74345HAJ0<br>LEI: 529900C5FODDK0WSR085 | Long             | LON              | CORP              | US        |     106235 | PA      | $103004.32    | 0.02%             | 2028-08-31      | Variable      | 6.70%                 | No            | 2                  | On Loan: No      |
| Bank of Montreal                                                                 | Bank of Montreal                                                                 | CUSIP: 06368L8V1<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |     274000 | PA      | $276510.31    | 0.06%             | 2085-11-26      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| M&T BANK CORPORATION                                                             | M&T Bank Corp                                                                    | CUSIP: 55261FAH7<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |     270000 | PA      | $267798.45    | 0.06%             | N/A             | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 31418EKT6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     235962 | PA      | $228659.46    | 0.05%             | 2052-11-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Michaels Cos Inc/The                                                             | Michaels Cos Inc/The                                                             | CUSIP: 59408QAA4<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |     400000 | PA      | $372480.96    | 0.08%             | 2034-03-15      | Fixed         | 11.00%                | Yes           | 2                  | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC Holdings PLC                                                                | CUSIP: 404280DT3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     453000 | PA      | $467669.95    | 0.10%             | N/A             | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| CVS Health Corp                                                                  | CVS Health Corp                                                                  | CUSIP: 126650EK2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     195000 | PA      | $195758.25    | 0.04%             | 2035-09-15      | Fixed         | 5.45%                 | No            | 2                  | On Loan: No      |
| McAfee Corp                                                                      | McAfee, LLC, First Lien Term Loan B                                              | CUSIP: BL4883627<br>LEI: 2549009UKR8UEZYVCR93 | Long             | LON              | CORP              | US        |     246837 | PA      | $221227.72    | 0.05%             | 2029-03-01      | Variable      | 6.67%                 | No            | 2                  | On Loan: No      |
| Invenergy Thermal Operating I LLC                                                | Invenergy Thermal Operating I LLC, Term Loan C                                   | CUSIP: 46123UAQ1<br>LEI: 549300JF5R5BXJAMZL67 | Long             | LON              | CORP              | US        |       4688 | PA      | $4705.08      | 0.00%             | 2032-05-06      | Variable      | 6.38%                 | No            | 2                  | On Loan: No      |
| MPT OPER PARTNERSP/FINL                                                          | MPT Operating Partnership LP / MPT Finance Corp                                  | CUSIP: 55342UAH7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     760000 | PA      | $707434.63    | 0.15%             | 2027-10-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage A                                                   | Government National Mortgage Association                                         | CUSIP: 38383DQ27<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGSE             | US        |     251693 | PA      | $183440.62    | 0.04%             | 2051-11-20      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Sinclair Television Group Inc                                                    | Sinclair Television Group Inc., Term Loan B6                                     | CUSIP: 829229AU7<br>LEI: 549300CQGEN0CH65UD62 | Long             | LON              | CORP              | US        |      82531 | PA      | $74381.41     | 0.02%             | 2029-12-31      | Variable      | 7.08%                 | No            | 2                  | On Loan: No      |
| Asurion LLC/ Asurion Co-Issuer Inc                                               | Asurion LLC/ Asurion Co-Issuer Inc                                               | CUSIP: 045941AB7<br>LEI: 549300KNQVXGIOXWK278 | Long             | DBT              | CORP              | US        |     760000 | PA      | $737855.44    | 0.16%             | 2034-02-01      | Fixed         | 8.38%                 | Yes           | 2                  | On Loan: No      |
| Synechron Inc                                                                    | Synechron Inc, Term Loan B                                                       | CUSIP: BL4760759<br>LEI: 549300MUU3E8J6UT8E60 | Long             | LON              | CORP              | US        |      91876 | PA      | $84640.51     | 0.02%             | 2031-10-03      | Variable      | 7.45%                 | No            | 2                  | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                              | NextEra Energy Capital Holdings Inc                                              | CUSIP: 65339KDB3<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     262000 | PA      | $271047.91    | 0.06%             | 2054-06-15      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| McGraw-Hill Education Inc                                                        | McGraw-Hill Global Education Holdings, LLC, First Lien Term Loan B               | CUSIP: 58063DAG8<br>LEI: 254900U6YJ9QZ4IQOR26 | Long             | LON              | CORP              | US        |      48983 | PA      | $48982.65     | 0.01%             | 2031-08-06      | Variable      | 6.42%                 | No            | 2                  | On Loan: No      |
| Cubic Corp                                                                       | Cubic Corp                                                                       | CUSIP: 04921TAS3<br>LEI: 6HHLXIOGCDNZ4IRAIW26 | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2029-05-01      | Variable      | 4.94%                 | No            | 2                  | On Loan: No      |
| Alterra Mountain Co                                                              | Alterra Mountain Company, Term Loan B9                                           | CUSIP: 46124CAU1<br>LEI: 549300C5O4FSVNUEI843 | Long             | LON              | CORP              | US        |     226668 | PA      | $226881.45    | 0.05%             | 2028-08-17      | Variable      | 6.17%                 | No            | 2                  | On Loan: No      |
| BAUSCH HEALTH COS INC                                                            | Bausch Health Cos Inc                                                            | CUSIP: 071734AQ0<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |     195000 | PA      | $198907.51    | 0.04%             | 2028-09-30      | Fixed         | 11.00%                | Yes           | 2                  | On Loan: No      |
| COMISION FEDERAL DE ELEC                                                         | Comision Federal de Electricidad                                                 | CUSIP: 200447AE0<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |     200000 | PA      | $181420.00    | 0.04%             | 2045-06-16      | Fixed         | 6.12%                 | Yes           | 2                  | On Loan: No      |
| International Bank for Reconstruction & Development                              | International Bank for Reconstruction & Development                              | CUSIP: YQ0344297<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | N/A       |   30000000 | PA      | $62256.50     | 0.01%             | 2026-06-11      | Fixed         | 13.75%                | No            | 2                  | On Loan: No      |
| Creative Artists Agency LLC                                                      | Creative Artists Agency, LLC , Repriced Term Loan B                              | CUSIP: 22526WAU2<br>LEI: 5493008FV5TCFL3KHH96 | Long             | LON              | CORP              | US        |     121928 | PA      | $121994.72    | 0.03%             | 2031-10-01      | Variable      | 6.17%                 | No            | 2                  | On Loan: No      |
| Trans Union LLC                                                                  | Trans Union, LLC, Term Loan B8                                                   | CUSIP: 89334GBF0<br>LEI: X8NPN6PWJOM1QCTYFV34 | Long             | LON              | CORP              | US        |      71010 | PA      | $70762.58     | 0.02%             | 2031-06-24      | Variable      | 5.45%                 | No            | 2                  | On Loan: No      |
| Maple Parent Holdings Corp                                                       | Maple Parent Holdings Corp                                                       | CUSIP: 56530KAA4<br>LEI: 254900J6FBJ1E892Q074 | Long             | DBT              | CORP              | US        |      70000 | PA      | $69988.73     | 0.02%             | 2029-03-26      | Fixed         | 4.75%                 | Yes           | 2                  | On Loan: No      |
| Romanian Government International Bond                                           | Romanian Government International Bond                                           | CUSIP: 77586RAT7<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     102000 | PA      | $102703.66    | 0.02%             | 2029-01-30      | Fixed         | 5.88%                 | Yes           | 2                  | On Loan: No      |
| First Citizens BancShares Inc/NC                                                 | First Citizens BancShares Inc/NC                                                 | CUSIP: 31959XAG8<br>LEI: 549300N3Z00ZHE2XC526 | Long             | DBT              | CORP              | US        |     163000 | PA      | $163155.99    | 0.04%             | N/A             | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| United States Treasury Inflation Indexed Bonds                                   | United States Treasury Inflation Indexed Bonds                                   | CUSIP: 91282CJH5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     769783 | PA      | $796867.37    | 0.17%             | 2028-10-15      | Fixed         | 2.38%                 | No            | 2                  | On Loan: No      |
| Trust 2401                                                                       | Trust 2401                                                                       | CUSIP: 89834MAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |     200000 | PA      | $192576.00    | 0.04%             | 2030-01-15      | Fixed         | 4.87%                 | Yes           | 2                  | On Loan: No      |
| REPUBLIC OF COLOMBIA                                                             | Colombia Government International Bond                                           | CUSIP: 195325DS1<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     350000 | PA      | $298221.00    | 0.07%             | 2031-04-15      | Fixed         | 3.12%                 | No            | 2                  | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | CUSIP: 00774MBK0<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     636000 | PA      | $650931.38    | 0.14%             | 2055-03-10      | Fixed         | 6.95%                 | No            | 2                  | On Loan: No      |
| Arthur J Gallagher & Co                                                          | Arthur J Gallagher & Co                                                          | CUSIP: 04316JAN9<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |      70000 | PA      | $69432.88     | 0.02%             | 2035-02-15      | Fixed         | 5.15%                 | No            | 2                  | On Loan: No      |
| TSY INFL IX N/B                                                                  | United States Treasury Inflation Indexed Bonds                                   | CUSIP: 9128285W6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     708378 | PA      | $703129.77    | 0.15%             | 2029-01-15      | Fixed         | 0.88%                 | No            | 2                  | On Loan: No      |
| Athene Holding Ltd                                                               | Athene Holding Ltd                                                               | CUSIP: 04686J861<br>LEI: 549300H316CT32FQXI76 | Long             | EP               | CORP              | US        |      19836 | NS      | $468724.68    | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| Royal Bank of Canada                                                             | Royal Bank of Canada                                                             | CUSIP: 780082AV5<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |     242000 | PA      | $242885.72    | 0.05%             | 2085-08-24      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| Reworld Holding Corp                                                             | Reworld Holding Corp, First Lien Term Loan C                                     | CUSIP: 22282GAT4<br>LEI: 40XIFLS8XDQGGHGPGC04 | Long             | LON              | CORP              | US        |      26280 | PA      | $26263.17     | 0.01%             | 2031-01-15      | Variable      | 5.93%                 | No            | 2                  | On Loan: No      |
| Asurion LLC                                                                      | Asurion LLC, Term Loan B13                                                       | CUSIP: 04649VBE9<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |     183920 | PA      | $182080.66    | 0.04%             | 2030-09-19      | Variable      | 7.92%                 | No            | 2                  | On Loan: No      |
| BARCLAYS PLC                                                                     | Barclays PLC                                                                     | CUSIP: 06738EBX2<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     388000 | PA      | $401486.41    | 0.09%             | N/A             | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| Gates Corp/DE                                                                    | Gates Global LLC, Term Loan B5                                                   | CUSIP: 36740UAY8<br>LEI: 984500F43C791F4C7894 | Long             | LON              | CORP              | US        |      96687 | PA      | $96693.62     | 0.02%             | 2031-06-04      | Variable      | 5.42%                 | No            | 2                  | On Loan: No      |
| OMNIA Partners LLC                                                               | OMNIA Partners LLC, Term Loan B                                                  | CUSIP: 68218HAE7<br>LEI: 254900ZD1P5CVG9GOS22 | Long             | LON              | CORP              | US        |      67654 | PA      | $67682.17     | 0.01%             | 2030-07-25      | Variable      | 6.43%                 | No            | 2                  | On Loan: No      |
| DEUTSCHE BANK AG                                                                 | Deutsche Bank AG                                                                 | CUSIP: EK2626407<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |     600000 | PA      | $617669.40    | 0.13%             | N/A             | Fixed         | 8.13%                 | No            | 2                  | On Loan: No      |
| Radiology Partners Inc                                                           | Radiology Partners Inc                                                           | CUSIP: 75041VAE4<br>LEI: 549300SFTAG2177WUZ08 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $1013870.00   | 0.22%             | 2032-07-15      | Fixed         | 8.50%                 | Yes           | 2                  | On Loan: No      |
| MVW 2020-1 LLC                                                                   | MVW 2020-1 LLC                                                                   | CUSIP: 55400EAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      97624 | PA      | $96653.32     | 0.02%             | 2037-10-20      | Fixed         | 1.74%                 | Yes           | 2                  | On Loan: No      |
| HILCORP ENERGY I/HILCORP                                                         | Hilcorp Energy I LP / Hilcorp Finance Co                                         | CUSIP: 431318AZ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     100000 | PA      | $96782.85     | 0.02%             | 2032-04-15      | Fixed         | 6.25%                 | Yes           | 2                  | On Loan: No      |
| EP Purchaser LLC                                                                 | EP Purchaser LLC                                                                 | CUSIP: 26881KAD6<br>LEI: 549300GGODRVQG1GH476 | Long             | LON              | CORP              | US        |      14000 | PA      | $8916.25      | 0.00%             | 2028-11-06      | Variable      | 8.50%                 | No            | 2                  | On Loan: No      |
| INEOS US Finance LLC                                                             | INEOS US Finance LLC                                                             | CUSIP: BL4673192<br>LEI: 5493008MHJ4R367SNK31 | Long             | LON              | CORP              | US        |      73000 | PA      | $64011.88     | 0.01%             | 2030-02-19      | Variable      | 7.57%                 | No            | 2                  | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2023-DNA1                                          | Freddie Mac STACR REMIC Trust 2023-DNA1                                          | CUSIP: 35564KP45<br>LEI: 5493000IRILHAKSCHN59 | Long             | ABS-CBDO         | USGSE             | US        |     285000 | PA      | $294843.96    | 0.06%             | 2043-03-25      | Variable      | 6.76%                 | Yes           | 2                  | On Loan: No      |
| Nigeria Government International Bond                                            | Nigeria Government International Bond                                            | CUSIP: 65412AFD9<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |     275000 | PA      | $315034.65    | 0.07%             | 2034-12-09      | Fixed         | 10.38%                | Yes           | 2                  | On Loan: No      |
| TK Elevator US Newco Inc                                                         | TK Elevator Midco GmbH, Term Loan B                                              | CUSIP: BL5017431<br>LEI: 549300C2AFWPAYWS5574 | Long             | LON              | CORP              | US        |     564312 | PA      | $566154.39    | 0.12%             | 2030-04-30      | Variable      | 6.38%                 | No            | 2                  | On Loan: No      |
| CACI International Inc                                                           | CACI International, Inc., Incremental Term Loan B2                               | CUSIP: 12718FAQ7<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | LON              | CORP              | US        |      83000 | PA      | $83078.02     | 0.02%             | 2033-03-09      | Variable      | 5.42%                 | No            | 2                  | On Loan: No      |
| SS&C Technologies Inc                                                            | SS&C Technologies Inc., Term Loan B8                                             | CUSIP: 78466DBJ2<br>LEI: 549300KY09TR3J12JU49 | Long             | LON              | CORP              | US        |      56299 | PA      | $56182.29     | 0.01%             | 2031-05-09      | Variable      | 5.67%                 | No            | 2                  | On Loan: No      |
| Boston Scientific Corp                                                           | Boston Scientific Corp                                                           | CUSIP: 101137107<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EC               | CORP              | US        |      43778 | NS      | $2747069.50   | 0.60%             |  |  |  | No            | 1                  | On Loan: No      |
| Star Parent Inc                                                                  | Star Parent Inc., Term Loan B                                                    | CUSIP: 87169DAB1<br>LEI: 254900GRGCJYRMDRWT73 | Long             | LON              | CORP              | US        |     180660 | PA      | $178870.00    | 0.04%             | 2030-09-30      | Variable      | 7.70%                 | No            | 2                  | On Loan: No      |
| Enstar Group Ltd                                                                 | Enstar Group Ltd                                                                 | CUSIP: 29359UAD1<br>LEI: 213800AMAL5QFXVUCN04 | Long             | DBT              | CORP              | BM        |     184000 | PA      | $189087.42    | 0.04%             | 2045-04-01      | Fixed         | 7.50%                 | Yes           | 2                  | On Loan: No      |
| Perforce Software Inc                                                            | Perforce Software, Inc., Add-on Term Loan                                        | CUSIP: 71376GAJ0<br>LEI: 549300322GBMUSL1VG17 | Long             | LON              | CORP              | US        |      45457 | PA      | $31545.86     | 0.01%             | 2031-03-24      | Variable      | 8.42%                 | No            | 2                  | On Loan: No      |
| Ghana Government International Bond                                              | Ghana Government International Bond                                              | CUSIP: 374422AM5<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |     103495 | PA      | $98548.02     | 0.02%             | 2029-07-03      | Fixed         | 5.00%                 | Yes           | 2                  | On Loan: No      |
| Oregon Tool Lux LP                                                               | Oregon Tool, Inc., First Lien Term Loan                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | LU        |      48000 | PA      | $48840.00     | 0.01%             | 2029-10-15      | Variable      | 9.00%                 | No            | 2                  | On Loan: No      |
| MOTION BONDCO DAC                                                                | Motion Bondco DAC                                                                | CUSIP: 61978XAA5<br>LEI: 635400KFD3IETNQLA755 | Long             | DBT              | CORP              | IE        |     190000 | PA      | $181871.36    | 0.04%             | 2027-11-15      | Fixed         | 6.62%                 | Yes           | 2                  | On Loan: No      |
| Sedgwick Claims Management Services Inc                                          | Sedgwick Claims Management Services, Inc., Term Loan B                           | CUSIP: 81527CAP2<br>LEI: 549300BIN4DWJG5VWF64 | Long             | LON              | CORP              | US        |     274121 | PA      | $269519.56    | 0.06%             | 2031-07-31      | Variable      | 6.17%                 | No            | 2                  | On Loan: No      |
| Churchill Downs Inc                                                              | Churchill Downs Incorporated, Incremental Term Loan B1                           | CUSIP: 17148PAF8<br>LEI: 529900FODTBQC8MIS994 | Long             | LON              | CORP              | US        |      89373 | PA      | $89540.95     | 0.02%             | 2028-03-17      | Variable      | 5.42%                 | No            | 2                  | On Loan: No      |
| Fannie Mae - CAS                                                                 | Connecticut Avenue Securities Trust 2022-R09                                     | CUSIP: 20753DAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |     105000 | PA      | $110187.65    | 0.02%             | 2042-09-25      | Variable      | 8.41%                 | Yes           | 2                  | On Loan: No      |
| CHARLES SCHWAB CORP                                                              | Charles Schwab Corp/The                                                          | CUSIP: 808513BK0<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |     307000 | PA      | $304911.48    | 0.07%             | N/A             | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Microsoft Corp                                                                   | Microsoft Corp                                                                   | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |      37941 | NS      | $14044619.97  | 3.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 31418EPD6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     339938 | PA      | $342864.18    | 0.07%             | 2053-02-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| EQT Trust 2024-EXTR                                                              | EQT Trust 2024-EXTR                                                              | CUSIP: 29439DAA9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     395808 | PA      | $400629.96    | 0.09%             | 2041-07-05      | Fixed         | 5.33%                 | Yes           | 2                  | On Loan: No      |
| Grupo Financiero Banorte SAB de CV                                               | Grupo Financiero Banorte SAB de C.V.                                             | CUSIP: P49501201<br>LEI: N/A                  | Long             | EC               | CORP              | MX        |     134600 | NS      | $1492818.61   | 0.33%             |  |  |  | No            | 1                  | On Loan: No      |
| ING Groep NV                                                                     | ING Groep NV                                                                     | CUSIP: 456837BT9<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |     765000 | PA      | $763885.08    | 0.17%             | N/A             | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| CP Atlas Buyer Inc                                                               | CP Atlas Buyer, Inc., Term Loan                                                  | CUSIP: 12658HAL6<br>LEI: 2549006ZZ07G0NDDCR36 | Long             | LON              | CORP              | US        |     140295 | PA      | $129772.88    | 0.03%             | 2030-07-08      | Variable      | 8.92%                 | No            | 2                  | On Loan: No      |
| EchoStar Corp                                                                    | EchoStar Corp                                                                    | CUSIP: 278768AC0<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |      14000 | PA      | $15123.51     | 0.00%             | 2029-11-30      | Fixed         | 10.75%                | No            | 2                  | On Loan: No      |
| Element Materials Technology Group US Holdings Inc                               | Element Materials Technology Group US Holdings Inc., Term Loan                   | CUSIP: BL4756096<br>LEI: 213800EGOJGGUKUGEZ30 | Long             | LON              | CORP              | US        |      55757 | PA      | $56000.99     | 0.01%             | 2029-06-25      | Variable      | 7.20%                 | No            | 2                  | On Loan: No      |
| JP Morgan Mortgage Trust                                                         | J.P. Morgan Mortgage Trust 2022-4                                                | CUSIP: 46655GAW5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     302417 | PA      | $260178.22    | 0.06%             | 2052-10-25      | Variable      | 3.00%                 | Yes           | 2                  | On Loan: No      |
| GALAXY PIPELINE ASSETS                                                           | Galaxy Pipeline Assets Bidco Ltd                                                 | CUSIP: 36321PAE0<br>LEI: 549300L82YB0C6JQIC26 | Long             | DBT              | CORP              | JE        |     203738 | PA      | $164728.34    | 0.04%             | 2040-09-30      | Fixed         | 2.94%                 | Yes           | 2                  | On Loan: No      |
| Wayne-Sanderson Farms LLC                                                        | Wayne Sanderson Farms LLC, Repriced Term Loan B                                  | CUSIP: 87114UAC7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      42514 | PA      | $42585.18     | 0.01%             | 2032-05-21      | Variable      | 5.68%                 | No            | 2                  | On Loan: No      |
| EP PURCHASER LLC                                                                 | EP Purchaser, LLC, Term Loan B                                                   | CUSIP: 26881KAC8<br>LEI: 549300GGODRVQG1GH476 | Long             | LON              | CORP              | US        |      23170 | PA      | $14717.23     | 0.00%             | 2028-11-06      | Variable      | 7.29%                 | No            | 2                  | On Loan: No      |
| O'Reilly Automotive Inc                                                          | O'Reilly Automotive, Inc                                                         | CUSIP: 67103H107<br>LEI: 549300K2RLMQL149Q332 | Long             | EC               | CORP              | US        |      30119 | NS      | $2780284.89   | 0.61%             |  |  |  | No            | 1                  | On Loan: No      |
| CT TRUST                                                                         | CT Trust                                                                         | CUSIP: 12659BAA2<br>LEI: 213800MJB7WO427HQD34 | Long             | DBT              | CORP              | GT        |     200000 | PA      | $186478.00    | 0.04%             | 2032-02-03      | Fixed         | 5.12%                 | Yes           | 2                  | On Loan: No      |
| Colombia Government International Bond                                           | Colombia Government International Bond                                           | CUSIP: YK0049733<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     100000 | PA      | $108994.81    | 0.02%             | 2032-09-19      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC Holdings PLC                                                                | CUSIP: 404280EV7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     275000 | PA      | $274400.28    | 0.06%             | N/A             | Fixed         | 6.95%                 | No            | 2                  | On Loan: No      |
| Cushman & Wakefield US Borrower LLC                                              | Cushman & Wakefield US Borrower LLC                                              | CUSIP: BL4763910<br>LEI: 549300870CMN3WI5IF97 | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2030-01-31      | Variable      | 7.58%                 | No            | 2                  | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                                         | Prudential Financial Inc                                                         | CUSIP: 744320BJ0<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     210000 | PA      | $200943.77    | 0.04%             | 2052-03-01      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| Univision Communications Inc                                                     | Univision Communications Inc                                                     | CUSIP: 914906BA9<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |     245000 | PA      | $252500.71    | 0.06%             | 2032-08-01      | Fixed         | 9.38%                 | Yes           | 2                  | On Loan: No      |
| Boxer Parent Co Inc                                                              | Boxer Parent Company Inc., Term Loan B                                           | CUSIP: BL4985299<br>LEI: 5493006T045HLTF7YX04 | Long             | LON              | CORP              | US        |     378910 | PA      | $352346.24    | 0.08%             | 2031-07-30      | Variable      | 6.67%                 | No            | 2                  | On Loan: No      |
| GS Mortgage-Backed Securities                                                    | GS Mortgage-Backed Securities Corp Trust 2022-PJ2                                | CUSIP: 36267ECK5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     741589 | PA      | $638010.86    | 0.14%             | 2052-06-25      | Variable      | 3.00%                 | Yes           | 2                  | On Loan: No      |
| PETROLEOS DEL PERU SA                                                            | Petroleos del Peru SA                                                            | CUSIP: 716564AA7<br>LEI: 549300ZMGDLC9JT2OR80 | Long             | DBT              | CORP              | PE        |     200000 | PA      | $158500.00    | 0.03%             | 2032-06-19      | Fixed         | 4.75%                 | Yes           | 2                  | On Loan: No      |
| Oracle Corp                                                                      | Oracle Corp                                                                      | CUSIP: 68389XDZ5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     135000 | PA      | $129800.92    | 0.03%             | 2036-02-04      | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| RLGH Finance Bermuda Ltd                                                         | RLGH Finance Bermuda Ltd                                                         | CUSIP: DA3569161<br>LEI: 549300JARQYXR76TRX40 | Long             | DBT              | CORP              | BM        |     261000 | PA      | $254216.32    | 0.06%             | N/A             | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| MALAYSIA GOVERNMENT                                                              | Malaysia Government Bond                                                         | CUSIP: AN1292431<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     200000 | PA      | $53468.53     | 0.01%             | 2037-04-07      | Fixed         | 4.76%                 | No            | 2                  | On Loan: No      |
| Uniti Group LP / Uniti Group Finance 2019 Inc / CSL Capital LLC                  | Uniti Group LP / Uniti Group Finance 2019 Inc / CSL Capital LLC                  | CUSIP: 91327CAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     605000 | PA      | $616183.89    | 0.13%             | 2032-06-15      | Fixed         | 8.62%                 | Yes           | 2                  | On Loan: No      |
| SAUDI ARABIAN OIL CO                                                             | Saudi Arabian Oil Co                                                             | CUSIP: ZS0947920<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |     200000 | PA      | $171728.57    | 0.04%             | 2039-04-16      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Energy Transfer LP                                                               | Energy Transfer LP                                                               | CUSIP: 29273VBH2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     273000 | PA      | $271511.19    | 0.06%             | 2056-02-15      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GA79<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     543000 | PA      | $568868.52    | 0.12%             | N/A             | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| Stryker Corp                                                                     | Stryker Corp                                                                     | CUSIP: 863667101<br>LEI: 5493002F0SC4JTBU5137 | Long             | EC               | CORP              | US        |       8914 | NS      | $2929051.26   | 0.64%             |  |  |  | No            | 1                  | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                               | CUSIP: 29273VAN0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      91000 | PA      | $90817.39     | 0.02%             | N/A             | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Reinsurance Group of America Inc                                                 | Reinsurance Group of America, Inc                                                | CUSIP: 759351885<br>LEI: LORM1GNEU1DKEW527V90 | Long             | EP               | CORP              | US        |       5959 | NS      | $151418.19    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | CUSIP: 00774MBQ7<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     450000 | PA      | $450463.50    | 0.10%             | 2056-01-31      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Infinity Natural Resources LLC                                                   | Infinity Natural Resources LLC                                                   | CUSIP: 45690BAA3<br>LEI: 54930021094IFVB5ND43 | Long             | DBT              | CORP              | US        |     235000 | PA      | $236240.80    | 0.05%             | 2031-04-01      | Fixed         | 7.62%                 | Yes           | 2                  | On Loan: No      |
| TELUS Corp                                                                       | TELUS Corp                                                                       | CUSIP: 87971MCM3<br>LEI: 894500TX134IMF6NW757 | Long             | DBT              | CORP              | CA        |     152000 | PA      | $155169.05    | 0.03%             | 2055-10-15      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| Cloud Software Group Inc                                                         | Cloud Software Group, Inc., Term Loan B (2032)                                   | CUSIP: 88632NBL3<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | LON              | CORP              | US        |      66425 | PA      | $60968.34     | 0.01%             | 2032-08-13      | Variable      | 6.95%                 | No            | 2                  | On Loan: No      |
| Cloud Software Group Inc                                                         | Cloud Software Group, Inc., Term Loan B (2031)                                   | CUSIP: 88632NBK5<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | LON              | CORP              | US        |      92635 | PA      | $85131.65     | 0.02%             | 2031-03-24      | Variable      | 6.95%                 | No            | 2                  | On Loan: No      |
| BONOS TESORERIA PESOS                                                            | Bonos de la Tesoreria de la Republica en pesos                                   | CUSIP: ZK1811536<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |  110000000 | PA      | $122114.02    | 0.03%             | 2033-04-01      | Fixed         | 6.00%                 | Yes           | 2                  | On Loan: No      |
| ENBRIDGE INC                                                                     | Enbridge Inc                                                                     | CUSIP: 29250NAS4<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     175000 | PA      | $173494.13    | 0.04%             | 2077-07-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Bell Telephone Co of Canada or Bell Canada                                       | Bell Telephone Co of Canada or Bell Canada                                       | CUSIP: 0778FPAQ2<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |     278000 | PA      | $284538.28    | 0.06%             | 2055-09-15      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| Omnis Funding Trust                                                              | Omnis Funding Trust                                                              | CUSIP: 68218WAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     329000 | PA      | $332593.76    | 0.07%             | 2055-05-15      | Fixed         | 6.72%                 | Yes           | 2                  | On Loan: No      |
| Varsity Brands Inc                                                               | Varsity Brands, Inc., First Lien Term Loan                                       | CUSIP: 92227QAG1<br>LEI: 254900PLBJA0I5NSTT38 | Long             | LON              | CORP              | US        |     248128 | PA      | $247392.42    | 0.05%             | 2031-08-26      | Variable      | 6.45%                 | No            | 2                  | On Loan: No      |
| IRB Holding Corp                                                                 | IRB Holding Corp, Term Loan B                                                    | CUSIP: 44988LAM9<br>LEI: 549300HVW4WNWYBXN830 | Long             | LON              | CORP              | US        |     117061 | PA      | $116914.63    | 0.03%             | 2030-12-16      | Variable      | 6.18%                 | No            | 2                  | On Loan: No      |
| BNP Paribas SA                                                                   | BNP Paribas SA                                                                   | CUSIP: 05602XJC3<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |     409000 | PA      | $410106.75    | 0.09%             | N/A             | Fixed         | 7.38%                 | Yes           | 2                  | On Loan: No      |
| TSY INFL IX N/B                                                                  | United States Treasury Inflation Indexed Bonds                                   | CUSIP: 91282CGW5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     406586 | PA      | $408111.21    | 0.09%             | 2028-04-15      | Fixed         | 1.25%                 | No            | 2                  | On Loan: No      |
| First Horizon Corp                                                               | First Horizon Corp                                                               | CUSIP: 320517840<br>LEI: TF3RXI1ZB1TQ30H9JV10 | Long             | EP               | CORP              | US        |       7350 | NS      | $181912.50    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| HUNGARY GOVERNMENT BOND                                                          | Hungary Government Bond                                                          | CUSIP: BT4396433<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |   35000000 | PA      | $91957.54     | 0.02%             | 2032-11-24      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Ingram Micro Inc                                                                 | Ingram Micro Inc., Term Loan                                                     | CUSIP: 45258FAE0<br>LEI: 549300KJMEWPKRQZHX63 | Long             | LON              | CORP              | US        |      56238 | PA      | $56448.65     | 0.01%             | 2031-09-22      | Variable      | 5.94%                 | No            | 2                  | On Loan: No      |
| USI Inc/NY                                                                       | USI, Inc., Term Loan D                                                           | CUSIP: BL4881753<br>LEI: 2549006D7UF7072T7I27 | Long             | LON              | CORP              | US        |     195418 | PA      | $195215.22    | 0.04%             | 2029-11-23      | Variable      | 5.95%                 | No            | 2                  | On Loan: No      |
| CHG PPC PARENT LLC                                                               | CHG PPC Parent LLC, Term Loan                                                    | CUSIP: 12546FAF9<br>LEI: 54930019XJQNJAGXQ664 | Long             | LON              | CORP              | US        |     121006 | PA      | $121309.01    | 0.03%             | 2028-12-08      | Variable      | 6.78%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 31418EHP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1500734 | PA      | $1487675.90   | 0.32%             | 2052-08-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| DEXKO GLOBAL INC                                                                 | DexKo Global Inc., Term Loan B                                                   | CUSIP: 25213YAU9<br>LEI: 549300SMZ4OV1KBH1M19 | Long             | LON              | CORP              | US        |      86242 | PA      | $84700.75     | 0.02%             | 2028-10-04      | Variable      | 7.68%                 | No            | 2                  | On Loan: No      |
| UBS Group AG                                                                     | UBS Group AG                                                                     | CUSIP: 902613BK3<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     484000 | PA      | $498723.76    | 0.11%             | N/A             | Fixed         | 7.75%                 | Yes           | 2                  | On Loan: No      |
| PFS Financing Corp                                                               | PFS Financing Corp                                                               | CUSIP: 69335PFU4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     300000 | PA      | $302666.52    | 0.07%             | 2030-02-15      | Fixed         | 4.85%                 | Yes           | 2                  | On Loan: No      |
| AAdvantage Loyalty IP Ltd                                                        | American Airlines, Inc., Term Loan                                               | CUSIP: 02376CBS3<br>LEI: N/A                  | Long             | LON              | CORP              | KY        |     151758 | PA      | $150620.20    | 0.03%             | 2028-04-20      | Variable      | 5.92%                 | No            | 2                  | On Loan: No      |
| Israel Electric Corp Ltd                                                         | Israel Electric Corp Ltd                                                         | CUSIP: YI2581605<br>LEI: 254900JW7GE35YNJGJ55 | Long             | DBT              | CORP              | IL        |     200000 | PA      | $197452.00    | 0.04%             | 2038-01-28      | Fixed         | 5.63%                 | Yes           | 2                  | On Loan: No      |
| Hungary Government International Bond                                            | Hungary Government International Bond                                            | CUSIP: 445545AU0<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |     210000 | PA      | $204726.55    | 0.04%             | 2036-03-26      | Fixed         | 5.50%                 | Yes           | 2                  | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3133BE6T5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     796334 | PA      | $772263.17    | 0.17%             | 2052-07-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Resonetics LLC                                                                   | Resonetics, LLC, Repriced Term Loan B                                            | CUSIP: 76118EAL2<br>LEI: 5493007F3QX6Z23QGO95 | Long             | LON              | CORP              | US        |      68954 | PA      | $68770.86     | 0.02%             | 2031-06-18      | Variable      | 6.42%                 | No            | 2                  | On Loan: No      |
| Resideo Funding Inc                                                              | Resideo Funding Inc., Incremental Term Loan                                      | CUSIP: BL5183795<br>LEI: 5493000IFJ6XJKH66598 | Long             | LON              | CORP              | US        |     104475 | PA      | $104344.41    | 0.02%             | 2032-08-13      | Variable      | 5.67%                 | No            | 2                  | On Loan: No      |
| Numericable US LLC                                                               | Altice France S.A., Term Loan B12                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      97414 | PA      | $97140.62     | 0.02%             | 2028-10-31      | Variable      | 8.74%                 | No            | 2                  | On Loan: No      |
| BONOS TESORERIA PESOS                                                            | Bonos de la Tesoreria de la Republica en pesos                                   | CUSIP: BQ3398386<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |   70000000 | PA      | $75160.02     | 0.02%             | 2028-10-01      | Fixed         | 5.00%                 | Yes           | 2                  | On Loan: No      |
| Adient US LLC                                                                    | Adient US LLC, Term Loan B2                                                      | CUSIP: 00687MAH4<br>LEI: 213800SOTRCDGZUHL712 | Long             | LON              | CORP              | US        |      34404 | PA      | $34395.87     | 0.01%             | 2031-01-29      | Variable      | 5.67%                 | No            | 2                  | On Loan: No      |
| Corp Quiport SA                                                                  | Corp Quiport SA                                                                  | CUSIP: 22000FAA8<br>LEI: 9845008C1QFC4A49E084 | Long             | DBT              | CORP              | EC        |     200000 | PA      | $214800.00    | 0.05%             | 2037-12-15      | Fixed         | 9.00%                 | Yes           | 2                  | On Loan: No      |
| Orion US Finco Inc                                                               | Orion US Finco Inc., First Lien Term Loan                                        | CUSIP: BL5077443<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      56000 | PA      | $55545.00     | 0.01%             | 2032-10-12      | Variable      | 7.15%                 | No            | 2                  | On Loan: No      |
| Fannie Mae - CAS                                                                 | Connecticut Avenue Securities Trust 2022-R05                                     | CUSIP: 20754DAJ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     475000 | PA      | $500930.35    | 0.11%             | 2042-04-25      | Variable      | 10.66%                | Yes           | 2                  | On Loan: No      |
| Mister Car Wash Holdings Inc                                                     | Mister Car Wash Holdings Inc                                                     | CUSIP: 60646CAM9<br>LEI: 549300BARUQU0U2GQE05 | Long             | LON              | CORP              | US        |     116000 | PA      | $114913.08    | 0.03%             | 2031-03-27      | Variable      | 6.67%                 | No            | 2                  | On Loan: No      |
| Freddie Mac Pool                                                                 | Freddie Mac Pool                                                                 | CUSIP: 3132DSRU8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      49213 | PA      | $48728.46     | 0.01%             | 2053-08-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| BNP Paribas SA                                                                   | BNP Paribas SA                                                                   | CUSIP: 05602XDJ4<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |     625000 | PA      | $651151.25    | 0.14%             | N/A             | Fixed         | 8.00%                 | Yes           | 2                  | On Loan: No      |
| American Trailer World Corp                                                      | American Trailer World Corp., Term Loan B                                        | CUSIP: 03028BAB3<br>LEI: 254900WNYWX3HF6TKT69 | Long             | LON              | CORP              | US        |      62043 | PA      | $52839.82     | 0.01%             | 2028-03-03      | Variable      | 7.52%                 | No            | 2                  | On Loan: No      |
| Reworld Holding Corp                                                             | Reworld Holding Corp                                                             | CUSIP: 22282GAN7<br>LEI: 40XIFLS8XDQGGHGPGC04 | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2028-11-30      | Variable      | 6.21%                 | No            | 2                  | On Loan: No      |
| Turkiye Is Bankasi AS                                                            | Turkiye Is Bankasi AS                                                            | CUSIP: 900151AP6<br>LEI: 789000FIRX9MDN0KTM91 | Long             | DBT              | CORP              | TR        |     200000 | PA      | $192368.55    | 0.04%             | 2037-02-05      | Fixed         | 7.58%                 | Yes           | 2                  | On Loan: No      |
| PETROLEOS MEXICANOS                                                              | Petroleos Mexicanos                                                              | CUSIP: 71654QDF6<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     200000 | PA      | $157580.00    | 0.03%             | 2060-01-28      | Fixed         | 6.95%                 | No            | 2                  | On Loan: No      |
| CORNERSTONE BUILDING                                                             | Cornerstone Building Brands, Inc., Term Loan B                                   | CUSIP: 72431HAD2<br>LEI: 549300IW41QEWQ6T0H29 | Long             | LON              | CORP              | US        |      66163 | PA      | $37831.11     | 0.01%             | 2028-04-12      | Variable      | 7.02%                 | No            | 2                  | On Loan: No      |
| APH Somerset Investor 2 LLC / APH2 Somerset Investor 2 LLC / APH3 Somerset Inves | APH Somerset Investor 2 LLC / APH2 Somerset Investor 2 LLC / APH3 Somerset Inves | CUSIP: 00188QAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1370000 | PA      | $1238849.90   | 0.27%             | 2029-11-01      | Fixed         | 7.88%                 | Yes           | 2                  | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                    | CUSIP: 172967PC9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     260000 | PA      | $268634.86    | 0.06%             | N/A             | Fixed         | 7.38%                 | No            | 2                  | On Loan: No      |
| Sunrise Financing Partnership                                                    | Sunrise Financing Partnership, Term Loan AAA                                     | CUSIP: BL4990554<br>LEI: 213800DXWIS9KORQ3X94 | Long             | LON              | CORP              | US        |      82134 | PA      | $81740.25     | 0.02%             | 2032-02-17      | Variable      | 6.10%                 | No            | 2                  | On Loan: No      |
| British American Tobacco PLC                                                     | British American Tobacco plc                                                     | CUSIP: G1510J102<br>LEI: 213800FKA5MF17RJKT63 | Long             | EC               | CORP              | GB        |      59180 | NS      | $3435919.92   | 0.75%             |  |  |  | No            | 2                  | On Loan: No      |
| WR GRACE HOLDING LLC                                                             | WR Grace Holdings LLC                                                            | CUSIP: 92943GAA9<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |     760000 | PA      | $698986.77    | 0.15%             | 2029-08-15      | Fixed         | 5.62%                 | Yes           | 2                  | On Loan: No      |
| JPMDB Commercial Mortgage Secu                                                   | JPMDB Commercial Mortgage Securities Trust 2018-C8                               | CUSIP: 46591AAZ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      80707 | PA      | $79781.29     | 0.02%             | 2051-06-15      | Fixed         | 3.94%                 | No            | 2                  | On Loan: No      |
| KOHL'S CORPORATION                                                               | Kohl's Corp                                                                      | CUSIP: 500255AX2<br>LEI: 549300JF6LPRTRJ0FH50 | Long             | DBT              | CORP              | US        |     380000 | PA      | $286002.71    | 0.06%             | 2031-05-01      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| Comision Federal de Electricidad                                                 | Comision Federal de Electricidad                                                 | CUSIP: 200447AQ3<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |     200000 | PA      | $193820.00    | 0.04%             | 2034-01-28      | Fixed         | 0.00%                 | Yes           | 2                  | On Loan: No      |
| HERTZ CORP/THE                                                                   | Hertz Corp/The                                                                   | CUSIP: 42804VBB6<br>LEI: 549300PD0C69OJ0NLB27 | Long             | LON              | CORP              | US        |      22550 | PA      | $16771.53     | 0.00%             | 2028-06-30      | Variable      | 8.86%                 | No            | 2                  | On Loan: No      |
| Petronas Capital Ltd                                                             | Petronas Capital Ltd                                                             | CUSIP: 716743AW9<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | CORP              | MY        |     240000 | PA      | $246362.48    | 0.05%             | 2035-04-03      | Fixed         | 5.34%                 | Yes           | 2                  | On Loan: No      |
| Broadcom Inc                                                                     | Broadcom Inc                                                                     | CUSIP: 11135FDB4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |      75000 | PA      | $73968.78     | 0.02%             | 2036-01-15      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| Fannie Mae Pool                                                                  | Fannie Mae Pool                                                                  | CUSIP: 3140QLNT9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1286272 | PA      | $1103651.54   | 0.24%             | 2051-08-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Venture Global LNG Inc                                                           | Venture Global LNG Inc                                                           | CUSIP: 92332YAD3<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     380000 | PA      | $408115.44    | 0.09%             | 2032-02-01      | Fixed         | 9.88%                 | Yes           | 2                  | On Loan: No      |
| Viant Medical Holdings Inc                                                       | Viant Medical Holdings, Inc., Term Loan B                                        | CUSIP: BL4782654<br>LEI: 549300E68YOWU15QSF58 | Long             | LON              | CORP              | US        |      68421 | PA      | $68426.79     | 0.01%             | 2031-10-29      | Variable      | 7.67%                 | No            | 2                  | On Loan: No      |
| TSY INFL IX N/B                                                                  | United States Treasury Inflation Indexed Bonds                                   | CUSIP: 912810PZ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     454422 | PA      | $471341.01    | 0.10%             | 2029-01-15      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Hilcorp Energy I LP / Hilcorp Finance Co                                         | Hilcorp Energy I LP / Hilcorp Finance Co                                         | CUSIP: 431318BG8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     475000 | PA      | $473534.39    | 0.10%             | 2035-02-15      | Fixed         | 7.25%                 | Yes           | 2                  | On Loan: No      |
| ICNQ 2024-MF Mortgage Trust                                                      | ICNQ 2024-MF Mortgage Trust                                                      | CUSIP: 450953AA2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     250000 | PA      | $256696.45    | 0.06%             | 2034-12-10      | Fixed         | 5.78%                 | Yes           | 2                  | On Loan: No      |
| Honeywell Aerospace Inc                                                          | Honeywell Aerospace Inc                                                          | CUSIP: 43849RAG0<br>LEI: 213800ZUAQRBYL67JS90 | Long             | DBT              | CORP              | US        |     110000 | PA      | $109142.33    | 0.02%             | 2036-03-16      | Fixed         | 4.95%                 | Yes           | 2                  | On Loan: No      |
| BrewCo Borrower LLC                                                              | City Brewing Company, LLC, PIK First Out Term Loan                               | CUSIP: 10756PAJ8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      37029 | PA      | $5554.38      | 0.00%             | 2030-09-30      | Variable      | 10.67%                | No            | 2                  | On Loan: No      |
| CITIZENS FINANCIAL GROUP                                                         | Citizens Financial Group Inc                                                     | CUSIP: 174610BD6<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |     335000 | PA      | $329854.70    | 0.07%             | N/A             | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Pacific Dental Services LLC                                                      | Pacific Dental Services, LLC, Term Loan B                                        | CUSIP: 69417WAC5<br>LEI: 549300SDH1NQDOZ2M105 | Long             | LON              | CORP              | US        |     170536 | PA      | $170856.08    | 0.04%             | 2031-03-17      | Variable      | 6.18%                 | No            | 2                  | On Loan: No      |
| AstraZeneca PLC                                                                  | AstraZeneca plc                                                                  | CUSIP: G0593M107<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | EC               | CORP              | GB        |      20414 | NS      | $3991752.47   | 0.87%             |  |  |  | No            | 2                  | On Loan: No      |
| Baxter International Inc                                                         | Baxter International Inc                                                         | CUSIP: 071813DC0<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |     130000 | PA      | $128367.39    | 0.03%             | 2029-02-15      | Fixed         | 4.45%                 | No            | 2                  | On Loan: No      |
| Altice France SA                                                                 | Altice France SA                                                                 | CUSIP: 02090DAD0<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | LU        |    1605000 | PA      | $1520711.80   | 0.33%             | 2032-04-15      | Fixed         | 6.50%                 | Yes           | 2                  | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                    | CUSIP: 172967KM2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     147000 | PA      | $147082.61    | 0.03%             | N/A             | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| TSY INFL IX N/B                                                                  | United States Treasury Inflation Indexed Bonds                                   | CUSIP: 91282CDX6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     762580 | PA      | $701746.52    | 0.15%             | 2032-01-15      | Fixed         | 0.12%                 | No            | 2                  | On Loan: No      |
| Fannie Mae Pool                                                                  | Fannie Mae Pool                                                                  | CUSIP: 3140QNC91<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     160308 | PA      | $141147.48    | 0.03%             | 2052-02-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Cushman & Wakefield US Borrower LLC                                              | Cushman & Wakefield U.S. Borrower, LLC, Term Loan                                | CUSIP: 23340DAX0<br>LEI: 549300870CMN3WI5IF97 | Long             | LON              | CORP              | US        |     293518 | PA      | $295352.22    | 0.06%             | 2030-01-31      | Variable      | 6.17%                 | No            | 2                  | On Loan: No      |
| Mars Inc                                                                         | Mars Inc                                                                         | CUSIP: 571676BA2<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |     245000 | PA      | $247332.58    | 0.05%             | 2035-03-01      | Fixed         | 5.20%                 | Yes           | 2                  | On Loan: No      |
| Belron Finance 2019 LLC                                                          | Belron Finance LLC, Repriced Term Loan B                                         | CUSIP: 08078UAQ6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     182048 | PA      | $182207.53    | 0.04%             | 2031-10-16      | Variable      | 5.66%                 | No            | 2                  | On Loan: No      |
| GS Mortgage-Backed Securities                                                    | GS Mortgage-Backed Securities Trust 2022-HP1                                     | CUSIP: 36265LAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     272816 | PA      | $234725.25    | 0.05%             | 2052-09-25      | Variable      | 3.00%                 | Yes           | 2                  | On Loan: No      |
| Kestra Advisor Services Holdings A Inc                                           | Kestra Advisor Services Holdings A, Inc., Repriced Term Loan                     | CUSIP: 49255BAK0<br>LEI: 254900WH55RU999OY504 | Long             | LON              | CORP              | US        |     121159 | PA      | $120460.97    | 0.03%             | 2031-03-24      | Variable      | 6.67%                 | No            | 2                  | On Loan: No      |
| Broadcom Inc                                                                     | Broadcom Inc                                                                     | CUSIP: 11135FCZ2<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |      95000 | PA      | $94183.72     | 0.02%             | 2031-01-15      | Fixed         | 4.30%                 | No            | 2                  | On Loan: No      |
| Jupiter Borrower Inc                                                             | Jupiter Borrower Inc                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      60000 | PA      | $60000.00     | 0.01%             | 2033-03-25      | Variable      | 6.42%                 | No            | 2                  | On Loan: No      |
| LVMH Moet Hennessy Louis Vuitton SE                                              | LVMH Moet Hennessy Louis Vuitton SE                                              | CUSIP: F58485115<br>LEI: IOG4E947OATN0KJYSD45 | Long             | EC               | CORP              | FR        |       4213 | NS      | $2303033.71   | 0.50%             |  |  |  | No            | 2                  | On Loan: No      |
| TRUIST FINANCIAL CORP                                                            | Truist Financial Corp                                                            | CUSIP: 89832QAD1<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |     715000 | PA      | $713740.74    | 0.16%             | N/A             | Fixed         | 6.67%                 | No            | 2                  | On Loan: No      |
| Informatica LLC                                                                  | Informatica LLC                                                                  | CUSIP: 45673YAL0<br>LEI: 5493007SV33RZV7RPS40 | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2028-10-30      | Variable      | 6.21%                 | No            | 2                  | On Loan: No      |
| EDISON INTERNATIONAL                                                             | Edison International                                                             | CUSIP: 281020AX5<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |     139000 | PA      | $141517.01    | 0.03%             | 2053-06-15      | Fixed         | 8.12%                 | No            | 2                  | On Loan: No      |
| Banco de Credito e Inversiones SA                                                | Banco de Credito e Inversiones SA                                                | CUSIP: 05890MAC7<br>LEI: 549300E9E5Y3PKW24142 | Long             | DBT              | CORP              | CL        |     200000 | PA      | $210226.00    | 0.05%             | N/A             | Fixed         | 8.75%                 | Yes           | 2                  | On Loan: No      |
| Brazilian Government International Bond                                          | Brazilian Government International Bond                                          | CUSIP: 105756CN8<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     200000 | PA      | $195860.00    | 0.04%             | 2056-01-12      | Fixed         | 7.25%                 | No            | 2                  | On Loan: No      |
| Kleopatra Finco Sarl                                                             | Kleopatra Finco Sarl                                                             | CUSIP: N/A<br>LEI: 222100M6T1N8VIC8M726       | Long             | EC               | CORP              | LU        |       3706 | NS      | $5080.33      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Emera US Finance LLC                                                             | Emera US Finance LLC                                                             | CUSIP: 29103HAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      37000 | PA      | $37044.73     | 0.01%             | 2056-10-01      | Fixed         | 6.85%                 | No            | 2                  | On Loan: No      |
| Mars Inc                                                                         | Mars Inc                                                                         | CUSIP: 571676BC8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |     300000 | PA      | $292521.74    | 0.06%             | 2055-05-01      | Fixed         | 5.70%                 | Yes           | 2                  | On Loan: No      |
| NRG Energy Inc                                                                   | NRG Energy, Inc., Term Loan                                                      | CUSIP: BL4813392<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | LON              | CORP              | US        |     141822 | PA      | $142275.58    | 0.03%             | 2031-04-16      | Variable      | 5.52%                 | No            | 2                  | On Loan: No      |
| Rocket Software Inc                                                              | Rocket Software, Inc., Term Loan B                                               | CUSIP: 77313DAW1<br>LEI: 549300PVG26ISP5X1556 | Long             | LON              | CORP              | US        |      91506 | PA      | $87979.42     | 0.02%             | 2028-11-28      | Variable      | 7.42%                 | No            | 2                  | On Loan: No      |
| UKG Inc                                                                          | UKG Inc., Term Loan B                                                            | CUSIP: 89841EAB1<br>LEI: 529900FKHWSTQ1GXK240 | Long             | LON              | CORP              | US        |     391058 | PA      | $374218.88    | 0.08%             | 2031-02-10      | Variable      | 6.17%                 | No            | 2                  | On Loan: No      |
| Level 3 Financing Inc                                                            | Level 3 Financing Inc                                                            | CUSIP: 527298CQ4<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     885000 | PA      | $923419.36    | 0.20%             | 2036-01-15      | Fixed         | 8.50%                 | Yes           | 2                  | On Loan: No      |
| Bank of America Corp                                                             | Bank of America Corp                                                             | CUSIP: 06055HAH6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    1163000 | PA      | $1192359.94   | 0.26%             | N/A             | Fixed         | 6.62%                 | No            | 2                  | On Loan: No      |
| LSF12 Phoenix Holdco LLC                                                         | LSF12 Phoenix Holdco LLC                                                         | CUSIP: 54913FAB5<br>LEI: 254900N9CUXT70SP2Z09 | Long             | LON              | CORP              | US        |     125000 | PA      | $123906.25    | 0.03%             | 2033-03-25      | Variable      | 8.18%                 | No            | 2                  | On Loan: No      |
| Jazz Financing Lux Sarl                                                          | Jazz Financing Lux S.a.r.l., First Lien Term Loan B                              | CUSIP: N/A<br>LEI: 635400WUEO2NSG5OIU34       | Long             | LON              | CORP              | LU        |     258371 | PA      | $259662.54    | 0.06%             | 2028-05-05      | Variable      | 5.92%                 | No            | 2                  | On Loan: No      |
| Caixa Economica Federal                                                          | Caixa Economica Federal                                                          | CUSIP: 12803Y2A6<br>LEI: 254900EX2KZ57WQ1PL07 | Long             | DBT              | CORP              | BR        |     200000 | PA      | $201420.00    | 0.04%             | 2030-05-13      | Fixed         | 5.62%                 | Yes           | 2                  | On Loan: No      |
| Naked Juice LLC                                                                  | Naked Juice LLC, FLFO Term Loan                                                  | CUSIP: BL5071180<br>LEI: 549300Y5TU1XQ1KVLJ64 | Long             | LON              | CORP              | US        |      99000 | PA      | $98730.23     | 0.02%             | 2029-01-24      | Variable      | 9.20%                 | No            | 2                  | On Loan: No      |
| AMC Entertainment Holdings Inc                                                   | AMC Entertainment Holdings, Inc. , Term Loan                                     | CUSIP: 00164CAD7<br>LEI: 549300ZO77UNR6NRBR11 | Long             | LON              | CORP              | US        |        297 | PA      | $293.66       | 0.00%             | 2029-01-04      | Variable      | 10.68%                | No            | 2                  | On Loan: No      |
| Huntington Bancshares Inc/OH                                                     | Huntington Bancshares Inc/OH                                                     | CUSIP: 446150BG8<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |     268000 | PA      | $264060.56    | 0.06%             | N/A             | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| TKO Worldwide Holdings LLC                                                       | TKO Worldwide Holdings, LLC, Term Loan                                           | CUSIP: 90266UAL7<br>LEI: 549300JEOTH7UMZ3C491 | Long             | LON              | CORP              | US        |     158154 | PA      | $158253.33    | 0.03%             | 2031-11-21      | Variable      | 5.66%                 | No            | 2                  | On Loan: No      |
| Azalea Topco Inc                                                                 | Press Ganey Holdings, Inc., Repriced Term Loan B                                 | CUSIP: 05477JAE1<br>LEI: 549300HC42NZULO53062 | Long             | LON              | CORP              | US        |      71013 | PA      | $70986.68     | 0.02%             | 2031-04-30      | Variable      | 6.67%                 | No            | 2                  | On Loan: No      |
| Banco Santander SA                                                               | Banco Santander S.A.                                                             | CUSIP: E19790109<br>LEI: 5493006QMFDDMYWIAM13 | Long             | EC               | CORP              | ES        |     520528 | NS      | $5835494.05   | 1.27%             |  |  |  | No            | 2                  | On Loan: No      |
| Axalta Coating Systems US Holdings Inc                                           | Axalta Coating Systems US Holdings Inc                                           | CUSIP: BL4807659<br>LEI: 549300NZ43V4QV4UGN28 | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2029-12-20      | Variable      | 5.75%                 | No            | 2                  | On Loan: No      |
| AES Corp/The                                                                     | AES Corp/The                                                                     | CUSIP: 00130HCL7<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |     192000 | PA      | $179132.04    | 0.04%             | 2055-07-15      | Fixed         | 6.95%                 | No            | 2                  | On Loan: No      |
| S&S Holdings LLC                                                                 | S&S Holdings LLC                                                                 | CUSIP: 78525CAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     455000 | PA      | $401329.75    | 0.09%             | 2031-10-01      | Fixed         | 8.38%                 | Yes           | 2                  | On Loan: No      |
| COSTA RICA GOVERNMENT                                                            | Costa Rica Government International Bond                                         | CUSIP: 221602AC9<br>LEI: 549300S1EK2VN6XVJP58 | Long             | DBT              | NUSS              | CR        |     200000 | PA      | $210542.00    | 0.05%             | 2044-04-04      | Fixed         | 7.00%                 | Yes           | 2                  | On Loan: No      |
| Neptune Bidco US Inc                                                             | Neptune Bidco US Inc                                                             | CUSIP: 640695AC6<br>LEI: 549300VG15T3VCYZ4531 | Long             | DBT              | CORP              | US        |     315000 | PA      | $317837.52    | 0.07%             | 2031-05-15      | Fixed         | 10.38%                | Yes           | 2                  | On Loan: No      |
| GS Mortgage Securities Trust                                                     | GS Mortgage Securities Trust 2019-GC42                                           | CUSIP: 36257UAL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     250000 | PA      | $236126.90    | 0.05%             | 2052-09-10      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| UnitedHealth Group Inc                                                           | UnitedHealth Group Inc                                                           | CUSIP: 91324PFK3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     155000 | PA      | $149574.36    | 0.03%             | 2044-07-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMorgan Chase & Co                                                              | CUSIP: 48128BAQ4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    1103000 | PA      | $1144362.50   | 0.25%             | N/A             | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| USALCO LLC                                                                       | USALCO, LLC, Term Loan                                                           | CUSIP: 91732NAN3<br>LEI: 5493006WBYB0CYPCSG20 | Long             | LON              | CORP              | US        |      49600 | PA      | $49563.40     | 0.01%             | 2031-09-30      | Variable      | 7.17%                 | No            | 2                  | On Loan: No      |
| VoltaGrid LLC                                                                    | VoltaGrid LLC                                                                    | CUSIP: 92874BAA3<br>LEI: 254900R5BEUGIKK1FM03 | Long             | DBT              | CORP              | US        |     760000 | PA      | $784934.84    | 0.17%             | 2030-11-01      | Fixed         | 7.38%                 | Yes           | 2                  | On Loan: No      |
| HEALTHCARE RLTY HLDGS LP                                                         | Healthcare Realty Holdings LP                                                    | CUSIP: 42225UAF1<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              | CORP              | US        |     425000 | PA      | $420901.77    | 0.09%             | 2027-07-01      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| NEP Group Inc                                                                    | NEP Group, Inc., Term Loan B                                                     | CUSIP: 62908HAR6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      74000 | PA      | $67230.48     | 0.01%             | 2031-10-17      | Variable      | 8.17%                 | No            | 2                  | On Loan: No      |
| TransMontaigne Partners LLC                                                      | TransMontaigne Partners LLC                                                      | CUSIP: 89377AAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     570000 | PA      | $576236.37    | 0.13%             | 2030-06-15      | Fixed         | 8.50%                 | Yes           | 2                  | On Loan: No      |
| Romanian Government International Bond                                           | Romanian Government International Bond                                           | CUSIP: YX2480029<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     185000 | PA      | $211500.54    | 0.05%             | 2032-05-30      | Fixed         | 5.25%                 | Yes           | 2                  | On Loan: No      |
| Ukraine Government International Bond                                            | Ukraine Government International Bond                                            | CUSIP: 903724CC4<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     150000 | PA      | $76650.00     | 0.02%             | 2036-02-01      | Fixed         | 4.50%                 | Yes           | 2                  | On Loan: No      |
| CRC Insurance Group LLC                                                          | Truist Insurance Holdings LLC, Term Loan B                                       | CUSIP: 89788VAG7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     274960 | PA      | $271781.15    | 0.06%             | 2031-05-06      | Variable      | 6.45%                 | No            | 2                  | On Loan: No      |
| Wells Fargo & Co                                                                 | Wells Fargo & Co                                                                 | CUSIP: 95000U3V3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      40000 | PA      | $40933.10     | 0.01%             | 2036-04-23      | Fixed         | 5.61%                 | No            | 2                  | On Loan: No      |
| AVAYA INC                                                                        | Avaya, Inc., Exit Term Loan                                                      | CUSIP: 05349UBN1<br>LEI: J6LB5QIFSP2MFEFG4U76 | Long             | LON              | CORP              | US        |      60408 | PA      | $53998.10     | 0.01%             | 2028-08-01      | Variable      | 5.58%                 | No            | 2                  | On Loan: No      |
| Delta Topco Inc                                                                  | Delta TopCo, Inc., Term Loan B                                                   | CUSIP: BL4985182<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     412136 | PA      | $399610.89    | 0.09%             | 2029-11-30      | Variable      | 6.42%                 | No            | 2                  | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                               | CUSIP: 29273VAM2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     527000 | PA      | $536393.78    | 0.12%             | N/A             | Fixed         | 7.12%                 | No            | 2                  | On Loan: No      |
| Johnson & Johnson                                                                | Johnson & Johnson                                                                | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |      25484 | NS      | $6229308.96   | 1.36%             |  |  |  | No            | 1                  | On Loan: No      |
| PROJECT AURORA US FINCO                                                          | Spectris Plc, Term Loan                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      25000 | PA      | $25078.13     | 0.01%             | 2032-12-06      | Variable      | 6.45%                 | No            | 2                  | On Loan: No      |
| PenFed Auto Receivables Owner                                                    | PenFed Auto Receivables Owner                                                    | CUSIP: 706916AC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     500000 | PA      | $498780.15    | 0.11%             | 2030-07-15      | Fixed         | 4.03%                 | Yes           | 2                  | On Loan: No      |
| CHS Inc                                                                          | CHS, Inc                                                                         | CUSIP: 12542R506<br>LEI: XEIEFTLYDQ1MZ6TZV015 | Long             | EP               | CORP              | US        |      10571 | NS      | $259940.89    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| PETROLEOS MEXICANOS                                                              | Petroleos Mexicanos                                                              | CUSIP: 71654QDC3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     275000 | PA      | $275607.20    | 0.06%             | 2030-01-23      | Fixed         | 6.84%                 | No            | 2                  | On Loan: No      |
| United States Treasury Note/Bond                                                 | United States Treasury Note/Bond                                                 | CUSIP: 91282CNG2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     785000 | PA      | $787667.78    | 0.17%             | 2030-05-31      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Mastercard Inc                                                                   | Mastercard, Inc                                                                  | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |       3196 | NS      | $1596913.36   | 0.35%             |  |  |  | No            | 1                  | On Loan: No      |
| White Cap Supply Holdings LLC                                                    | White Cap Buyer LLC, Term Loan B                                                 | CUSIP: 96350TAH3<br>LEI: 254900L2N0T6GULCL366 | Long             | LON              | CORP              | US        |     211148 | PA      | $203574.35    | 0.04%             | 2029-10-29      | Variable      | 6.92%                 | No            | 2                  | On Loan: No      |
| Valero Energy Corp                                                               | Valero Energy Corp                                                               | CUSIP: 91913Y100<br>LEI: 549300XTO5VR8SKV1V74 | Long             | EC               | CORP              | US        |      19363 | NS      | $4784210.04   | 1.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 3132H7CW2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |      27701 | PA      | $27397.26     | 0.01%             | 2044-02-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Tesla Inc                                                                        | Tesla, Inc                                                                       | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |       2125 | NS      | $789968.75    | 0.17%             |  |  |  | No            | 1                  | On Loan: No      |
| Starbucks Corp                                                                   | Starbucks Corp                                                                   | CUSIP: 855244109<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | EC               | CORP              | US        |      29503 | NS      | $2643173.77   | 0.58%             |  |  |  | No            | 1                  | On Loan: No      |
| TSY INFL IX N/B                                                                  | United States Treasury Inflation Indexed Bonds                                   | CUSIP: 91282CEZ0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     559655 | PA      | $528000.44    | 0.12%             | 2032-07-15      | Fixed         | 0.62%                 | No            | 2                  | On Loan: No      |
| US TREASURY N/B                                                                  | United States Treasury Note/Bond                                                 | CUSIP: 912810SH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     445700 | PA      | $316864.84    | 0.07%             | 2049-05-15      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| Oracle Corp                                                                      | Oracle Corp                                                                      | CUSIP: 68389XDR3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      35000 | PA      | $29444.47     | 0.01%             | 2055-09-26      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| Radiology Partners Inc                                                           | Radiology Partners Inc, Term Loan                                                | CUSIP: 75041EAN2<br>LEI: 549300SFTAG2177WUZ08 | Long             | LON              | CORP              | US        |     109450 | PA      | $108023.32    | 0.02%             | 2032-06-30      | Variable      | 8.20%                 | No            | 2                  | On Loan: No      |
| Medco Maple Tree Pte Ltd                                                         | Medco Maple Tree Pte Ltd                                                         | CUSIP: 58407HAA7<br>LEI: 254900T5AQZNR0THA508 | Long             | DBT              | CORP              | SG        |     200000 | PA      | $205458.94    | 0.04%             | 2029-04-27      | Fixed         | 8.96%                 | Yes           | 2                  | On Loan: No      |
| Fannie Mae Pool                                                                  | Fannie Mae Pool                                                                  | CUSIP: 3140XPDD8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     426815 | PA      | $379274.60    | 0.08%             | 2052-05-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                                                         | Republic of South Africa Government Bond                                         | CUSIP: EJ7500196<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    1050000 | PA      | $57895.32     | 0.01%             | 2037-01-31      | Fixed         | 8.50%                 | No            | 2                  | On Loan: No      |
| TELESAT CANADA/TELESAT L                                                         | Telesat Canada / Telesat LLC                                                     | CUSIP: 87952VAR7<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     570000 | PA      | $453150.00    | 0.10%             | 2026-12-06      | Fixed         | 5.62%                 | Yes           | 2                  | On Loan: No      |
| Medline Borrower LP                                                              | Medline Borrower, LP, Term Loan B                                                | CUSIP: 58503UAH6<br>LEI: 254900QT3R363TVK6F09 | Long             | LON              | CORP              | US        |     150495 | PA      | $150889.62    | 0.03%             | 2028-10-23      | Variable      | 5.42%                 | No            | 2                  | On Loan: No      |
| CAMELOT RETURN MERGER SU                                                         | Camelot Return Merger Sub Inc                                                    | CUSIP: 13323NAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     950000 | PA      | $555219.90    | 0.12%             | 2028-08-01      | Fixed         | 8.75%                 | Yes           | 2                  | On Loan: No      |
| Nouryon Finance BV                                                               | Nouryon Finance B.V., Term Loan B1                                               | CUSIP: N/A<br>LEI: 549300GD4NJGLPVYB245       | Long             | LON              | CORP              | NL        |     116378 | PA      | $114341.77    | 0.02%             | 2028-04-03      | Variable      | 7.04%                 | No            | 2                  | On Loan: No      |
| Phoenix Guarantor Inc                                                            | Phoenix Guarantor Inc, Term Loan B                                               | CUSIP: 71913BAK8<br>LEI: 254900JIOIDL3GSUFE55 | Long             | LON              | CORP              | US        |     309754 | PA      | $310238.58    | 0.07%             | 2031-02-21      | Variable      | 6.17%                 | No            | 2                  | On Loan: No      |
| Reliance Industries Ltd                                                          | Reliance Industries Ltd (GDR)                                                    | CUSIP: 759470107<br>LEI: 5493003UOETFYRONLG31 | Long             | EC               | CORP              | IN        |      15907 | NS      | $935196.49    | 0.20%             |  |  |  | Yes           | 2                  | On Loan: No      |
| Intel Corp                                                                       | Intel Corp                                                                       | CUSIP: 458140100<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | EC               | CORP              | US        |      97913 | NS      | $4320900.69   | 0.94%             |  |  |  | No            | 1                  | On Loan: No      |
| United States Treasury Note/Bond                                                 | United States Treasury Note/Bond                                                 | CUSIP: 912810UP1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1180000 | PA      | $1127453.13   | 0.25%             | 2055-11-15      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| JP Morgan Mortgage Trust                                                         | JP Morgan Mortgage Trust 2022-LTV1                                               | CUSIP: 465976AA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1364138 | PA      | $1217600.68   | 0.27%             | 2052-07-25      | Variable      | 3.25%                 | Yes           | 2                  | On Loan: No      |
| SNB Funding Ltd                                                                  | SNB Funding Ltd                                                                  | CUSIP: YN3694075<br>LEI: 549300PT73WJRNMAKE44 | Long             | DBT              | CORP              | KY        |     200000 | PA      | $197682.62    | 0.04%             | 2035-06-24      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Cloud Software Group Inc                                                         | Cloud Software Group Inc                                                         | CUSIP: 18912UAC6<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |     570000 | PA      | $540607.90    | 0.12%             | 2032-06-30      | Fixed         | 8.25%                 | Yes           | 2                  | On Loan: No      |
| TSY INFL IX N/B                                                                  | United States Treasury Inflation Indexed Bonds                                   | CUSIP: 912828Z37<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     316008 | PA      | $302417.93    | 0.07%             | 2030-01-15      | Fixed         | 0.12%                 | No            | 2                  | On Loan: No      |
| ING Groep NV                                                                     | ING Groep NV                                                                     | CUSIP: ZM9188925<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |     526000 | PA      | $537687.89    | 0.12%             | N/A             | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| United States Treasury Note/Bond                                                 | United States Treasury Note/Bond                                                 | CUSIP: 912810UL0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     545000 | PA      | $552089.26    | 0.12%             | 2045-05-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Consumers Energy Co                                                              | Consumers Energy Co                                                              | CUSIP: 210518DY9<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |     145000 | PA      | $145177.57    | 0.03%             | 2031-01-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| United States Treasury Note/Bond                                                 | United States Treasury Note/Bond                                                 | CUSIP: 91282CPF2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     385000 | PA      | $376984.18    | 0.08%             | 2032-10-31      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| Zambia Government International Bond                                             | Zambia Government International Bond                                             | CUSIP: 988895AQ1<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |     122524 | PA      | $114854.38    | 0.03%             | 2033-06-30      | Fixed         | 5.75%                 | Yes           | 2                  | On Loan: No      |
| Viasat Inc                                                                       | ViaSat, Inc., Term Loan                                                          | CUSIP: 92555WAF2<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | LON              | CORP              | US        |     195990 | PA      | $196448.46    | 0.04%             | 2030-05-30      | Variable      | 8.29%                 | No            | 2                  | On Loan: No      |
| GRUPO AVAL LTD                                                                   | Grupo Aval Ltd                                                                   | CUSIP: 40053FAC2<br>LEI: 549300J4FW1ELLQ80113 | Long             | DBT              | CORP              | KY        |     200000 | PA      | $186889.47    | 0.04%             | 2030-02-04      | Fixed         | 4.38%                 | Yes           | 2                  | On Loan: No      |
| Government National Mortgage A                                                   | Government National Mortgage Association                                         | CUSIP: 38383T6G3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGSE             | US        |     272056 | PA      | $229243.38    | 0.05%             | 2052-07-20      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Citigroup Inc                                                                    | Citigroup Inc                                                                    | CUSIP: 172967PK1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     378000 | PA      | $381716.50    | 0.08%             | N/A             | Fixed         | 7.12%                 | No            | 2                  | On Loan: No      |
| ASURION LLC                                                                      | Asurion LLC, Second Lien Term Loan B4                                            | CUSIP: 04649VBA7<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |      97673 | PA      | $97193.33     | 0.02%             | 2029-01-22      | Variable      | 9.03%                 | No            | 2                  | On Loan: No      |
| CD&R Smokey Buyer Inc / Radio Systems Corp                                       | CD&R Smokey Buyer Inc / Radio Systems Corp                                       | CUSIP: 12515KAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     570000 | PA      | $484851.02    | 0.11%             | 2029-10-15      | Fixed         | 9.50%                 | Yes           | 2                  | On Loan: No      |
| KINGDOM OF MOROCCO                                                               | Morocco Government International Bond                                            | CUSIP: 617726AG9<br>LEI: 529900F3MBW9XY5K1X07 | Long             | DBT              | NUSS              | MA        |     200000 | PA      | $183389.32    | 0.04%             | 2042-12-11      | Fixed         | 5.50%                 | Yes           | 2                  | On Loan: No      |
| SBL HOLDINGS INC                                                                 | SBL Holdings Inc                                                                 | CUSIP: 78397DAC2<br>LEI: 635400MJW3QDSBJRKQ59 | Long             | DBT              | CORP              | US        |     575000 | PA      | $474893.13    | 0.10%             | N/A             | Fixed         | 6.50%                 | Yes           | 2                  | On Loan: No      |
| VS Buyer LLC                                                                     | VS Buyer, LLC, Term Loan B                                                       | CUSIP: 91834WAG5<br>LEI: 254900G5QLDMHSCYJK25 | Long             | LON              | CORP              | US        |     100653 | PA      | $98555.77     | 0.02%             | 2031-04-14      | Variable      | 5.92%                 | No            | 2                  | On Loan: No      |
| AltaGas Ltd                                                                      | AltaGas Ltd                                                                      | CUSIP: 021361AD2<br>LEI: 2549008X5V70MOS4HM10 | Long             | DBT              | CORP              | CA        |     120000 | PA      | $121677.24    | 0.03%             | 2054-10-15      | Fixed         | 7.20%                 | Yes           | 2                  | On Loan: No      |
| Bank of Nova Scotia/The                                                          | Bank of Nova Scotia/The                                                          | CUSIP: 0641598V1<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |     200000 | PA      | $209397.00    | 0.05%             | 2084-01-27      | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| Mitsubishi Electric Corp                                                         | Mitsubishi Electric Corp                                                         | CUSIP: J43873116<br>LEI: 549300TRXM9Y6561AX39 | Long             | EC               | CORP              | JP        |     152600 | NS      | $4991100.44   | 1.09%             |  |  |  | No            | 2                  | On Loan: No      |
| Aggreko Holdings Inc                                                             | Albion Financing 3 SARL, Term Loan                                               | CUSIP: BL5135076<br>LEI: 213800VFJ5CIN2NUQ821 | Long             | LON              | CORP              | US        |      49874 | PA      | $49983.59     | 0.01%             | 2031-05-21      | Variable      | 6.66%                 | No            | 2                  | On Loan: No      |
| Alta Equipment Group Inc                                                         | Alta Equipment Group Inc                                                         | CUSIP: 02128LAC0<br>LEI: 549300DGOB28CLGS1X27 | Long             | DBT              | CORP              | US        |     495000 | PA      | $438673.48    | 0.10%             | 2029-06-01      | Fixed         | 9.00%                 | Yes           | 2                  | On Loan: No      |
| TSY INFL IX N/B                                                                  | United States Treasury Inflation Indexed Bonds                                   | CUSIP: 91282CEJ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     172773 | PA      | $171792.87    | 0.04%             | 2027-04-15      | Fixed         | 0.12%                 | No            | 2                  | On Loan: No      |
| ABB Ltd                                                                          | ABB Ltd                                                                          | CUSIP: H0010V101<br>LEI: 5493000LKVGOO9PELI61 | Long             | EC               | CORP              | CH        |      31035 | NS      | $2523391.50   | 0.55%             |  |  |  | No            | 2                  | On Loan: No      |
| CVR Energy Inc                                                                   | CVR Energy Inc                                                                   | CUSIP: 12662PAH1<br>LEI: 529900SOYZIXZBTXB558 | Long             | DBT              | CORP              | US        |     620000 | PA      | $624629.54    | 0.14%             | 2031-02-15      | Fixed         | 7.50%                 | Yes           | 2                  | On Loan: No      |
| WEST TECHNOLOGY GRP LLC                                                          | West Corporation, Term Loan B3                                                   | CUSIP: 68162RAH4<br>LEI: 5493005Z5DB0O5S30R71 | Long             | LON              | CORP              | US        |     120065 | PA      | $25471.73     | 0.01%             | 2027-04-12      | Variable      | 7.79%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage A                                                   | Ginnie Mae II Pool                                                               | CUSIP: 36179XVR4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |     253933 | PA      | $246951.41    | 0.05%             | 2053-03-20      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Primo Brands Corp                                                                | Primo Brands Corp                                                                | CUSIP: 89678QAF3<br>LEI: 254900J0WS4AXV2LAX55 | Long             | LON              | CORP              | US        |     228000 | PA      | $228640.68    | 0.05%             | 2031-03-31      | Variable      | 6.42%                 | No            | 2                  | On Loan: No      |
| Amazon.com Inc                                                                   | Amazon.com Inc                                                                   | CUSIP: 023135DF0<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |     165000 | PA      | $163496.23    | 0.04%             | 2036-03-13      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| Duke Energy Carolinas Nc Storm Funding II LLC                                    | Duke Energy Carolinas Nc Storm Funding II LLC                                    | CUSIP: 26443UAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     300000 | PA      | $295936.40    | 0.06%             | 2035-07-01      | Fixed         | 4.23%                 | No            | 2                  | On Loan: No      |
| Rackspace Finance LLC                                                            | Rackspace Finance LLC                                                            | CUSIP: 75008WAA1<br>LEI: 25490078N5MHLAGLZ689 | Long             | DBT              | CORP              | US        |     400000 | PA      | $198000.00    | 0.04%             | 2028-05-15      | Fixed         | 3.50%                 | Yes           | 2                  | On Loan: No      |
| XPLR Infrastructure Operating Partners LP                                        | XPLR Infrastructure Operating Partners LP                                        | CUSIP: 98380MAB1<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |     950000 | PA      | $1003598.11   | 0.22%             | 2033-03-15      | Fixed         | 8.62%                 | Yes           | 2                  | On Loan: No      |
| DUBAI GOVT INT'L BONDS                                                           | Emirate of Dubai Government International Bonds                                  | CUSIP: ZO2911030<br>LEI: N/A                  | Long             | DBT              | NUSS              | AE        |     400000 | PA      | $273861.31    | 0.06%             | 2050-09-09      | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| United States Treasury Note/Bond                                                 | United States Treasury Note/Bond                                                 | CUSIP: 91282CNT4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     280000 | PA      | $278950.00    | 0.06%             | 2035-08-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| US TREASURY N/B                                                                  | United States Treasury Note/Bond                                                 | CUSIP: 912810QD3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     620000 | PA      | $604693.75    | 0.13%             | 2039-11-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| Fortune Star BVI Ltd                                                             | Fortune Star BVI Ltd                                                             | CUSIP: YL8153824<br>LEI: 2549008CU8NYQQRSNU62 | Long             | DBT              | CORP              | VG        |     200000 | PA      | $188910.32    | 0.04%             | 2029-09-09      | Fixed         | 6.80%                 | No            | 2                  | On Loan: No      |
| Madison Safety & Flow LLC                                                        | Madison Safety & Flow LLC, First Lien Term Loan B                                | CUSIP: 55822DAN1<br>LEI: 5493007D2J7BBIFYBY65 | Long             | LON              | CORP              | US        |      57866 | PA      | $57962.73     | 0.01%             | 2031-09-26      | Variable      | 6.18%                 | No            | 2                  | On Loan: No      |
| Broadcom Inc                                                                     | Broadcom, Inc                                                                    | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |      36642 | NS      | $11341065.42  | 2.47%             |  |  |  | No            | 1                  | On Loan: No      |
| White Cap Supply Holdings LLC                                                    | White Cap Buyer LLC, Incremental Term Loan B                                     | CUSIP: 96350TAK6<br>LEI: 254900L2N0T6GULCL366 | Long             | LON              | CORP              | US        |     125000 | PA      | $119296.88    | 0.03%             | 2033-02-10      | Variable      | 7.17%                 | No            | 2                  | On Loan: No      |
| Equitable Holdings Inc                                                           | Equitable Holdings, Inc                                                          | CUSIP: 29452E200<br>LEI: 549300FIBAKMNHPZ4009 | Long             | EP               | CORP              | US        |       7550 | NS      | $146545.50    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Fortis 333 Inc                                                                   | Fortis 333, Inc., Term Loan B                                                    | CUSIP: BL4990356<br>LEI: 254900SLITS19RU1VB55 | Long             | LON              | CORP              | US        |     104300 | PA      | $101648.75    | 0.02%             | 2032-04-02      | Variable      | 7.17%                 | No            | 2                  | On Loan: No      |
| Talen Energy Supply LLC                                                          | Talen Energy Supply, LLC, Term Loan B                                            | CUSIP: 87422LBA7<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | LON              | CORP              | US        |     242692 | PA      | $243168.64    | 0.05%             | 2032-11-26      | Variable      | 5.67%                 | No            | 2                  | On Loan: No      |
| Directv Financing LLC                                                            | Directv Financing LLC                                                            | CUSIP: 254945AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     650000 | PA      | $648553.95    | 0.14%             | 2030-02-01      | Fixed         | 8.88%                 | Yes           | 2                  | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                         | Capital One Financial Corp                                                       | CUSIP: 14040HCF0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     200000 | PA      | $197111.96    | 0.04%             | N/A             | Fixed         | 3.95%                 | No            | 2                  | On Loan: No      |
| Cushman & Wakefield US Borrower LLC                                              | Cushman & Wakefield U.S. Borrower, LLC, Term Loan B3                             | CUSIP: 23340DAW2<br>LEI: 549300870CMN3WI5IF97 | Long             | LON              | CORP              | US        |      40578 | PA      | $40780.49     | 0.01%             | 2030-01-31      | Variable      | 6.42%                 | No            | 2                  | On Loan: No      |
| Level 3 Financing Inc                                                            | Level 3 Financing Inc., Repriced Term Loan B4                                    | CUSIP: 52729KAU0<br>LEI: 254900AE5FEFIJOXWL19 | Long             | LON              | CORP              | US        |     363000 | PA      | $363491.87    | 0.08%             | 2032-03-29      | Variable      | 6.92%                 | No            | 2                  | On Loan: No      |
| KAZMUNAYGAS NATIONAL CO                                                          | KazMunayGas National Co JSC                                                      | CUSIP: 48126PAA0<br>LEI: 2138001H1M69RFJCSH88 | Long             | DBT              | CORP              | KZ        |     200000 | PA      | $179356.69    | 0.04%             | 2033-04-14      | Fixed         | 3.50%                 | Yes           | 2                  | On Loan: No      |
| OAK-Eagle Acquireco Inc                                                          | OAK-Eagle Acquireco Inc                                                          | CUSIP: 67123SAB5<br>LEI: 6488ICS9P20290MA1H31 | Long             | LON              | CORP              | US        |     178000 | PA      | $177110.00    | 0.04%             | 2033-03-24      | Variable      | 7.17%                 | No            | 2                  | On Loan: No      |
| Woodward Capital Management                                                      | RCKT Mortgage Trust 2022-2                                                       | CUSIP: 74938WAY7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     595466 | PA      | $492433.82    | 0.11%             | 2052-02-25      | Variable      | 2.50%                 | Yes           | 2                  | On Loan: No      |
| USALCO LLC                                                                       | USALCO, LLC, Delayed Draw Term Loan                                              | CUSIP: 91732NAP8<br>LEI: 5493006WBYB0CYPCSG20 | Long             | LON              | CORP              | US        |       4903 | PA      | $4899.66      | 0.00%             | 2031-09-30      | Variable      | 7.18%                 | No            | 2                  | On Loan: No      |
| Samsung Electronics Co Ltd                                                       | Samsung Electronics Co Ltd                                                       | CUSIP: Y74718100<br>LEI: 9884007ER46L6N7EI764 | Long             | EC               | CORP              | KR        |      96120 | NS      | $11242319.51  | 2.45%             |  |  |  | No            | 2                  | On Loan: No      |
| CZECH REPUBLIC                                                                   | Czech Republic Government Bond                                                   | CUSIP: BO7153865<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |    2150000 | PA      | $85885.01     | 0.02%             | 2032-06-23      | Fixed         | 1.75%                 | No            | 2                  | On Loan: No      |
| REPUBLIC OF AZERBAIJAN                                                           | Republic of Azerbaijan International Bond                                        | CUSIP: AO9863769<br>LEI: 549300P74FF45UQVU281 | Long             | DBT              | NUSS              | AZ        |     150000 | PA      | $138139.64    | 0.03%             | 2032-09-01      | Fixed         | 3.50%                 | Yes           | 2                  | On Loan: No      |
| LBM Acquisition LLC                                                              | LBM Acquisition LLC, Incremental Term Loan B                                     | CUSIP: 50179JAH1<br>LEI: 549300FAEB3VWZL4NI86 | Long             | LON              | CORP              | US        |      14594 | PA      | $11777.12     | 0.00%             | 2031-06-06      | Variable      | 7.52%                 | No            | 2                  | On Loan: No      |
| National Mentor Holdings Inc                                                     | National Mentor Holdings, Inc., First Lien Term Loan B                           | CUSIP: 63689EAX3<br>LEI: 5493004QULJVJP3CNZ62 | Long             | LON              | CORP              | US        |      79100 | PA      | $78859.93     | 0.02%             | 2030-12-12      | Variable      | 9.67%                 | No            | 2                  | On Loan: No      |
| United States Treasury Note/Bond                                                 | United States Treasury Note/Bond                                                 | CUSIP: 91282CPJ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1015000 | PA      | $990100.78    | 0.22%             | 2035-11-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Office Properties Income Trust                                                   | Office Properties Income Trust                                                   | CUSIP: 67623CAG4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     380000 | PA      | $381900.00    | 0.08%             | 2029-03-31      | Fixed         | 9.00%                 | Yes           | 2                  | On Loan: No      |
| Nomura Holdings Inc                                                              | Nomura Holdings Inc                                                              | CUSIP: 65535HCC1<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |     200000 | PA      | $201352.60    | 0.04%             | N/A             | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| Arabian Centres Sukuk IV Ltd                                                     | Arabian Centres Sukuk IV Ltd                                                     | CUSIP: DA7753290<br>LEI: 254900GW2VLQHC0PWN19 | Long             | DBT              | CORP              | KY        |     200000 | PA      | $199112.77    | 0.04%             | 2030-12-04      | Fixed         | 8.88%                 | No            | 2                  | On Loan: No      |
| HUB International Ltd                                                            | HUB International Limited, Term Loan B                                           | CUSIP: BL4978526<br>LEI: 549300JQT6ATTUNS5E06 | Long             | LON              | CORP              | US        |      90325 | PA      | $90225.08     | 0.02%             | 2030-06-20      | Variable      | 5.92%                 | No            | 2                  | On Loan: No      |
| Perrigo Investments LLC                                                          | Perrigo Investments, LLC, Term Loan B                                            | CUSIP: BL4842904<br>LEI: 549300POZGC78VHAAJ73 | Long             | LON              | CORP              | IE        |     107788 | PA      | $107294.20    | 0.02%             | 2029-04-20      | Variable      | 5.67%                 | No            | 2                  | On Loan: No      |
| DS Admiral Bidco LLC                                                             | DS Admiral Bidco LLC                                                             | CUSIP: 23344UAF7<br>LEI: 25490030X7DBAF7KCR65 | Long             | LON              | CORP              | US        |      11000 | PA      | $10360.68     | 0.00%             | 2031-06-26      | Variable      | 7.92%                 | No            | 2                  | On Loan: No      |
| Pegasus Bidco BV                                                                 | Pegasus BidCo BV, Repriced Term Loan B                                           | CUSIP: N/A<br>LEI: 254900U303DPAFR7MA71       | Long             | LON              | CORP              | NL        |     202865 | PA      | $202611.59    | 0.04%             | 2029-07-12      | Variable      | 6.40%                 | No            | 2                  | On Loan: No      |
| FLUTTER FINANCING BV                                                             | Flutter Financing B.V., Term Loan B                                              | CUSIP: N/A<br>LEI: 635400VFWPBIKJK6GN11       | Long             | LON              | CORP              | NL        |      64512 | PA      | $63948.02     | 0.01%             | 2032-06-04      | Variable      | 5.70%                 | No            | 2                  | On Loan: No      |
| UEP PENONOME II SA                                                               | UEP Penonome II SA                                                               | CUSIP: 90363PAA4<br>LEI: 549300DS6G5XB230S845 | Long             | DBT              | CORP              | PA        |     155644 | PA      | $138150.03    | 0.03%             | 2038-10-01      | Fixed         | 6.50%                 | Yes           | 2                  | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMorgan Chase & Co                                                              | CUSIP: 46647PEY8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     250000 | PA      | $254539.26    | 0.06%             | 2031-04-22      | Fixed         | 5.10%                 | No            | 2                  | On Loan: No      |
| FIEMEX Energia - Banco Actinver SA Institucion de Banca Multiple                 | FIEMEX Energia - Banco Actinver SA Institucion de Banca Multiple                 | CUSIP: 05974EAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |     198101 | PA      | $198299.58    | 0.04%             | 2041-01-31      | Fixed         | 7.25%                 | Yes           | 2                  | On Loan: No      |
| Digicel International Finance Ltd                                                | Digicel International Finance Limited, Term Loan B                               | CUSIP: N/A<br>LEI: 5493007V023VOEW4FK27       | Long             | LON              | CORP              | BM        |     177555 | PA      | $177776.94    | 0.04%             | 2032-08-09      | Variable      | 8.92%                 | No            | 2                  | On Loan: No      |
| State Street Corp                                                                | State Street Corp                                                                | CUSIP: 857477CH4<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |     177000 | PA      | $179850.05    | 0.04%             | N/A             | Fixed         | 6.70%                 | No            | 2                  | On Loan: No      |
| United States Treasury Note/Bond                                                 | United States Treasury Note/Bond                                                 | CUSIP: 912810UA4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      60000 | PA      | $57208.59     | 0.01%             | 2054-05-15      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3132DWF57<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     702797 | PA      | $696573.46    | 0.15%             | 2053-01-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| PNC FINANCIAL SERVICES                                                           | PNC Financial Services Group Inc/The                                             | CUSIP: 693475BC8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     191000 | PA      | $187980.84    | 0.04%             | N/A             | Fixed         | 3.40%                 | No            | 2                  | On Loan: No      |
| HEALTHCARE RLTY HLDGS LP                                                         | Healthcare Realty Holdings LP                                                    | CUSIP: 42225UAM6<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              | CORP              | US        |     250000 | PA      | $216985.81    | 0.05%             | 2031-03-15      | Fixed         | 2.05%                 | No            | 2                  | On Loan: No      |
| Cie de Saint-Gobain SA                                                           | Cie de Saint-Gobain S.A.                                                         | CUSIP: F80343100<br>LEI: NFONVGN05Z0FMN5PEC35 | Long             | EC               | CORP              | FR        |      16262 | NS      | $1346402.74   | 0.29%             |  |  |  | No            | 2                  | On Loan: No      |
| Republic of Poland Government Bond                                               | Republic of Poland Government Bond                                               | CUSIP: ZB2921763<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     550000 | PA      | $141079.46    | 0.03%             | 2034-10-25      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Exxon Mobil Corp                                                                 | Exxon Mobil Corp                                                                 | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |      47276 | NS      | $8020846.16   | 1.75%             |  |  |  | No            | 1                  | On Loan: No      |
| JP Morgan Mortgage Trust                                                         | J.P. Morgan Mortgage Trust 2021-15                                               | CUSIP: 46654TBQ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     368107 | PA      | $304193.40    | 0.07%             | 2052-06-25      | Variable      | 2.50%                 | Yes           | 2                  | On Loan: No      |
| Transocean International Ltd                                                     | Transocean International Ltd                                                     | CUSIP: 893814AA1<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |     380000 | PA      | $406030.00    | 0.09%             | 2032-10-15      | Fixed         | 7.88%                 | Yes           | 2                  | On Loan: No      |
| Air Canada                                                                       | Air Canada, Term Loan B                                                          | CUSIP: BL4807543<br>LEI: 4B4HI3CGXMBDC0G6BM51 | Long             | LON              | CORP              | CA        |     161404 | PA      | $160395.32    | 0.04%             | 2031-03-21      | Variable      | 5.42%                 | No            | 2                  | On Loan: No      |
| Romanian Government International Bond                                           | Romanian Government International Bond                                           | CUSIP: 775921AA7<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     250000 | PA      | $231810.85    | 0.05%             | 2036-07-04      | Fixed         | 5.75%                 | Yes           | 2                  | On Loan: No      |
| Brand Industrial Services Inc                                                    | Brand Industrial Services Inc, Term Loan B                                       | CUSIP: 10524MAS6<br>LEI: 549300B658W2BPDQMW42 | Long             | LON              | CORP              | US        |      72443 | PA      | $62542.11     | 0.01%             | 2030-08-01      | Variable      | 8.16%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 31418EJ76<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     569687 | PA      | $564875.66    | 0.12%             | 2052-10-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| DUKE ENERGY CAROLINAS                                                            | Duke Energy Carolinas LLC                                                        | CUSIP: 26442CAM6<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |     150000 | PA      | $128668.51    | 0.03%             | 2041-12-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Goat Holdco LLC                                                                  | Barnes Group Inc, Term Loan B                                                    | CUSIP: 38021CAC2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     258756 | PA      | $258755.84    | 0.06%             | 2032-01-27      | Variable      | 6.17%                 | No            | 2                  | On Loan: No      |
| Organon & Co / Organon Foreign Debt Co-Issuer BV                                 | Organon & Co / Organon Foreign Debt Co-Issuer BV                                 | CUSIP: 68622FAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     300000 | PA      | $246990.75    | 0.05%             | 2034-05-15      | Fixed         | 7.88%                 | Yes           | 2                  | On Loan: No      |
| United States Treasury Inflation Indexed Bonds                                   | United States Treasury Inflation Indexed Bonds                                   | CUSIP: 91282CLE9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     606312 | PA      | $609262.13    | 0.13%             | 2034-07-15      | Fixed         | 1.88%                 | No            | 2                  | On Loan: No      |
| UGANDA GOVERNMENT BOND                                                           | Republic of Uganda Government Bonds                                              | CUSIP: AZ5159746<br>LEI: 549300NF1DEFHG8XLQ11 | Long             | DBT              | NUSS              | UG        |  353000000 | PA      | $87695.12     | 0.02%             | 2034-06-22      | Fixed         | 14.25%                | No            | 2                  | On Loan: No      |
| REPUBLIC OF GUATEMALA                                                            | Guatemala Government Bond                                                        | CUSIP: 401494AT6<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |     200000 | PA      | $174400.00    | 0.04%             | 2033-10-07      | Fixed         | 3.70%                 | Yes           | 2                  | On Loan: No      |
| Ulker Biskuvi Sanayi AS                                                          | Ulker Biskuvi Sanayi AS                                                          | CUSIP: 903742AB0<br>LEI: 7890009HEU9BS7J3DA93 | Long             | DBT              | CORP              | TR        |     200000 | PA      | $201788.45    | 0.04%             | 2031-07-08      | Fixed         | 7.88%                 | Yes           | 2                  | On Loan: No      |
| Home Depot Inc/The                                                               | Home Depot, Inc                                                                  | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |       7539 | NS      | $2479501.71   | 0.54%             |  |  |  | No            | 1                  | On Loan: No      |
| ITT HOLDINGS LLC                                                                 | ITT Holdings LLC                                                                 | CUSIP: 45074JAA2<br>LEI: 549300TH2PHOLK31LB42 | Long             | DBT              | CORP              | US        |     565000 | PA      | $549371.08    | 0.12%             | 2029-08-01      | Fixed         | 6.50%                 | Yes           | 2                  | On Loan: No      |
| Ventas Realty LP                                                                 | Ventas Realty LP                                                                 | CUSIP: 92277GBA4<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |     215000 | PA      | $210964.87    | 0.05%             | 2035-01-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Alterra Mountain Co                                                              | Alterra Mountain Company, Term Loan B8                                           | CUSIP: 46124CAS6<br>LEI: 549300C5O4FSVNUEI843 | Long             | LON              | CORP              | US        |     356337 | PA      | $356782.90    | 0.08%             | 2030-05-31      | Variable      | 6.17%                 | No            | 2                  | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Securities Trust 2025-NSLB                   | JP Morgan Chase Commercial Mortgage Securities Trust 2025-NSLB                   | CUSIP: 46659JAA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     250000 | PA      | $258540.60    | 0.06%             | 2042-06-05      | Fixed         | 6.23%                 | Yes           | 2                  | On Loan: No      |
| Toronto-Dominion Bank/The                                                        | Toronto-Dominion Bank/The                                                        | CUSIP: 89116C4H7<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     425000 | PA      | $418150.45    | 0.09%             | 2085-10-31      | Fixed         | 6.35%                 | No            | 2                  | On Loan: No      |
| Advantage Sales & Marketing Inc                                                  | Advantage Sales & Marketing Inc                                                  | CUSIP: 00775DAC8<br>LEI: 549300T4O24KQDED1182 | Long             | DBT              | CORP              | US        |     719545 | PA      | $534262.16    | 0.12%             | 2030-11-15      | Fixed         | 9.00%                 | Yes           | 2                  | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                         | CUSIP: 00206RKJ0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     140000 | PA      | $91803.09     | 0.02%             | 2053-09-15      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Ukraine Government International Bond                                            | Ukraine Government International Bond                                            | CUSIP: 903724CG5<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      67730 | PA      | $30952.61     | 0.01%             | 2036-02-01      | Fixed         | 0.00%                 | Yes           | 2                  | On Loan: No      |
| TSY INFL IX N/B                                                                  | United States Treasury Inflation Indexed Bonds                                   | CUSIP: 912828ZZ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     837164 | PA      | $796814.82    | 0.17%             | 2030-07-15      | Fixed         | 0.12%                 | No            | 2                  | On Loan: No      |
| TSY INFL IX N/B                                                                  | United States Treasury Inflation Indexed Bonds                                   | CUSIP: 91282CCM1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     970712 | PA      | $906877.53    | 0.20%             | 2031-07-15      | Fixed         | 0.12%                 | No            | 2                  | On Loan: No      |
| FLUTTER FINANCING BV                                                             | Flutter Financing B.V., Term Loan B                                              | CUSIP: BL4862100<br>LEI: 635400VFWPBIKJK6GN11 | Long             | LON              | CORP              | IE        |     242255 | PA      | $240195.56    | 0.05%             | 2030-11-29      | Variable      | 5.45%                 | No            | 2                  | On Loan: No      |
| REPUBLIC OF ARGENTINA                                                            | Argentine Republic Government International Bond                                 | CUSIP: 040114HS2<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |      90000 | PA      | $75240.00     | 0.02%             | 2030-07-09      | Fixed         | 0.75%                 | No            | 2                  | On Loan: No      |
| Dayforce Bidco LLC                                                               | Dayforce, Inc., Term Loan                                                        | CUSIP: BL5216785<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     356500 | PA      | $338179.47    | 0.07%             | 2033-02-04      | Variable      | 6.66%                 | No            | 2                  | On Loan: No      |
| MKS Inc                                                                          | MKS Inc                                                                          | CUSIP: 55314NBB9<br>LEI: 549300KEQATBHAGVF505 | Long             | LON              | CORP              | US        |      28000 | PA      | $28078.68     | 0.01%             | 2033-02-04      | Variable      | 5.41%                 | No            | 2                  | On Loan: No      |
| PAREXEL International Corp                                                       | Parexel International Corporation, Repriced Term Loan B                          | CUSIP: 71911KAF1<br>LEI: 549300GCZVUYB6P2OA17 | Long             | LON              | CORP              | US        |     577095 | PA      | $575891.43    | 0.13%             | 2031-12-12      | Variable      | 6.42%                 | No            | 2                  | On Loan: No      |
| Marcel Bidco LLC                                                                 | Marcel LUX IV SARL, Repriced Term Loan                                           | CUSIP: L6257FAP5<br>LEI: 254900A6AL2000BPNS82 | Long             | LON              | CORP              | US        |      39502 | PA      | $39156.61     | 0.01%             | 2030-11-13      | Variable      | 6.41%                 | No            | 2                  | On Loan: No      |
| CNT Holdings I Corp                                                              | CNT Holdings I Corp, Term Loan                                                   | CUSIP: BL4989556<br>LEI: 254900SYIEHMSB69WT08 | Long             | LON              | CORP              | US        |     248610 | PA      | $248783.65    | 0.05%             | 2032-11-08      | Variable      | 6.17%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140MUXM7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     425918 | PA      | $412691.31    | 0.09%             | 2052-07-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Epicor Software Corp                                                             | Epicor Software Corporation, Term Loan E                                         | CUSIP: 29426NAZ7<br>LEI: JGNXVGGGXR4O1L5I7S73 | Long             | LON              | CORP              | US        |     312592 | PA      | $307063.72    | 0.07%             | 2031-05-30      | Variable      | 6.17%                 | No            | 2                  | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                             | CUSIP: 06055HAB9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     266000 | PA      | $266488.98    | 0.06%             | N/A             | Fixed         | 6.12%                 | No            | 2                  | On Loan: No      |
| Medline Borrower LP                                                              | Medline Borrower, LP, Incremental Term Loan B                                    | CUSIP: 58503UAJ2<br>LEI: 254900QT3R363TVK6F09 | Long             | LON              | CORP              | US        |     135658 | PA      | $135975.73    | 0.03%             | 2030-10-23      | Variable      | 5.42%                 | No            | 2                  | On Loan: No      |
| REPUBLIC OF TURKEY                                                               | Turkiye Government International Bond                                            | CUSIP: 900123BJ8<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     250000 | PA      | $207288.69    | 0.05%             | 2041-01-14      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Telesat LLC                                                                      | Telesat Canada, Term Loan B5                                                     | CUSIP: 87951YAU5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     238000 | PA      | $190824.83    | 0.04%             | 2026-12-07      | Variable      | 6.68%                 | No            | 2                  | On Loan: No      |
| Sammaan Capital Ltd                                                              | Sammaan Capital Ltd                                                              | CUSIP: YK9461681<br>LEI: 335800A2A3G53ZQZTQ21 | Long             | DBT              | CORP              | IN        |     200000 | PA      | $193491.64    | 0.04%             | 2030-10-16      | Fixed         | 7.50%                 | Yes           | 2                  | On Loan: No      |
| Lsf12 Helix Parent LLC                                                           | LSF12 Helix Parent LLC, Term Loan B                                              | CUSIP: BL5443728<br>LEI: 254900H70V4IL22BHL88 | Long             | LON              | CORP              | US        |      76000 | PA      | $75088.00     | 0.02%             | 2033-02-10      | Variable      | 7.17%                 | No            | 2                  | On Loan: No      |
| American National Group Inc                                                      | American National Group, Inc                                                     | CUSIP: 025676859<br>LEI: 549300RK5RZQ740FPL83 | Long             | EP               | CORP              | US        |       6075 | NS      | $143370.00    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Morgan Stanley Private Bank NA                                                   | Morgan Stanley Private Bank NA                                                   | CUSIP: 61776NZW6<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |    1205000 | PA      | $1186299.64   | 0.26%             | 2031-11-19      | Fixed         | 4.46%                 | No            | 2                  | On Loan: No      |
| Organon & Co                                                                     | Organon & Co, Term Loan                                                          | CUSIP: BL4871606<br>LEI: 549300AMCKY57OK2CO56 | Long             | LON              | CORP              | US        |     253302 | PA      | $241966.26    | 0.05%             | 2031-05-19      | Variable      | 5.92%                 | No            | 2                  | On Loan: No      |
| CHS Inc                                                                          | CHS, Inc                                                                         | CUSIP: 12542R704<br>LEI: XEIEFTLYDQ1MZ6TZV015 | Long             | EP               | CORP              | US        |      12518 | NS      | $303060.78    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| CITIZENS FINANCIAL GROUP                                                         | Citizens Financial Group Inc                                                     | CUSIP: 174610AQ8<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |     125000 | PA      | $124394.39    | 0.03%             | N/A             | Variable      | 7.07%                 | No            | 2                  | On Loan: No      |
| TK Elevator US Newco Inc                                                         | TK Elevator US Newco Inc                                                         | CUSIP: N/A<br>LEI: 549300C2AFWPAYWS5574       | Long             | LON              | CORP              | DE        |     125000 | PA      | $125338.75    | 0.03%             | 2030-04-30      | Variable      | 6.41%                 | No            | 2                  | On Loan: No      |
| United States Treasury Note/Bond                                                 | United States Treasury Note/Bond                                                 | CUSIP: 91282CJZ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     106200 | PA      | $104756.34    | 0.02%             | 2034-02-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Aeropuertos Dominicanos Siglo XXI SA                                             | Aeropuertos Dominicanos Siglo XXI SA                                             | CUSIP: 007866AE6<br>LEI: 254900KJA5MXNPYB4W32 | Long             | DBT              | CORP              | DO        |     200000 | PA      | $203778.00    | 0.04%             | 2034-06-30      | Fixed         | 7.00%                 | Yes           | 2                  | On Loan: No      |
| Volcan Cia Minera SAA                                                            | Volcan Cia Minera SAA                                                            | CUSIP: 92863UAD8<br>LEI: 549300XKJ91C4SZLG750 | Long             | DBT              | CORP              | PE        |     165000 | PA      | $167293.50    | 0.04%             | 2032-10-28      | Fixed         | 8.50%                 | Yes           | 2                  | On Loan: No      |
| ConocoPhillips                                                                   | ConocoPhillips                                                                   | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |      29785 | NS      | $3931620.00   | 0.86%             |  |  |  | No            | 1                  | On Loan: No      |
| Procter & Gamble Co/The                                                          | Procter & Gamble Co                                                              | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |      20750 | NS      | $2997130.00   | 0.65%             |  |  |  | No            | 1                  | On Loan: No      |
| Canadian Imperial Bank of Commerce                                               | Canadian Imperial Bank of Commerce                                               | CUSIP: 13607P7Y4<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |     200000 | PA      | $202119.80    | 0.04%             | 2085-10-28      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| Cinemark USA Inc                                                                 | Cinemark USA, Inc., Term Loan B                                                  | CUSIP: BL5125440<br>LEI: 54930008H2137JSCPQ09 | Long             | LON              | CORP              | US        |     121281 | PA      | $121779.02    | 0.03%             | 2030-05-24      | Variable      | 5.93%                 | No            | 2                  | On Loan: No      |
| Prime Healthcare Services Inc                                                    | Prime Healthcare Services Inc                                                    | CUSIP: 74165HAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     955000 | PA      | $990335.00    | 0.22%             | 2029-09-01      | Fixed         | 9.38%                 | Yes           | 2                  | On Loan: No      |
| Nigeria Government International Bond                                            | Nigeria Government International Bond                                            | CUSIP: 65412AFF4<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |     200000 | PA      | $208376.37    | 0.05%             | 2036-01-13      | Fixed         | 8.63%                 | Yes           | 2                  | On Loan: No      |
| Global Medical Response Inc                                                      | Global Medical Response, Inc., Term Loan B                                       | CUSIP: 00169QAH2<br>LEI: 549300ZFWD4ZFCEJCQ87 | Long             | LON              | CORP              | US        |     305879 | PA      | $305305.59    | 0.07%             | 2032-09-20      | Variable      | 7.17%                 | No            | 2                  | On Loan: No      |
| United States Treasury Note/Bond                                                 | United States Treasury Note/Bond                                                 | CUSIP: 91282CPZ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     720000 | PA      | $708750.00    | 0.15%             | 2036-02-15      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| Merlin Entertainments Group US Holdings Inc                                      | Merlin Entertainments Group US Holdings Inc                                      | CUSIP: 59010UAA5<br>LEI: 549300HBQPPKS1187K54 | Long             | DBT              | CORP              | US        |     760000 | PA      | $634274.34    | 0.14%             | 2031-02-15      | Fixed         | 7.38%                 | Yes           | 2                  | On Loan: No      |
| GS Mortgage-Backed Securities                                                    | GS Mortgage-Backed Securities Trust 2022-INV1                                    | CUSIP: 36264TAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     436713 | PA      | $376420.27    | 0.08%             | 2052-07-25      | Variable      | 3.00%                 | Yes           | 2                  | On Loan: No      |
| TSY INFL IX N/B                                                                  | United States Treasury Inflation Indexed Bonds                                   | CUSIP: 91282CBF7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     999440 | PA      | $939568.43    | 0.21%             | 2031-01-15      | Fixed         | 0.12%                 | No            | 2                  | On Loan: No      |
| United States Treasury Note/Bond                                                 | United States Treasury Note/Bond                                                 | CUSIP: 91282CNJ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     280000 | PA      | $278720.31    | 0.06%             | 2032-06-30      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| Wells Fargo & Co                                                                 | Wells Fargo & Co                                                                 | CUSIP: 95002YAE3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     479000 | PA      | $480802.81    | 0.10%             | N/A             | Fixed         | 6.12%                 | No            | 2                  | On Loan: No      |
| US TREASURY N/B                                                                  | United States Treasury Note/Bond                                                 | CUSIP: 912810TS7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     449400 | PA      | $398298.30    | 0.09%             | 2043-05-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| SURF HOLDINGS LLC                                                                | Sophos Holdings LLC                                                              | CUSIP: 86875TAE7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2027-03-05      | Variable      | 7.29%                 | No            | 2                  | On Loan: No      |
| Pan American Energy LLC/Argentina                                                | Pan American Energy LLC/Argentina                                                | CUSIP: 69784DAE8<br>LEI: N/A                  | Long             | DBT              | CORP              | AR        |     200000 | PA      | $199500.00    | 0.04%             | 2037-01-15      | Fixed         | 7.75%                 | Yes           | 2                  | On Loan: No      |
| Entergy Corp                                                                     | Entergy Corp                                                                     | CUSIP: 29364GAQ6<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |     314000 | PA      | $321748.89    | 0.07%             | 2054-12-01      | Fixed         | 7.12%                 | No            | 2                  | On Loan: No      |
| ASML Holding NV                                                                  | ASML Holding NV                                                                  | CUSIP: N07059202<br>LEI: 724500Y6DUVHQD6OXN27 | Long             | EC               | CORP              | NL        |       1530 | NS      | $2034526.68   | 0.44%             |  |  |  | No            | 2                  | On Loan: No      |
| Amazon.com Inc                                                                   | Amazon.com, Inc                                                                  | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |      51404 | NS      | $10705911.08  | 2.34%             |  |  |  | No            | 1                  | On Loan: No      |
| Mexico Government International Bond                                             | Mexico Government International Bond                                             | CUSIP: 91087BBA7<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     250000 | PA      | $233837.50    | 0.05%             | 2054-05-07      | Fixed         | 6.40%                 | No            | 2                  | On Loan: No      |
| TSY INFL IX N/B                                                                  | United States Treasury Inflation Indexed Bonds                                   | CUSIP: 912828V49<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      53852 | PA      | $53957.58     | 0.01%             | 2027-01-15      | Fixed         | 0.38%                 | No            | 2                  | On Loan: No      |
| AES Corp/The                                                                     | AES Corp/The                                                                     | CUSIP: 00130HCK9<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |     143000 | PA      | $141844.29    | 0.03%             | 2055-01-15      | Fixed         | 7.60%                 | No            | 2                  | On Loan: No      |
| UNIVISION COMMUNICATIONS                                                         | Univision Communications Inc                                                     | CUSIP: 914906AX0<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |    1340000 | PA      | $1313092.53   | 0.29%             | 2030-06-30      | Fixed         | 7.38%                 | Yes           | 2                  | On Loan: No      |
| PODS LLC                                                                         | PODS, LLC, Term Loan B                                                           | CUSIP: 73044EAB0<br>LEI: 984500EC4ZCD5U1SDF04 | Long             | LON              | CORP              | US        |      87856 | PA      | $87518.71     | 0.02%             | 2028-03-31      | Variable      | 6.78%                 | No            | 2                  | On Loan: No      |
| REPUBLIC OF PERU                                                                 | Peruvian Government International Bond                                           | CUSIP: 715638DU3<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     150000 | PA      | $128002.50    | 0.03%             | 2034-01-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Celulosa Arauco y Constitucion SA                                                | Celulosa Arauco y Constitucion SA                                                | CUSIP: 151191BR3<br>LEI: 549300QEKV8G0AMNQD28 | Long             | DBT              | CORP              | CL        |     200000 | PA      | $198325.78    | 0.04%             | 2032-05-05      | Fixed         | 6.18%                 | Yes           | 2                  | On Loan: No      |
| SWEIHAN PV POWER CO PJSC                                                         | Sweihan PV Power Co PJSC                                                         | CUSIP: 870674AA6<br>LEI: 353800EF1E1IC18GBC48 | Long             | DBT              | CORP              | AE        |     178826 | PA      | $142525.23    | 0.03%             | 2049-01-31      | Fixed         | 3.62%                 | Yes           | 2                  | On Loan: No      |
| Pye-Barker Fire & Safety LLC                                                     | Pye-Barker Fire & Safety, LLC, Term Loan                                         | CUSIP: 69380SAB9<br>LEI: 254900K8RDMGUBC44870 | Long             | LON              | CORP              | US        |     185610 | PA      | $186106.51    | 0.04%             | 2032-12-16      | Variable      | 6.17%                 | No            | 2                  | On Loan: No      |
| Arsenal AIC Parent LLC                                                           | Arsenal AIC Parent LLC, Term Loan B                                              | CUSIP: 04287KAG6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      50358 | PA      | $50546.60     | 0.01%             | 2030-08-19      | Variable      | 6.42%                 | No            | 2                  | On Loan: No      |
| Nexstar Media Inc                                                                | Nexstar Media Inc                                                                | CUSIP: 65336RBD9<br>LEI: 5493006PK6I4I2OOT688 | Long             | LON              | CORP              | US        |     182000 | PA      | $180180.00    | 0.04%             | 2033-03-21      | Variable      | 6.43%                 | No            | 2                  | On Loan: No      |
| JP Morgan Mortgage Trust Series 2024-3                                           | JP Morgan Mortgage Trust                                                         | CUSIP: 46657QAY7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |     526505 | PA      | $452967.62    | 0.10%             | 2054-05-25      | Variable      | 3.00%                 | Yes           | 2                  | On Loan: No      |
| Montego Bay Airport Revenue Finance Ltd                                          | Montego Bay Airport Revenue Finance Ltd                                          | CUSIP: 61238BAA9<br>LEI: 2549008BQQ5ON8H2UC19 | Long             | DBT              | CORP              | KY        |     225000 | PA      | $216038.25    | 0.05%             | 2035-06-15      | Fixed         | 6.60%                 | Yes           | 2                  | On Loan: No      |
| KeyCorp                                                                          | KeyCorp                                                                          | CUSIP: 493267876<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | EP               | CORP              | US        |       2238 | NS      | $46550.40     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| PINNACLE BUYER LLC                                                               | Pinnacle Buyer LLC, Delayed Draw Term Loan                                       | CUSIP: BL5228103<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      10484 | PA      | $10508.45     | 0.00%             | 2032-10-01      | Variable      | 2.50%                 | No            | 2                  | On Loan: No      |
| Abbott Laboratories                                                              | Abbott Laboratories                                                              | CUSIP: 002824BW9<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |     165000 | PA      | $161786.97    | 0.04%             | 2056-03-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Monster Beverage Corp                                                            | Monster Beverage Corp                                                            | CUSIP: 61174X109<br>LEI: 52990090AP0E7HCB6F33 | Long             | EC               | CORP              | US        |      39649 | NS      | $2872966.54   | 0.63%             |  |  |  | No            | 1                  | On Loan: No      |
| New Fortress Energy Inc                                                          | New Fortress Energy Inc, Incremental Term Loan B                                 | CUSIP: 64439HAC3<br>LEI: 254900EICTYTCHA5X705 | Long             | LON              | CORP              | US        |     214801 | PA      | $122221.87    | 0.03%             | 2028-10-30      | Variable      | 13.25%                | No            | 2                  | On Loan: No      |
| Cotiviti Inc                                                                     | Cotiviti Corporation, 2nd Amendment Term Loan                                    | CUSIP: BL5002300<br>LEI: 254900YAQHVRTG4IFI64 | Long             | LON              | CORP              | US        |      50326 | PA      | $46450.82     | 0.01%             | 2032-03-29      | Variable      | 6.42%                 | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                                                      | BNP Paribas SA                                                                   | CUSIP: 05565A5R0<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |     610000 | PA      | $635407.72    | 0.14%             | N/A             | Fixed         | 8.50%                 | Yes           | 2                  | On Loan: No      |
| CSC ServiceWorks East LLC                                                        | Spin Holdco Inc., First Lien Second Out Term Loan                                | CUSIP: 22946QAC7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     321654 | PA      | $254106.72    | 0.06%             | 2030-09-04      | Variable      | 7.93%                 | No            | 2                  | On Loan: No      |
| ABG Intermediate Holdings 2 LLC                                                  | ABG Intermediate Holdings 2 LLC, First Lien Term Loan B                          | CUSIP: BL4876753<br>LEI: 54930020NXD0RJB64985 | Long             | LON              | CORP              | US        |     132913 | PA      | $132792.35    | 0.03%             | 2028-12-21      | Variable      | 5.92%                 | No            | 2                  | On Loan: No      |
| Citigroup Commercial Mortgage                                                    | Citigroup Commercial Mortgage Trust 2018-B2                                      | CUSIP: 17327FAF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     250000 | PA      | $245189.30    | 0.05%             | 2051-03-10      | Variable      | 4.18%                 | No            | 2                  | On Loan: No      |
| Heidelberg Materials AG                                                          | Heidelberg Materials AG.                                                         | CUSIP: D31709104<br>LEI: LZ2C6E0W5W7LQMX5ZI37 | Long             | EC               | CORP              | DE        |      18525 | NS      | $3909451.01   | 0.85%             |  |  |  | No            | 2                  | On Loan: No      |
| INDIAN RAILWAY FINANCE                                                           | Indian Railway Finance Corp Ltd                                                  | CUSIP: 45434L2H6<br>LEI: 335800F2JHSOGXQEBY56 | Long             | DBT              | CORP              | IN        |     200000 | PA      | $187358.42    | 0.04%             | 2032-01-21      | Fixed         | 3.57%                 | Yes           | 2                  | On Loan: No      |
| Altice France Lux 3 / Altice Holdings 1                                          | Altice France Lux 3 / Altice Holdings 1                                          | CUSIP: 02090DAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |     100000 | PA      | $101044.10    | 0.02%             | 2029-11-01      | Fixed         | 9.50%                 | Yes           | 2                  | On Loan: No      |
| Glencore PLC                                                                     | Glencore plc                                                                     | CUSIP: G39420107<br>LEI: 2138002658CPO9NBH955 | Long             | EC               | CORP              | GB        |     479920 | NS      | $3634853.35   | 0.79%             |  |  |  | No            | 2                  | On Loan: No      |
| Nouryon Finance BV                                                               | Nouryon Finance B.V., Term Loan B2                                               | CUSIP: N/A<br>LEI: 549300GD4NJGLPVYB245       | Long             | LON              | CORP              | NL        |      14665 | PA      | $14414.16     | 0.00%             | 2028-04-03      | Variable      | 6.92%                 | No            | 2                  | On Loan: No      |
| Kleopatra Finco Sarl                                                             | Kleopatra Finco Sarl                                                             | CUSIP: N/A<br>LEI: 222100M6T1N8VIC8M726       | Long             | EC               | CORP              | LU        |       3706 | NS      | $5080.33      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Alphabet Inc                                                                     | Alphabet, Inc                                                                    | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |      24358 | NS      | $6987335.88   | 1.52%             |  |  |  | No            | 1                  | On Loan: No      |
| Barclays PLC                                                                     | Barclays plc                                                                     | CUSIP: G08036124<br>LEI: 213800LBQA1Y9L22JB70 | Long             | EC               | CORP              | GB        |     874078 | NS      | $4574473.61   | 1.00%             |  |  |  | No            | 2                  | On Loan: No      |
| REPUBLIC OF RWANDA                                                               | Rwanda International Government Bond                                             | CUSIP: 78347YAL7<br>LEI: 213800DQC28OBRZDYJ87 | Long             | DBT              | NUSS              | RW        |     300000 | PA      | $268182.98    | 0.06%             | 2031-08-09      | Fixed         | 5.50%                 | Yes           | 2                  | On Loan: No      |
| Connecticut Avenue Securities Trust 2023-R06                                     | Connecticut Avenue Securities Trust 2023-R06                                     | CUSIP: 20754EAB1<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |     695000 | PA      | $710940.10    | 0.16%             | 2043-07-25      | Variable      | 6.36%                 | Yes           | 2                  | On Loan: No      |
| 10 RENEW POWER SUBSIDIAR                                                         | ReNew Wind Energy AP2 / ReNew Power Pvt Ltd other 9 Subsidiaries                 | CUSIP: 75973PAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | IN        |     200000 | PA      | $188617.56    | 0.04%             | 2028-07-14      | Fixed         | 4.50%                 | Yes           | 2                  | On Loan: No      |
| Pinnacle Financial Partners Inc                                                  | Pinnacle Financial Partners, Inc                                                 | CUSIP: 72348N307<br>LEI: N/A                  | Long             | EP               | CORP              | US        |        350 | NS      | $8949.50      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Industrial Subordinated Trust 2 0                                                | Industrial Subordinated Trust 2 0                                                | CUSIP: 456349AA7<br>LEI: 5493000UIKKX04UT3Q55 | Long             | DBT              | CORP              | KY        |     200000 | PA      | $200000.00    | 0.04%             | 2036-04-15      | Fixed         | 6.55%                 | Yes           | 2                  | On Loan: No      |
| WH Borrower LLC                                                                  | WH Borrower, LLC, Term Loan B                                                    | CUSIP: BL4993939<br>LEI: 2549009H920CQUE3R944 | Long             | LON              | CORP              | US        |     149362 | PA      | $149653.93    | 0.03%             | 2032-02-20      | Variable      | 8.16%                 | No            | 2                  | On Loan: No      |
| First Student Bidco Inc                                                          | First Student Bidco Inc                                                          | CUSIP: BL5189701<br>LEI: 2549006DRO2F06AA1391 | Long             | LON              | CORP              | US        |      98315 | PA      | $98120.21     | 0.02%             | 2030-08-15      | Variable      | 6.20%                 | No            | 2                  | On Loan: No      |
| NEMAK SAB DE CV                                                                  | Nemak SAB de CV                                                                  | CUSIP: 64045DAC8<br>LEI: 5493000MY3DAIB0BP706 | Long             | DBT              | CORP              | MX        |     200000 | PA      | $170273.72    | 0.04%             | 2031-06-28      | Fixed         | 3.62%                 | Yes           | 2                  | On Loan: No      |
| MISSION BROADCASTING INC                                                         | Mission Broadcasting Inc                                                         | CUSIP: 605024AS7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2028-06-02      | Variable      | 6.89%                 | No            | 2                  | On Loan: No      |
| South Bow Canadian Infrastructure Holdings Ltd                                   | South Bow Canadian Infrastructure Holdings Ltd                                   | CUSIP: 836720AJ1<br>LEI: 2549004FYUSYLPBT1G26 | Long             | DBT              | CORP              | CA        |     144000 | PA      | $149930.50    | 0.03%             | 2055-03-01      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| TSY INFL IX N/B                                                                  | United States Treasury Inflation Indexed Bonds                                   | CUSIP: 9128287D6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     286063 | PA      | $278190.13    | 0.06%             | 2029-07-15      | Fixed         | 0.25%                 | No            | 2                  | On Loan: No      |
| CVS HEALTH CORP                                                                  | CVS Health Corp                                                                  | CUSIP: 126650CZ1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     250000 | PA      | $214500.63    | 0.05%             | 2048-03-25      | Fixed         | 5.05%                 | No            | 2                  | On Loan: No      |
| Fannie Mae Pool                                                                  | Fannie Mae Pool                                                                  | CUSIP: 31418EU99<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     103169 | PA      | $103978.85    | 0.02%             | 2053-08-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Kleopatra Finco Sarl                                                             | Kleopatra Finco Sarl                                                             | CUSIP: N/A<br>LEI: 222100M6T1N8VIC8M726       | Long             | EC               | CORP              | LU        |       3706 | NS      | $5080.33      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Fannie Mae Pool                                                                  | Fannie Mae Pool                                                                  | CUSIP: 3140QPKT3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1168085 | PA      | $1072261.16   | 0.23%             | 2052-06-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| T-Mobile USA Inc                                                                 | T-Mobile USA Inc                                                                 | CUSIP: 87264ADT9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     100000 | PA      | $100826.62    | 0.02%             | 2035-05-15      | Fixed         | 5.30%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140XGV55<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1450246 | PA      | $1288902.16   | 0.28%             | 2052-04-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| JP Morgan Mortgage Trust                                                         | J.P. Morgan Mortgage Trust 2022-6                                                | CUSIP: 46655KCR5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     618432 | PA      | $530897.84    | 0.12%             | 2052-11-25      | Variable      | 3.00%                 | Yes           | 2                  | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                   | CUSIP: 61747YGA7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     490000 | PA      | $501888.55    | 0.11%             | 2036-04-17      | Fixed         | 5.66%                 | No            | 2                  | On Loan: No      |
| EMERA INC                                                                        | Emera Inc                                                                        | CUSIP: 290876AD3<br>LEI: NQZVQT2P5IUF2PGA1Q48 | Long             | DBT              | CORP              | CA        |     293000 | PA      | $293418.99    | 0.06%             | 2076-06-15      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| Fannie Mae - CAS                                                                 | Connecticut Avenue Securities Trust 2023-R05                                     | CUSIP: 207942AB9<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |     935000 | PA      | $970266.98    | 0.21%             | 2043-06-25      | Variable      | 6.76%                 | Yes           | 2                  | On Loan: No      |
| BrewCo Borrower LLC                                                              | City Brewing Company, LLC, PIK Super Priority Term Loan                          | CUSIP: 10756PAH2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       8338 | PA      | $3752.04      | 0.00%             | 2030-09-30      | Variable      | 10.67%                | No            | 2                  | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA                                               | Banco Bilbao Vizcaya Argentaria SA                                               | CUSIP: 05946KAS0<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |     200000 | PA      | $204845.00    | 0.04%             | N/A             | Fixed         | 7.75%                 | No            | 2                  | On Loan: No      |
| TSY INFL IX N/B                                                                  | United States Treasury Inflation Indexed Bonds                                   | CUSIP: 9128283R9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     428493 | PA      | $425102.84    | 0.09%             | 2028-01-15      | Fixed         | 0.50%                 | No            | 2                  | On Loan: No      |
| UNITED MEXICAN STATES                                                            | Mexico Government International Bond                                             | CUSIP: 91087BAQ3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     200000 | PA      | $156350.00    | 0.03%             | 2041-08-14      | Fixed         | 4.28%                 | No            | 2                  | On Loan: No      |
| Callaway Golf Co                                                                 | Topgolf Callaway Brands Corp., Term Loan B                                       | CUSIP: 89071LAB6<br>LEI: 5493005UB0KFRKBPCU72 | Long             | LON              | CORP              | US        |       5581 | PA      | $5606.44      | 0.00%             | 2030-03-18      | Variable      | 6.42%                 | No            | 2                  | On Loan: No      |
| CLEARWATER ANALYTICS LLC                                                         | Clearwater Analytics, LLC, Term Loan B                                           | CUSIP: 18512EAF9<br>LEI: 894500N8DN2JO5ZDRQ11 | Long             | LON              | CORP              | US        |     112435 | PA      | $112470.42    | 0.02%             | 2032-04-21      | Variable      | 5.67%                 | No            | 2                  | On Loan: No      |
| Texas Capital Bancshares Inc                                                     | Texas Capital Bancshares Inc                                                     | CUSIP: 88224QAC1<br>LEI: 549300466Q2SXRX0YM48 | Long             | DBT              | CORP              | US        |     190000 | PA      | $187331.46    | 0.04%             | 2032-02-27      | Fixed         | 5.30%                 | No            | 2                  | On Loan: No      |
| Saudi Government International Bond                                              | Saudi Government International Bond                                              | CUSIP: 80413TBL2<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |     200000 | PA      | $206857.96    | 0.05%             | 2035-01-13      | Fixed         | 5.62%                 | Yes           | 2                  | On Loan: No      |
| Primo Brands Corp                                                                | Primo Brands Corp                                                                | CUSIP: 89678QAD8<br>LEI: 254900J0WS4AXV2LAX55 | Long             | LON              | CORP              | US        |     238928 | PA      | $239445.08    | 0.05%             | 2028-03-31      | Variable      | 5.95%                 | No            | 2                  | On Loan: No      |
| Staples Inc                                                                      | Staples Inc                                                                      | CUSIP: 855030AQ5<br>LEI: XQM2JINI1UL7642TU573 | Long             | DBT              | CORP              | US        |     380000 | PA      | $351431.33    | 0.08%             | 2029-09-01      | Fixed         | 10.75%                | Yes           | 2                  | On Loan: No      |
| Kleopatra Finco Sarl                                                             | Kleopatra Finco Sarl                                                             | CUSIP: N/A<br>LEI: 222100M6T1N8VIC8M726       | Long             | EC               | CORP              | LU        |       3706 | NS      | $5080.33      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| FERRELLGAS LP/FERRELLGAS                                                         | Ferrellgas LP / Ferrellgas Finance Corp                                          | CUSIP: 315289AC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     870000 | PA      | $831718.00    | 0.18%             | 2029-04-01      | Fixed         | 5.88%                 | Yes           | 2                  | On Loan: No      |
| Kleopatra Finco Sarl                                                             | Kleopatra Finco Sarl                                                             | CUSIP: N/A<br>LEI: 222100M6T1N8VIC8M726       | Long             | EC               | CORP              | LU        |       3706 | NS      | $5080.33      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Qnity Electronics Inc                                                            | Qnity Electronics Inc, Term Loan B                                               | CUSIP: BL5193216<br>LEI: 254900RSUG4J9TFFZX53 | Long             | LON              | CORP              | US        |     185535 | PA      | $185535.00    | 0.04%             | 2032-11-01      | Variable      | 5.67%                 | No            | 2                  | On Loan: No      |
| Michaels Cos Inc/The                                                             | Michaels Cos Inc/The                                                             | CUSIP: 59408QAB2<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |     610000 | PA      | $593831.34    | 0.13%             | 2033-03-15      | Fixed         | 8.50%                 | Yes           | 2                  | On Loan: No      |
| Numericable US LLC                                                               | Altice France S.A., Term Loan B14                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     332666 | PA      | $333983.16    | 0.07%             | 2031-05-15      | Variable      | 10.55%                | No            | 2                  | On Loan: No      |
| Artera Services LLC                                                              | Artera Services, LLC, Term Loan                                                  | CUSIP: 73937UAL2<br>LEI: 549300J2G34D0WX8Z443 | Long             | LON              | CORP              | US        |      37835 | PA      | $32459.17     | 0.01%             | 2031-02-10      | Variable      | 8.17%                 | No            | 2                  | On Loan: No      |
| HOPPER MERGER SUB INC                                                            | HOPPER MERGER SUB INC                                                            | CUSIP: BL5276755<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     821000 | PA      | $812227.62    | 0.18%             | 2033-01-14      | Variable      | 5.92%                 | No            | 2                  | On Loan: No      |
| Sempra                                                                           | Sempra                                                                           | CUSIP: 816851BV0<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |     269000 | PA      | $267798.11    | 0.06%             | 2055-04-01      | Fixed         | 6.55%                 | No            | 2                  | On Loan: No      |
| PLAZE INC                                                                        | Plaze Inc                                                                        | CUSIP: 72819QAN2<br>LEI: 54930069WJQSNERFIV02 | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2026-08-03      | Variable      | 7.78%                 | No            | 2                  | On Loan: No      |
| ADANI PORTS AND SPECIAL                                                          | Adani Ports & Special Economic Zone Ltd                                          | CUSIP: 00652MAH5<br>LEI: 335800QOAXP5TM7OYP69 | Long             | DBT              | CORP              | IN        |     200000 | PA      | $175482.71    | 0.04%             | 2031-02-02      | Fixed         | 3.10%                 | Yes           | 2                  | On Loan: No      |
| FARM CREDIT BK OF TEXAS                                                          | Farm Credit Bank of Texas                                                        | CUSIP: 30767EAC3<br>LEI: V1EBJIOLRNYDHDF63Z33 | Long             | DBT              | USGSE             | US        |     152000 | PA      | $150100.00    | 0.03%             | N/A             | Fixed         | 6.20%                 | Yes           | 2                  | On Loan: No      |
| SONICWALL US HOLDINGS                                                            | SonicWall US Holdings Inc., Term Loan                                            | CUSIP: 83547MAF4<br>LEI: 549300KJE1MHNCWBX302 | Long             | LON              | CORP              | US        |      15966 | PA      | $5228.84      | 0.00%             | 2028-05-16      | Variable      | 8.70%                 | No            | 2                  | On Loan: No      |
| TransDigm Inc                                                                    | TransDigm, Inc., Term Loan N                                                     | CUSIP: 89364MCG7<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |      78000 | PA      | $78126.75     | 0.02%             | 2033-02-10      | Variable      | 6.17%                 | No            | 2                  | On Loan: No      |
| Ardonagh Group Finance Ltd                                                       | Ardonagh Group Finance Ltd                                                       | CUSIP: 039956AA5<br>LEI: 254900SRT1BTAJ76NW62 | Long             | DBT              | CORP              | JE        |    1255000 | PA      | $1229601.90   | 0.27%             | 2032-02-15      | Fixed         | 8.88%                 | Yes           | 2                  | On Loan: No      |
| MPT Operating Partnership LP / MPT Finance Corp                                  | MPT Operating Partnership LP / MPT Finance Corp                                  | CUSIP: 55342UAQ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     575000 | PA      | $582941.90    | 0.13%             | 2032-02-15      | Fixed         | 8.50%                 | Yes           | 2                  | On Loan: No      |
| TransDigm Inc                                                                    | TransDigm, Inc., Term Loan M                                                     | CUSIP: 89364MCE2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |     241955 | PA      | $242221.93    | 0.05%             | 2032-08-19      | Variable      | 6.17%                 | No            | 2                  | On Loan: No      |
| Haleon PLC                                                                       | Haleon plc                                                                       | CUSIP: G4232K100<br>LEI: 549300PSB3WWEODCUP19 | Long             | EC               | CORP              | GB        |     609659 | NS      | $3017198.57   | 0.66%             |  |  |  | No            | 2                  | On Loan: No      |
| PERUSAHAAN LISTRIK NEGAR                                                         | Perusahaan Perseroan Persero PT Perusahaan Listrik Negara                        | CUSIP: 71568QAD9<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | CORP              | ID        |     200000 | PA      | $172569.20    | 0.04%             | 2047-05-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                 | CUSIP: 95002YAA1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     950000 | PA      | $997958.85    | 0.22%             | N/A             | Fixed         | 7.62%                 | No            | 2                  | On Loan: No      |
| Chile Government International Bond                                              | Chile Government International Bond                                              | CUSIP: YN6832904<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |      50000 | PA      | $56403.11     | 0.01%             | 2035-07-01      | Fixed         | 3.80%                 | No            | 2                  | On Loan: No      |
| Daiichi Sankyo Co Ltd                                                            | Daiichi Sankyo Co Ltd                                                            | CUSIP: J11257102<br>LEI: 353800XGIU2IHQGC9504 | Long             | EC               | CORP              | JP        |      54200 | NS      | $969673.95    | 0.21%             |  |  |  | No            | 2                  | On Loan: No      |
| RH                                                                               | Restoration Hardware, Inc., Term Loan B                                          | CUSIP: 76133MAB7<br>LEI: 549300H9H1H3OC7C3H47 | Long             | LON              | CORP              | US        |     135163 | PA      | $131783.60    | 0.03%             | 2028-10-20      | Variable      | 6.28%                 | No            | 2                  | On Loan: No      |
| Catawba Nation Gaming Authority                                                  | Catawba Nation Gaming Authority, Term Loan B                                     | CUSIP: BL4843068<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      70000 | PA      | $71269.10     | 0.02%             | 2032-03-29      | Variable      | 8.42%                 | No            | 2                  | On Loan: No      |
| FIRST CITIZENS BANCSHARE                                                         | First Citizens BancShares Inc/NC                                                 | CUSIP: 31959XAA1<br>LEI: 549300N3Z00ZHE2XC526 | Long             | DBT              | CORP              | US        |     242000 | PA      | $243287.27    | 0.05%             | N/A             | Variable      | 7.91%                 | No            | 2                  | On Loan: No      |
| PetSmart Inc / PetSmart Finance Corp                                             | PetSmart Inc / PetSmart Finance Corp                                             | CUSIP: 71677KAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     380000 | PA      | $379127.22    | 0.08%             | 2033-09-15      | Fixed         | 10.00%                | Yes           | 2                  | On Loan: No      |
| ProAmpac PG Borrower LLC                                                         | Proampac PG Borrower LLC, Term Loan B                                            | CUSIP: 74274NAM5<br>LEI: 549300ZI6LTXYFEY1578 | Long             | LON              | CORP              | US        |     104000 | PA      | $100698.00    | 0.02%             | 2033-02-22      | Variable      | 7.78%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage A                                                   | Ginnie Mae II Pool                                                               | CUSIP: 36179WTZ1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |     337034 | PA      | $301184.99    | 0.07%             | 2051-12-20      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                                           | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     270000 | PA      | $241183.02    | 0.05%             | 2032-05-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| PETSMART INC                                                                     | PetSmart LLC                                                                     | CUSIP: 71677HAL9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2028-02-14      | Variable      | 8.21%                 | No            | 2                  | On Loan: No      |
| LAND O'LAKES INC                                                                 | Land O' Lakes Inc                                                                | CUSIP: 514666AK2<br>LEI: 4ONCJWH5BBCYSJIJYX61 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $984648.00    | 0.21%             | N/A             | Fixed         | 8.00%                 | Yes           | 2                  | On Loan: No      |
| Delek Logistics Partners LP / Delek Logistics Finance Corp                       | Delek Logistics Partners LP / Delek Logistics Finance Corp                       | CUSIP: 24665FAE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     380000 | PA      | $383141.46    | 0.08%             | 2033-06-30      | Fixed         | 7.38%                 | Yes           | 2                  | On Loan: No      |
| Toyota Motor Corp                                                                | Toyota Motor Corp                                                                | CUSIP: J92676113<br>LEI: 5493006W3QUS5LMH6R84 | Long             | EC               | CORP              | JP        |     206700 | NS      | $4296741.79   | 0.94%             |  |  |  | No            | 2                  | On Loan: No      |
| Core & Main LP                                                                   | Core & Main LP, Term Loan B                                                      | CUSIP: 40416VAG0<br>LEI: 549300ZSLF8Q660SCD17 | Long             | LON              | CORP              | US        |      22180 | PA      | $22221.80     | 0.00%             | 2028-07-27      | Variable      | 5.68%                 | No            | 2                  | On Loan: No      |
| GBT US III LLC                                                                   | GBT US III LLC, Term Loan B                                                      | CUSIP: 36154HAD2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      93943 | PA      | $92205.36     | 0.02%             | 2031-07-28      | Variable      | 5.67%                 | No            | 2                  | On Loan: No      |
| Icahn Enterprises LP / Icahn Enterprises Finance Corp                            | Icahn Enterprises LP / Icahn Enterprises Finance Corp                            | CUSIP: 451102CF2<br>LEI: 549300T0G4GS0SINS786 | Long             | DBT              | CORP              | US        |     375000 | PA      | $368682.15    | 0.08%             | 2029-01-15      | Fixed         | 9.75%                 | No            | 2                  | On Loan: No      |
| TransDigm Inc                                                                    | TransDigm, Inc., Term Loan                                                       | CUSIP: 89364MCD4<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |     164632 | PA      | $164807.48    | 0.04%             | 2032-01-20      | Variable      | 6.17%                 | No            | 2                  | On Loan: No      |
| TORONTO-DOMINION BANK                                                            | Toronto-Dominion Bank/The                                                        | CUSIP: 89117F8Z5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     200000 | PA      | $206333.20    | 0.05%             | 2082-10-31      | Fixed         | 8.12%                 | No            | 2                  | On Loan: No      |
| ELP Commercial Mortgage Trust                                                    | ELP Commercial Mortgage Trust                                                    | CUSIP: 290154AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     285000 | PA      | $281909.29    | 0.06%             | 2042-11-13      | Variable      | 4.30%                 | Yes           | 2                  | On Loan: No      |
| Javelin Buyer Inc                                                                | Javelin Buyer, Inc., Term Loan                                                   | CUSIP: 47189BAF6<br>LEI: 254900GL30A9G6Z7OW50 | Long             | LON              | CORP              | US        |      74935 | PA      | $71610.33     | 0.02%             | 2031-12-08      | Variable      | 6.42%                 | No            | 2                  | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                              | Sumitomo Mitsui Financial Group, Inc                                             | CUSIP: J7771X109<br>LEI: 35380028MYWPB6AUO129 | Long             | EC               | CORP              | JP        |     161800 | NS      | $5320033.97   | 1.16%             |  |  |  | No            | 2                  | On Loan: No      |
| SAUDI INTERNATIONAL BOND                                                         | Saudi Government International Bond                                              | CUSIP: ZP6092883<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |     385000 | PA      | $260831.31    | 0.06%             | 2055-01-21      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| HAYWARD INDUSTRIES INC                                                           | Hayward Industries, Inc., Term Loan                                              | CUSIP: 421300AL8<br>LEI: 549300NV8ZMMEDUHQ091 | Long             | LON              | CORP              | US        |     169032 | PA      | $169612.30    | 0.04%             | 2028-05-30      | Variable      | 6.28%                 | No            | 2                  | On Loan: No      |
| Airbus SE                                                                        | Airbus SE                                                                        | CUSIP: N0280G100<br>LEI: MINO79WLOO247M1IL051 | Long             | EC               | CORP              | FR        |      25486 | NS      | $4818710.76   | 1.05%             |  |  |  | No            | 2                  | On Loan: No      |
| ING Groep NV                                                                     | ING Groep NV                                                                     | CUSIP: N4578E595<br>LEI: 549300NYKK9MWM7GGW15 | Long             | EC               | CORP              | NL        |      81808 | NS      | $2123463.40   | 0.46%             |  |  |  | No            | 2                  | On Loan: No      |
| Banco BTG Pactual SA/Cayman Islands                                              | Banco BTG Pactual SA/Cayman Islands                                              | CUSIP: 05971AAM3<br>LEI: 2549002JHJ73KGETOK78 | Long             | DBT              | CORP              | BR        |     200000 | PA      | $193200.00    | 0.04%             | 2031-01-27      | Fixed         | 5.50%                 | Yes           | 2                  | On Loan: No      |
| HUNGARY GOVERNMENT BOND                                                          | Hungary Government Bond                                                          | CUSIP: BT4398900<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |   50000000 | PA      | $143243.31    | 0.03%             | 2028-03-23      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GA38<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     338000 | PA      | $352861.52    | 0.08%             | N/A             | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| Savor Acquisition Inc                                                            | Sauer Brands Inc, Delayed Draw Term Loan                                         | CUSIP: 80536AAC6<br>LEI: 25490051R6ZOBEBPQ519 | Long             | LON              | CORP              | US        |       8621 | PA      | $8642.24      | 0.00%             | 2032-02-19      | Variable      | 3.00%                 | No            | 2                  | On Loan: No      |
| Sony Group Corp                                                                  | Sony Group Corp                                                                  | CUSIP: J76379106<br>LEI: 529900R5WX9N2OI2N910 | Long             | EC               | CORP              | JP        |     194900 | NS      | $4062245.81   | 0.89%             |  |  |  | No            | 2                  | On Loan: No      |
| Citigroup Inc                                                                    | Citigroup Inc                                                                    | CUSIP: 17327CBC6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     169000 | PA      | $170192.80    | 0.04%             | N/A             | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| Kleopatra Finco Sarl                                                             | Klockner-Pentaplast of America, Inc., Term Loan                                  | CUSIP: BL5552064<br>LEI: 222100M6T1N8VIC8M726 | Long             | LON              | CORP              | LU        |     169021 | PA      | $138122.32    | 0.03%             | 2031-01-30      | Variable      | 5.33%                 | No            | 2                  | On Loan: No      |
| REPUBLICA ORIENT URUGUAY                                                         | Uruguay Government International Bond                                            | CUSIP: 917288BM3<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |    6200000 | PA      | $157546.10    | 0.03%             | 2031-05-21      | Fixed         | 8.25%                 | No            | 2                  | On Loan: No      |
| Freedom Mortgage Holdings LLC                                                    | Freedom Mortgage Holdings LLC                                                    | CUSIP: 35641AAC2<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |     850000 | PA      | $836140.16    | 0.18%             | 2032-04-01      | Fixed         | 8.38%                 | Yes           | 2                  | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GB52<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     305000 | PA      | $303413.14    | 0.07%             | N/A             | Fixed         | 6.12%                 | No            | 2                  | On Loan: No      |
| MCAFEE CORP                                                                      | McAfee Corp                                                                      | CUSIP: 579063AB4<br>LEI: 2549009UKR8UEZYVCR93 | Long             | DBT              | CORP              | US        |     950000 | PA      | $784881.74    | 0.17%             | 2030-02-15      | Fixed         | 7.38%                 | Yes           | 2                  | On Loan: No      |
| Team Health Holdings Inc                                                         | Team Health Holdings, Inc., Repriced Term Loan B                                 | CUSIP: 87817JAJ7<br>LEI: 549300PVTQ4UDTTMQT11 | Long             | LON              | CORP              | US        |     446506 | PA      | $445564.12    | 0.10%             | 2028-06-30      | Variable      | 7.66%                 | No            | 2                  | On Loan: No      |
| DSV A/S                                                                          | DSV A.S.                                                                         | CUSIP: K31864117<br>LEI: 529900X41C0BSLK67H70 | Long             | EC               | CORP              | DK        |       1604 | NS      | $387378.95    | 0.08%             |  |  |  | No            | 2                  | On Loan: No      |
| OAK-Eagle Acquireco Inc                                                          | OAK-Eagle Acquireco Inc                                                          | CUSIP: 67124CAA1<br>LEI: 6488ICS9P20290MA1H31 | Long             | DBT              | CORP              | US        |     545000 | PA      | $564671.46    | 0.12%             | 2033-07-01      | Fixed         | 7.25%                 | Yes           | 2                  | On Loan: No      |
| Credit Suisse Group AG                                                           | Credit Suisse Group AG                                                           | CUSIP: 902LWA907<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |    1645000 | PA      | $559300.00    | 0.12%             | 2172-03-12      | Fixed         | 7.25%                 | No            | 3                  | On Loan: No      |

### Signature

**Date Signed:** 2026-03-31

**Name of Applicant:** Nuveen Multi-Asset Income Fund

**Signature:** Gina Spunder

**Name of Signer:** Gina Spunder

**Title:** Director, Fund Financial Reporting