# EDGAR Filing Document

**Accession Number:** 0000787623
**File Stem:** 0001410368-25-041692
**Filing Date:** 2025-12
**Character Count:** 412621
**Document Hash:** fcef27ec8afd8eb39c3e78477bfbdbce
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-25-041692.hdr.sgml**: 20251223

**ACCESSION NUMBER**: 0001410368-25-041692

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251031

**FILED AS OF DATE**: 20251223

**DATE AS OF CHANGE**: 20251223

**PERIOD START**: 20251031

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-04556
- **FILM NUMBER:** 251595780

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

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

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

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

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

## Series and Classes Contracts Data

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** DENVER

  - **State:** CO

  - **Foreign country:** US

  - **Zip / Postal Code:** 80202

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

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

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

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

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

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

- **a. Date of fiscal year-end:** 2025-10-31

- **b. Date as of which information is reported:** 2025-10-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $271833923.73

**Total Liabilities:** $18680917.33

**Net Assets:** $253153006.40

**Delayed Delivery Securities:** $2172201.04

**Cash Not Reported:** $432309.45

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -151.08000000 | **1-Year:** -5185.02000000 | **5-Year:** -19410.14000000 | **10-Year:** -10807.17000000 | **30-Year:** -2560.96000000

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

- **3-Month:** -340.80000000 | **1-Year:** -7562.93000000 | **5-Year:** -24395.27000000 | **10-Year:** -7812.57000000 | **30-Year:** -2296.63000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000149082 | 1.36%                | 0.89%                | 0.24%                |
| Class ID C000149084 | 1.39%                | 0.92%                | 0.27%                |
| Class ID C000149085 | 1.40%                | 0.92%                | 0.27%                |
| Class ID C000263010 | 1.40%                | 0.92%                | 0.27%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $32058.48                | $2033677.96                                |
| Month 2  | $245692.39               | $529929.02                                 |
| Month 3  | $193504.21               | $-781797.92                                |

**Designated Index Information**

- **Index Name:** Securities Portfolio VaR

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

### Schedule of Portfolio Investments

| Name                                       | Title                                                                           | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| ABG Intermediate Holdings 2 LLC            | ABG Intermediate Holdings 2 LLC                                                 | CUSIP: 00076VBL3<br>LEI: 54930020NXD0RJB64985 | Long             | LON              | CORP              | US        |    244646 | PA      | $244209.52    | 0.10%             | 2028-12-21      | Floating      | 6.21%                 | No            |                  2 | On Loan: No      |
| AGCO CORP                                  | AGCO Corp.                                                                      | CUSIP: 001084AR3<br>LEI: LYOM0B2GCF1JWXK5ZG04 | Long             | DBT              | CORP              | US        |    105000 | PA      | $106449.57    | 0.04%             | 2027-03-21      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| AES ANDES SA                               | AES Andes SA                                                                    | CUSIP: 00111VAC1<br>LEI: 549300IF4IFG0FS0RM26 | Long             | DBT              | CORP              | CL        |    500000 | PA      | $522700.00    | 0.21%             | 2055-06-10      | Fixed         | 8.15%                 | No            |                  2 | On Loan: No      |
| AES CORP/THE                               | AES Corp.                                                                       | CUSIP: 00130HCH6<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |     52000 | PA      | $52915.05     | 0.02%             | 2028-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| AI Aqua Merger Sub Inc                     | AI Aqua Merger Sub, Inc.                                                        | CUSIP: 00132UAP9<br>LEI: 5493005QMH1D47U26R45 | Long             | LON              | CORP              | US        |    316555 | PA      | $316999.73    | 0.13%             | 2028-07-31      | Floating      | 7.13%                 | No            |                  2 | On Loan: No      |
| RelaDyne Inc                               | RelaDyne, Inc.                                                                  | CUSIP: 00149HAC8<br>LEI: 5493000EBDLH9PYWBS30 | Long             | LON              | CORP              | US        |    425549 | PA      | $425923.57    | 0.17%             | 2030-12-23      | Floating      | 7.46%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                   | AT&T, Inc.                                                                      | CUSIP: 00206RGL0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    380000 | PA      | $379322.81    | 0.15%             | 2028-02-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                   | AT&T, Inc.                                                                      | CUSIP: 00206RMT6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     23000 | PA      | $23787.42     | 0.01%             | 2034-02-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| VM Consolidated Inc                        | VM Consolidated, Inc.                                                           | CUSIP: 00215NAP5<br>LEI: 549300GCTGJLEBXJUK89 | Long             | LON              | CORP              | US        |    124802 | PA      | $125426.12    | 0.05%             | 2032-10-01      | Floating      | 5.96%                 | No            |                  2 | On Loan: No      |
| Trident TPI Holdings Inc                   | Trident TPI Holdings, Inc.                                                      | CUSIP: 00216EAL3<br>LEI: 549300TPLK304J3RNC85 | Long             | LON              | CORP              | US        |    263672 | PA      | $256844.43    | 0.10%             | 2028-09-15      | Floating      | 7.75%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                 | AbbVie, Inc.                                                                    | CUSIP: 00287YBX6<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    346000 | PA      | $334221.30    | 0.13%             | 2029-11-21      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                 | AbbVie, Inc.                                                                    | CUSIP: 00287YDT3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     64000 | PA      | $66183.92     | 0.03%             | 2031-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ACCENTURE CAPITAL INC                      | Accenture Capital, Inc.                                                         | CUSIP: 00440KAD5<br>LEI: 254900FRO0P7RIINYT25 | Long             | DBT              | CORP              | US        |     48000 | PA      | $47327.65     | 0.02%             | 2034-10-04      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Acrisure LLC                               | Acrisure LLC                                                                    | CUSIP: 00488PAX3<br>LEI: 549300R0Z1Q47XRTGO22 | Long             | LON              | CORP              | US        |    134905 | PA      | $135073.21    | 0.05%             | 2032-06-21      | Floating      | 7.21%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC / FIN INC                     | Acrisure LLC/Acrisure Finance, Inc.                                             | CUSIP: 004961AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    213000 | PA      | $218444.28    | 0.09%             | 2032-07-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| The Action Environmental Group Inc         | Action Environmental Group, Inc.                                                | CUSIP: 00507JAF3<br>LEI: 549300BB30QUQC86W666 | Long             | LON              | CORP              | US        |    338955 | PA      | $338531.05    | 0.13%             | 2030-10-24      | Floating      | 7.25%                 | No            |                  2 | On Loan: No      |
| ADOBE INC                                  | Adobe, Inc.                                                                     | CUSIP: 00724PAE9<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | DBT              | CORP              | US        |     32000 | PA      | $32444.22     | 0.01%             | 2027-04-04      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| ADOBE INC                                  | Adobe, Inc.                                                                     | CUSIP: 00724PAH2<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | DBT              | CORP              | US        |    103000 | PA      | $104965.63    | 0.04%             | 2028-01-17      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AFRICA FINANCE CORP                        | Africa Finance Corp.                                                            | CUSIP: 00830YAF8<br>LEI: 213800LXFHRRXIJRXW97 | Long             | DBT              | NUSS              | XX        |    200000 | PA      | $204207.89    | 0.08%             | 2029-10-08      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| AGILENT TECHNOLOGIES INC                   | Agilent Technologies, Inc.                                                      | CUSIP: 00846UAL5<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | DBT              | CORP              | US        |    104000 | PA      | $98606.25     | 0.04%             | 2029-09-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| AGILENT TECHNOLOGIES INC                   | Agilent Technologies, Inc.                                                      | CUSIP: 00846UAN1<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | DBT              | CORP              | US        |    135000 | PA      | $121392.26    | 0.05%             | 2031-03-12      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Ahead DB Holdings LLC                      | Ahead DB Holdings LLC                                                           | CUSIP: 00866HAH8<br>LEI: 254900L07WFL833JX193 | Long             | LON              | CORP              | US        |    193230 | PA      | $193622.95    | 0.08%             | 2031-02-03      | Floating      | 6.75%                 | No            |                  2 | On Loan: No      |
| AIR CANADA                                 | Air Canada                                                                      | CUSIP: 008911BK4<br>LEI: 4B4HI3CGXMBDC0G6BM51 | Long             | DBT              | CORP              | CA        |    125000 | PA      | $124036.14    | 0.05%             | 2026-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Aimbridge Acquisition Co Inc               | Aimbridge Acquisition Co., Inc.                                                 | CUSIP: 00900YAD8<br>LEI: 549300SPGKLVE9WYCQ20 | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2026-02-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Aimbridge Acquisition Co Inc               | Aimbridge Acquisition Co., Inc.                                                 | CUSIP: 00900YAG1<br>LEI: 549300SPGKLVE9WYCQ20 | Long             | LON              | CORP              | US        |     27359 | PA      | $27358.91     | 0.01%             | 2030-03-11      | Floating      | 9.65%                 | No            |                  2 | On Loan: No      |
| Aimbridge Acquisition Co Inc               | Aimbridge Acquisition Co., Inc.                                                 | CUSIP: 00900YAH9<br>LEI: 549300SPGKLVE9WYCQ20 | Long             | LON              | CORP              | US        |     14938 | PA      | $14863.37     | 0.01%             | 2030-03-11      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                             | Air Lease Corp.                                                                 | CUSIP: 00912XBJ2<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    129000 | PA      | $127084.47    | 0.05%             | 2026-06-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE LTD                              | Aircastle Ltd.                                                                  | CUSIP: 00928QAW1<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |    120000 | PA      | $119251.67    | 0.05%             | 2026-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                     | Albertsons Cos., Inc./Safeway, Inc./New Albertsons LP/Albertsons LLC            | CUSIP: 01309QAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     65000 | PA      | $66815.78     | 0.03%             | 2033-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                     | Albertsons Cos., Inc./Safeway, Inc./New Albertsons LP/Albertsons LLC            | CUSIP: 01309QAC2<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |     64000 | PA      | $64505.87     | 0.03%             | 2031-03-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                     | Albertsons Cos., Inc./Safeway, Inc./New Albertsons LP/Albertsons LLC            | CUSIP: 01309QAD0<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |    211000 | PA      | $211929.70    | 0.08%             | 2034-03-31      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ALGONQUIN PWR & UTILITY                    | Algonquin Power & Utilities Corp.                                               | CUSIP: 015857808<br>LEI: 549300K5VIUTJXQL7X75 | Long             | EP               | CORP              | CA        |     10513 | NS      | $269237.93    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| ALGONQUIN PWR & UTILITY                    | Algonquin Power & Utilities Corp.                                               | CUSIP: 015857AF2<br>LEI: 549300K5VIUTJXQL7X75 | Long             | DBT              | CORP              | CA        |     25000 | PA      | $25118.98     | 0.01%             | 2026-06-15      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| ALIBABA GROUP HOLDING                      | Alibaba Group Holding Ltd.                                                      | CUSIP: 01609WAU6<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $187267.04    | 0.07%             | 2037-12-06      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ATI INC                                    | ATI, Inc.                                                                       | CUSIP: 01741RAM4<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49573.33     | 0.02%             | 2031-10-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| ATI INC                                    | ATI, Inc.                                                                       | CUSIP: 01741RAN2<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |    150000 | PA      | $157510.80    | 0.06%             | 2030-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| ALLEGION US HOLDING CO                     | Allegion U.S. Holding Co., Inc.                                                 | CUSIP: 01748NAF1<br>LEI: 5493002B66JX7J7SXI33 | Long             | DBT              | CORP              | US        |    104000 | PA      | $108895.43    | 0.04%             | 2034-05-29      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| ALLEGION US HOLDING CO                     | Allegion U.S. Holding Co., Inc.                                                 | CUSIP: 01748TAC5<br>LEI: 5493002B66JX7J7SXI33 | Long             | DBT              | CORP              | US        |    135000 | PA      | $140658.14    | 0.06%             | 2032-07-01      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| Allegro CLO Ltd                            | Allegro CLO XV Ltd.                                                             | CUSIP: 01749WAW3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   2000000 | PA      | $1994428.00   | 0.79%             | 2038-04-20      | Floating      | 7.88%                 | No            |                  2 | On Loan: No      |
| BREAD FINANCIAL HLDGS                      | Bread Financial Holdings, Inc.                                                  | CUSIP: 018581AP3<br>LEI: 549300G8S4PO686J7H97 | Long             | DBT              | CORP              | US        |    112000 | PA      | $119548.13    | 0.05%             | 2029-03-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| BREAD FINANCIAL HLDGS                      | Bread Financial Holdings, Inc.                                                  | CUSIP: 018581AR9<br>LEI: 549300G8S4PO686J7H97 | Long             | DBT              | CORP              | US        |    110000 | PA      | $110752.62    | 0.04%             | 2031-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Alliant Holdings Intermediate, LLC         | Alliant Holdings Intermediate LLC                                               | CUSIP: 01881UAN5<br>LEI: 5493006Q26653NF8SI73 | Long             | LON              | CORP              | US        |    205145 | PA      | $204888.93    | 0.08%             | 2031-09-19      | Floating      | 6.46%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                   | Alliant Holdings Intermediate LLC/Alliant Holdings Co-Issuer                    | CUSIP: 01883LAG8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    205000 | PA      | $210224.84    | 0.08%             | 2031-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Allied Universal Holdco LLC                | Allied Universal Holdco LLC                                                     | CUSIP: 01957TAX5<br>LEI: 98450038B4549046D794 | Long             | LON              | CORP              | US        |    361513 | PA      | $362724.90    | 0.14%             | 2032-08-20      | Floating      | 7.31%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                         | Ally Financial, Inc.                                                            | CUSIP: 02005NBS8<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    245000 | PA      | $255431.47    | 0.10%             | 2033-02-14      | Fixed         | 6.70%                 | No            |                  2 | On Loan: —       |
| Alpha Generation LLC                       | Alpha Generation LLC                                                            | CUSIP: 02072UAC6<br>LEI: 254900K5V62L4YGVKF49 | Long             | LON              | CORP              | US        |    196518 | PA      | $196566.81    | 0.08%             | 2031-09-30      | Floating      | 5.96%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                               | Alphabet, Inc.                                                                  | CUSIP: 02079KAJ6<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    225000 | PA      | $213945.31    | 0.08%             | 2027-08-15      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| ALTAGAS LTD                                | AltaGas Ltd.                                                                    | CUSIP: 021361AD2<br>LEI: 2549008X5V70MOS4HM10 | Long             | DBT              | CORP              | CA        |   1000000 | PA      | $1025136.11   | 0.40%             | 2054-10-15      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| ALTICE FINANCING SA                        | Altice Financing SA                                                             | CUSIP: 02154CAF0<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | DBT              | CORP              | LU        |    530000 | PA      | $395014.66    | 0.16%             | 2028-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| AMAZON.COM INC                             | Amazon.com, Inc.                                                                | CUSIP: 023135CF1<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |     59000 | PA      | $58575.03     | 0.02%             | 2027-04-13      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                             | Amazon.com, Inc.                                                                | CUSIP: 023135CQ7<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    399000 | PA      | $409132.70    | 0.16%             | 2029-12-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: —       |
| AMCOR FLEXIBLES NORTH AM                   | Amcor Flexibles North America, Inc.                                             | CUSIP: 02344AAA6<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |    210000 | PA      | $191176.14    | 0.08%             | 2031-05-25      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| AMCOR FLEXIBLES NORTH AM                   | Amcor Flexibles North America, Inc.                                             | CUSIP: 02344AAG3<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |     29000 | PA      | $29760.38     | 0.01%             | 2030-03-17      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Amentum Government Services Holdings LLC   | Amentum Government Services Holdings LLC                                        | CUSIP: 02351XAB4<br>LEI: 2549009FJIBLW40CU216 | Long             | LON              | CORP              | US        |    146653 | PA      | $145247.88    | 0.06%             | 2031-09-29      | Floating      | 6.21%                 | No            |                  2 | On Loan: No      |
| AMEREN CORP                                | Ameren Corp.                                                                    | CUSIP: 023608AP7<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |    405000 | PA      | $410913.74    | 0.16%             | 2026-12-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| American Airlines Inc                      | American Airlines, Inc.                                                         | CUSIP: 02376CBM6<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | LON              | CORP              | US        |     55974 | PA      | $55808.18     | 0.02%             | 2029-06-04      | Floating      | 6.26%                 | No            |                  2 | On Loan: No      |
| American Airlines Inc                      | American Airlines, Inc.                                                         | CUSIP: 02376CBR5<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | LON              | CORP              | US        |    156768 | PA      | $156245.17    | 0.06%             | 2028-02-15      | Floating      | 6.50%                 | No            |                  2 | On Loan: No      |
| American Airlines, Inc.                    | American Airlines, Inc.                                                         | CUSIP: 02376CBS3<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | LON              | CORP              | KY        |     73331 | PA      | $73285.01     | 0.03%             | 2028-04-20      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| American Airlines, Inc.                    | American Airlines, Inc.                                                         | CUSIP: 02376CBT1<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | LON              | CORP              | KY        |    183193 | PA      | $183803.96    | 0.07%             | 2032-05-28      | Floating      | 7.13%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES INC                      | American Airlines, Inc.                                                         | CUSIP: 023771T32<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | DBT              | CORP              | US        |    265000 | PA      | $271147.33    | 0.11%             | 2028-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: —       |
| AMERICAN AXLE AND MANUFAC INC              | American Axle & Manufacturing, Inc.                                             | CUSIP: 02406MBB2<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | LON              | CORP              | US        |    262003 | PA      | $260201.35    | 0.10%             | 2032-02-24      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN AXLE & MFG INC                    | American Axle & Manufacturing, Inc.                                             | CUSIP: 02406PBC3<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |    132000 | PA      | $132392.49    | 0.05%             | 2032-10-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| AMERICAN AXLE & MFG INC                    | American Axle & Manufacturing, Inc.                                             | CUSIP: 02406PBD1<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |    110000 | PA      | $110154.93    | 0.04%             | 2033-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                        | American Express Co.                                                            | CUSIP: 025816DP1<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    193000 | PA      | $195399.44    | 0.08%             | 2028-02-16      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                        | American Express Co.                                                            | CUSIP: 025816DY2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     60000 | PA      | $61828.84     | 0.02%             | 2031-01-30      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                        | American Express Co.                                                            | CUSIP: 025816EH8<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     43000 | PA      | $45417.80     | 0.02%             | 2036-04-25      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                        | American Express Co.                                                            | CUSIP: 025816EK1<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     36000 | PA      | $36678.11     | 0.01%             | 2033-07-20      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                        | American Tower Corp.                                                            | CUSIP: 03027XAM2<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |     66000 | PA      | $65198.02     | 0.03%             | 2027-01-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                        | American Tower Corp.                                                            | CUSIP: 03027XBS8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |     64000 | PA      | $56671.13     | 0.02%             | 2031-09-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                        | American Tower Corp.                                                            | CUSIP: 03027XCG3<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    132000 | PA      | $135453.24    | 0.05%             | 2029-02-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CENCORA INC                                | Cencora, Inc.                                                                   | CUSIP: 03073EAU9<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |     26000 | PA      | $26673.39     | 0.01%             | 2034-02-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                  | Amgen, Inc.                                                                     | CUSIP: 031162DP2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    308000 | PA      | $314884.30    | 0.12%             | 2028-03-02      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| AMKOR TECHNOLOGY INC                       | Amkor Technology, Inc.                                                          | CUSIP: 031652BL3<br>LEI: 529900VHLRTKPWZJBM84 | Long             | DBT              | CORP              | US        |    135000 | PA      | $137332.94    | 0.05%             | 2033-10-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Amneal Pharmaceuticals LLC                 | Amneal Pharmaceuticals LLC                                                      | CUSIP: 03167DAR5<br>LEI: 54930037VIXE7LRZ1M66 | Long             | LON              | CORP              | US        |    146268 | PA      | $147182.32    | 0.06%             | 2032-08-01      | Floating      | 7.46%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORP                              | Amphenol Corp.                                                                  | CUSIP: 032095AX9<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |     52000 | PA      | $51761.10     | 0.02%             | 2028-11-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORP                              | Amphenol Corp.                                                                  | CUSIP: 032095AY7<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |     54000 | PA      | $53572.10     | 0.02%             | 2030-11-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| AmWINS Group Inc                           | AmWINS Group, Inc.                                                              | CUSIP: 03234TBA5<br>LEI: 549300SJE7MUB8NMRG61 | Long             | LON              | CORP              | US        |    230584 | PA      | $230814.44    | 0.09%             | 2032-01-30      | Floating      | 6.25%                 | No            |                  2 | On Loan: No      |
| ANGLOGOLD HOLDINGS PLC                     | AngloGold Ashanti Holdings PLC                                                  | CUSIP: 03512TAE1<br>LEI: 213800745ZIXC4L6A131 | Long             | DBT              | CORP              | IM        |    200000 | PA      | $191472.53    | 0.08%             | 2030-10-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                   | Anheuser-Busch InBev Worldwide, Inc.                                            | CUSIP: 035240AV2<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    302000 | PA      | $294897.91    | 0.12%             | 2030-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                        | Elevance Health, Inc.                                                           | CUSIP: 036752AL7<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    169000 | PA      | $160928.98    | 0.06%             | 2029-09-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ANTOFAGASTA PLC                            | Antofagasta PLC                                                                 | CUSIP: 03718NAD8<br>LEI: 213800MY6QVH4FVLD628 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $205476.00    | 0.08%             | 2035-09-09      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| AON NORTH AMERICA INC                      | Aon North America, Inc.                                                         | CUSIP: 03740MAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    336000 | PA      | $349651.98    | 0.14%             | 2031-03-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| APOLLO CMMRL REAL EST FI                   | Apollo Commercial Real Estate Finance, Inc.                                     | CUSIP: 03762UAD7<br>LEI: 549300E0AN7M2AQHSY29 | Long             | DBT              |  | US        |    320000 | PA      | $307999.91    | 0.12%             | 2029-06-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: —       |
| Apollo Commercial Real Estate Finance, Inc | Apollo Commercial Real Estate Finance, Inc.                                     | CUSIP: 03768DAE7<br>LEI: 549300E0AN7M2AQHSY29 | Long             | LON              | CORP              | US        |    233715 | PA      | $233715.48    | 0.09%             | 2030-06-13      | Floating      | 7.28%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                  | Apple, Inc.                                                                     | CUSIP: 037833EH9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    399000 | PA      | $374576.26    | 0.15%             | 2028-08-05      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| APPLIED MATERIALS INC                      | Applied Materials, Inc.                                                         | CUSIP: 038222AS4<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |    287000 | PA      | $294288.91    | 0.12%             | 2029-06-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| APPLIED MATERIALS INC                      | Applied Materials, Inc.                                                         | CUSIP: 038222AU9<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |     43000 | PA      | $42528.91     | 0.02%             | 2036-01-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| ARBOR REALTY SR INC                        | Arbor Realty SR, Inc.                                                           | CUSIP: 03881NAJ6<br>LEI: 549300TW7RTL2CI3CN08 | Long             | DBT              |  | US        |    280000 | PA      | $284919.57    | 0.11%             | 2030-07-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| ARCHROCK PARTNERS LP/FIN                   | Archrock Partners LP/Archrock Partners Finance Corp.                            | CUSIP: 03959KAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    170000 | PA      | $170723.52    | 0.07%             | 2028-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ARCHROCK PARTNERS LP/FIN                   | Archrock Partners LP/Archrock Partners Finance Corp.                            | CUSIP: 03959KAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     95000 | PA      | $97635.49     | 0.04%             | 2032-09-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| ARDAGH METAL PACKAGING                     | Ardagh Metal Packaging Finance USA LLC/Ardagh Metal Packaging Finance PLC       | CUSIP: 03969YAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    200000 | PA      | $186462.02    | 0.07%             | 2029-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Arini US CLO Limited                       | Arini U.S. CLO II Ltd.                                                          | CUSIP: 04039BAG7<br>LEI: 2549001Z731V3ALGMH47 | Long             | ABS-CBDO         | CORP              | KY        |    775000 | PA      | $779510.50    | 0.31%             | 2038-03-31      | Floating      | 7.54%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                    | Arthur J Gallagher & Co.                                                        | CUSIP: 04316JAH2<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    210000 | PA      | $217903.15    | 0.09%             | 2034-07-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                    | Arthur J Gallagher & Co.                                                        | CUSIP: 04316JAL3<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |     43000 | PA      | $43891.63     | 0.02%             | 2029-12-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| ASHTON WOODS USA/FINANCE                   | Ashton Woods USA LLC/Ashton Woods Finance Co.                                   | CUSIP: 045086AR6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    215000 | PA      | $215188.34    | 0.09%             | 2033-08-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                     | Asian Development Bank                                                          | CUSIP: 045167ER0<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |    104000 | PA      | $96521.60     | 0.04%             | 2030-01-24      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| ASSURANT INC                               | Assurant, Inc.                                                                  | CUSIP: 04621XAQ1<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | DBT              | CORP              | US        |     67000 | PA      | $67696.77     | 0.03%             | 2036-02-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA FINANCE LLC                    | Astrazeneca Finance LLC                                                         | CUSIP: 04636NAF0<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |     84000 | PA      | $85818.49     | 0.03%             | 2028-03-03      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA FINANCE LLC                    | Astrazeneca Finance LLC                                                         | CUSIP: 04636NAG8<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |     85000 | PA      | $87691.63     | 0.03%             | 2030-03-03      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA FINANCE LLC                    | Astrazeneca Finance LLC                                                         | CUSIP: 04636NAL7<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |    104000 | PA      | $106645.64    | 0.04%             | 2029-02-26      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Asurion LLC                                | Asurion LLC                                                                     | CUSIP: 04649VBA7<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |    355548 | PA      | $338363.33    | 0.13%             | 2029-01-20      | Floating      | 9.33%                 | No            |                  2 | On Loan: No      |
| Asurion LLC                                | Asurion LLC                                                                     | CUSIP: 04649VBC3<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |    304534 | PA      | $305523.72    | 0.12%             | 2028-08-19      | Floating      | 8.33%                 | No            |                  2 | On Loan: No      |
| Asurion LLC                                | Asurion LLC                                                                     | CUSIP: 04649VBE9<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |    174562 | PA      | $173798.79    | 0.07%             | 2030-09-19      | Floating      | 8.21%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                      | Athene Global Funding                                                           | CUSIP: 04685A3D1<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |     43000 | PA      | $42051.91     | 0.02%             | 2026-10-02      | Fixed         | 1.73%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                      | Athene Global Funding                                                           | CUSIP: 04685A4A6<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |     83000 | PA      | $83398.68     | 0.03%             | 2026-08-27      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                      | Athene Global Funding                                                           | CUSIP: 04685A4D0<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    127000 | PA      | $129646.52    | 0.05%             | 2031-11-13      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| Athenahealth Group Inc                     | Athenahealth Group, Inc.                                                        | CUSIP: 04686RAB9<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | LON              | CORP              | US        |    319187 | PA      | $317590.90    | 0.13%             | 2029-02-15      | Floating      | 6.71%                 | No            |                  2 | On Loan: No      |
| ATLANTICA SUSTAIN INFRA                    | Atlantica Sustainable Infrastructure Ltd.                                       | CUSIP: 04916WAA2<br>LEI: 549300ITBBGKJ651R879 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $193655.68    | 0.08%             | 2028-06-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| AUTONATION INC                             | AutoNation, Inc.                                                                | CUSIP: 05329WAT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     24000 | PA      | $24779.97     | 0.01%             | 2035-03-15      | Fixed         | 5.89%                 | No            |                  2 | On Loan: No      |
| AUTOZONE INC                               | AutoZone, Inc.                                                                  | CUSIP: 053332BJ0<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |     24000 | PA      | $24681.15     | 0.01%             | 2029-07-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| AVANTOR FUNDING INC                        | Avantor Funding, Inc.                                                           | CUSIP: 05352TAB5<br>LEI: 5493003VM0XB4U8YD238 | Long             | DBT              | CORP              | US        |    165000 | PA      | $156711.01    | 0.06%             | 2029-11-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET CAR/FINANCE                    | Avis Budget Car Rental LLC/Avis Budget Finance, Inc.                            | CUSIP: 053773BF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    154000 | PA      | $148317.05    | 0.06%             | 2029-03-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: —       |
| AVIS BUDGET CAR/FINANCE                    | Avis Budget Car Rental LLC/Avis Budget Finance, Inc.                            | CUSIP: 053773BK2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     65000 | PA      | $66585.94     | 0.03%             | 2032-06-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Avis Budget Car Rental LLC                 | Avis Budget Car Rental LLC                                                      | CUSIP: 05377JAU6<br>LEI: XN8R4HH1TVC1XOCL5P21 | Long             | LON              | CORP              | US        |    322266 | PA      | $317834.99    | 0.13%             | 2032-07-16      | Floating      | 6.46%                 | No            |                  2 | On Loan: No      |
| LBM ACQUISITION LLC                        | LBM Acquisition LLC                                                             | CUSIP: 05552BAA4<br>LEI: 549300FAEB3VWZL4NI86 | Long             | DBT              | CORP              | US        |    232000 | PA      | $211614.19    | 0.08%             | 2029-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| BCPE Grill Parent                          | BCPE Grill Parent                                                               | CUSIP: 05553QAB8<br>LEI: 254900GQZ43I22BGT628 | Long             | LON              | CORP              | US        |    281085 | PA      | $267558.25    | 0.11%             | 2030-09-30      | Floating      | 8.75%                 | No            |                  2 | On Loan: No      |
| BMW US CAPITAL LLC                         | BMW U.S. Capital LLC                                                            | CUSIP: 05565EDC6<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25100.30     | 0.01%             | 2030-08-11      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                    | BPCE SA                                                                         | CUSIP: 05578QAG8<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    250000 | PA      | $187213.21    | 0.07%             | 2042-10-19      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO, Limited           | Bain Capital Credit CLO Ltd.                                                    | CUSIP: 05682GBA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |    800000 | PA      | $804386.40    | 0.32%             | 2035-04-22      | Floating      | 8.86%                 | No            |                  2 | On Loan: No      |
| BALDWIN INSUR GRP/FIN                      | Baldwin Insurance Group Holdings LLC/Baldwin Insurance Group Holdings Finance   | CUSIP: 05825XAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    129000 | PA      | $132375.16    | 0.05%             | 2031-05-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| BANC CREDITO INVERSIONES                   | Banco de Credito e Inversiones SA                                               | CUSIP: 05890MAC7<br>LEI: 549300E9E5Y3PKW24142 | Long             | DBT              | CORP              | CL        |    755000 | PA      | $811625.00    | 0.32%             | 2029-05-08      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                         | Banco Santander SA                                                              | CUSIP: 05971KAQ2<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    800000 | PA      | $975477.60    | 0.39%             | 2033-05-21      | Fixed         | 9.63%                 | No            |                  2 | On Loan: —       |
| BANCO MERCANTIL DE NORTE                   | Banco Mercantil del Norte SA                                                    | CUSIP: 05971PAE8<br>LEI: 549300QTVYRPFHS0J362 | Long             | DBT              | CORP              | MX        |   1500000 | PA      | $1603716.00   | 0.63%             | 2035-05-20      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Boxer Parent Company Inc.                  | Boxer Parent Co., Inc.                                                          | CUSIP: 05988HAL1<br>LEI: 5493006T045HLTF7YX04 | Long             | LON              | CORP              | US        |     75000 | PA      | $72281.25     | 0.03%             | 2032-07-30      | Floating      | 9.95%                 | No            |                  2 | On Loan: No      |
| Boxer Parent Company Inc                   | Boxer Parent Co., Inc.                                                          | CUSIP: 05988HAQ0<br>LEI: 5493006T045HLTF7YX04 | Long             | LON              | CORP              | US        |    199769 | PA      | $198332.79    | 0.08%             | 2031-07-30      | Floating      | 7.20%                 | No            |                  2 | On Loan: No      |
| BANIJAY ENTERTAINMENT                      | Banijay Entertainment SAS                                                       | CUSIP: 060335AB2<br>LEI: 969500CE0IE2EZ5VBG13 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $207568.00    | 0.08%             | 2029-05-01      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                       | Bank of America Corp.                                                           | CUSIP: 06051GKL2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    468000 | PA      | $439078.01    | 0.17%             | 2037-03-08      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                       | Bank of America Corp.                                                           | CUSIP: 06051GKQ1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    285000 | PA      | $284531.21    | 0.11%             | 2033-04-27      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                       | Bank of America Corp.                                                           | CUSIP: 06051GLV9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    346000 | PA      | $350985.44    | 0.14%             | 2027-09-15      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                       | Bank of America Corp.                                                           | CUSIP: 06051GMB2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     59000 | PA      | $60325.37     | 0.02%             | 2035-08-15      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                       | Bank of America Corp.                                                           | CUSIP: 06051GMD8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    192000 | PA      | $196842.15    | 0.08%             | 2035-10-25      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                       | Bank of America Corp.                                                           | CUSIP: 06051GML0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    371000 | PA      | $383072.14    | 0.15%             | 2031-01-24      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                     | Bank of New York Mellon Corp.                                                   | CUSIP: 06406RCB1<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    107000 | PA      | $109905.08    | 0.04%             | 2031-02-11      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                        | Bank of Nova Scotia                                                             | CUSIP: 06417XAG6<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    104000 | PA      | $101179.49    | 0.04%             | 2037-05-04      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| BANKUNITED INC                             | BankUnited, Inc.                                                                | CUSIP: 06652KAB9<br>LEI: 96OVUWEW5D4YX6PFXD91 | Long             | DBT              | CORP              | US        |     91000 | PA      | $90642.48     | 0.04%             | 2030-06-11      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                               | Barclays PLC                                                                    | CUSIP: 06738EBN4<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    220000 | PA      | $220251.68    | 0.09%             | 2025-12-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: —       |
| BARCLAYS PLC                               | Barclays PLC                                                                    | CUSIP: 06738ECU7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $203356.67    | 0.08%             | 2030-09-10      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| BAYTEX ENERGY CORP                         | Baytex Energy Corp.                                                             | CUSIP: 07317QAK1<br>LEI: 549300R5LTV2H7I1I079 | Long             | DBT              | CORP              | CA        |    192000 | PA      | $189059.50    | 0.07%             | 2032-03-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: —       |
| Beach Acquisition Bidco LLC                | Beach Acquisition Bidco LLC                                                     | CUSIP: 07337FAB1<br>LEI: 254900F2FNX3GBTB6202 | Long             | LON              | CORP              | US        |    160207 | PA      | $160874.28    | 0.06%             | 2032-09-12      | Floating      | 7.31%                 | No            |                  2 | On Loan: No      |
| QXO Inc                                    | QXO, Inc.                                                                       | CUSIP: 07368RAJ0<br>LEI: 549300HDXQWWCBOYXP31 | Long             | LON              | CORP              | US        |    150568 | PA      | $150708.84    | 0.06%             | 2032-04-30      | Floating      | 6.96%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON & CO                      | Becton Dickinson & Co.                                                          | CUSIP: 075887CP2<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |     64000 | PA      | $62964.03     | 0.02%             | 2032-08-22      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON & CO                      | Becton Dickinson & Co.                                                          | CUSIP: 075887CQ0<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |     79000 | PA      | $79845.09     | 0.03%             | 2028-02-13      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| BELL CANADA                                | Bell Telephone Co. of Canada or Bell Canada                                     | CUSIP: 0778FPAP4<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |    135000 | PA      | $140886.00    | 0.06%             | 2055-09-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| BELL CANADA                                | Bell Telephone Co. of Canada or Bell Canada                                     | CUSIP: 0778FPAQ2<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |    316000 | PA      | $332129.27    | 0.13%             | 2055-09-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BELO CORP                                  | Belo Corp.                                                                      | CUSIP: 080555AE5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $208853.80    | 0.08%             | 2027-06-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Belron Finance 2019 LLC                    | Belron Finance LLC                                                              | CUSIP: 08078UAN3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    113526 | PA      | $113998.63    | 0.05%             | 2031-10-16      | Floating      | 6.49%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERG                   | Berkshire Hathaway Energy Co.                                                   | CUSIP: 084659AM3<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |    189000 | PA      | $185667.88    | 0.07%             | 2028-04-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Berlin Packaging LLC                       | Berlin Packaging LLC                                                            | CUSIP: 08511LBD9<br>LEI: 549300L1HNHO6QOXHH42 | Long             | LON              | CORP              | US        |    164175 | PA      | $164008.20    | 0.06%             | 2031-06-07      | Floating      | 7.38%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE MORTGAGE TR                     | Blackstone Mortgage Trust, Inc.                                                 | CUSIP: 09257WAF7<br>LEI: 549300OLDJ20R2Y2UW20 | Long             | DBT              |  | US        |    157000 | PA      | $165450.84    | 0.07%             | 2029-12-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Blackstone Mortgage Trust Inc              | Blackstone Mortgage Trust, Inc.                                                 | CUSIP: 09259GAH6<br>LEI: 549300OLDJ20R2Y2UW20 | Long             | LON              | CORP              | US        |    227641 | PA      | $228684.65    | 0.09%             | 2030-12-10      | Floating      | 6.96%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                  | Boeing Co.                                                                      | CUSIP: 097023CY9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    293000 | PA      | $301390.70    | 0.12%             | 2030-05-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                              | Boeing Co.                                                                      | CUSIP: 097023DP7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     37000 | PA      | $38020.39     | 0.02%             | 2027-05-01      | Fixed         | 6.26%                 | No            |                  2 | On Loan: No      |
| Boots Group Bidco Ltd                      | Boots Group Bidco Ltd.                                                          | CUSIP: 09947PAB7<br>LEI: 254900YVLYOVF1PF1N93 | Long             | LON              | CORP              | US        |    200000 | PA      | $200750.00    | 0.08%             | 2032-08-30      | Floating      | 7.70%                 | No            |                  2 | On Loan: No      |
| BOOZ ALLEN HAMILTON INC                    | Booz Allen Hamilton, Inc.                                                       | CUSIP: 09951LAD5<br>LEI: 549300D7XCH2480XU542 | Long             | DBT              | CORP              | US        |     82000 | PA      | $84928.50     | 0.03%             | 2035-04-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: —       |
| BRINKER INTERNATIONAL IN                   | Brinker International, Inc.                                                     | CUSIP: 109641AK6<br>LEI: 52990067JY6PBGJNTG76 | Long             | DBT              | CORP              | US        |    145000 | PA      | $153591.98    | 0.06%             | 2030-07-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| BRITISH AIR 21-1 A PPT                     | British Airways Pass-Through Trust                                              | CUSIP: 11042CAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15485 | PA      | $14198.28     | 0.01%             | 2035-03-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| BRITISH COLUMBIA PROV OF                   | Province of British Columbia                                                    | CUSIP: 11070TAM0<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |     71000 | PA      | $70732.28     | 0.03%             | 2033-07-06      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Broadstreet Partners Inc                   | Broadstreet Partners, Inc.                                                      | CUSIP: 11132VAY5<br>LEI: 549300BS9N54G8DD0R75 | Long             | LON              | CORP              | US        |    248188 | PA      | $248683.99    | 0.10%             | 2031-06-13      | Floating      | 6.71%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                               | Broadcom, Inc.                                                                  | CUSIP: 11135FBQ3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     43000 | PA      | $36698.13     | 0.01%             | 2036-11-15      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                               | Broadcom, Inc.                                                                  | CUSIP: 11135FCL3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     51000 | PA      | $52137.40     | 0.02%             | 2032-07-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                               | Broadcom, Inc.                                                                  | CUSIP: 11135FCQ2<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    216000 | PA      | $196846.92    | 0.08%             | 2031-02-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD INFRA FIN ULC                   | Brookfield Infrastructure Finance ULC                                           | CUSIP: 11276B208<br>LEI: 984500CDDWC47U7DBA74 | Long             | EP               | CORP              | CA        |       811 | NS      | $20412.87     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Brown Group Holding LLC                    | Brown Group Holding LLC                                                         | CUSIP: 11565HAD8<br>LEI: 25490094PF4HHK9QS109 | Long             | LON              | CORP              | US        |    130472 | PA      | $130839.33    | 0.05%             | 2031-07-01      | Floating      | 6.95%                 | No            |                  2 | On Loan: No      |
| C&S GROUP ENTERPRISES LL                   | C&S Group Enterprises LLC                                                       | CUSIP: 12467AAF5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    216000 | PA      | $196977.10    | 0.08%             | 2028-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                     | CCO Holdings LLC/CCO Holdings Capital Corp.                                     | CUSIP: 1248EPCD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    305000 | PA      | $290013.86    | 0.11%             | 2030-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                     | CCO Holdings LLC/CCO Holdings Capital Corp.                                     | CUSIP: 1248EPCP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    165000 | PA      | $138554.39    | 0.05%             | 2034-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| CD&R Hydra Buyer Inc                       | CD&R Hydra Buyer, Inc.                                                          | CUSIP: 12508KAJ6<br>LEI: 549300HW5C2VGPZCHL57 | Long             | LON              | CORP              | US        |    284745 | PA      | $283855.05    | 0.11%             | 2031-03-25      | Floating      | 8.06%                 | No            |                  2 | On Loan: No      |
| CFC Bidco 2022 Ltd                         | CFC Bidco Ltd.                                                                  | CUSIP: 12531JAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    248075 | PA      | $241872.71    | 0.10%             | 2032-07-01      | Floating      | 7.74%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                            | Cigna Group                                                                     | CUSIP: 125523AH3<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |     46000 | PA      | $46288.60     | 0.02%             | 2028-10-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                            | Cigna Group                                                                     | CUSIP: 125523CM0<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |     44000 | PA      | $39629.92     | 0.02%             | 2031-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Charlotte Buyer Inc                        | Charlotte Buyer, Inc.                                                           | CUSIP: 12568YAH7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    272938 | PA      | $271800.17    | 0.11%             | 2028-02-11      | Floating      | 8.30%                 | No            |                  2 | On Loan: No      |
| CNH INDUSTRIAL CAP LLC                     | CNH Industrial Capital LLC                                                      | CUSIP: 12592BAS3<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |    327000 | PA      | $334582.72    | 0.13%             | 2029-04-20      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| CNH INDUSTRIAL CAP LLC                     | CNH Industrial Capital LLC                                                      | CUSIP: 12592BAV6<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |     56000 | PA      | $55918.34     | 0.02%             | 2030-10-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                           | CSC Holdings LLC                                                                | CUSIP: 126307AZ0<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    245000 | PA      | $168506.45    | 0.07%             | 2029-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                           | CSC Holdings LLC                                                                | CUSIP: 126307BB2<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    235000 | PA      | $144551.11    | 0.06%             | 2030-12-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: —       |
| CSX CORP                                   | CSX Corp.                                                                       | CUSIP: 126408HH9<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |     73000 | PA      | $72142.03     | 0.03%             | 2027-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CNT Holdings I Corp                        | CNT Holdings I Corp.                                                            | CUSIP: 12656AAF6<br>LEI: 254900SYIEHMSB69WT08 | Long             | LON              | CORP              | US        |    265200 | PA      | $265552.40    | 0.10%             | 2032-11-08      | Floating      | 6.09%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                            | CVS Health Corp.                                                                | CUSIP: 126650CN8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    181000 | PA      | $164490.49    | 0.06%             | 2045-07-20      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                            | CVS Health Corp.                                                                | CUSIP: 126650EC0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    107000 | PA      | $112300.78    | 0.04%             | 2031-06-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                            | CVS Health Corp.                                                                | CUSIP: 126650EH9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    262000 | PA      | $275278.42    | 0.11%             | 2055-03-10      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CABLE ONE INC                              | Cable One, Inc.                                                                 | CUSIP: 12685JAC9<br>LEI: 549300648QS85T0XSH18 | Long             | DBT              | CORP              | US        |    262000 | PA      | $206982.69    | 0.08%             | 2030-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| CRH SMW FINANCE DAC                        | CRH SMW Finance DAC                                                             | CUSIP: 12704PAA6<br>LEI: 54930044475SH442C864 | Long             | DBT              | CORP              | IE        |    200000 | PA      | $206172.27    | 0.08%             | 2029-05-21      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Canyon Capital CLO Ltd                     | Canyon Capital CLO Ltd.                                                         | CUSIP: 13877LBC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   2000000 | PA      | $2003220.00   | 0.79%             | 2038-04-15      | Floating      | 7.90%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                   | Capital One Financial Corp.                                                     | CUSIP: 14040HBK0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     79000 | PA      | $78717.77     | 0.03%             | 2026-07-28      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CAPSTONE COPPER CORP                       | Capstone Copper Corp.                                                           | CUSIP: 14071LAA6<br>LEI: 549300III6KGKKC42W63 | Long             | DBT              | CORP              | CA        |    144000 | PA      | $149004.72    | 0.06%             | 2033-03-31      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CAPSTONE BORROWER INC                      | Capstone Borrower, Inc.                                                         | CUSIP: 140944AA7<br>LEI: 254900YSP2BAI3YKIX08 | Long             | DBT              | CORP              | US        |    260000 | PA      | $265262.92    | 0.10%             | 2030-06-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| CARDINAL HEALTH INC                        | Cardinal Health, Inc.                                                           | CUSIP: 14149YBU1<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |     37000 | PA      | $37199.33     | 0.01%             | 2030-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CARLISLE COS INC                           | Carlisle Cos., Inc.                                                             | CUSIP: 142339AM2<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | DBT              | CORP              | US        |     22000 | PA      | $22350.32     | 0.01%             | 2040-09-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                              | Carnival Corp.                                                                  | CUSIP: 143658BR2<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    439000 | PA      | $445585.00    | 0.18%             | 2029-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                              | Carnival Corp.                                                                  | CUSIP: 143658BX9<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    151000 | PA      | $155706.64    | 0.06%             | 2033-02-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                              | Carnival Corp.                                                                  | CUSIP: 143658CA8<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     30000 | PA      | $30818.48     | 0.01%             | 2032-08-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL CORP                        | Carrier Global Corp.                                                            | CUSIP: 14448CAR5<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |    100000 | PA      | $81471.60     | 0.03%             | 2040-04-05      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR INC                            | Caterpillar, Inc.                                                               | CUSIP: 149123CK5<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |    364000 | PA      | $327093.78    | 0.13%             | 2031-03-12      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE                   | Caterpillar Financial Services Corp.                                            | CUSIP: 14913UAY6<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50560.37     | 0.02%             | 2028-03-03      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE                   | Caterpillar Financial Services Corp.                                            | CUSIP: 14913UBB5<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    120000 | PA      | $120543.55    | 0.05%             | 2028-08-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| CHAMPIONS FINANCING INC                    | Champions Financing, Inc.                                                       | CUSIP: 15870LAA6<br>LEI: 391200ZDD75EGEUJ7625 | Long             | DBT              | CORP              | US        |    220000 | PA      | $213263.01    | 0.08%             | 2029-02-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: —       |
| Crash Champions LLC                        | Crash Champions LLC                                                             | CUSIP: 15870MAC0<br>LEI: 391200ZDD75EGEUJ7625 | Long             | LON              | CORP              | US        |    197995 | PA      | $183021.63    | 0.07%             | 2029-02-23      | Floating      | 8.95%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                   | Charter Communications Operating LLC/Charter Communications Operating Capital   | CUSIP: 161175BU7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    184000 | PA      | $165038.58    | 0.07%             | 2031-04-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                   | Charter Communications Operating LLC/Charter Communications Operating Capital   | CUSIP: 161175BZ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     85000 | PA      | $61313.56     | 0.02%             | 2041-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                   | Charter Communications Operating LLC/Charter Communications Operating Capital   | CUSIP: 161175CQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     67000 | PA      | $70039.69     | 0.03%             | 2029-06-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Charter NEX US, Inc.                       | Charter NEX U.S., Inc.                                                          | CUSIP: 16125TAM4<br>LEI: 549300KRNU8RNVGYXG75 | Long             | LON              | CORP              | US        |    157323 | PA      | $157825.08    | 0.06%             | 2030-11-29      | Floating      | 6.80%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS                   | Cheniere Energy Partners LP                                                     | CUSIP: 16411QAV3<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |     42000 | PA      | $42980.87     | 0.02%             | 2035-10-30      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| CHEVRON CORP                               | Chevron Corp.                                                                   | CUSIP: 166764BY5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    359000 | PA      | $332101.25    | 0.13%             | 2030-05-11      | Fixed         | 2.24%                 | No            |                  2 | On Loan: No      |
| CHUBB INA HOLDINGS LLC                     | Chubb INA Holdings LLC                                                          | CUSIP: 171239AL0<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |    132000 | PA      | $134606.24    | 0.05%             | 2029-08-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                          | Cisco Systems, Inc.                                                             | CUSIP: 17275RBZ4<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |    167000 | PA      | $171833.34    | 0.07%             | 2035-02-24      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                              | Citigroup, Inc.                                                                 | CUSIP: 172967KA8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    117000 | PA      | $117371.37    | 0.05%             | 2027-09-29      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                              | Citigroup, Inc.                                                                 | CUSIP: 172967NU1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    346000 | PA      | $350137.64    | 0.14%             | 2033-05-24      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                              | Citigroup, Inc.                                                                 | CUSIP: 172967QH7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     51000 | PA      | $51634.67     | 0.02%             | 2036-09-11      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                              | Citigroup, Inc.                                                                 | CUSIP: 17327CAT0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     98000 | PA      | $98640.80     | 0.04%             | 2030-09-19      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                              | Citigroup, Inc.                                                                 | CUSIP: 17327CAU7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    147000 | PA      | $147821.49    | 0.06%             | 2039-09-19      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP                   | Citizens Financial Group, Inc.                                                  | CUSIP: 174610BH7<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |    145000 | PA      | $151299.76    | 0.06%             | 2032-07-23      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| CIVITAS RESOURCES INC                      | Civitas Resources, Inc.                                                         | CUSIP: 17888HAC7<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |    133000 | PA      | $137501.12    | 0.05%             | 2030-11-01      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| CIVITAS RESOURCES INC                      | Civitas Resources, Inc.                                                         | CUSIP: 17888HAD5<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |     80000 | PA      | $85827.12     | 0.03%             | 2033-06-15      | Fixed         | 9.63%                 | No            |                  2 | On Loan: No      |
| Claros Mortgage Trust Inc                  | Claros Mortgage Trust, Inc.                                                     | CUSIP: 18269PAC6<br>LEI: 549300Z9LU2CZ3K30C16 | Long             | LON              |  | US        |    222544 | PA      | $212529.39    | 0.08%             | 2026-08-09      | Floating      | 8.56%                 | No            |                  2 | On Loan: No      |
| CLEAN HARBORS INC                          | Clean Harbors, Inc.                                                             | CUSIP: 184496AR8<br>LEI: 5493000SJVZVZJKHJF48 | Long             | DBT              | CORP              | US        |     90000 | PA      | $91979.54     | 0.04%             | 2033-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Clearwater Analytics LLC                   | Clearwater Analytics LLC                                                        | CUSIP: 18512EAF9<br>LEI: 894500N8DN2JO5ZDRQ11 | Long             | LON              | CORP              | US        |     55002 | PA      | $54898.46     | 0.02%             | 2032-04-21      | Floating      | 6.46%                 | No            |                  2 | On Loan: No      |
| CLEARWAY ENERGY OP LLC                     | Clearway Energy Operating LLC                                                   | CUSIP: 18539UAE5<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |    245000 | PA      | $221853.28    | 0.09%             | 2032-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                       | Cleveland-Cliffs, Inc.                                                          | CUSIP: 185899AP6<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |    325000 | PA      | $332310.18    | 0.13%             | 2032-03-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: —       |
| CLEVELAND-CLIFFS INC                       | Cleveland-Cliffs, Inc.                                                          | CUSIP: 185899AR2<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10345.80     | 0.00%             | 2033-05-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                       | Cleveland-Cliffs, Inc.                                                          | CUSIP: 18589GAA3<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |     90000 | PA      | $93569.57     | 0.04%             | 2034-01-15      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP INC                     | Cloud Software Group, Inc.                                                      | CUSIP: 18912UAG7<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |     85000 | PA      | $85194.74     | 0.03%             | 2033-08-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Forward Air Corporation                    | Forward Air Corp.                                                               | CUSIP: 18948EAC0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    210116 | PA      | $203068.75    | 0.08%             | 2030-12-19      | Floating      | 8.34%                 | No            |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION                     | Clydesdale Acquisition Holdings, Inc.                                           | CUSIP: 18972EAB1<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |    219000 | PA      | $219447.86    | 0.09%             | 2030-04-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION                     | Clydesdale Acquisition Holdings, Inc.                                           | CUSIP: 18972EAD7<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25084.95     | 0.01%             | 2032-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings Inc        | Clydesdale Acquisition Holdings, Inc.                                           | CUSIP: 18972FAC6<br>LEI: 254900QKSDYFR3K5YD98 | Long             | LON              | CORP              | US        |    198538 | PA      | $198400.40    | 0.08%             | 2029-04-13      | Floating      | 7.14%                 | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings Inc        | Clydesdale Acquisition Holdings, Inc.                                           | CUSIP: 18972FAE2<br>LEI: 254900QKSDYFR3K5YD98 | Long             | LON              | CORP              | US        |     89658 | PA      | $89422.73     | 0.04%             | 2032-04-01      | Floating      | 7.21%                 | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings Inc        | Clydesdale Acquisition Holdings, Inc.                                           | CUSIP: 18972FAF9<br>LEI: 254900QKSDYFR3K5YD98 | Long             | LON              | CORP              | US        |      1523 | PA      | $1519.43      | 0.00%             | 2032-04-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| COBRA ACQUISITIONCO LLC                    | Cobra AcquisitionCo LLC                                                         | CUSIP: 19106CAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    328000 | PA      | $276276.01    | 0.11%             | 2029-11-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                               | Comcast Corp.                                                                   | CUSIP: 20030NES6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    137000 | PA      | $135634.49    | 0.05%             | 2037-01-15      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| COMMERCIAL METALS CO                       | Commercial Metals Co.                                                           | CUSIP: 201723AP8<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |    200000 | PA      | $186726.40    | 0.07%             | 2031-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                     | Commonwealth Edison Co.                                                         | CUSIP: 202795KB5<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15991.49     | 0.01%             | 2055-06-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| COMSTOCK RESOURCES INC                     | Comstock Resources, Inc.                                                        | CUSIP: 205768AT1<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |    165000 | PA      | $157031.99    | 0.06%             | 2030-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CONCENTRA HEALTH SERVICE                   | Concentra Health Services, Inc.                                                 | CUSIP: 20600DAA1<br>LEI: 984500GB84105F75DE32 | Long             | DBT              | CORP              | US        |    203000 | PA      | $211736.31    | 0.08%             | 2032-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CONNECT FINCO SARL/CONNE                   | Connect Finco SARL/Connect U.S. Finco LLC                                       | CUSIP: 20752TAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    200000 | PA      | $211782.80    | 0.08%             | 2029-09-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                    | Consolidated Edison Co. of New York, Inc.                                       | CUSIP: 209111FD0<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     75000 | PA      | $66323.61     | 0.03%             | 2044-03-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED ENERGY FIN                    | Consolidated Energy Finance SA                                                  | CUSIP: 20914UAF3<br>LEI: 549300PUNIS0USNSL750 | Long             | DBT              | CORP              | LU        |    355000 | PA      | $241073.40    | 0.10%             | 2028-10-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: —       |
| CONSTELLATION BRANDS INC                   | Constellation Brands, Inc.                                                      | CUSIP: 21036PBK3<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |     28000 | PA      | $28083.37     | 0.01%             | 2027-05-09      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Construction Partners Inc                  | Construction Partners, Inc.                                                     | CUSIP: 21043XAH5<br>LEI: 549300MHLFL4E8JLZU44 | Long             | LON              | CORP              | US        |    183732 | PA      | $183732.29    | 0.07%             | 2031-11-03      | Floating      | 6.46%                 | No            |                  2 | On Loan: No      |
| COOPERAT RABOBANK UA/NY                    | Cooperatieve Rabobank UA                                                        | CUSIP: 21688ABK7<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    250000 | PA      | $255592.63    | 0.10%             | 2028-01-21      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CoreLogic Inc                              | CoreLogic, Inc.                                                                 | CUSIP: 21870FBA6<br>LEI: 54930086CD8K2UIL0516 | Long             | LON              | CORP              | US        |    247554 | PA      | $246996.86    | 0.10%             | 2028-06-02      | Floating      | 7.58%                 | No            |                  2 | On Loan: No      |
| Corel Corporation                          | Corel Corp.                                                                     | CUSIP: 21871LAB1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    156643 | PA      | $148811.12    | 0.06%             | 2026-07-02      | Floating      | 9.30%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                   | Corebridge Financial, Inc.                                                      | CUSIP: 21871X208<br>LEI: 549300XY1661QCIA7J65 | Long             | EP               | CORP              | US        |       872 | NS      | $21625.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CORPORACION INMOBILIARIA                   | Corp. Inmobiliaria Vesta SAB de CV                                              | CUSIP: 21989DAB8<br>LEI: 4469000001BIRIFZJ959 | Long             | DBT              | CORP              | MX        |    200000 | PA      | $202800.00    | 0.08%             | 2033-01-30      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Cotiviti Corporation                       | Cotiviti Corp.                                                                  | CUSIP: 22164MAB3<br>LEI: 254900YAQHVRTG4IFI64 | Long             | LON              | CORP              | US        |    237055 | PA      | $227572.48    | 0.09%             | 2031-05-01      | Floating      | 6.88%                 | No            |                  2 | On Loan: No      |
| Reworld Holding Corp                       | Reworld Holding Corp.                                                           | CUSIP: 22282GAR8<br>LEI: 40XIFLS8XDQGGHGPGC04 | Long             | LON              | CORP              | US        |    146225 | PA      | $145859.15    | 0.06%             | 2031-01-15      | Floating      | 6.27%                 | No            |                  2 | On Loan: No      |
| Covetrus Inc                               | Covetrus, Inc.                                                                  | CUSIP: 22304EAC0<br>LEI: 5493009S30DUFCF75V87 | Long             | LON              | CORP              | US        |    268087 | PA      | $233522.48    | 0.09%             | 2029-10-13      | Floating      | 9.00%                 | No            |                  2 | On Loan: No      |
| COX COMMUNICATIONS INC                     | Cox Communications, Inc.                                                        | CUSIP: 224044CR6<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |     46000 | PA      | $47321.56     | 0.02%             | 2028-09-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| COX COMMUNICATIONS INC                     | Cox Communications, Inc.                                                        | CUSIP: 224044CU9<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |     69000 | PA      | $68244.87     | 0.03%             | 2034-09-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Creative Artists Agency LLC                | Creative Artists Agency LLC                                                     | CUSIP: 22526WAU2<br>LEI: 5493008FV5TCFL3KHH96 | Long             | LON              | CORP              | US        |    407096 | PA      | $407520.05    | 0.16%             | 2031-10-01      | Floating      | 6.46%                 | No            |                  2 | On Loan: No      |
| CREDIT ACCEPTANC                           | Credit Acceptance Corp.                                                         | CUSIP: 225310AS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    205000 | PA      | $204901.60    | 0.08%             | 2030-03-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                         | Credit Agricole SA                                                              | CUSIP: 22535WAR8<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    250000 | PA      | $256353.73    | 0.10%             | 2031-05-27      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| CROWN AMERICAS LLC                         | Crown Americas LLC                                                              | CUSIP: 228180AB1<br>LEI: RPPGGRL1J75WGF2DFO04 | Long             | DBT              | CORP              | US        |    140000 | PA      | $142151.52    | 0.06%             | 2030-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CROWN AMERICAS LLC                         | Crown Americas LLC                                                              | CUSIP: 228180AC9<br>LEI: RPPGGRL1J75WGF2DFO04 | Long             | DBT              | CORP              | US        |     70000 | PA      | $70943.39     | 0.03%             | 2033-06-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                           | Crown Castle, Inc.                                                              | CUSIP: 22822VBA8<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |    107000 | PA      | $108456.57    | 0.04%             | 2028-01-11      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                           | Crown Castle, Inc.                                                              | CUSIP: 22822VBD2<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |     48000 | PA      | $49872.26     | 0.02%             | 2029-06-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| CUSHMAN & WAKEFIELD US                     | Cushman & Wakefield U.S. Borrower LLC                                           | CUSIP: 23166MAA1<br>LEI: 549300870CMN3WI5IF97 | Long             | DBT              | CORP              | US        |    275000 | PA      | $277187.08    | 0.11%             | 2028-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CUSTOMERS BANCORP INC                      | Customers Bancorp, Inc.                                                         | CUSIP: 23204G803<br>LEI: 549300WLBCHYKZ53FN68 | Long             | EP               | CORP              | US        |     48886 | NS      | $1023570.18   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| DTE ENERGY CO                              | DTE Energy Co.                                                                  | CUSIP: 233331792<br>LEI: 549300IX8SD6XXD71I78 | Long             | EP               | CORP              | US        |     72359 | NS      | $1819105.26   | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| DTE ENERGY CO                              | DTE Energy Co.                                                                  | CUSIP: 233331BJ5<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |    174000 | PA      | $176937.49    | 0.07%             | 2028-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Cushman & Wakefield U.S. Borrower, LLC     | Cushman & Wakefield U.S. Borrower LLC                                           | CUSIP: 23340DAW2<br>LEI: 549300870CMN3WI5IF97 | Long             | LON              | CORP              | US        |    137219 | PA      | $137562.39    | 0.05%             | 2030-01-31      | Floating      | 6.71%                 | No            |                  2 | On Loan: No      |
| Cushman & Wakefield US Borrower LLC        | Cushman & Wakefield U.S. Borrower LLC                                           | CUSIP: 23340DAX0<br>LEI: 549300870CMN3WI5IF97 | Long             | LON              | CORP              | US        |     86644 | PA      | $86752.42     | 0.03%             | 2030-01-31      | Floating      | 6.46%                 | No            |                  2 | On Loan: No      |
| DARDEN RESTAURANTS INC                     | Darden Restaurants, Inc.                                                        | CUSIP: 237194AP0<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | DBT              | CORP              | US        |     36000 | PA      | $36147.57     | 0.01%             | 2027-10-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Dave & Buster's Inc                        | Dave & Buster's, Inc.                                                           | CUSIP: 23833EAX2<br>LEI: 549300JAVWTAY1FT5Z45 | Long             | LON              | CORP              | US        |    294898 | PA      | $269989.98    | 0.11%             | 2029-06-29      | Floating      | 7.25%                 | No            |                  2 | On Loan: No      |
| DAVITA INC                                 | DaVita, Inc.                                                                    | CUSIP: 23918KAY4<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |    200000 | PA      | $207367.40    | 0.08%             | 2033-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Deep Blue Operating I LLC                  | Deep Blue Operating I LLC                                                       | CUSIP: 24369TAD3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    119181 | PA      | $119180.60    | 0.05%             | 2032-10-01      | Floating      | 6.88%                 | No            |                  2 | On Loan: No      |
| DEERE & COMPANY                            | Deere & Co.                                                                     | CUSIP: 244199BL8<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | DBT              | CORP              | US        |    293000 | PA      | $309099.56    | 0.12%             | 2035-01-16      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                    | John Deere Capital Corp.                                                        | CUSIP: 24422EVL0<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    210000 | PA      | $184218.29    | 0.07%             | 2031-01-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                    | John Deere Capital Corp.                                                        | CUSIP: 24422EXN4<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |     46000 | PA      | $47434.85     | 0.02%             | 2031-03-07      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                    | John Deere Capital Corp.                                                        | CUSIP: 24422EXX2<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |     83000 | PA      | $83689.98     | 0.03%             | 2031-09-08      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                    | John Deere Capital Corp.                                                        | CUSIP: 24422EYE3<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10153.82     | 0.00%             | 2030-06-05      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| DEERE FUNDING CANADA COR                   | Deere Funding Canada Corp.                                                      | CUSIP: 2442GAAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     53000 | PA      | $52885.37     | 0.02%             | 2030-10-09      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| DELEK LOG PART/FINANCE                     | Delek Logistics Partners LP/Delek Logistics Finance Corp.                       | CUSIP: 24665FAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    124000 | PA      | $129422.27    | 0.05%             | 2029-03-15      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| DELEK LOG PART/FINANCE                     | Delek Logistics Partners LP/Delek Logistics Finance Corp.                       | CUSIP: 24665FAE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    165000 | PA      | $167394.65    | 0.07%             | 2033-06-30      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                    | Dell International LLC/EMC Corp.                                                | CUSIP: 24703DBP5<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |    111000 | PA      | $110941.48    | 0.04%             | 2030-02-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                    | Dell International LLC/EMC Corp.                                                | CUSIP: 24703TAL0<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |     92000 | PA      | $93295.85     | 0.04%             | 2028-04-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| DELUXE CORP                                | Deluxe Corp.                                                                    | CUSIP: 248019AU5<br>LEI: KWGNKB8TX9LE5TV29231 | Long             | DBT              | CORP              | US        |    303000 | PA      | $300205.64    | 0.12%             | 2029-06-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: —       |
| DEUTSCHE BANK NY                           | Deutsche Bank AG                                                                | CUSIP: 251526CS6<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    250000 | PA      | $262064.79    | 0.10%             | 2029-01-18      | Fixed         | 6.72%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                     | Diamondback Energy, Inc.                                                        | CUSIP: 25278XAZ2<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    226000 | PA      | $230395.06    | 0.09%             | 2034-04-18      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                    | Walt Disney Co.                                                                 | CUSIP: 254687FL5<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |     83000 | PA      | $77195.53     | 0.03%             | 2029-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                        | Dow Chemical Co.                                                                | CUSIP: 260543DP5<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |     67000 | PA      | $67064.85     | 0.03%             | 2036-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: —       |
| Dragon Buyer, Inc                          | Dragon Buyer, Inc.                                                              | CUSIP: 26143FAB5<br>LEI: 2549006V6EIUFGF2Y127 | Long             | LON              | CORP              | US        |    248912 | PA      | $249160.55    | 0.10%             | 2031-09-30      | Floating      | 6.75%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                    | Dryden 87 CLO Ltd.                                                              | CUSIP: 26246GAY9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1011000.00   | 0.40%             | 2038-08-20      | Floating      | 8.57%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                    | Dryden 95 CLO Ltd.                                                              | CUSIP: 262487AQ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2125000 | PA      | $2106595.38   | 0.83%             | 2034-08-20      | Floating      | 7.25%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                           | Duke Energy Corp.                                                               | CUSIP: 26441CBH7<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    150000 | PA      | $138556.88    | 0.05%             | 2030-06-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| EOC Borrower LLC                           | EOC Borrower LLC                                                                | CUSIP: 26875YAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    313802 | PA      | $313998.24    | 0.12%             | 2032-03-24      | Floating      | 6.96%                 | No            |                  2 | On Loan: No      |
| ERP OPERATING LP                           | ERP Operating LP                                                                | CUSIP: 26884ABQ5<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              |  | US        |     15000 | PA      | $15370.77     | 0.01%             | 2032-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| EASTMAN CHEMICAL CO                        | Eastman Chemical Co.                                                            | CUSIP: 277432AX8<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | DBT              | CORP              | US        |    164000 | PA      | $172268.86    | 0.07%             | 2033-03-08      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ECOLAB INC                                 | Ecolab, Inc.                                                                    | CUSIP: 278865BP4<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |    125000 | PA      | $128372.43    | 0.05%             | 2028-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ECOLAB INC                                 | Ecolab, Inc.                                                                    | CUSIP: 278865BQ2<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |     29000 | PA      | $29203.52     | 0.01%             | 2028-06-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| EDGEWELL PERSONAL CARE                     | Edgewell Personal Care Co.                                                      | CUSIP: 28035QAB8<br>LEI: 549300CY8QZDL4Z3RU59 | Long             | DBT              | CORP              | US        |    250000 | PA      | $237439.60    | 0.09%             | 2029-04-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| EMBRAER NETHERLANDS FINA                   | Embraer Netherlands Finance BV                                                  | CUSIP: 29082HAF9<br>LEI: 724500PBR8LR26XBSP67 | Long             | DBT              | CORP              | NL        |    245000 | PA      | $245000.00    | 0.10%             | 2038-01-09      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                         | Energy Transfer LP                                                              | CUSIP: 292480AL4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    189000 | PA      | $191783.00    | 0.08%             | 2028-05-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                               | Enbridge, Inc.                                                                  | CUSIP: 29250NCH6<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     29000 | PA      | $29279.29     | 0.01%             | 2028-06-20      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                         | Energy Transfer LP                                                              | CUSIP: 29273VAX8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1067518.00   | 0.42%             | 2054-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| ENERSYS                                    | EnerSys                                                                         | CUSIP: 29275YAC6<br>LEI: 7ZS3DE5PN30BYUJFWP05 | Long             | DBT              | CORP              | US        |    150000 | PA      | $148115.28    | 0.06%             | 2027-12-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Endo Luxembourg Finance Company I S.a r.l. | Endo Luxembourg Finance Co. I SARL                                              | CUSIP: 29280UAD5<br>LEI: 222100B15VY0VVCTG251 | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2031-04-23      | Floating      | 7.96%                 | No            |                  2 | On Loan: No      |
| ENTEGRIS INC                               | Entegris, Inc.                                                                  | CUSIP: 29365BAB9<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |    200000 | PA      | $203048.00    | 0.08%             | 2030-06-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ENTERGY TEXAS INC                          | Entergy Texas, Inc.                                                             | CUSIP: 29365TAQ7<br>LEI: LWXX58X12AJXISQ28573 | Long             | DBT              | CORP              | US        |     32000 | PA      | $32964.43     | 0.01%             | 2035-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                   | Enterprise Products Operating LLC                                               | CUSIP: 29379VCK7<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     37000 | PA      | $37457.16     | 0.01%             | 2031-01-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| EQUIPMENTSHARE.COM INC                     | EquipmentShare.com, Inc.                                                        | CUSIP: 29450YAB5<br>LEI: 254900PWJK48CGPKPI80 | Long             | DBT              | CORP              | US        |     16000 | PA      | $16146.90     | 0.01%             | 2032-05-15      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| EQUIPMENTSHARE.COM INC                     | EquipmentShare.com, Inc.                                                        | CUSIP: 29450YAC3<br>LEI: 254900PWJK48CGPKPI80 | Long             | DBT              | CORP              | US        |    302000 | PA      | $296054.34    | 0.12%             | 2033-03-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| EUSHI FINANCE INC                          | EUSHI Finance, Inc.                                                             | CUSIP: 29882DAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    450000 | PA      | $473156.55    | 0.19%             | 2054-12-15      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| EVERGY KANSAS CENTRAL                      | Evergy Kansas Central, Inc.                                                     | CUSIP: 30036FAE1<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |     19000 | PA      | $19167.33     | 0.01%             | 2028-03-13      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| EXCELERATE ENERGY LP                       | Excelerate Energy LP                                                            | CUSIP: 30069UAA6<br>LEI: LGL4IE90TNTFYJ55BK06 | Long             | DBT              | CORP              | US        |    190000 | PA      | $200599.34    | 0.08%             | 2030-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| F&G ANNUITIES & LIFE INC                   | F&G Annuities & Life, Inc.                                                      | CUSIP: 30190AAG9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     19000 | PA      | $19312.71     | 0.01%             | 2034-10-04      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| EZCORP INC                                 | EZCORP, Inc.                                                                    | CUSIP: 302301AJ5<br>LEI: 5493003K6PG3ZQ7TUQ63 | Long             | DBT              | CORP              | US        |    120000 | PA      | $126749.76    | 0.05%             | 2032-04-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| FMC CORP                                   | FMC Corp.                                                                       | CUSIP: 302491AZ8<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1455715.05   | 0.58%             | 2055-11-01      | Fixed         | 8.45%                 | No            |                  2 | On Loan: No      |
| FORTESCUE TREASURY PTY L                   | Fortescue Treasury Pty. Ltd.                                                    | CUSIP: 30251GBC0<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |    213000 | PA      | $206156.74    | 0.08%             | 2031-04-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| FNB CORP                                   | FNB Corp.                                                                       | CUSIP: 302520AD3<br>LEI: PCYSKIGYNYFDTBLVZU83 | Long             | DBT              | CORP              | US        |    140000 | PA      | $142734.78    | 0.06%             | 2030-12-11      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                         | Meta Platforms, Inc.                                                            | CUSIP: 30303MAD4<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |     46000 | PA      | $46203.38     | 0.02%             | 2035-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                | Federal Home Loan Mortgage Corp.                                                | CUSIP: 3132D6BF6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    984567 | PA      | $928445.94    | 0.37%             | 2037-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                | Federal Home Loan Mortgage Corp.                                                | CUSIP: 3132DWD67<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1463691 | PA      | $1297728.15   | 0.51%             | 2052-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                | Federal Home Loan Mortgage Corp.                                                | CUSIP: 3132DWDR1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1273442 | PA      | $1081787.94   | 0.43%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                | Federal Home Loan Mortgage Corp.                                                | CUSIP: 3132DWEP4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2326460 | PA      | $2065904.34   | 0.82%             | 2052-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                | Federal Home Loan Mortgage Corp.                                                | CUSIP: 3132DWH22<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1749782 | PA      | $1768101.99   | 0.70%             | 2053-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                | Federal Home Loan Mortgage Corp.                                                | CUSIP: 3132DWKP7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    773411 | PA      | $791541.13    | 0.31%             | 2054-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                | Federal Home Loan Mortgage Corp.                                                | CUSIP: 3132DWMY6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1452397 | PA      | $1467569.86   | 0.58%             | 2054-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                | Federal Home Loan Mortgage Corp.                                                | CUSIP: 3132DWNJ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    913324 | PA      | $922912.28    | 0.36%             | 2054-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                | Federal Home Loan Mortgage Corp.                                                | CUSIP: 3132DWPS6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    953869 | PA      | $963834.28    | 0.38%             | 2055-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                | Federal Home Loan Mortgage Corp.                                                | CUSIP: 3133B9KZ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1951140 | PA      | $1586373.89   | 0.63%             | 2052-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                 | Federal National Mortgage Association                                           | CUSIP: 3140XMV86<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6432444 | PA      | $5463795.13   | 2.16%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                 | Federal National Mortgage Association                                           | CUSIP: 3140XPU64<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3570337 | PA      | $3360709.95   | 1.33%             | 2038-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                 | Federal National Mortgage Association                                           | CUSIP: 31418E3C2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1463618 | PA      | $1458665.27   | 0.58%             | 2054-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                 | Federal National Mortgage Association                                           | CUSIP: 31418ECQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1706253 | PA      | $1456340.21   | 0.58%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                 | Federal National Mortgage Association                                           | CUSIP: 31418ECV0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3000731 | PA      | $2823350.06   | 1.12%             | 2037-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                 | Federal National Mortgage Association                                           | CUSIP: 31418EDC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1889371 | PA      | $1610296.24   | 0.64%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                 | Federal National Mortgage Association                                           | CUSIP: 31418ER69<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1057979 | PA      | $1035476.79   | 0.41%             | 2053-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                 | Federal National Mortgage Association                                           | CUSIP: 31418ET42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2034347 | PA      | $1989520.82   | 0.79%             | 2053-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                 | Federal National Mortgage Association                                           | CUSIP: 31418EV80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1257026 | PA      | $1273765.48   | 0.50%             | 2053-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                 | Federal National Mortgage Association                                           | CUSIP: 31418FEC7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    938942 | PA      | $934384.88    | 0.37%             | 2054-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                | Federal Home Loan Mortgage Corp.                                                | CUSIP: 3142J6AN3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1474866 | PA      | $1467783.04   | 0.58%             | 2055-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDEX 2020-1 PASS TST                      | Federal Express Corp. Pass-Through Trusts                                       | CUSIP: 314353AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     34434 | PA      | $30157.84     | 0.01%             | 2034-02-20      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| First Brands Group LLC                     | First Brands Group LLC                                                          | CUSIP: 31935HAD9<br>LEI: 2549005IXRZR7KSBJD91 | Long             | LON              | CORP              | US        |    162470 | PA      | $17871.66     | 0.01%             | 2027-03-30      | Floating      | 9.10%                 | Yes           |                  2 | On Loan: No      |
| First Brands Group LLC                     | First Brands Group LLC                                                          | CUSIP: 31935HAG2<br>LEI: 2549005IXRZR7KSBJD91 | Long             | LON              | CORP              | US        |    141209 | PA      | $14473.88     | 0.01%             | 2027-03-30      | Floating      | 9.10%                 | Yes           |                  2 | On Loan: No      |
| First Brands Group, LLC                    | First Brands Group LLC                                                          | CUSIP: 31935HAM9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     55486 | PA      | $58815.50     | 0.02%             | 2026-06-29      | Floating      | 14.13%                | No            |                  2 | On Loan: No      |
| FIRST CITIZENS BANCSHARE                   | First Citizens BancShares, Inc.                                                 | CUSIP: 31959XAF0<br>LEI: 549300N3Z00ZHE2XC526 | Long             | DBT              | CORP              | US        |     38000 | PA      | $38574.98     | 0.02%             | 2040-03-12      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| FIRST CITIZENS BANCSHARE                   | First Citizens BancShares, Inc.                                                 | CUSIP: 319626AA5<br>LEI: 549300N3Z00ZHE2XC526 | Long             | DBT              | CORP              | US        |     59000 | PA      | $58785.91     | 0.02%             | 2035-09-05      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| FIRST HORIZON BANK                         | First Horizon Bank                                                              | CUSIP: 337158AJ8<br>LEI: COOWI3L2W9TPYR3WJX37 | Long             | DBT              | CORP              | US        |    500000 | PA      | $517002.52    | 0.20%             | 2030-05-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| FIRSTCASH INC                              | FirstCash, Inc.                                                                 | CUSIP: 33767DAB1<br>LEI: 549300V2X3UU7K0DG350 | Long             | DBT              | CORP              | US        |    200000 | PA      | $197261.30    | 0.08%             | 2028-09-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                 | Fiserv, Inc.                                                                    | CUSIP: 337738BN7<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |     59000 | PA      | $58572.31     | 0.02%             | 2034-08-12      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Fleet Midco I Limited                      | Fleet Midco I Ltd.                                                              | CUSIP: 33902UAD5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    108803 | PA      | $108803.17    | 0.04%             | 2031-02-21      | Floating      | 6.54%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                   | Florida Power & Light Co.                                                       | CUSIP: 341081GT8<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |     91000 | PA      | $94547.39     | 0.04%             | 2029-06-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| FLUTTER TREASURY DAC                       | Flutter Treasury DAC                                                            | CUSIP: 344045AB5<br>LEI: 635400JE8VLL9UFVIC38 | Long             | DBT              | CORP              | IE        |    210000 | PA      | $212625.00    | 0.08%             | 2031-06-04      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Focus Financial Partners LLC               | Focus Financial Partners LLC                                                    | CUSIP: 34416DBD9<br>LEI: 5493007L0E0VKRC2CP39 | Long             | LON              | CORP              | US        |    355965 | PA      | $356632.06    | 0.14%             | 2031-09-15      | Floating      | 6.71%                 | No            |                  2 | On Loan: No      |
| FOCUS FINANCIAL PARTNERS                   | Focus Financial Partners LLC                                                    | CUSIP: 34417VAA5<br>LEI: 5493007L0E0VKRC2CP39 | Long             | DBT              | CORP              | US        |    200000 | PA      | $206134.91    | 0.08%             | 2031-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Foley Products Company LLC                 | Foley Products Co. LLC                                                          | CUSIP: 34430DAC4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    173600 | PA      | $173708.39    | 0.07%             | 2028-12-29      | Floating      | 8.90%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                         | Ford Motor Co.                                                                  | CUSIP: 345370845<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | EP               | CORP              | US        |      7500 | NS      | $167850.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortress Intermediate 3, Inc               | Fortress Intermediate 3, Inc.                                                   | CUSIP: 34966LAD6<br>LEI: 254900NLAZ3JQJW5JP75 | Long             | LON              | CORP              | US        |    299246 | PA      | $297750.00    | 0.12%             | 2031-06-27      | Floating      | 7.11%                 | No            |                  2 | On Loan: No      |
| FORTRESS INTERMEDIATE                      | Fortress Intermediate 3, Inc.                                                   | CUSIP: 34966MAA0<br>LEI: 254900NLAZ3JQJW5JP75 | Long             | DBT              | CORP              | US        |    150000 | PA      | $156411.00    | 0.06%             | 2031-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                      | Foundry JV Holdco LLC                                                           | CUSIP: 350930AA1<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    200000 | PA      | $206498.18    | 0.08%             | 2034-01-25      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| GBT US III LLC                             | GBT U.S. III LLC                                                                | CUSIP: 36154HAC4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    248747 | PA      | $249006.05    | 0.10%             | 2031-07-25      | Floating      | 6.36%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association   | Government National Mortgage Association                                        | CUSIP: 36179WJR0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1154119 | PA      | $999401.57    | 0.39%             | 2051-07-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association   | Government National Mortgage Association                                        | CUSIP: 36179WNF1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1522815 | PA      | $1369823.61   | 0.54%             | 2051-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association   | Government National Mortgage Association                                        | CUSIP: 36179WXK9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1947181 | PA      | $1750426.58   | 0.69%             | 2052-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association   | Government National Mortgage Association                                        | CUSIP: 3618N5GP8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1927794 | PA      | $1944632.89   | 0.77%             | 2055-02-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GFL Environmental Inc                      | GFL Environmental, Inc.                                                         | CUSIP: 36257SAB8<br>LEI: 254900PGDQWC19PRP053 | Long             | LON              | CORP              | US        |    368829 | PA      | $368521.51    | 0.15%             | 2032-03-03      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| GXO LOGISTICS INC                          | GXO Logistics, Inc.                                                             | CUSIP: 36262GAF8<br>LEI: 5493007CNWMXN78JRN66 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52553.42     | 0.02%             | 2029-05-06      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| GE HEALTHCARE TECH INC                     | GE HealthCare Technologies, Inc.                                                | CUSIP: 36266GAC1<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |     26000 | PA      | $26945.30     | 0.01%             | 2035-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GE HEALTHCARE TECH INC                     | GE HealthCare Technologies, Inc.                                                | CUSIP: 36267VAF0<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102958.65    | 0.04%             | 2027-11-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| BOOST NEWCO BORROWER LLC                   | Boost Newco Borrower LLC                                                        | CUSIP: 36268NAA8<br>LEI: 254900S8RE1OL7TTCU64 | Long             | DBT              | CORP              | US        |    200000 | PA      | $212474.00    | 0.08%             | 2031-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| GC TREASURY CENTRE CO                      | GC Treasury Center Co. Ltd.                                                     | CUSIP: 36830AAD9<br>LEI: 549300LUFQBC2EQNAR40 | Long             | DBT              | CORP              | TH        |    350000 | PA      | $362063.50    | 0.14%             | 2035-03-10      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| GENERAL ELECTRIC CO                        | General Electric Co.                                                            | CUSIP: 369604CA9<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |     24000 | PA      | $24445.76     | 0.01%             | 2036-01-29      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                          | General Motors Co.                                                              | CUSIP: 37045VBC3<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |     57000 | PA      | $58373.59     | 0.02%             | 2028-04-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                     | General Motors Financial Co., Inc.                                              | CUSIP: 37045XER3<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     17000 | PA      | $17818.20     | 0.01%             | 2031-02-08      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                     | General Motors Financial Co., Inc.                                              | CUSIP: 37045XEY8<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    148000 | PA      | $153925.07    | 0.06%             | 2031-06-18      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| GENESIS ENERGY LP/FIN                      | Genesis Energy LP/Genesis Energy Finance Corp.                                  | CUSIP: 37185LAN2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    345000 | PA      | $363608.27    | 0.14%             | 2030-04-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| GENESIS ENERGY LP/FIN                      | Genesis Energy LP/Genesis Energy Finance Corp.                                  | CUSIP: 37185LAR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15000 | PA      | $15492.15     | 0.01%             | 2033-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| GEORGIA-PACIFIC LLC                        | Georgia-Pacific LLC                                                             | CUSIP: 37331NAN1<br>LEI: L2EVHWFHVAQK72TMH265 | Long             | DBT              | CORP              | US        |     48000 | PA      | $47226.74     | 0.02%             | 2026-05-15      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| GEORGIA-PACIFIC LLC                        | Georgia-Pacific LLC                                                             | CUSIP: 37331NAR2<br>LEI: L2EVHWFHVAQK72TMH265 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25179.99     | 0.01%             | 2028-06-30      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                        | Gilead Sciences, Inc.                                                           | CUSIP: 375558CB7<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |     71000 | PA      | $72870.94     | 0.03%             | 2029-11-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                        | Gilead Sciences, Inc.                                                           | CUSIP: 375558CC5<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |     49000 | PA      | $50479.17     | 0.02%             | 2035-06-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| MAGNERA CORP                               | Magnera Corp.                                                                   | CUSIP: 377320AA4<br>LEI: 549300LDQLQBT38QDY28 | Long             | DBT              | CORP              | US        |    194000 | PA      | $161543.82    | 0.06%             | 2029-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| GLAXOSMITHKLINE CAP INC                    | GlaxoSmithKline Capital, Inc.                                                   | CUSIP: 377372AP2<br>LEI: 5493007Q8VD7Q3ZYZS59 | Long             | DBT              | CORP              | US        |     55000 | PA      | $55813.54     | 0.02%             | 2030-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GLOBAL ATLANTIC FIN CO                     | Global Atlantic Fin Co.                                                         | CUSIP: 37959GAG2<br>LEI: 98450051B2E65CAA7E94 | Long             | DBT              | CORP              | US        |    700000 | PA      | $731845.80    | 0.29%             | 2054-10-15      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| Gloves Buyer Inc                           | Gloves Buyer, Inc.                                                              | CUSIP: 37987UAG7<br>LEI: 54930015O0Y94T5H8Z18 | Long             | LON              | CORP              | US        |    277475 | PA      | $272734.59    | 0.11%             | 2032-05-21      | Floating      | 7.96%                 | No            |                  2 | On Loan: No      |
| GOEASY LTD                                 | goeasy Ltd.                                                                     | CUSIP: 380355AJ6<br>LEI: 5493009DJVZG2P8YV435 | Long             | DBT              | CORP              | CA        |    218000 | PA      | $219579.19    | 0.09%             | 2029-07-01      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| GOEASY LTD                                 | goeasy Ltd.                                                                     | CUSIP: 380355AM9<br>LEI: 5493009DJVZG2P8YV435 | Long             | DBT              | CORP              | CA        |     10000 | PA      | $9828.13      | 0.00%             | 2030-05-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| GOEASY LTD                                 | goeasy Ltd.                                                                     | CUSIP: 380355AR8<br>LEI: 5493009DJVZG2P8YV435 | Long             | DBT              | CORP              | CA        |     35000 | PA      | $34203.44     | 0.01%             | 2031-02-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                    | Goldman Sachs Group, Inc.                                                       | CUSIP: 38141GB60<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     41000 | PA      | $41517.69     | 0.02%             | 2030-10-23      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                    | Goldman Sachs Group, Inc.                                                       | CUSIP: 38141GD35<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     53000 | PA      | $52771.65     | 0.02%             | 2031-10-21      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                    | Goldman Sachs Group, Inc.                                                       | CUSIP: 38141GFD1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     56000 | PA      | $62790.67     | 0.02%             | 2037-10-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                    | Goldman Sachs Group, Inc.                                                       | CUSIP: 38141GWZ3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     18000 | PA      | $18007.61     | 0.01%             | 2029-05-01      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                    | Goldman Sachs Group, Inc.                                                       | CUSIP: 38141GYG3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    225000 | PA      | $219847.24    | 0.09%             | 2027-09-10      | Fixed         | 1.54%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                    | Goldman Sachs Group, Inc.                                                       | CUSIP: 38141GYJ7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    327000 | PA      | $291398.08    | 0.12%             | 2032-07-21      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Goodnight Water Solutions LLC              | Goodnight Water Solutions LLC                                                   | CUSIP: 38238YAC3<br>LEI: 254900CZJ6KUEVU9QV27 | Long             | LON              | CORP              | US        |    198413 | PA      | $195313.49    | 0.08%             | 2029-06-04      | Floating      | 7.96%                 | No            |                  2 | On Loan: No      |
| GOODMAN US FINANCE SIX                     | Goodman U.S. Finance Six LLC                                                    | CUSIP: 38239EAC6<br>LEI: N/A                  | Long             | DBT              |  | US        |     29000 | PA      | $29451.86     | 0.01%             | 2034-10-07      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Greystar Real Estate Partners, LLC         | Greystar Real Estate Partners LLC                                               | CUSIP: 39806LAJ6<br>LEI: 254900HGC806SXAS4M46 | Long             | LON              | CORP              | US        |    298496 | PA      | $298495.89    | 0.12%             | 2030-08-21      | Floating      | 6.48%                 | No            |                  2 | On Loan: No      |
| GREYSTAR REAL ESTATE PAR                   | Greystar Real Estate Partners LLC                                               | CUSIP: 39807UAD8<br>LEI: 254900HGC806SXAS4M46 | Long             | DBT              | CORP              | US        |    110000 | PA      | $116314.22    | 0.05%             | 2030-09-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Groundworks LLC                            | Groundworks LLC                                                                 | CUSIP: 39954EAB9<br>LEI: 254900K8GTHJMCG1DB32 | Long             | LON              | CORP              | US        |    173195 | PA      | $173194.78    | 0.07%             | 2031-03-14      | Floating      | 6.99%                 | No            |                  2 | On Loan: No      |
| Groundworks LLC                            | Groundworks LLC                                                                 | CUSIP: 39954EAC7<br>LEI: 254900K8GTHJMCG1DB32 | Long             | LON              | CORP              | US        |     32215 | PA      | $32215.29     | 0.01%             | 2031-03-14      | Floating      | 6.99%                 | No            |                  2 | On Loan: No      |
| GRUBHUB HOLDINGS INC                       | GrubHub Holdings, Inc.                                                          | CUSIP: 40010PAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    227360 | PA      | $191571.26    | 0.08%             | 2030-07-31      | Fixed         | 13.00%                | No            |                  2 | On Loan: No      |
| Gulfside Supply Inc                        | Gulfside Supply, Inc.                                                           | CUSIP: 40273UAE9<br>LEI: 5493009BEGVKVXE2HW08 | Long             | LON              | CORP              | US        |    215555 | PA      | $212860.89    | 0.08%             | 2031-06-17      | Floating      | 7.00%                 | No            |                  2 | On Loan: No      |
| HLF FIN SARL LLC/HERBALI                   | HLF Financing SARL LLC/Herbalife International, Inc.                            | CUSIP: 40390DAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    305000 | PA      | $267668.76    | 0.11%             | 2029-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: —       |
| HLF FIN SARL LLC/HERBALI                   | HLF Financing SARL LLC/Herbalife International, Inc.                            | CUSIP: 40390DAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    255000 | PA      | $275706.26    | 0.11%             | 2029-04-15      | Fixed         | 12.25%                | No            |                  2 | On Loan: No      |
| HF SINCLAIR CORP                           | HF Sinclair Corp.                                                               | CUSIP: 403949AQ3<br>LEI: 2549009G116AM01XHN24 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35029.46     | 0.01%             | 2028-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HCA INC                                    | HCA, Inc.                                                                       | CUSIP: 404119CA5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    132000 | PA      | $126823.84    | 0.05%             | 2030-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HCA INC                                    | HCA, Inc.                                                                       | CUSIP: 404119CJ6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     14000 | PA      | $13617.82     | 0.01%             | 2029-03-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| HCA INC                                    | HCA, Inc.                                                                       | CUSIP: 404119CT4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     52000 | PA      | $54121.31     | 0.02%             | 2031-04-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| HCA INC                                    | HCA, Inc.                                                                       | CUSIP: 404119DA4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     60000 | PA      | $62617.68     | 0.02%             | 2032-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                          | HSBC Holdings PLC                                                               | CUSIP: 404280DU0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $208367.56    | 0.08%             | 2029-03-09      | Fixed         | 6.16%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                          | HSBC Holdings PLC                                                               | CUSIP: 404280FB0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $204338.40    | 0.08%             | 2036-09-10      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| Hanesbrands, Inc.                          | Hanesbrands, Inc.                                                               | CUSIP: 410346AY6<br>LEI: GX5LWVWZLL5S4W1L2F20 | Long             | LON              | CORP              | US        |     66148 | PA      | $66312.97     | 0.03%             | 2032-03-07      | Floating      | 6.71%                 | No            |                  2 | On Loan: No      |
| Hanger Inc                                 | Hanger, Inc.                                                                    | CUSIP: 41043BAH1<br>LEI: 254900ZJJJYVLHJXSZ60 | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2031-10-23      | Floating      | 7.46%                 | No            |                  2 | On Loan: No      |
| Hanger Inc                                 | Hanger, Inc.                                                                    | CUSIP: 41043BAJ7<br>LEI: 254900ZJJJYVLHJXSZ60 | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2031-10-23      | Floating      | 7.46%                 | No            |                  2 | On Loan: No      |
| HANOVER INSURANCE GROUP                    | Hanover Insurance Group, Inc.                                                   | CUSIP: 410867AH8<br>LEI: JJYR6MFKFF6CF8DBZ078 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30474.90     | 0.01%             | 2035-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HARVEST MIDSTREAM I LP                     | Harvest Midstream I LP                                                          | CUSIP: 417558AB9<br>LEI: 549300DW5M17KJOXCY66 | Long             | DBT              | CORP              | US        |    445000 | PA      | $461166.41    | 0.18%             | 2032-05-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| HAT HOLDINGS I LLC/HAT                     | HAT Holdings I LLC/HAT Holdings II LLC                                          | CUSIP: 418751AE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     77000 | PA      | $76238.45     | 0.03%             | 2026-06-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                          | Herc Holdings, Inc.                                                             | CUSIP: 42704LAF1<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |     68000 | PA      | $71174.17     | 0.03%             | 2030-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                          | Herc Holdings, Inc.                                                             | CUSIP: 42704LAG9<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |    145000 | PA      | $152873.94    | 0.06%             | 2033-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Herschend Entertainment Company, LLC       | Herschend Entertainment Co. LLC                                                 | CUSIP: 42778EAG6<br>LEI: 54930087KQ7RPDXK0716 | Long             | LON              | CORP              | US        |    140350 | PA      | $140788.38    | 0.06%             | 2032-05-27      | Floating      | 7.21%                 | No            |                  2 | On Loan: No      |
| HERSHEY COMPANY                            | Hershey Co.                                                                     | CUSIP: 427866BK3<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | DBT              | CORP              | US        |     41000 | PA      | $41672.42     | 0.02%             | 2028-02-24      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| HERTZ CORP/THE                             | Hertz Corp.                                                                     | CUSIP: 428040DA4<br>LEI: 549300PD0C69OJ0NLB27 | Long             | DBT              | CORP              | US        |    129000 | PA      | $125256.50    | 0.05%             | 2026-12-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: —       |
| HERTZ CORP/THE                             | Hertz Corp.                                                                     | CUSIP: 428040DC0<br>LEI: 549300PD0C69OJ0NLB27 | Long             | DBT              | CORP              | US        |     85000 | PA      | $84140.85     | 0.03%             | 2029-07-15      | Fixed         | 12.63%                | No            |                  2 | On Loan: No      |
| Hertz Corporation (The)                    | Hertz Corp.                                                                     | CUSIP: 42804VBD2<br>LEI: 549300PD0C69OJ0NLB27 | Long             | LON              | CORP              | US        |    360748 | PA      | $296715.56    | 0.12%             | 2028-06-30      | Floating      | 7.74%                 | No            |                  2 | On Loan: No      |
| HP ENTERPRISE CO                           | Hewlett Packard Enterprise Co.                                                  | CUSIP: 42824CCA5<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |     52000 | PA      | $51590.86     | 0.02%             | 2030-10-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Highline Aftermarket Acquisition, LLC      | Highline Aftermarket Acquisition LLC                                            | CUSIP: 43110HAF6<br>LEI: 254900Q5W6G5KG3GHJ04 | Long             | LON              | CORP              | US        |    223000 | PA      | $222720.85    | 0.09%             | 2030-02-19      | Floating      | 7.70%                 | No            |                  2 | On Loan: No      |
| HighTower Holdings LLC                     | HighTower Holdings LLC                                                          | CUSIP: 43117LAP8<br>LEI: 254900MKOSB7RTMA9K12 | Long             | LON              | CORP              | US        |    236432 | PA      | $235840.86    | 0.09%             | 2032-02-03      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                   | Hilcorp Energy I LP/Hilcorp Finance Co.                                         | CUSIP: 431318AV6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    323000 | PA      | $305823.15    | 0.12%             | 2031-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                   | Hilcorp Energy I LP/Hilcorp Finance Co.                                         | CUSIP: 431318AZ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $47469.84     | 0.02%             | 2032-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                   | Hilcorp Energy I LP/Hilcorp Finance Co.                                         | CUSIP: 431318BG8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15000 | PA      | $14449.19     | 0.01%             | 2035-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| HILTON GRAND VAC LLC/INC                   | Hilton Grand Vacations Borrower LLC/Hilton Grand Vacations Borrower, Inc.       | CUSIP: 43284MAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    315000 | PA      | $302467.73    | 0.12%             | 2029-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                             | Home Depot, Inc.                                                                | CUSIP: 437076CW0<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     48000 | PA      | $49408.31     | 0.02%             | 2029-04-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Homeserve USA Holding Corp                 | Homeserve USA Holding Corp.                                                     | CUSIP: 43761EAD0<br>LEI: 254900UCR2BMZVFOR729 | Long             | LON              | CORP              | US        |    198990 | PA      | $198741.16    | 0.08%             | 2030-10-21      | Floating      | 6.03%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                    | Honeywell International, Inc.                                                   | CUSIP: 438516CF1<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |     22000 | PA      | $19111.99     | 0.01%             | 2031-09-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| HORMEL FOODS CORP                          | Hormel Foods Corp.                                                              | CUSIP: 440452AK6<br>LEI: MSD54751OJP1FS2ND863 | Long             | DBT              | CORP              | US        |     72000 | PA      | $72780.03     | 0.03%             | 2027-03-30      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| HOWARD MIDSTREAM ENERGY                    | Howard Midstream Energy Partners LLC                                            | CUSIP: 442722AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    260000 | PA      | $272444.38    | 0.11%             | 2032-07-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| HOWDEN UK REFINANCE / US                   | Howden U.K. Refinance PLC/Howden U.K. Refinance 2 PLC/Howden U.S. Refinance LLC | CUSIP: 44287GAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    265000 | PA      | $273131.26    | 0.11%             | 2031-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| HUB International Limited                  | HUB International Ltd.                                                          | CUSIP: 44332EAZ9<br>LEI: 549300JQT6ATTUNS5E06 | Long             | LON              | CORP              | US        |    250760 | PA      | $251452.16    | 0.10%             | 2030-06-20      | Floating      | 6.12%                 | No            |                  2 | On Loan: No      |
| HUDBAY MINERALS INC                        | Hudbay Minerals, Inc.                                                           | CUSIP: 443628AH5<br>LEI: 894500LX3TMESP27BE29 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $101257.80    | 0.04%             | 2029-04-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                 | Humana, Inc.                                                                    | CUSIP: 444859BN1<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     96000 | PA      | $97315.88     | 0.04%             | 2030-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                 | Humana, Inc.                                                                    | CUSIP: 444859BV3<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    489000 | PA      | $515342.48    | 0.20%             | 2033-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                    | Hyundai Capital America                                                         | CUSIP: 44891ADK0<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     73000 | PA      | $73809.11     | 0.03%             | 2027-11-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                    | Hyundai Capital America                                                         | CUSIP: 44891ADP9<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     38000 | PA      | $38284.79     | 0.02%             | 2027-03-25      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                    | Hyundai Capital America                                                         | CUSIP: 44891ADX2<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     56000 | PA      | $57897.50     | 0.02%             | 2032-06-23      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                    | Hyundai Capital America                                                         | CUSIP: 44891AEA1<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     62000 | PA      | $61872.13     | 0.02%             | 2030-09-18      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| IBM INTERNAT CAPITAL                       | IBM International Capital Pte. Ltd.                                             | CUSIP: 449276AD6<br>LEI: 2549007KTXQQBYZO7485 | Long             | DBT              | CORP              | SG        |    166000 | PA      | $169272.75    | 0.07%             | 2031-02-05      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| IHS HOLDING LTD                            | IHS Holding Ltd.                                                                | CUSIP: 44963HAD7<br>LEI: 213800CLGMKL63VKTD94 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $208061.12    | 0.08%             | 2031-11-29      | Fixed         | 8.25%                 | No            |                  2 | On Loan: —       |
| IMC Financing LLC                          | IMC Financing LLC                                                               | CUSIP: 44967NAB4<br>LEI: 724500MHXKWDKAGMOW56 | Long             | LON              | CORP              | NL        |    114900 | PA      | $115904.89    | 0.05%             | 2032-06-18      | Floating      | 7.53%                 | No            |                  2 | On Loan: No      |
| ILIAD HOLDING SAS                          | Iliad Holding SAS                                                               | CUSIP: 449691AG9<br>LEI: 9695009BGMXB527HV965 | Long             | DBT              | CORP              | FR        |    404000 | PA      | $413442.29    | 0.16%             | 2032-04-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| IXS Holdings Inc                           | IXS Holdings, Inc.                                                              | CUSIP: 45074HAC2<br>LEI: 254900I3GPHU9VH9Z454 | Long             | LON              | CORP              | US        |    209475 | PA      | $207554.74    | 0.08%             | 2029-09-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ITT HOLDINGS LLC                           | ITT Holdings LLC                                                                | CUSIP: 45074JAA2<br>LEI: 549300TH2PHOLK31LB42 | Long             | DBT              | CORP              | US        |    375000 | PA      | $363214.73    | 0.14%             | 2029-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Icebox Holdco III Inc                      | Icebox Holdco III, Inc.                                                         | CUSIP: 45114NAB3<br>LEI: 254900DLB65AKI8CQ466 | Long             | LON              | CORP              | US        |    143182 | PA      | $143488.59    | 0.06%             | 2031-12-22      | Floating      | 7.25%                 | No            |                  2 | On Loan: No      |
| IMOLA MERGER CORP                          | Imola Merger Corp.                                                              | CUSIP: 45258LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    185000 | PA      | $182355.49    | 0.07%             | 2029-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CRESCENT ENERGY FINANCE                    | Crescent Energy Finance LLC                                                     | CUSIP: 45344LAD5<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |    193000 | PA      | $187121.90    | 0.07%             | 2032-04-01      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| CRESCENT ENERGY FINANCE                    | Crescent Energy Finance LLC                                                     | CUSIP: 45344LAG8<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |     75000 | PA      | $73355.25     | 0.03%             | 2034-01-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Nielsen Consumer Inc                       | Nielsen Consumer, Inc.                                                          | CUSIP: 45674PAS3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    284454 | PA      | $284098.44    | 0.11%             | 2030-10-31      | Floating      | 6.46%                 | No            |                  2 | On Loan: No      |
| INSULET CORPORATION                        | Insulet Corp.                                                                   | CUSIP: 45784PAL5<br>LEI: 549300TZTYD2PYN92D43 | Long             | DBT              | CORP              | US        |    145000 | PA      | $151068.25    | 0.06%             | 2033-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                 | Intel Corp.                                                                     | CUSIP: 458140CA6<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     46000 | PA      | $44431.07     | 0.02%             | 2032-08-05      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                    | Inter-American Development Bank                                                 | CUSIP: 4581X0EH7<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |     85000 | PA      | $85611.95     | 0.03%             | 2028-01-12      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| INVERSIONES CMPC SA                        | Inversiones CMPC SA                                                             | CUSIP: 46128MAT8<br>LEI: 549300G475ACIABB4385 | Long             | DBT              | CORP              | CL        |    200000 | PA      | $207492.80    | 0.08%             | 2034-02-26      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| ION PLAT FIN US/SARL                       | ION Platform Finance U.S., Inc./ION Platform Finance SARL                       | CUSIP: 46206AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $190988.48    | 0.08%             | 2028-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ION PLAT FIN US/SARL                       | ION Platform Finance U.S., Inc./ION Platform Finance SARL                       | CUSIP: 46206AAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $190570.38    | 0.08%             | 2028-05-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| ION Platform Finance US Inc                | ION Platform Finance U.S., Inc.                                                 | CUSIP: 46206RAC9<br>LEI: 213800FKHT3BRRKMCC89 | Long             | LON              | CORP              | US        |    341080 | PA      | $333903.40    | 0.13%             | 2032-10-07      | Floating      | 7.69%                 | No            |                  2 | On Loan: No      |
| IRIS Holdings Inc                          | Iris Holding, Inc.                                                              | CUSIP: 46271BAB6<br>LEI: 54930013SPZ2NB3I3V40 | Long             | LON              | CORP              | US        |    282726 | PA      | $274023.72    | 0.11%             | 2028-06-28      | Floating      | 8.69%                 | No            |                  2 | On Loan: No      |
| IRIS HOLDING INC                           | Iris Holding, Inc.                                                              | CUSIP: 462914AA0<br>LEI: 54930013SPZ2NB3I3V40 | Long             | DBT              | CORP              | US        |    210000 | PA      | $181145.17    | 0.07%             | 2028-12-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: —       |
| JPMORGAN CHASE & CO                        | JPMorgan Chase & Co.                                                            | CUSIP: 46625HJZ4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     72000 | PA      | $72035.69     | 0.03%             | 2026-12-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                        | JPMorgan Chase & Co.                                                            | CUSIP: 46647PAF3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    283000 | PA      | $280517.83    | 0.11%             | 2028-05-01      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                        | JPMorgan Chase & Co.                                                            | CUSIP: 46647PCR5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    383000 | PA      | $344275.87    | 0.14%             | 2032-11-08      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                        | JPMorgan Chase & Co.                                                            | CUSIP: 46647PDY9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    123000 | PA      | $135464.20    | 0.05%             | 2034-10-23      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                        | JPMorgan Chase & Co.                                                            | CUSIP: 46647PEP7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     62000 | PA      | $62479.49     | 0.02%             | 2028-10-22      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                        | JPMorgan Chase & Co.                                                            | CUSIP: 46647PFC5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     65000 | PA      | $67396.23     | 0.03%             | 2036-07-23      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| JANE STREET GRP/JSG FIN                    | Jane Street Group/JSG Finance, Inc.                                             | CUSIP: 47077WAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    215000 | PA      | $225614.12    | 0.09%             | 2031-04-30      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| JANE STREET GRP/JSG FIN                    | Jane Street Group/JSG Finance, Inc.                                             | CUSIP: 47077WAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    129000 | PA      | $131267.30    | 0.05%             | 2032-11-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| JANE STREET GRP/JSG FIN                    | Jane Street Group/JSG Finance, Inc.                                             | CUSIP: 47077WAE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     29000 | PA      | $30251.92     | 0.01%             | 2033-05-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| JONES DESLAURIERS INSURA                   | Jones Deslauriers Insurance Management, Inc.                                    | CUSIP: 48020RAB1<br>LEI: 549300JQIWNFU00E5424 | Long             | DBT              | CORP              | CA        |    122000 | PA      | $128127.82    | 0.05%             | 2030-03-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Jump Financial LLC                         | Jump Financial LLC                                                              | CUSIP: 48138UAE7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    274916 | PA      | $275260.08    | 0.11%             | 2032-02-26      | Floating      | 7.50%                 | No            |                  2 | On Loan: No      |
| KREF Holdings X LLC                        | KREF Holdings X LLC                                                             | CUSIP: 48266YAH6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    178838 | PA      | $178726.21    | 0.07%             | 2032-03-05      | Floating      | 6.55%                 | No            |                  2 | On Loan: No      |
| KALLPA GENERACION SA                       | Kallpa Generacion SA                                                            | CUSIP: 48344FAC4<br>LEI: 549300NG1PWEI5BZG095 | Long             | DBT              | CORP              | PE        |    200000 | PA      | $201380.00    | 0.08%             | 2035-09-11      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| KELLANOVA                                  | Kellanova                                                                       | CUSIP: 487836AT5<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | DBT              | CORP              | US        |    132000 | PA      | $151706.96    | 0.06%             | 2031-04-01      | Fixed         | 7.45%                 | No            |                  2 | On Loan: No      |
| KENNEDY-WILSON INC                         | Kennedy-Wilson, Inc.                                                            | CUSIP: 489399AL9<br>LEI: 5EA4464UK7FM5QNNKL62 | Long             | DBT              | CORP              | US        |    246000 | PA      | $232884.66    | 0.09%             | 2029-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| KENTUCKY POWER CO                          | Kentucky Power Co.                                                              | CUSIP: 491386AP3<br>LEI: JHOZYZ5WPEXWR477VH72 | Long             | DBT              | CORP              | US        |    117000 | PA      | $128290.75    | 0.05%             | 2033-11-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| KENVUE INC                                 | Kenvue, Inc.                                                                    | CUSIP: 49177JAS1<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |     55000 | PA      | $55720.91     | 0.02%             | 2032-05-22      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| KEYCORP                                    | KeyCorp                                                                         | CUSIP: 49326EEQ2<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |     49000 | PA      | $50206.55     | 0.02%             | 2031-04-04      | Fixed         | 5.12%                 | No            |                  2 | On Loan: —       |
| KEYSPAN GAS EAST CORP                      | KeySpan Gas East Corp.                                                          | CUSIP: 49338CAD5<br>LEI: K8TS3HOE1568DUBUJL44 | Long             | DBT              | CORP              | US        |     72000 | PA      | $76211.99     | 0.03%             | 2033-03-06      | Fixed         | 5.99%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                          | Kinder Morgan, Inc.                                                             | CUSIP: 494553AE0<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    489000 | PA      | $503190.82    | 0.20%             | 2034-02-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| KODIAK GAS SERVICES LLC                    | Kodiak Gas Services LLC                                                         | CUSIP: 50012LAC8<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |    185000 | PA      | $192109.92    | 0.08%             | 2029-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| KODIAK GAS SERVICES LLC                    | Kodiak Gas Services LLC                                                         | CUSIP: 50012LAD6<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |     54000 | PA      | $55335.85     | 0.02%             | 2033-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| KODIAK GAS SERVICES LLC                    | Kodiak Gas Services LLC                                                         | CUSIP: 50012LAE4<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |     56000 | PA      | $57669.64     | 0.02%             | 2035-10-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| KOHL'S CORPORATION                         | Kohl's Corp.                                                                    | CUSIP: 500255AX2<br>LEI: 549300JF6LPRTRJ0FH50 | Long             | DBT              | CORP              | US        |    282000 | PA      | $218523.13    | 0.09%             | 2031-05-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                       | Kraft Heinz Foods Co.                                                           | CUSIP: 50077LBM7<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |     41000 | PA      | $42044.67     | 0.02%             | 2032-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                  | Kroger Co.                                                                      | CUSIP: 501044DV0<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |     38000 | PA      | $38311.08     | 0.02%             | 2034-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KUEHG Corp                                 | KUEHG Corp.                                                                     | CUSIP: 50118YAH2<br>LEI: 549300YNT566T1NYJX62 | Long             | LON              | CORP              | US        |    147872 | PA      | $147317.52    | 0.06%             | 2030-06-12      | Floating      | 6.75%                 | No            |                  2 | On Loan: No      |
| KYNDRYL HOLDINGS INC                       | Kyndryl Holdings, Inc.                                                          | CUSIP: 50155QAL4<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |     55000 | PA      | $50120.95     | 0.02%             | 2031-10-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| LBM Acquisition LLC                        | LBM Acquisition LLC                                                             | CUSIP: 50179JAH1<br>LEI: 549300FAEB3VWZL4NI86 | Long             | LON              | CORP              | US        |    316829 | PA      | $305661.04    | 0.12%             | 2031-06-06      | Floating      | 7.88%                 | No            |                  2 | On Loan: No      |
| LCM Ltd Partnership                        | LCM 41 Ltd.                                                                     | CUSIP: 501971AW5<br>LEI: 549300NXCNS8YRPWOQ95 | Long             | ABS-CBDO         | CORP              | JE        |   2150000 | PA      | $2155091.20   | 0.85%             | 2036-04-15      | Floating      | 7.50%                 | No            |                  2 | On Loan: No      |
| LSF12 Crown US Commercial Bidco LLC        | LSF12 Crown U.S. Commercial Bidco LLC                                           | CUSIP: 50221UAD3<br>LEI: 254900FI2OCFTJ9PAJ18 | Long             | LON              | CORP              | US        |    259965 | PA      | $261373.47    | 0.10%             | 2031-12-02      | Floating      | 7.66%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECH INC                          | L3Harris Technologies, Inc.                                                     | CUSIP: 502431AQ2<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |     46000 | PA      | $47966.51     | 0.02%             | 2033-07-31      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECH INC                          | L3Harris Technologies, Inc.                                                     | CUSIP: 502431AT6<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |     52000 | PA      | $54118.23     | 0.02%             | 2031-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| LADDER CAP FIN LLLP/CORP                   | Ladder Capital Finance Holdings LLLP/Ladder Capital Finance Corp.               | CUSIP: 505742AP1<br>LEI: N/A                  | Long             | DBT              |  | US        |    210000 | PA      | $205900.67    | 0.08%             | 2029-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| LAND O'LAKES INC                           | Land O' Lakes, Inc.                                                             | CUSIP: 514666AN6<br>LEI: 4ONCJWH5BBCYSJIJYX61 | Long             | DBT              | CORP              | US        |   1770000 | PA      | $1536281.77   | 0.61%             | 2028-09-18      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| VITAL ENERGY INC                           | Vital Energy, Inc.                                                              | CUSIP: 516806AK2<br>LEI: 549300X0PTWU2QSLSL14 | Long             | DBT              | CORP              | US        |    255000 | PA      | $241321.29    | 0.10%             | 2032-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: —       |
| LBM ACQUISITION LLC                        | LBM Acquisition LLC                                                             | CUSIP: 52109SAB5<br>LEI: 549300FAEB3VWZL4NI86 | Long             | DBT              | CORP              | US        |    100000 | PA      | $104625.00    | 0.04%             | 2031-06-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| LENNAR CORP                                | Lennar Corp.                                                                    | CUSIP: 526057CY8<br>LEI: 529900G61XVRLX5TJX09 | Long             | DBT              | CORP              | US        |     36000 | PA      | $37028.43     | 0.01%             | 2030-07-30      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| LIBERTY MUTUAL GROUP INC                   | Liberty Mutual Group, Inc.                                                      | CUSIP: 53079EBL7<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |   1822000 | PA      | $1169507.29   | 0.46%             | 2061-02-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| LIBERTY UTILITIES FIN                      | Liberty Utilities Finance GP 1                                                  | CUSIP: 531546AB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $44815.14     | 0.02%             | 2030-09-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| LIGHT & WONDER INTL INC                    | Light & Wonder International, Inc.                                              | CUSIP: 531968AB1<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |    155000 | PA      | $154314.90    | 0.06%             | 2033-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                             | Eli Lilly & Co.                                                                 | CUSIP: 532457BP2<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24747.13     | 0.01%             | 2027-05-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                             | Eli Lilly & Co.                                                                 | CUSIP: 532457CV8<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |     59000 | PA      | $60596.33     | 0.02%             | 2030-02-12      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                   | Lloyds Banking Group PLC                                                        | CUSIP: 539439BF5<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $397666.29    | 0.16%             | 2035-09-27      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                       | Lockheed Martin Corp.                                                           | CUSIP: 539830CG2<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |     69000 | PA      | $70606.09     | 0.03%             | 2031-12-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Bella Holding Company LLC                  | Bella Holding Co. LLC                                                           | CUSIP: 54317EAG9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    358886 | PA      | $359398.49    | 0.14%             | 2028-05-10      | Floating      | 6.96%                 | No            |                  2 | On Loan: No      |
| M&T BANK CORPORATION                       | M&T Bank Corp.                                                                  | CUSIP: 55261FAZ7<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |     52000 | PA      | $52375.51     | 0.02%             | 2035-07-30      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| M6 ETX Holdings II Midco LLC               | M6 ETX Holdings II Midco LLC                                                    | CUSIP: 55285DAJ0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    293046 | PA      | $293338.96    | 0.12%             | 2032-04-01      | Floating      | 6.46%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                    | MPLX LP                                                                         | CUSIP: 55336VCA6<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151267.56    | 0.06%             | 2031-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Madison IAQ LLC                            | Madison IAQ LLC                                                                 | CUSIP: 55759VAD0<br>LEI: 549300IXDNBXNHUPBU73 | Long             | LON              | CORP              | US        |    185172 | PA      | $185403.30    | 0.07%             | 2032-05-06      | Floating      | 7.45%                 | No            |                  2 | On Loan: No      |
| Madison Safety & Flow LLC                  | Madison Safety & Flow LLC                                                       | CUSIP: 55822DAN1<br>LEI: 5493007D2J7BBIFYBY65 | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2031-09-26      | Floating      | 6.47%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                   | Warnermedia Holdings, Inc.                                                      | CUSIP: 55903VBW2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    225000 | PA      | $180614.25    | 0.07%             | 2042-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| MARATHON PETROLEUM CORP                    | Marathon Petroleum Corp.                                                        | CUSIP: 56585ABL5<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |     61000 | PA      | $63114.34     | 0.02%             | 2035-03-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| MARS INC                                   | Mars, Inc.                                                                      | CUSIP: 571676AU9<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |     79000 | PA      | $80462.46     | 0.03%             | 2031-04-20      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                   | Marsh & McLennan Cos., Inc.                                                     | CUSIP: 571748BY7<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |     62000 | PA      | $62627.85     | 0.02%             | 2027-11-08      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                     | Marriott International, Inc.                                                    | CUSIP: 571903BG7<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    181000 | PA      | $166726.78    | 0.07%             | 2031-04-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                     | Marriott International, Inc.                                                    | CUSIP: 571903BU6<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |     32000 | PA      | $32856.23     | 0.01%             | 2037-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MARTIN MARIETTA MATERIAL                   | Martin Marietta Materials, Inc.                                                 | CUSIP: 573284AW6<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |     48000 | PA      | $43105.00     | 0.02%             | 2031-07-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| MASTEC INC                                 | MasTec, Inc.                                                                    | CUSIP: 576323AT6<br>LEI: 549300TMDIT8WREDOF45 | Long             | DBT              | CORP              | US        |     64000 | PA      | $66893.92     | 0.03%             | 2029-06-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                             | Mastercard, Inc.                                                                | CUSIP: 57636QBB9<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |     83000 | PA      | $83448.18     | 0.03%             | 2032-01-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| MATCH GROUP HLD II LLC                     | Match Group Holdings II LLC                                                     | CUSIP: 57665RAL0<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |    138000 | PA      | $129886.93    | 0.05%             | 2030-08-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| MATCH GROUP HLD II LLC                     | Match Group Holdings II LLC                                                     | CUSIP: 57667JAA0<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |     48000 | PA      | $43510.12     | 0.02%             | 2031-10-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| MATCH GROUP HLD II LLC                     | Match Group Holdings II LLC                                                     | CUSIP: 57667JAC6<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |     80000 | PA      | $80537.28     | 0.03%             | 2033-09-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| MATTAMY GROUP CORP                         | Mattamy Group Corp.                                                             | CUSIP: 57701RAM4<br>LEI: 5493008TNY7A82WCXU31 | Long             | DBT              | CORP              | CA        |    226000 | PA      | $219230.89    | 0.09%             | 2030-03-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| MAUSER PACKAGING SOLUT                     | Mauser Packaging Solutions Holding Co.                                          | CUSIP: 57763RAB3<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |     53000 | PA      | $52754.11     | 0.02%             | 2026-08-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| MAUSER PACKAGING SOLUT                     | Mauser Packaging Solutions Holding Co.                                          | CUSIP: 57763RAD9<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60157.62     | 0.02%             | 2027-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Mavis Tire Express Services Corp.          | Mavis Tire Express Services Corp.                                               | CUSIP: 57777YAG1<br>LEI: 254900NVDM4GTLBL9E56 | Long             | LON              | CORP              | US        |    383721 | PA      | $384320.76    | 0.15%             | 2028-05-04      | Floating      | 7.20%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                            | McDonald's Corp.                                                                | CUSIP: 58013MFU3<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    351000 | PA      | $357804.95    | 0.14%             | 2028-08-14      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| MCKESSON CORP                              | McKesson Corp.                                                                  | CUSIP: 581557BX2<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |     96000 | PA      | $98489.18     | 0.04%             | 2032-05-30      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Medline Borrower LP                        | Medline Borrower LP                                                             | CUSIP: 58503UAJ2<br>LEI: 254900QT3R363TVK6F09 | Long             | LON              | CORP              | US        |    237142 | PA      | $237160.78    | 0.09%             | 2030-10-23      | Floating      | 5.96%                 | No            |                  2 | On Loan: No      |
| MEITUAN                                    | Meituan                                                                         | CUSIP: 58533EAF0<br>LEI: 21380033K525E5JLIA77 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $200466.77    | 0.08%             | 2029-10-02      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| MELCO RESORTS FINANCE                      | Melco Resorts Finance Ltd.                                                      | CUSIP: 58547DAD1<br>LEI: 5493000FQDBWKDBZEF60 | Long             | DBT              | CORP              | KY        |    225000 | PA      | $221575.55    | 0.09%             | 2029-12-04      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                             | Merck & Co., Inc.                                                               | CUSIP: 58933YBJ3<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    123000 | PA      | $124041.09    | 0.05%             | 2030-05-17      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| METHANEX CORP                              | Methanex Corp.                                                                  | CUSIP: 59151KAL2<br>LEI: 549300TSJHRXT9QXRD13 | Long             | DBT              | CORP              | CA        |      4000 | PA      | $3988.36      | 0.00%             | 2029-12-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| METHANEX US OPERATIONS                     | Methanex U.S. Operations, Inc.                                                  | CUSIP: 59151LAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    280000 | PA      | $284837.28    | 0.11%             | 2032-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY PENN ELECTRI                   | FirstEnergy Pennsylvania Electric Co.                                           | CUSIP: 591894CE8<br>LEI: O1PLQWO3TX952VMBJ146 | Long             | DBT              | CORP              | US        |    111000 | PA      | $113430.01    | 0.04%             | 2028-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| MINERA MEXICO SA DE CV                     | Minera Mexico SA de CV                                                          | CUSIP: 60284MAC6<br>LEI: 2549005BMA2EK49I0T98 | Long             | DBT              | CORP              | MX        |    200000 | PA      | $207700.00    | 0.08%             | 2032-02-12      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| MINERAL RESOURCES LTD                      | Mineral Resources Ltd.                                                          | CUSIP: 603051AE3<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |    476000 | PA      | $499088.86    | 0.20%             | 2028-10-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| MINERAL RESOURCES LTD                      | Mineral Resources Ltd.                                                          | CUSIP: 603051AF0<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |     45000 | PA      | $46586.48     | 0.02%             | 2031-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: —       |
| MINERALS TECHNOLOGIES IN                   | Minerals Technologies, Inc.                                                     | CUSIP: 603158AA4<br>LEI: 549300D3I1QU67GP6403 | Long             | DBT              | CORP              | US        |    200000 | PA      | $197664.00    | 0.08%             | 2028-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                     | Mitsubishi UFJ Financial Group, Inc.                                            | CUSIP: 606822CT9<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    400000 | PA      | $417179.56    | 0.16%             | 2031-02-22      | Fixed         | 5.48%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                     | Mizuho Financial Group, Inc.                                                    | CUSIP: 60687YCZ0<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $208044.77    | 0.08%             | 2029-07-06      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                     | Mizuho Financial Group, Inc.                                                    | CUSIP: 60687YDE6<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $209753.51    | 0.08%             | 2035-05-26      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| MOBIUS MERGER SUB                          | Mobius Merger Sub, Inc.                                                         | CUSIP: 606950AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    275000 | PA      | $229049.10    | 0.09%             | 2030-06-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Moneygram International Inc                | Moneygram International, Inc.                                                   | CUSIP: 60935QAT3<br>LEI: 5299002DLX0Q04KC4156 | Long             | LON              | CORP              | US        |    318819 | PA      | $281457.16    | 0.11%             | 2030-06-03      | Floating      | 8.81%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                             | Morgan Stanley                                                                  | CUSIP: 6174468P7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    291000 | PA      | $282618.78    | 0.11%             | 2031-04-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                             | Morgan Stanley                                                                  | CUSIP: 61747YEF8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     62000 | PA      | $54116.10     | 0.02%             | 2036-09-16      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                             | Morgan Stanley                                                                  | CUSIP: 61747YES0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     32000 | PA      | $32541.38     | 0.01%             | 2037-04-20      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                             | Morgan Stanley                                                                  | CUSIP: 61747YFM2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     79000 | PA      | $82919.83     | 0.03%             | 2039-02-07      | Fixed         | 5.94%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                             | Morgan Stanley                                                                  | CUSIP: 61747YFT7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51421.23     | 0.02%             | 2035-07-19      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                             | Morgan Stanley                                                                  | CUSIP: 61747YFU4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25297.55     | 0.01%             | 2030-10-18      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| MOTOROLA SOLUTIONS INC                     | Motorola Solutions, Inc.                                                        | CUSIP: 620076CC1<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |     52000 | PA      | $54145.41     | 0.02%             | 2035-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                        | Medline Borrower LP                                                             | CUSIP: 62482BAA0<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |    240000 | PA      | $233113.54    | 0.09%             | 2029-04-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MURPHY OIL USA INC                         | Murphy Oil USA, Inc.                                                            | CUSIP: 626738AE8<br>LEI: N32S6DTR2ZZ5222WHV58 | Long             | DBT              | CORP              | US        |    200000 | PA      | $197508.28    | 0.08%             | 2029-09-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MUTHOOT FINANCE LTD                        | Muthoot Finance Ltd.                                                            | CUSIP: 62828L2E2<br>LEI: 335800HAMJMBFL4RRF02 | Long             | DBT              | CORP              | IN        |    200000 | PA      | $203212.30    | 0.08%             | 2030-03-02      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                        | NCL Corp. Ltd.                                                                  | CUSIP: 62886HBG5<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |    435000 | PA      | $465270.68    | 0.18%             | 2029-02-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                        | NCL Corp. Ltd.                                                                  | CUSIP: 62886HBR1<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |     10000 | PA      | $10275.61     | 0.00%             | 2032-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                        | NCL Corp. Ltd.                                                                  | CUSIP: 62886HBY6<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |     12000 | PA      | $11994.32     | 0.00%             | 2031-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                        | NCL Corp. Ltd.                                                                  | CUSIP: 62886HBZ3<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |      5000 | PA      | $5057.10      | 0.00%             | 2033-09-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| NGL ENRGY OP/FIN CORP                      | NGL Energy Operating LLC/NGL Energy Finance Corp.                               | CUSIP: 62922LAC2<br>LEI: 5299005YSRP46BE8Z459 | Long             | DBT              | CORP              | US        |     95000 | PA      | $97250.93     | 0.04%             | 2029-02-15      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| NGL ENRGY OP/FIN CORP                      | NGL Energy Operating LLC/NGL Energy Finance Corp.                               | CUSIP: 62922LAD0<br>LEI: 5299005YSRP46BE8Z459 | Long             | DBT              | CORP              | US        |    150000 | PA      | $153376.80    | 0.06%             | 2032-02-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                             | NRG Energy, Inc.                                                                | CUSIP: 629377CR1<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    455000 | PA      | $424736.04    | 0.17%             | 2031-02-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                             | NRG Energy, Inc.                                                                | CUSIP: 629377DC3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50352.52     | 0.02%             | 2034-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                             | NRG Energy, Inc.                                                                | CUSIP: 629377DD1<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25430.32     | 0.01%             | 2036-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NABORS INDUSTRIES INC                      | Nabors Industries, Inc.                                                         | CUSIP: 62957HAJ4<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |    106000 | PA      | $107480.50    | 0.04%             | 2027-05-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| NARRAGANSETT ELECTRIC                      | Narragansett Electric Co.                                                       | CUSIP: 631005BK0<br>LEI: VAI0KZ806W8MCH0BCZ61 | Long             | DBT              | CORP              | US        |     52000 | PA      | $53629.00     | 0.02%             | 2034-05-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| NATIONAL HEALTH INVESTOR                   | National Health Investors, Inc.                                                 | CUSIP: 63633DAG9<br>LEI: 549300ZPKZIG6DKDEC02 | Long             | DBT              |  | US        |     16000 | PA      | $15821.49     | 0.01%             | 2033-02-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                   | National Rural Utilities Cooperative Finance Corp.                              | CUSIP: 63743HFT4<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |     91000 | PA      | $91293.19     | 0.04%             | 2027-09-16      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                   | National Rural Utilities Cooperative Finance Corp.                              | CUSIP: 63743HFW7<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |     37000 | PA      | $37537.54     | 0.01%             | 2028-02-07      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                   | National Rural Utilities Cooperative Finance Corp.                              | CUSIP: 63743HFZ0<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25052.88     | 0.01%             | 2028-08-25      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                          | NatWest Group PLC                                                               | CUSIP: 639057AS7<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $203833.75    | 0.08%             | 2030-08-15      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| NEPTUNE BIDCO US INC                       | Neptune Bidco U.S., Inc.                                                        | CUSIP: 640695AA0<br>LEI: 549300VG15T3VCYZ4531 | Long             | DBT              | CORP              | US        |    377000 | PA      | $372287.50    | 0.15%             | 2029-04-15      | Fixed         | 9.29%                 | No            |                  2 | On Loan: No      |
| Neptune Bidco US Inc                       | Neptune Bidco U.S., Inc.                                                        | CUSIP: 64069JAC6<br>LEI: 549300VG15T3VCYZ4531 | Long             | LON              | CORP              | US        |    292320 | PA      | $282271.42    | 0.11%             | 2029-04-11      | Floating      | 9.03%                 | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                           | CSC Holdings LLC                                                                | CUSIP: 64072UAK8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | LON              | CORP              | US        |    103610 | PA      | $97328.62     | 0.04%             | 2027-04-15      | Floating      | 8.50%                 | No            |                  2 | On Loan: No      |
| NETFLIX INC                                | Netflix, Inc.                                                                   | CUSIP: 64110LAS5<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |    189000 | PA      | $192892.00    | 0.08%             | 2028-04-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| NY STATE ELECTRIC & GAS                    | New York State Electric & Gas Corp.                                             | CUSIP: 649840CV5<br>LEI: 549300GEC6J0YHUXA160 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26577.45     | 0.01%             | 2033-08-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                     | NextEra Energy Capital Holdings, Inc.                                           | CUSIP: 65339KCL2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     36000 | PA      | $36388.74     | 0.01%             | 2027-09-01      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                     | NextEra Energy Capital Holdings, Inc.                                           | CUSIP: 65339KDK3<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     92000 | PA      | $95883.09     | 0.04%             | 2032-03-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| XPLR INFRAST OPERATING                     | XPLR Infrastructure Operating Partners LP                                       | CUSIP: 65342QAM4<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |    375000 | PA      | $385750.13    | 0.15%             | 2029-01-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: —       |
| NEXUS Buyer LLC                            | NEXUS Buyer LLC                                                                 | CUSIP: 65343UAH5<br>LEI: 254900PILSANV8WOOF24 | Long             | LON              | CORP              | US        |    337001 | PA      | $334473.89    | 0.13%             | 2031-07-31      | Floating      | 7.46%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                        | Nomura Holdings, Inc.                                                           | CUSIP: 65535HCC1<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $207077.20    | 0.08%             | 2030-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| NORDEA BANK ABP                            | Nordea Bank Abp                                                                 | CUSIP: 65558RAD1<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |    200000 | PA      | $204909.42    | 0.08%             | 2027-09-22      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| NORTHERN OIL & GAS INC                     | Northern Oil & Gas, Inc.                                                        | CUSIP: 665531AL3<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | DBT              | CORP              | US        |    155000 | PA      | $150970.40    | 0.06%             | 2033-10-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP                      | Northrop Grumman Corp.                                                          | CUSIP: 666807CL4<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    364000 | PA      | $369450.66    | 0.15%             | 2034-06-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| NORTHWESTERN MUTUAL GLBL                   | Northwestern Mutual Global Funding                                              | CUSIP: 66815L2K4<br>LEI: 635400LZXFVELZDVP257 | Long             | DBT              | CORP              | US        |     52000 | PA      | $52394.93     | 0.02%             | 2027-09-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| GEN DIGITAL INC                            | Gen Digital, Inc.                                                               | CUSIP: 668771AL2<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |    140000 | PA      | $144484.62    | 0.06%             | 2030-09-30      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| GEN DIGITAL INC                            | Gen Digital, Inc.                                                               | CUSIP: 668771AM0<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |     33000 | PA      | $33971.62     | 0.01%             | 2033-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORP                      | Novartis Capital Corp.                                                          | CUSIP: 66989HAU2<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |     55000 | PA      | $54671.72     | 0.02%             | 2031-09-18      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NOVELIS CORP                               | Novelis Corp.                                                                   | CUSIP: 670001AN6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |    168000 | PA      | $170213.40    | 0.07%             | 2033-08-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| NUCOR CORP                                 | Nucor Corp.                                                                     | CUSIP: 670346BA2<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |     72000 | PA      | $73488.89     | 0.03%             | 2035-06-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| NUSTAR LOGISTICS LP                        | NuStar Logistics LP                                                             | CUSIP: 67059TAH8<br>LEI: N62BF2PKP51FIIOIUN20 | Long             | DBT              | CORP              | US        |    120000 | PA      | $124975.20    | 0.05%             | 2030-10-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                                | Nutrien Ltd.                                                                    | CUSIP: 67077MBA5<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    135000 | PA      | $137315.84    | 0.05%             | 2028-03-27      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                                | Nutrien Ltd.                                                                    | CUSIP: 67077MBC1<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |     40000 | PA      | $40649.45     | 0.02%             | 2027-06-21      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| NVENT FINANCE SARL                         | nVent Finance SARL                                                              | CUSIP: 67078AAE3<br>LEI: 549300KO1OQ4MVFB6X02 | Long             | DBT              | CORP              | LU        |    148000 | PA      | $132851.52    | 0.05%             | 2031-11-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| O'REILLY AUTOMOTIVE INC                    | O'Reilly Automotive, Inc.                                                       | CUSIP: 67103HAF4<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |     32000 | PA      | $31729.24     | 0.01%             | 2027-09-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| O'REILLY AUTOMOTIVE INC                    | O'Reilly Automotive, Inc.                                                       | CUSIP: 67103HAM9<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |     48000 | PA      | $48774.34     | 0.02%             | 2026-11-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                   | Occidental Petroleum Corp.                                                      | CUSIP: 674599DF9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     42000 | PA      | $44586.86     | 0.02%             | 2036-09-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                   | Occidental Petroleum Corp.                                                      | CUSIP: 674599EF8<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    321000 | PA      | $338101.37    | 0.13%             | 2031-01-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                    | Oncor Electric Delivery Co. LLC                                                 | CUSIP: 68233JCF9<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48977.61     | 0.02%             | 2032-06-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                  | ONEOK, Inc.                                                                     | CUSIP: 682680CD3<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     71000 | PA      | $71003.73     | 0.03%             | 2031-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ONT GAMING GTA/OTG CO-IS                   | Ontario Gaming GTA LP/OTG Co-Issuer, Inc.                                       | CUSIP: 68306MAA7<br>LEI: 894500EC9KLZLOC3V025 | Long             | DBT              | CORP              | CA        |    250000 | PA      | $246629.58    | 0.10%             | 2030-08-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT CORP                             | Open Text Corp.                                                                 | CUSIP: 683715AD8<br>LEI: 549300HP7ONDQODZJV16 | Long             | DBT              | CORP              | CA        |    160000 | PA      | $151418.82    | 0.06%             | 2029-12-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                | Oracle Corp.                                                                    | CUSIP: 68389XCD5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    195000 | PA      | $186491.99    | 0.07%             | 2028-03-25      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                | Oracle Corp.                                                                    | CUSIP: 68389XDA0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     53000 | PA      | $53604.63     | 0.02%             | 2035-08-03      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ORGANON & CO/ORGANON FOR                   | Organon & Co./Organon Foreign Debt Co-Issuer BV                                 | CUSIP: 68622TAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $153307.36    | 0.06%             | 2031-04-30      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Orion US Finco Inc.                        | Orion U.S. Finco, Inc.                                                          | CUSIP: 68631KAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    159017 | PA      | $159680.08    | 0.06%             | 2032-10-08      | Floating      | 7.43%                 | No            |                  2 | On Loan: No      |
| Advisor Group Inc                          | Advisor Group, Inc.                                                             | CUSIP: 68773JAG5<br>LEI: 549300XL60BDV6UW5C86 | Long             | LON              | CORP              | US        |    193226 | PA      | $193363.87    | 0.08%             | 2032-07-30      | Floating      | 6.96%                 | No            |                  2 | On Loan: No      |
| Osmose Utilities Services Inc              | Osmose Utilities Services, Inc.                                                 | CUSIP: 68835HAH3<br>LEI: 549300FSLVHLFZ3S0D82 | Long             | LON              | CORP              | US        |    208694 | PA      | $199998.66    | 0.08%             | 2028-06-23      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| OTIS WORLDWIDE CORP                        | Otis Worldwide Corp.                                                            | CUSIP: 68902VAS6<br>LEI: 549300ZLBKR8VSU25153 | Long             | DBT              | CORP              | US        |     36000 | PA      | $36545.74     | 0.01%             | 2035-09-04      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Outcomes Group Holdings Inc                | Outcomes Group Holdings, Inc.                                                   | CUSIP: 69002CAE6<br>LEI: 5493005V7ZG5K84MO728 | Long             | LON              | CORP              | US        |    183649 | PA      | $184475.18    | 0.07%             | 2031-05-06      | Floating      | 6.96%                 | No            |                  2 | On Loan: No      |
| OWENS CORNING                              | Owens Corning                                                                   | CUSIP: 690742AN1<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |     46000 | PA      | $46930.39     | 0.02%             | 2027-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PAI Holdco Inc                             | PAI Holdco, Inc.                                                                | CUSIP: 69315JAG8<br>LEI: 2549001NJ55NUV372F56 | Long             | LON              | CORP              | US        |    203291 | PA      | $168477.58    | 0.07%             | 2027-10-28      | Floating      | 7.83%                 | No            |                  2 | On Loan: No      |
| PG&E CORP                                  | PG&E Corp.                                                                      | CUSIP: 69331CAM0<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1028525.00   | 0.41%             | 2055-03-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| PERFORMANCE FOOD GROUP I                   | Performance Food Group, Inc.                                                    | CUSIP: 69346VAA7<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200042.80    | 0.08%             | 2027-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PPG INDUSTRIES INC                         | PPG Industries, Inc.                                                            | CUSIP: 693506BY2<br>LEI: 549300BKPEP01R3V6C59 | Long             | DBT              | CORP              | US        |     80000 | PA      | $79704.95     | 0.03%             | 2031-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| PPL CAPITAL FUNDING INC                    | PPL Capital Funding, Inc.                                                       | CUSIP: 69352PAT0<br>LEI: 549300MROK5WY0D2NU17 | Long             | DBT              | CORP              | US        |     29000 | PA      | $29732.79     | 0.01%             | 2034-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                     | Pacific Gas & Electric Co.                                                      | CUSIP: 694308HL4<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     50000 | PA      | $40237.11     | 0.02%             | 2045-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                 | PacifiCorp                                                                      | CUSIP: 695114DF2<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |   1269000 | PA      | $1333118.76   | 0.53%             | 2055-09-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| PACKAGING CORP OF AMERIC                   | Packaging Corp. of America                                                      | CUSIP: 695156AX7<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | DBT              | CORP              | US        |    200000 | PA      | $211600.87    | 0.08%             | 2033-12-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| PANTHER ESCROW ISSUER                      | Panther Escrow Issuer LLC                                                       | CUSIP: 69867RAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    185000 | PA      | $191193.25    | 0.08%             | 2031-06-01      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| Park River Holdings Inc                    | Park River Holdings, Inc.                                                       | CUSIP: 70082HAC0<br>LEI: 254900PGY077KWCROT75 | Long             | LON              | CORP              | US        |         0 | PA      | $0.01         | 0.00%             | 2027-12-28      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Park River Holdings Inc                    | Park River Holdings, Inc.                                                       | CUSIP: 70082HAE6<br>LEI: 254900PGY077KWCROT75 | Long             | LON              | CORP              | US        |    195051 | PA      | $195355.43    | 0.08%             | 2031-03-15      | Floating      | 8.49%                 | No            |                  2 | On Loan: No      |
| PARK RIVER HOLDINGS INC                    | Park River Holdings, Inc.                                                       | CUSIP: 70082LAC1<br>LEI: 254900PGY077KWCROT75 | Long             | DBT              | CORP              | US        |    136000 | PA      | $140004.40    | 0.06%             | 2031-03-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| PARK RIVER HOLDINGS INC                    | Park River Holdings, Inc.                                                       | CUSIP: 70082LAD9<br>LEI: 254900PGY077KWCROT75 | Long             | DBT              | CORP              | US        |     98660 | PA      | $98136.62     | 0.04%             | 2030-12-31      | Fixed         | 8.75%                 | No            |                  2 | On Loan: —       |
| PATTERN ENERGY OP LP/PAT                   | Pattern Energy Operations LP/Pattern Energy Operations, Inc.                    | CUSIP: 70339PAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    315000 | PA      | $307132.09    | 0.12%             | 2028-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING/PTL                   | Penske Truck Leasing Co. LP/PTL Finance Corp.                                   | CUSIP: 709599BV5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    114000 | PA      | $121912.63    | 0.05%             | 2030-06-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING/PTL                   | Penske Truck Leasing Co. LP/PTL Finance Corp.                                   | CUSIP: 709599BW3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     83000 | PA      | $86597.21     | 0.03%             | 2028-08-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING/PTL                   | Penske Truck Leasing Co. LP/PTL Finance Corp.                                   | CUSIP: 709599BZ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     26000 | PA      | $26750.53     | 0.01%             | 2029-03-30      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING/PTL                   | Penske Truck Leasing Co. LP/PTL Finance Corp.                                   | CUSIP: 709599CB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     96000 | PA      | $99034.37     | 0.04%             | 2030-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                | PepsiCo, Inc.                                                                   | CUSIP: 713448FE3<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    364000 | PA      | $321513.28    | 0.13%             | 2031-10-21      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                | PepsiCo, Inc.                                                                   | CUSIP: 713448GA0<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |     71000 | PA      | $71929.78     | 0.03%             | 2028-02-07      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                | PepsiCo, Inc.                                                                   | CUSIP: 713448GJ1<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |     53000 | PA      | $54124.10     | 0.02%             | 2032-07-23      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Peraton Corp                               | Peraton Corp.                                                                   | CUSIP: 71360HAB3<br>LEI: 549300EQPCK07ZW63836 | Long             | LON              | CORP              | US        |    260733 | PA      | $224463.46    | 0.09%             | 2028-02-01      | Floating      | 7.69%                 | No            |                  2 | On Loan: No      |
| PERRIGO FINANCE UNLIMITE                   | Perrigo Finance Unlimited Co.                                                   | CUSIP: 71429MAD7<br>LEI: 549300E86RB6YCTMRM83 | Long             | DBT              | CORP              | IE        |    310000 | PA      | $312616.71    | 0.12%             | 2032-09-30      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Petco Health and Wellness Company Inc      | Petco Health & Wellness Co., Inc.                                               | CUSIP: 71601HAB2<br>LEI: 2549007TYGV6RVSE9M61 | Long             | LON              | CORP              | US        |    368078 | PA      | $362234.95    | 0.14%             | 2028-03-03      | Floating      | 7.51%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                        | Petroleos Mexicanos                                                             | CUSIP: 71654QDP4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    727000 | PA      | $850310.11    | 0.34%             | 2033-02-07      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| PetSmart Inc                               | PetSmart, Inc.                                                                  | CUSIP: 71677HAN5<br>LEI: 894500NGJMHSFNESGA67 | Long             | LON              | CORP              | US        |    196565 | PA      | $194026.37    | 0.08%             | 2032-08-18      | Floating      | 8.03%                 | No            |                  2 | On Loan: No      |
| PFIZER INVESTMENT ENTER                    | Pfizer Investment Enterprises Pte. Ltd.                                         | CUSIP: 716973AE2<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |     64000 | PA      | $64774.51     | 0.03%             | 2033-05-19      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PFIZER INVESTMENT ENTER                    | Pfizer Investment Enterprises Pte. Ltd.                                         | CUSIP: 716973AF9<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |     43000 | PA      | $41749.94     | 0.02%             | 2043-05-19      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66 CO                             | Phillips 66 Co.                                                                 | CUSIP: 718547BA9<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |    667000 | PA      | $673624.64    | 0.27%             | 2056-03-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| PHOENIX AVIATION CAPITAL                   | Phoenix Aviation Capital Ltd.                                                   | CUSIP: 71910DAA9<br>LEI: 8945008YQAKXZQ3VYJ15 | Long             | DBT              | CORP              | IE        |    215000 | PA      | $226492.18    | 0.09%             | 2030-07-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Pinnacle Buyer LLC                         | Pinnacle Buyer LLC                                                              | CUSIP: 72349UAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     84144 | PA      | $84459.37     | 0.03%             | 2032-10-01      | Floating      | 6.49%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMER PIPELINE                   | Plains All American Pipeline LP/PAA Finance Corp.                               | CUSIP: 72650RBS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30000 | PA      | $30309.72     | 0.01%             | 2036-01-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| PLANET FINANCIAL GROUP                     | Planet Financial Group LLC                                                      | CUSIP: 72702AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $207151.60    | 0.08%             | 2029-12-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| Recess Holdings Inc                        | Recess Holdings, Inc.                                                           | CUSIP: 72811HAJ9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    299431 | PA      | $300479.25    | 0.12%             | 2030-02-20      | Floating      | 7.62%                 | No            |                  2 | On Loan: No      |
| PODS LLC                                   | PODS LLC                                                                        | CUSIP: 73044EAB0<br>LEI: 984500EC4ZCD5U1SDF04 | Long             | LON              | CORP              | US        |    333523 | PA      | $326695.77    | 0.13%             | 2028-03-31      | Floating      | 7.08%                 | No            |                  2 | On Loan: No      |
| Potters Industries, LLC                    | Potters Industries LLC                                                          | CUSIP: 73813HAF3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    196781 | PA      | $197273.05    | 0.08%             | 2027-12-14      | Floating      | 6.96%                 | No            |                  2 | On Loan: No      |
| PROCTER & GAMBLE CO/THE                    | Procter & Gamble Co.                                                            | CUSIP: 742718EV7<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    107000 | PA      | $105401.33    | 0.04%             | 2027-08-11      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| PROCTER & GAMBLE CO/THE                    | Procter & Gamble Co.                                                            | CUSIP: 742718FZ7<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |     84000 | PA      | $84424.32     | 0.03%             | 2028-01-26      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Project Alpha Intermediate Holding, Inc.   | Project Alpha Intermediate Holding, Inc.                                        | CUSIP: 74339DAN8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    251615 | PA      | $251405.83    | 0.10%             | 2030-10-26      | Floating      | 7.25%                 | No            |                  2 | On Loan: No      |
| Project Boost Purchaser LLC                | Project Boost Purchaser LLC                                                     | CUSIP: 74339NAG1<br>LEI: 254900SVSL94NTLSDY26 | Long             | LON              | CORP              | US        |    316780 | PA      | $315789.88    | 0.12%             | 2031-07-16      | Floating      | 6.61%                 | No            |                  2 | On Loan: No      |
| Proofpoint, Inc.                           | Proofpoint, Inc.                                                                | CUSIP: 74345HAG6<br>LEI: 529900C5FODDK0WSR085 | Long             | LON              | CORP              | US        |    235942 | PA      | $236712.56    | 0.09%             | 2028-08-31      | Floating      | 6.96%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COLORADO                    | Public Service Co. of Colorado                                                  | CUSIP: 744448CP4<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    332000 | PA      | $330160.98    | 0.13%             | 2028-06-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| PERTAMINA HULU ENERGI PT                   | Pertamina Hulu Energi PT                                                        | CUSIP: 74448WAA2<br>LEI: 2549003IT1KDHL64C037 | Long             | DBT              | CORP              | ID        |    200000 | PA      | $204202.44    | 0.08%             | 2030-05-21      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                    | Public Service Electric & Gas Co.                                               | CUSIP: 74456QCS3<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25252.13     | 0.01%             | 2034-08-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| PUG LLC                                    | PUG LLC                                                                         | CUSIP: 74530DAH8<br>LEI: 549300NL9JUFIOARLW93 | Long             | LON              | CORP              | US        |    232977 | PA      | $232005.75    | 0.09%             | 2030-03-15      | Floating      | 8.71%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INC                               | QUALCOMM, Inc.                                                                  | CUSIP: 747525BV4<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |     39000 | PA      | $39813.80     | 0.02%             | 2032-05-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| QUANTA SERVICES INC                        | Quanta Services, Inc.                                                           | CUSIP: 74762EAF9<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |     14000 | PA      | $13093.19     | 0.01%             | 2030-10-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| QUANTA SERVICES INC                        | Quanta Services, Inc.                                                           | CUSIP: 74762EAH5<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |     66000 | PA      | $58291.88     | 0.02%             | 2032-01-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| QUANTA SERVICES INC                        | Quanta Services, Inc.                                                           | CUSIP: 74762EAL6<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |     76000 | PA      | $78194.47     | 0.03%             | 2034-08-09      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| QXO BUILDING PRODUCTS                      | QXO Building Products, Inc.                                                     | CUSIP: 74825NAA5<br>LEI: 549300HDXQWWCBOYXP31 | Long             | DBT              | CORP              | US        |    119000 | PA      | $123195.11    | 0.05%             | 2032-04-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| QUEST DIAGNOSTICS INC                      | Quest Diagnostics, Inc.                                                         | CUSIP: 74834LBG4<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |     72000 | PA      | $72725.04     | 0.03%             | 2034-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Quikrete Holdings Inc                      | Quikrete Holdings, Inc.                                                         | CUSIP: 74839XAL3<br>LEI: 5493007KIN86DIZWZT22 | Long             | LON              | CORP              | US        |     56032 | PA      | $56075.15     | 0.02%             | 2032-02-10      | Floating      | 6.21%                 | No            |                  2 | On Loan: No      |
| Quikrete Holdings Inc                      | Quikrete Holdings, Inc.                                                         | CUSIP: 74839XAM1<br>LEI: 5493007KIN86DIZWZT22 | Long             | LON              | CORP              | US        |    204892 | PA      | $205083.89    | 0.08%             | 2031-04-14      | Floating      | 6.21%                 | No            |                  2 | On Loan: No      |
| Rackspace Finance, LLC                     | Rackspace Finance LLC                                                           | CUSIP: 75008UAD9<br>LEI: 549300QTYCKLMFSE8I97 | Long             | LON              | CORP              | US        |    248700 | PA      | $110360.75    | 0.04%             | 2028-05-15      | Floating      | 6.91%                 | No            |                  2 | On Loan: No      |
| RACKSPACE FINANCE LLC                      | Rackspace Finance LLC                                                           | CUSIP: 75008WAA1<br>LEI: 549300QTYCKLMFSE8I97 | Long             | DBT              | CORP              | US        |    401300 | PA      | $156507.00    | 0.06%             | 2028-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| RAKUTEN GROUP INC                          | Rakuten Group, Inc.                                                             | CUSIP: 75102WAK4<br>LEI: 529900IMXUCQKUL1H943 | Long             | DBT              | CORP              | JP        |    250000 | PA      | $280407.45    | 0.11%             | 2029-04-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| RAISING CANE'S RESTAURAN                   | Raising Cane's Restaurants LLC                                                  | CUSIP: 75103AAA3<br>LEI: 254900V6ADXFWHYOED66 | Long             | DBT              | CORP              | US        |    120000 | PA      | $125625.60    | 0.05%             | 2029-05-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| RealPage Inc                               | RealPage, Inc.                                                                  | CUSIP: 75605VAD4<br>LEI: 5493001RSFZX4122A604 | Long             | LON              | CORP              | US        |    152517 | PA      | $152157.34    | 0.06%             | 2028-04-24      | Floating      | 7.26%                 | No            |                  2 | On Loan: No      |
| RealPage Inc                               | RealPage, Inc.                                                                  | CUSIP: 75605VAH5<br>LEI: 5493001RSFZX4122A604 | Long             | LON              | CORP              | US        |     77850 | PA      | $78005.93     | 0.03%             | 2028-04-24      | Floating      | 7.75%                 | No            |                  2 | On Loan: No      |
| LifePoint Health Inc                       | LifePoint Health, Inc.                                                          | CUSIP: 75915TAK8<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | LON              | CORP              | US        |    412710 | PA      | $412646.05    | 0.16%             | 2031-05-19      | Floating      | 7.78%                 | No            |                  2 | On Loan: No      |
| REGIONS FINANCIAL CORP                     | Regions Financial Corp.                                                         | CUSIP: 7591EPAE0<br>LEI: CW05CS5KW59QTC0DG824 | Long             | DBT              | CORP              | US        |     16000 | PA      | $18418.20     | 0.01%             | 2037-12-10      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| REGIONS FINANCIAL CORP                     | Regions Financial Corp.                                                         | CUSIP: 7591EPAU4<br>LEI: CW05CS5KW59QTC0DG824 | Long             | DBT              | CORP              | US        |     67000 | PA      | $69638.59     | 0.03%             | 2030-06-06      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| REGIONS FINANCIAL CORP                     | Regions Financial Corp.                                                         | CUSIP: 7591EPAV2<br>LEI: CW05CS5KW59QTC0DG824 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51213.71     | 0.02%             | 2035-09-06      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| ROCHE HOLDINGS INC                         | Roche Holdings, Inc.                                                            | CUSIP: 771196CG5<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |    243000 | PA      | $257649.77    | 0.10%             | 2030-11-13      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                   | Rogers Communications, Inc.                                                     | CUSIP: 775109DG3<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |     95000 | PA      | $99328.06     | 0.04%             | 2055-04-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                   | Rogers Communications, Inc.                                                     | CUSIP: 775109DH1<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    102000 | PA      | $109172.18    | 0.04%             | 2055-04-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                     | Roper Technologies, Inc.                                                        | CUSIP: 776696AK2<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |     42000 | PA      | $42124.77     | 0.02%             | 2028-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                    | Royal Caribbean Cruises Ltd.                                                    | CUSIP: 780153BV3<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    335000 | PA      | $343947.78    | 0.14%             | 2033-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                       | Royal Bank of Canada                                                            | CUSIP: 78016FZW7<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    171000 | PA      | $174403.90    | 0.07%             | 2028-01-12      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                       | Royal Bank of Canada                                                            | CUSIP: 78017DAF5<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    106000 | PA      | $106971.67    | 0.04%             | 2028-03-27      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                         | Royalty Pharma PLC                                                              | CUSIP: 78081BAN3<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |    135000 | PA      | $117718.12    | 0.05%             | 2031-09-02      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                         | Royalty Pharma PLC                                                              | CUSIP: 78081BAQ6<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |     46000 | PA      | $47177.89     | 0.02%             | 2029-09-02      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Ryan LLC                                   | Ryan LLC                                                                        | CUSIP: 78350LAZ8<br>LEI: 549300TG86D8HZC6TE67 | Long             | LON              | CORP              | US        |    264329 | PA      | $263007.46    | 0.10%             | 2030-11-14      | Floating      | 7.46%                 | No            |                  2 | On Loan: No      |
| State Street Global Advisors               | State Street Institutional U.S. Government Money Market Fund                    | CUSIP: 857492706<br>LEI: 549300BZ5TGIFZUZDZ37 | Long             | STIV             | RF                | US        |    359505 | NS      | $359505.02    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Global Advisors               | State Street Institutional U.S. Government Money Market Fund                    | CUSIP: 857492706<br>LEI: 549300BZ5TGIFZUZDZ37 | Long             | STIV             | RF                | US        |  13415962 | NS      | $13415961.50  | 5.30%             |  |  |  | No            |                  1 | On Loan: No      |
| S&P GLOBAL INC                             | S&P Global, Inc.                                                                | CUSIP: 78409VBJ2<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    444000 | PA      | $425042.87    | 0.17%             | 2029-03-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| SeaWorld Parks & Entertainment Inc         | SeaWorld Parks & Entertainment, Inc.                                            | CUSIP: 78488CAL4<br>LEI: 549300UZV72O3371JJ53 | Long             | LON              | CORP              | US        |    157770 | PA      | $157375.93    | 0.06%             | 2031-12-04      | Floating      | 5.96%                 | No            |                  2 | On Loan: No      |
| SABLE INTL FINANCE LTD                     | Sable International Finance Ltd.                                                | CUSIP: 785712AK6<br>LEI: 2138009IE9A35LO5JS73 | Long             | DBT              | CORP              | KY        |    400000 | PA      | $400156.40    | 0.16%             | 2032-10-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| SANDS CHINA LTD                            | Sands China Ltd.                                                                | CUSIP: 80007RAQ8<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $189168.94    | 0.07%             | 2029-03-08      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Prometric Holdings Inc                     | Prometric Holdings, Inc.                                                        | CUSIP: 80358TAG1<br>LEI: 54930034OH1XQT27TX40 | Long             | LON              | CORP              | US        |    188611 | PA      | $189271.49    | 0.07%             | 2032-06-25      | Floating      | 7.71%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIAN OIL CO                       | Saudi Arabian Oil Co.                                                           | CUSIP: 80414L2Q7<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |    200000 | PA      | $199500.00    | 0.08%             | 2064-07-17      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                        | Charles Schwab Corp.                                                            | CUSIP: 808513BY0<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |     24000 | PA      | $23518.11     | 0.01%             | 2027-03-03      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Scientific Games Holdings LP               | Scientific Games Holdings LP                                                    | CUSIP: 80875CAE7<br>LEI: 549300W5GPFXXB6TQ330 | Long             | LON              | CORP              | US        |    237979 | PA      | $235003.97    | 0.09%             | 2029-04-04      | Floating      | 6.93%                 | No            |                  2 | On Loan: No      |
| Sculptor CLO Ltd                           | Sculptor CLO XXX Ltd.                                                           | CUSIP: 81124NBA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3750000 | PA      | $3782040.00   | 1.49%             | 2038-07-20      | Floating      | 8.48%                 | No            |                  2 | On Loan: No      |
| Seagate Data Storage Technology Pte Ltd    | Seagate Data Storage Technology Pte. Ltd.                                       | CUSIP: 81180LAN5<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |      2000 | PA      | $1883.65      | 0.00%             | 2031-01-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Seagate Data Storage Technology Pte Ltd    | Seagate Data Storage Technology Pte. Ltd.                                       | CUSIP: 81180LAQ8<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |    150000 | PA      | $159654.45    | 0.06%             | 2031-07-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| SEAWORLD PARKS & ENTERTA                   | SeaWorld Parks & Entertainment, Inc.                                            | CUSIP: 81282UAG7<br>LEI: 549300UZV72O3371JJ53 | Long             | DBT              | CORP              | US        |    250000 | PA      | $245204.00    | 0.10%             | 2029-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| Sedgwick Claims Management Services Inc    | Sedgwick Claims Management Services, Inc.                                       | CUSIP: 81527CAP2<br>LEI: 549300BIN4DWJG5VWF64 | Long             | LON              | CORP              | US        |    236670 | PA      | $236564.91    | 0.09%             | 2031-07-31      | Floating      | 6.46%                 | No            |                  2 | On Loan: No      |
| SELECT MEDICAL CORP                        | Select Medical Corp.                                                            | CUSIP: 816196AV1<br>LEI: 549300X05KS0JKR8CB50 | Long             | DBT              | CORP              | US        |    160000 | PA      | $162303.68    | 0.06%             | 2032-12-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| SEMPRA                                     | Sempra                                                                          | CUSIP: 816851BW8<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    408000 | PA      | $419224.02    | 0.17%             | 2056-04-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Service Logic Acquisition Inc              | Service Logic Acquisition, Inc.                                                 | CUSIP: 81759AAH3<br>LEI: 25490008CFAWEVHSQF88 | Long             | LON              | CORP              | US        |    314980 | PA      | $314192.30    | 0.12%             | 2027-10-29      | Floating      | 6.96%                 | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                   | Service Properties Trust                                                        | CUSIP: 81761LAE2<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              |  | US        |    205000 | PA      | $202310.86    | 0.08%             | 2032-06-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                   | Service Properties Trust                                                        | CUSIP: 81761LAF9<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              |  | US        |     10000 | PA      | $8815.26      | 0.00%             | 2027-09-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SHIFT4 PAYMENTS LLC/FIN                    | Shift4 Payments LLC/Shift4 Payments Finance Sub, Inc.                           | CUSIP: 82453AAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    149000 | PA      | $153892.17    | 0.06%             | 2032-08-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Showtime Acquisition LLC                   | Showtime Acquisition LLC                                                        | CUSIP: 82540EAC8<br>LEI: 54930002EOYTEFEJFW69 | Long             | LON              | CORP              | US        |    262850 | PA      | $262521.33    | 0.10%             | 2031-08-16      | Floating      | 8.94%                 | No            |                  2 | On Loan: No      |
| SILGAN HOLDINGS INC                        | Silgan Holdings, Inc.                                                           | CUSIP: 827048AW9<br>LEI: KAF673KJXD92C8KSLU49 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98092.55     | 0.04%             | 2028-02-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| SINCLAIR TELEVISION GROUP INC              | Sinclair Television Group, Inc.                                                 | CUSIP: 82925BAG0<br>LEI: 549300CQGEN0CH65UD62 | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2029-04-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                        | Sirius XM Radio LLC                                                             | CUSIP: 82967NBM9<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |    315000 | PA      | $285796.44    | 0.11%             | 2031-09-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: —       |
| SONOCO PRODUCTS CO                         | Sonoco Products Co.                                                             | CUSIP: 835495AR3<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | DBT              | CORP              | US        |    114000 | PA      | $114735.59    | 0.05%             | 2029-09-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| SONOCO PRODUCTS CO                         | Sonoco Products Co.                                                             | CUSIP: 835495AS1<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | DBT              | CORP              | US        |     84000 | PA      | $82934.68     | 0.03%             | 2034-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| Sotera Health Holdings LLC                 | Sotera Health Holdings LLC                                                      | CUSIP: 83600VAH4<br>LEI: 549300OVT7MBXFLOFU20 | Long             | LON              | CORP              | US        |    379019 | PA      | $380914.08    | 0.15%             | 2031-05-30      | Floating      | 6.34%                 | No            |                  2 | On Loan: No      |
| SOTERA HEALTH HLDGS LLC                    | Sotera Health Holdings LLC                                                      | CUSIP: 83600WAE9<br>LEI: 549300OVT7MBXFLOFU20 | Long             | DBT              | CORP              | US        |    102000 | PA      | $107192.00    | 0.04%             | 2031-06-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Sound Point CLO LTD                        | Sound Point CLO 35 Ltd.                                                         | CUSIP: 83607PAY3<br>LEI: 5493007O9REHODCOEJ53 | Long             | ABS-CBDO         | CORP              | JE        |   2300000 | PA      | $2283900.00   | 0.90%             | 2038-04-26      | Floating      | 7.71%                 | No            |                  2 | On Loan: No      |
| SOUTH32 TREASURY LTD                       | South32 Treasury Ltd.                                                           | CUSIP: 84055BAA1<br>LEI: 213800HFGZMXST64GP53 | Long             | DBT              | CORP              | AU        |    212000 | PA      | $204776.88    | 0.08%             | 2032-04-14      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST AIRLINES CO                      | Southwest Airlines Co.                                                          | CUSIP: 844741BM9<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |    113000 | PA      | $110402.68    | 0.04%             | 2035-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| EXPAND ENERGY CORP                         | Expand Energy Corp.                                                             | CUSIP: 845467AT6<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |     79000 | PA      | $77552.65     | 0.03%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Specialty Building Products Holdings LLC   | Specialty Building Products Holdings LLC                                        | CUSIP: 84748EAF7<br>LEI: 549300ICFD46O3KMJC06 | Long             | LON              | CORP              | US        |    335488 | PA      | $321229.44    | 0.13%             | 2028-10-15      | Floating      | 7.81%                 | No            |                  2 | On Loan: No      |
| Spring Education Group Inc                 | Spring Education Group, Inc.                                                    | CUSIP: 84840EAC1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    236514 | PA      | $237105.37    | 0.09%             | 2030-10-04      | Floating      | 7.25%                 | No            |                  2 | On Loan: No      |
| Spirit Aerosystems Inc                     | Spirit Aerosystems, Inc.                                                        | CUSIP: 84857HAY6<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | LON              | CORP              | US        |    313930 | PA      | $314420.00    | 0.12%             | 2027-01-15      | Floating      | 8.34%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                  | Block, Inc.                                                                     | CUSIP: 852234AS2<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |    150000 | PA      | $155633.10    | 0.06%             | 2032-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                  | Block, Inc.                                                                     | CUSIP: 852234AU7<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20449.92     | 0.01%             | 2033-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| STANDARD INDUSTRI INC/NY                   | Standard Industries, Inc.                                                       | CUSIP: 853496AH0<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |    260000 | PA      | $236780.26    | 0.09%             | 2031-01-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| STAR LEASING CO LLC                        | Star Leasing Co. LLC                                                            | CUSIP: 854938AA5<br>LEI: 549300WXKNX4PT3HSN71 | Long             | DBT              | CORP              | US        |    198000 | PA      | $187075.17    | 0.07%             | 2030-02-15      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST                    | Starwood Property Trust, Inc.                                                   | CUSIP: 85571BBD6<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              |  | US        |    170000 | PA      | $176809.18    | 0.07%             | 2030-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| STATION CASINOS LLC                        | Station Casinos LLC                                                             | CUSIP: 857691AJ8<br>LEI: 5493004E7Q60TX54WL62 | Long             | DBT              | CORP              | US        |    252000 | PA      | $256124.23    | 0.10%             | 2032-03-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| STEEL DYNAMICS INC                         | Steel Dynamics, Inc.                                                            | CUSIP: 858119BQ2<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |     46000 | PA      | $47762.20     | 0.02%             | 2034-08-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Stonepeak Nile Parent LLC                  | Stonepeak Nile Parent LLC                                                       | CUSIP: 86184XAD6<br>LEI: 254900TJV3VAFZD0GU41 | Long             | LON              | CORP              | US        |    165029 | PA      | $164763.56    | 0.07%             | 2032-04-09      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| Stonepeak Bayou Holdings LP                | Stonepeak Bayou Holdings LP                                                     | CUSIP: 86185AAB9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    127574 | PA      | $113540.89    | 0.04%             | 2032-10-01      | Floating      | 6.74%                 | No            |                  2 | On Loan: No      |
| STONEPEAK NILE PARENT                      | Stonepeak Nile Parent LLC                                                       | CUSIP: 861932AA9<br>LEI: 254900TJV3VAFZD0GU41 | Long             | DBT              | CORP              | US        |    214000 | PA      | $226322.49    | 0.09%             | 2032-03-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Storable Intermediate Holdings, LLC        | Storable Intermediate Holdings LLC                                              | CUSIP: 86210LAD0<br>LEI: 2549000AWFN27KOH3F59 | Long             | LON              | CORP              | US        |    263745 | PA      | $264623.59    | 0.10%             | 2031-04-16      | Floating      | 7.21%                 | No            |                  2 | On Loan: No      |
| STRATHCONA RESOURCES                       | Strathcona Resources Ltd.                                                       | CUSIP: 86304TAA6<br>LEI: 549300YNIUISTSZMLF56 | Long             | DBT              | CORP              | CA        |    270000 | PA      | $270346.88    | 0.11%             | 2026-08-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                   | Sumitomo Mitsui Financial Group, Inc.                                           | CUSIP: 86562MDZ0<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $204109.49    | 0.08%             | 2033-07-08      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI TR BK LT                   | Sumitomo Mitsui Trust Bank Ltd.                                                 | CUSIP: 86563VBT5<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $201416.62    | 0.08%             | 2027-09-10      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                  | Sunoco LP                                                                       | CUSIP: 86765KAF6<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35022.58     | 0.01%             | 2031-03-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                  | Sunoco LP                                                                       | CUSIP: 86765KAG4<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    190000 | PA      | $189968.84    | 0.08%             | 2034-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SupplyOne Inc                              | SupplyOne, Inc.                                                                 | CUSIP: 86859CAN4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    268544 | PA      | $268739.60    | 0.11%             | 2031-04-21      | Floating      | 7.46%                 | No            |                  2 | On Loan: No      |
| SUZANO NETHERLANDS BV                      | Suzano Netherlands BV                                                           | CUSIP: 86960YAA0<br>LEI: 9845009ZB9F5D6DB3602 | Long             | DBT              | CORP              | NL        |    245000 | PA      | $244353.20    | 0.10%             | 2036-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                        | Synchrony Financial                                                             | CUSIP: 87165BAP8<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    111000 | PA      | $112705.32    | 0.04%             | 2029-03-19      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                        | Synchrony Financial                                                             | CUSIP: 87165BAW3<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |     32000 | PA      | $32551.21     | 0.01%             | 2031-03-06      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                          | Sysco Corp.                                                                     | CUSIP: 871829BU0<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |     80000 | PA      | $82470.98     | 0.03%             | 2030-09-23      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                           | T-Mobile USA, Inc.                                                              | CUSIP: 87264ABV6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    291000 | PA      | $282854.19    | 0.11%             | 2029-04-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| TTM TECHNOLOGIES INC                       | TTM Technologies, Inc.                                                          | CUSIP: 87305RAK5<br>LEI: 549300SC4BDOIS008048 | Long             | DBT              | CORP              | US        |    210000 | PA      | $202803.53    | 0.08%             | 2029-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TALEN ENERGY SUPPLY LLC                    | Talen Energy Supply LLC                                                         | CUSIP: 87422VAM0<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |    117000 | PA      | $119977.57    | 0.05%             | 2034-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| TALEN ENERGY SUPPLY LLC                    | Talen Energy Supply LLC                                                         | CUSIP: 87422VAN8<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |    117000 | PA      | $121177.28    | 0.05%             | 2036-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| TALOS PRODUCTION INC                       | Talos Production, Inc.                                                          | CUSIP: 87485LAE4<br>LEI: 549300GZ2DZZE2Y8TX15 | Long             | DBT              | CORP              | US        |    181000 | PA      | $185106.73    | 0.07%             | 2031-02-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICALS NE                    | Teva Pharmaceutical Finance Netherlands III BV                                  | CUSIP: 88167AAS0<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |    500000 | PA      | $546698.00    | 0.22%             | 2029-09-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| TEXAS CAPITAL BANCSHARES                   | Texas Capital Bancshares, Inc.                                                  | CUSIP: 88224QAA5<br>LEI: 549300466Q2SXRX0YM48 | Long             | DBT              | CORP              | US        |    172000 | PA      | $169210.14    | 0.07%             | 2031-05-06      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                      | Texas Instruments, Inc.                                                         | CUSIP: 882508BV5<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    176000 | PA      | $178739.63    | 0.07%             | 2028-02-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                   | Thermo Fisher Scientific, Inc.                                                  | CUSIP: 883556DA7<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |     48000 | PA      | $49395.37     | 0.02%             | 2029-01-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                   | Thermo Fisher Scientific, Inc.                                                  | CUSIP: 883556DD1<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |     52000 | PA      | $51975.74     | 0.02%             | 2032-10-07      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| Third Coast Infrastructure LLC             | Third Coast Infrastructure LLC                                                  | CUSIP: 88412KAD4<br>LEI: 5493006R4EN78GPJ4M96 | Long             | LON              | CORP              | US        |    286865 | PA      | $285430.29    | 0.11%             | 2030-09-25      | Floating      | 7.71%                 | No            |                  2 | On Loan: No      |
| Cloud Software Group Inc                   | Cloud Software Group, Inc.                                                      | CUSIP: 88632NBK5<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | LON              | CORP              | US        |    263479 | PA      | $263369.12    | 0.10%             | 2031-03-21      | Floating      | 7.25%                 | No            |                  2 | On Loan: No      |
| Cloud Software Group Inc                   | Cloud Software Group, Inc.                                                      | CUSIP: 88632NBL3<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | LON              | CORP              | US        |     70493 | PA      | $70460.05     | 0.03%             | 2032-08-13      | Floating      | 7.25%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP INC                     | Cloud Software Group, Inc.                                                      | CUSIP: 88632QAE3<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |    306000 | PA      | $308309.69    | 0.12%             | 2029-03-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Tidal Waste & Recycling Holdings LLC       | Tidal Waste & Recycling Holdings LLC                                            | CUSIP: 88636PAK7<br>LEI: 254900IQT82RE5KFAZ50 | Long             | LON              | CORP              | US        |    258700 | PA      | $259346.75    | 0.10%             | 2031-10-24      | Floating      | 7.00%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                      | Toronto-Dominion Bank                                                           | CUSIP: 89115KAJ9<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     53000 | PA      | $53112.40     | 0.02%             | 2035-10-15      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| TRANS-ALLEGHENY INTERSTA                   | Trans-Allegheny Interstate Line Co.                                             | CUSIP: 893045AF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     41000 | PA      | $42098.19     | 0.02%             | 2031-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                      | TransCanada PipeLines Ltd.                                                      | CUSIP: 89352HBG3<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |   1000000 | PA      | $1030567.00   | 0.41%             | 2065-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc                              | TransDigm, Inc.                                                                 | CUSIP: 89364MCE2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |    164711 | PA      | $164756.88    | 0.07%             | 2032-08-19      | Floating      | 6.50%                 | No            |                  2 | On Loan: No      |
| TRAVEL + LEISURE CO                        | Travel & Leisure Co.                                                            | CUSIP: 894164AA0<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | DBT              | CORP              | US        |    155000 | PA      | $150902.17    | 0.06%             | 2029-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TRAVEL + LEISURE CO                        | Travel & Leisure Co.                                                            | CUSIP: 894164AC6<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | DBT              | CORP              | US        |    126000 | PA      | $127374.16    | 0.05%             | 2033-09-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| TRIMBLE INC                                | Trimble, Inc.                                                                   | CUSIP: 896239AE0<br>LEI: 549300E2MI7NSZFQWS19 | Long             | DBT              | CORP              | US        |    267000 | PA      | $286317.70    | 0.11%             | 2033-03-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| TRINSEO LUX/TRINSEO NA                     | Trinseo Luxco Finance SPV SARL/Trinseo NA Finance SPV LLC                       | CUSIP: 89668JAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     75845 | PA      | $25028.85     | 0.01%             | 2029-05-03      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| TRITON CONTAINER                           | Triton Container International Ltd.                                             | CUSIP: 89680YAC9<br>LEI: 549300O4LZFLCX53XZ54 | Long             | DBT              | CORP              | BM        |    470000 | PA      | $425067.86    | 0.17%             | 2031-06-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| TRUIST BANK                                | Truist Bank                                                                     | CUSIP: 89788JAH2<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |    250000 | PA      | $249014.89    | 0.10%             | 2029-10-23      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| Truist Insurance Holdings LLC              | Truist Insurance Holdings LLC                                                   | CUSIP: 89788VAG7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    216986 | PA      | $216443.25    | 0.09%             | 2031-05-06      | Floating      | 6.75%                 | No            |                  2 | On Loan: No      |
| UKG Inc                                    | UKG, Inc.                                                                       | CUSIP: 89841EAB1<br>LEI: 529900FKHWSTQ1GXK240 | Long             | LON              | CORP              | US        |    168947 | PA      | $168812.64    | 0.07%             | 2031-02-10      | Floating      | 6.34%                 | No            |                  2 | On Loan: No      |
| TYCO ELECTRONICS GROUP S                   | Tyco Electronics Group SA                                                       | CUSIP: 902133BD8<br>LEI: C33G1C5SYE2YM95EE712 | Long             | DBT              | CORP              | LU        |     99000 | PA      | $100331.05    | 0.04%             | 2035-05-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                               | UBS Group AG                                                                    | CUSIP: 902613AP3<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    275000 | PA      | $277088.39    | 0.11%             | 2028-05-12      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                               | UBS Group AG                                                                    | CUSIP: 902613BK3<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    413000 | PA      | $439659.56    | 0.17%             | 2031-04-12      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| TKO Worldwide Holdings LLC                 | TKO Worldwide Holdings LLC                                                      | CUSIP: 90266UAL7<br>LEI: 549300JEOTH7UMZ3C491 | Long             | LON              | CORP              | US        |     87470 | PA      | $87627.39     | 0.03%             | 2031-11-21      | Floating      | 6.04%                 | No            |                  2 | On Loan: No      |
| SUNRISE FINCO I BV                         | Sunrise FinCo I BV                                                              | CUSIP: 90320BAA7<br>LEI: 213800MNFBDEQRS6HZ22 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $190532.00    | 0.08%             | 2031-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                      | Uber Technologies, Inc.                                                         | CUSIP: 90353TAU4<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |     24000 | PA      | $23818.45     | 0.01%             | 2035-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES INC                        | United Airlines, Inc.                                                           | CUSIP: 90932LAH0<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |    175000 | PA      | $173323.62    | 0.07%             | 2029-04-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| United Airlines Inc                        | United Airlines, Inc.                                                           | CUSIP: 90932RAP9<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | LON              | CORP              | US        |    208583 | PA      | $208844.07    | 0.08%             | 2031-02-22      | Floating      | 6.20%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                      | Mexico Government International Bonds                                           | CUSIP: 91087BBK5<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    200000 | PA      | $199840.00    | 0.08%             | 2033-03-22      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| UNITED OVERSEAS BANK LTD                   | United Overseas Bank Ltd.                                                       | CUSIP: 91127LAH3<br>LEI: IO66REGK3RCBAMA8HR66 | Long             | DBT              | CORP              | SG        |    200000 | PA      | $198187.56    | 0.08%             | 2032-10-07      | Fixed         | 3.86%                 | Yes           |                  2 | On Loan: No      |
| US BANCORP                                 | U.S. Bancorp                                                                    | CUSIP: 91159HJB7<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    228000 | PA      | $197023.26    | 0.08%             | 2036-11-03      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| United States Treasury                     | U.S. Treasury Bonds                                                             | CUSIP: 912810UD8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4500000 | PA      | $4211894.52   | 1.66%             | 2044-08-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                     | U.S. Treasury Notes                                                             | CUSIP: 91282CKQ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1024000 | PA      | $1051000.00   | 0.42%             | 2034-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                     | U.S. Treasury Notes                                                             | CUSIP: 91282CKT7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     12100 | PA      | $12445.51     | 0.00%             | 2029-05-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                     | U.S. Treasury Notes                                                             | CUSIP: 91282CLB5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    286000 | PA      | $287209.36    | 0.11%             | 2026-07-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                     | U.S. Treasury Notes                                                             | CUSIP: 91282CLF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     51000 | PA      | $50410.31     | 0.02%             | 2034-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                     | U.S. Treasury Notes                                                             | CUSIP: 91282CLJ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     60000 | PA      | $59850.00     | 0.02%             | 2031-08-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                     | U.S. Treasury Notes                                                             | CUSIP: 91282CMC2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    442000 | PA      | $458246.95    | 0.18%             | 2031-12-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                     | U.S. Treasury Notes                                                             | CUSIP: 91282CMG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    434000 | PA      | $443646.33    | 0.18%             | 2030-01-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                     | U.S. Treasury Notes                                                             | CUSIP: 91282CMW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    750000 | PA      | $752578.13    | 0.30%             | 2028-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                     | U.S. Treasury Notes                                                             | CUSIP: 91282CNC1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     45000 | PA      | $45604.69     | 0.02%             | 2035-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                     | U.S. Treasury Notes                                                             | CUSIP: 91282CNL1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    200000 | PA      | $200375.00    | 0.08%             | 2027-06-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                     | U.S. Treasury Notes                                                             | CUSIP: 91282CNN7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     46000 | PA      | $46343.20     | 0.02%             | 2030-07-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                     | U.S. Treasury Notes                                                             | CUSIP: 91282CNR8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    230000 | PA      | $231662.11    | 0.09%             | 2032-07-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                     | U.S. Treasury Notes                                                             | CUSIP: 91282CNT4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     46000 | PA      | $46575.00     | 0.02%             | 2035-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                     | U.S. Treasury Notes                                                             | CUSIP: 91282CNW7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    400000 | PA      | $399875.00    | 0.16%             | 2032-08-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United Talent Agency LLC                   | United Talent Agency LLC                                                        | CUSIP: 91301QAN7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    231150 | PA      | $232017.00    | 0.09%             | 2032-06-10      | Floating      | 7.53%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                     | UnitedHealth Group, Inc.                                                        | CUSIP: 91324PFA5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     56000 | PA      | $57408.46     | 0.02%             | 2031-04-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                     | UnitedHealth Group, Inc.                                                        | CUSIP: 91324PFJ6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     59000 | PA      | $60637.90     | 0.02%             | 2034-07-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS                   | Univision Communications, Inc.                                                  | CUSIP: 914906AZ5<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |    305000 | PA      | $311955.53    | 0.12%             | 2031-07-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS                   | Univision Communications, Inc.                                                  | CUSIP: 914906BA9<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |    115000 | PA      | $121390.86    | 0.05%             | 2032-08-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| PG Investment Company 59 Sa rl             | PG Investment Co. 59 SARL                                                       | CUSIP: 91728NAB5<br>LEI: 254900XMCCB3IEZ2A005 | Long             | LON              | CORP              | LU        |    248747 | PA      | $249368.73    | 0.10%             | 2031-03-26      | Floating      | 6.71%                 | No            |                  2 | On Loan: No      |
| VFH PARENT / VALOR CO                      | VFH Parent LLC/Valor Co-Issuer, Inc.                                            | CUSIP: 91824YAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $209292.80    | 0.08%             | 2031-06-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| VM CONSOLIDATED INC                        | VM Consolidated, Inc.                                                           | CUSIP: 91835HAA0<br>LEI: 549300GCTGJLEBXJUK89 | Long             | DBT              | CORP              | US        |    250000 | PA      | $247225.80    | 0.10%             | 2029-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| VALARIS LTD                                | Valaris Ltd.                                                                    | CUSIP: 91889FAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    250000 | PA      | $260726.75    | 0.10%             | 2030-04-30      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| VALE OVERSEAS LIMITED                      | Vale Overseas Ltd.                                                              | CUSIP: 91911TAS2<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $208358.60    | 0.08%             | 2054-06-28      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Varsity Brands Inc                         | Varsity Brands, Inc.                                                            | CUSIP: 92227QAG1<br>LEI: 254900PLBJA0I5NSTT38 | Long             | LON              | CORP              | US        |    405955 | PA      | $406665.74    | 0.16%             | 2031-08-26      | Floating      | 7.03%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                      | Venture Global Plaquemines LNG LLC                                              | CUSIP: 922966AA4<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |     28000 | PA      | $30791.57     | 0.01%             | 2033-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                      | Venture Global Plaquemines LNG LLC                                              | CUSIP: 922966AB2<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    162000 | PA      | $182802.91    | 0.07%             | 2035-05-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                     | Venture Global LNG, Inc.                                                        | CUSIP: 92332YAB7<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    399000 | PA      | $409627.76    | 0.16%             | 2031-06-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Veritiv Corporation                        | Veritiv Corp.                                                                   | CUSIP: 92338TAB2<br>LEI: 5493004G8OK5L1UTIY12 | Long             | LON              | CORP              | US        |    206502 | PA      | $197811.75    | 0.08%             | 2030-12-02      | Floating      | 8.00%                 | No            |                  2 | On Loan: No      |
| VERITIV OPERATING CO                       | Veritiv Operating Co.                                                           | CUSIP: 92339LAA0<br>LEI: 5493004G8OK5L1UTIY12 | Long             | DBT              | CORP              | US        |    185000 | PA      | $192525.43    | 0.08%             | 2030-11-30      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                     | Verizon Communications, Inc.                                                    | CUSIP: 92343VEA8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    111000 | PA      | $109063.48    | 0.04%             | 2033-08-10      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                     | Verizon Communications, Inc.                                                    | CUSIP: 92343VEU4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    334000 | PA      | $330856.95    | 0.13%             | 2029-12-03      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                     | Verizon Communications, Inc.                                                    | CUSIP: 92343VGZ1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     96000 | PA      | $97096.88     | 0.04%             | 2035-04-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| VERISK ANALYTICS INC                       | Verisk Analytics, Inc.                                                          | CUSIP: 92345YAN6<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |     31000 | PA      | $31185.64     | 0.01%             | 2036-02-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Verifone Systems Inc                       | Verifone Systems, Inc.                                                          | CUSIP: 92346NAH2<br>LEI: 254900LTTVM8MM9RKV75 | Long             | LON              | CORP              | US        |    332835 | PA      | $317917.01    | 0.13%             | 2028-08-18      | Floating      | 9.35%                 | No            |                  2 | On Loan: No      |
| VIASAT INC                                 | Viasat, Inc.                                                                    | CUSIP: 92552VAR1<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | DBT              | CORP              | US        |     92000 | PA      | $86327.26     | 0.03%             | 2031-05-30      | Fixed         | 7.50%                 | No            |                  2 | On Loan: —       |
| PARAMOUNT GLOBAL                           | Paramount Global                                                                | CUSIP: 92553PBC5<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    283000 | PA      | $277340.00    | 0.11%             | 2057-02-28      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ViaSat Inc                                 | ViaSat, Inc.                                                                    | CUSIP: 92555WAD7<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | LON              | CORP              | US        |    328348 | PA      | $325474.60    | 0.13%             | 2029-03-02      | Floating      | 8.58%                 | No            |                  2 | On Loan: No      |
| Victory Buyer LLC                          | Victory Buyer LLC                                                               | CUSIP: 92643PAB0<br>LEI: 549300G9TEUHGC81N056 | Long             | LON              | CORP              | US        |    282802 | PA      | $283037.62    | 0.11%             | 2028-11-19      | Floating      | 7.83%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA FINANCE PLC                   | Virgin Media Finance PLC                                                        | CUSIP: 92769VAJ8<br>LEI: 2138001LVYC87DDHT482 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $357029.68    | 0.14%             | 2030-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                   | Vistra Operations Co. LLC                                                       | CUSIP: 92840VAP7<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    215000 | PA      | $228165.31    | 0.09%             | 2031-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                   | Vistra Operations Co. LLC                                                       | CUSIP: 92840VAX0<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     65000 | PA      | $64754.87     | 0.03%             | 2028-10-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| VONTIER CORP                               | Vontier Corp.                                                                   | CUSIP: 928881AF8<br>LEI: 549300VVSQLG4P5K4639 | Long             | DBT              | CORP              | US        |    209000 | PA      | $190043.59    | 0.08%             | 2031-04-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| VOYAGER PARENT LLC                         | Voyager Parent LLC                                                              | CUSIP: 92921EAA0<br>LEI: 2549002DYVI4ACSV4V71 | Long             | DBT              | CORP              | US        |    265000 | PA      | $277821.50    | 0.11%             | 2032-07-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Voyager Parent LLC                         | Voyager Parent LLC                                                              | CUSIP: 92921HAC9<br>LEI: 2549002DYVI4ACSV4V71 | Long             | LON              | CORP              | US        |    324928 | PA      | $324420.70    | 0.13%             | 2032-07-01      | Floating      | 8.75%                 | No            |                  2 | On Loan: No      |
| WEC US Holdings Ltd                        | WEC U.S. Holdings Ltd.                                                          | CUSIP: 92943LAC4<br>LEI: 5493002M6GRSU1IWMG57 | Long             | LON              | CORP              | US        |    292057 | PA      | $292622.57    | 0.12%             | 2031-01-27      | Floating      | 6.38%                 | No            |                  2 | On Loan: No      |
| WBI OPERATING LLC                          | WBI Operating LLC                                                               | CUSIP: 92944BAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    125000 | PA      | $124881.25    | 0.05%             | 2030-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| WBI OPERATING LLC                          | WBI Operating LLC                                                               | CUSIP: 92944BAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     90000 | PA      | $89988.30     | 0.04%             | 2033-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                | Walmart, Inc.                                                                   | CUSIP: 931142EX7<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    176000 | PA      | $176711.02    | 0.07%             | 2027-09-09      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| WALKER & DUNLOP INC                        | Walker & Dunlop, Inc.                                                           | CUSIP: 93148PAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $153502.95    | 0.06%             | 2033-04-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Wand NewCo 3 Inc                           | Wand NewCo 3, Inc.                                                              | CUSIP: 93369PAM6<br>LEI: 549300Y3VZEWMSQW8494 | Long             | LON              | CORP              | US        |    194809 | PA      | $194217.94    | 0.08%             | 2031-01-30      | Floating      | 6.46%                 | No            |                  2 | On Loan: No      |
| WARRIOR MET COAL INC                       | Warrior Met Coal, Inc.                                                          | CUSIP: 93627CAB7<br>LEI: 549300152B1S9YKBYV79 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50750.00     | 0.02%             | 2028-12-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC                       | Waste Management, Inc.                                                          | CUSIP: 94106LBX6<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |     91000 | PA      | $92493.50     | 0.04%             | 2027-07-03      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| WEBSTER FINANCIAL CORP                     | Webster Financial Corp.                                                         | CUSIP: 947890AK5<br>LEI: KMRURHT0VWKYS6Z5KU67 | Long             | DBT              | CORP              | US        |     80000 | PA      | $79988.53     | 0.03%             | 2035-09-11      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                      | Wells Fargo & Co.                                                               | CUSIP: 95000U2G7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23703.55     | 0.01%             | 2030-10-30      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                      | Wells Fargo & Co.                                                               | CUSIP: 95000U2J1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     59000 | PA      | $55013.39     | 0.02%             | 2031-02-11      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                      | Wells Fargo & Co.                                                               | CUSIP: 95000U3K7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     23000 | PA      | $24009.78     | 0.01%             | 2035-01-23      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                      | Wells Fargo & Co.                                                               | CUSIP: 95000U4A8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    106000 | PA      | $105707.69    | 0.04%             | 2029-09-15      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                     | WESCO Distribution, Inc.                                                        | CUSIP: 95081QAS3<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |    147000 | PA      | $153560.32    | 0.06%             | 2033-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| HI CRUSH REMAINCO                          | Hi Crush Remainco                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        78 | NS      | $996896.16    | 0.39%             |  |  |  | Yes           |                  3 | On Loan: No      |
| AIMBRIDGE                                  | Aimbridge Acquisition Co., Inc.                                                 | CUSIP: 000000000<br>LEI: 549300SPGKLVE9WYCQ20 | Long             | EC               | CORP              | US        |      1345 | NS      | $90451.25     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| WEX INC                                    | WEX, Inc.                                                                       | CUSIP: 96208TAD6<br>LEI: T9M5IGROL1TL1G5OV478 | Long             | DBT              | CORP              | US        |    156000 | PA      | $159536.05    | 0.06%             | 2033-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| WEYERHAEUSER CO                            | Weyerhaeuser Co.                                                                | CUSIP: 962166BY9<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | DBT              |  | US        |    243000 | PA      | $239581.62    | 0.09%             | 2030-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WEYERHAEUSER CO                            | Weyerhaeuser Co.                                                                | CUSIP: 962166CC6<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | DBT              |  | US        |     25000 | PA      | $25077.05     | 0.01%             | 2026-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Whatabrands LLC                            | Whatabrands LLC                                                                 | CUSIP: 96244UAJ6<br>LEI: 254900HMMX4HTWIP0085 | Long             | LON              | CORP              | US        |    205223 | PA      | $205597.13    | 0.08%             | 2028-08-03      | Floating      | 6.46%                 | No            |                  2 | On Loan: No      |
| White Cap Buyer LLC                        | White Cap Buyer LLC                                                             | CUSIP: 96350TAH3<br>LEI: 254900L2N0T6GULCL366 | Long             | LON              | CORP              | US        |    173684 | PA      | $173980.33    | 0.07%             | 2029-10-19      | Floating      | 7.21%                 | No            |                  2 | On Loan: No      |
| WILDFIRE INTERMEDIATE HO                   | Wildfire Intermediate Holdings LLC                                              | CUSIP: 96812HAA6<br>LEI: 5493003RHEMQJZEXIR02 | Long             | DBT              | CORP              | US        |    156000 | PA      | $155681.43    | 0.06%             | 2029-10-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                     | Williams Cos., Inc.                                                             | CUSIP: 969457CR9<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     59000 | PA      | $59439.03     | 0.02%             | 2030-06-30      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                     | Williams Cos., Inc.                                                             | CUSIP: 96949LAD7<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     94000 | PA      | $93437.79     | 0.04%             | 2027-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| WILLIS NORTH AMERICA INC                   | Willis North America, Inc.                                                      | CUSIP: 970648AL5<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |    117000 | PA      | $117712.99    | 0.05%             | 2027-06-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| WINDFALL MINING GROUP                      | Windfall Mining Group, Inc./Groupe Minier Windfall, Inc.                        | CUSIP: 973244AA4<br>LEI: 984500E4L49391BFF948 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $209051.97    | 0.08%             | 2032-05-13      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Windsor Holdings III LLC                   | Windsor Holdings III LLC                                                        | CUSIP: 97360BAH8<br>LEI: 254900IXUJZ9H146T437 | Long             | LON              | CORP              | US        |    248125 | PA      | $247401.22    | 0.10%             | 2030-08-01      | Floating      | 6.73%                 | No            |                  2 | On Loan: No      |
| WISCONSIN POWER & LIGHT                    | Wisconsin Power & Light Co.                                                     | CUSIP: 976826BQ9<br>LEI: JWBYHVQVMY66CVCOSO49 | Long             | DBT              | CORP              | US        |     93000 | PA      | $89500.68     | 0.04%             | 2032-09-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| WOODSIDE FINANCE LTD                       | Woodside Finance Ltd.                                                           | CUSIP: 980236AT0<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |    158000 | PA      | $162354.02    | 0.06%             | 2030-05-19      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Travel + Leisure Co                        | Travel & Leisure Co.                                                            | CUSIP: 98309GAF3<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | LON              | CORP              | US        |    260425 | PA      | $260843.66    | 0.10%             | 2029-12-14      | Floating      | 6.46%                 | No            |                  2 | On Loan: No      |
| XCEL ENERGY INC                            | Xcel Energy, Inc.                                                               | CUSIP: 98389B878<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | EP               | CORP              | US        |     63500 | NS      | $1587500.00   | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| XPLOR T1 LLC                               | XPLOR T1 LLC                                                                    | CUSIP: 98423DAE4<br>LEI: 254900GF3CVSREM2EJ05 | Long             | LON              | CORP              | US        |    134193 | PA      | $134192.69    | 0.05%             | 2031-06-24      | Floating      | 7.50%                 | No            |                  2 | On Loan: No      |
| ZAYO GROUP HOLDINGS INC                    | Zayo Group Holdings, Inc.                                                       | CUSIP: 98919VAC9<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | DBT              | CORP              | US        |     37362 | PA      | $35525.39     | 0.01%             | 2030-03-09      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| ZAYO GROUP HOLDINGS INC                    | Zayo Group Holdings, Inc.                                                       | CUSIP: 98919VAD7<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | DBT              | CORP              | US        |    238299 | PA      | $218043.49    | 0.09%             | 2030-09-09      | Fixed         | 13.75%                | No            |                  2 | On Loan: No      |
| Zayo Group Holdings Inc                    | Zayo Group Holdings, Inc.                                                       | CUSIP: 98919XAH4<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | LON              | CORP              | US        |    272054 | PA      | $258791.15    | 0.10%             | 2030-03-11      | Floating      | 7.58%                 | No            |                  2 | On Loan: No      |
| ZOETIS INC                                 | Zoetis, Inc.                                                                    | CUSIP: 98978VAV5<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |     32000 | PA      | $34023.97     | 0.01%             | 2032-11-16      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| REC LTD                                    | REC Ltd.                                                                        | CUSIP: 000000000<br>LEI: 335800B4YRYWAMIJZ374 | Long             | DBT              | CORP              | IN        |    200000 | PA      | $198109.73    | 0.08%             | 2027-07-07      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| SOFTBANK GROUP CORP                        | SoftBank Group Corp.                                                            | CUSIP: 000000000<br>LEI: 5493003BZYYYCDIO0R13 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $200250.00    | 0.08%             | 2027-07-19      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| POWER FINANCE CORP LTD                     | Power Finance Corp. Ltd.                                                        | CUSIP: 000000000<br>LEI: 3358003Q6D9LIJJZ1614 | Long             | DBT              | CORP              | IN        |    200000 | PA      | $197204.39    | 0.08%             | 2027-12-06      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| SHINHAN BANK                               | Shinhan Bank Co. Ltd.                                                           | CUSIP: 000000000<br>LEI: 5493003P813VL21KG928 | Long             | DBT              | CORP              | KR        |    200000 | PA      | $200547.11    | 0.08%             | 2028-03-26      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| KazMunayGas National Co. JSC               | KazMunayGas National Co. JSC                                                    | CUSIP: 000000000<br>LEI: 2138001H1M69RFJCSH88 | Long             | DBT              | CORP              | KZ        |    200000 | PA      | $201860.86    | 0.08%             | 2048-10-24      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| DP WORLD LTD UAE                           | DP World Ltd.                                                                   | CUSIP: 000000000<br>LEI: 549300M3U2DNF4QVSS04 | Long             | DBT              | CORP              | AE        |    200000 | PA      | $200232.63    | 0.08%             | 2048-09-25      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| KOOKMIN BANK                               | Kookmin Bank                                                                    | CUSIP: 000000000<br>LEI: 549300XXMOJSIW8P4769 | Long             | DBT              | CORP              | KR        |    200000 | PA      | $200324.47    | 0.08%             | 2029-02-01      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| NWD MTN LTD                                | NWD MTN Ltd.                                                                    | CUSIP: 000000000<br>LEI: 254900STSWBVJ5FV9O74 | Long             | DBT              | CORP              | VG        |    280000 | PA      | $205845.37    | 0.08%             | 2029-07-18      | Fixed         | 4.13%                 | Yes           |                  2 | On Loan: No      |
| LONGFOR HOLDINGS LTD                       | Longfor Group Holdings Ltd.                                                     | CUSIP: 000000000<br>LEI: 254900UJX27B2F1JYR13 | Long             | DBT              | CORP              | KY        |    250000 | PA      | $233545.28    | 0.09%             | 2027-04-13      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CHAMPION MTN LTD                           | Champion MTN Ltd.                                                               | CUSIP: 000000000<br>LEI: 25490094RKSYWL8Z4255 | Long             | DBT              |  | KY        |    200000 | PA      | $172757.57    | 0.07%             | 2030-06-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| ELECT GLOBAL INV LTD                       | Elect Global Investments Ltd.                                                   | CUSIP: 000000000<br>LEI: 254900MGJD77N8VPNK65 | Long             | DBT              | CORP              | VG        |    200000 | PA      | $149997.90    | 0.06%             | 2025-12-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| KAZMUNAYGAS NATIONAL CO                    | KazMunayGas National Co. JSC                                                    | CUSIP: 000000000<br>LEI: 2138001H1M69RFJCSH88 | Long             | DBT              | CORP              | KZ        |    200000 | PA      | $181019.54    | 0.07%             | 2033-04-14      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NATIONAL CENTRAL COOLING                   | National Central Cooling Co. PJSC                                               | CUSIP: 000000000<br>LEI: 254900E7M1Y3DXGQ1283 | Long             | DBT              | CORP              | AE        |    200000 | PA      | $192744.00    | 0.08%             | 2027-10-21      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NBK TIER 2 LTD                             | Nbk Tier 2 Ltd.                                                                 | CUSIP: 000000000<br>LEI: 549300GS015OCXR89U13 | Long             | DBT              | CORP              | AE        |    330000 | PA      | $329216.58    | 0.13%             | 2030-11-24      | Fixed         | 2.50%                 | No            |                  2 | On Loan: —       |
| GALAXY PIPELINE ASSETS                     | Galaxy Pipeline Assets Bidco Ltd.                                               | CUSIP: 000000000<br>LEI: 549300L82YB0C6JQIC26 | Long             | DBT              | CORP              | JE        |    259914 | PA      | $221926.79    | 0.09%             | 2040-09-30      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| GLP CHINA HOLDINGS LTD                     | GLP China Holdings Ltd.                                                         | CUSIP: 000000000<br>LEI: 254900C6X2D3TGF2CO98 | Long             | DBT              | CORP              | HK        |    300000 | PA      | $295850.00    | 0.12%             | 2026-03-29      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| MEGLOBAL BV                                | MEGlobal BV                                                                     | CUSIP: 000000000<br>LEI: 549300WBVLU2FILR7W19 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $191266.00    | 0.08%             | 2028-04-28      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| CBQ FINANCE LTD                            | CBQ Finance Ltd.                                                                | CUSIP: 000000000<br>LEI: 213800FNEMX56U9OHK56 | Long             | DBT              | CORP              | BM        |    400000 | PA      | $394596.80    | 0.16%             | 2026-05-12      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AFRICAN EXPORT-IMPORT BA                   | African Export-Import Bank                                                      | CUSIP: 000000000<br>LEI: 21380068LJCDYA42GJ76 | Long             | DBT              | NUSS              | XX        |    200000 | PA      | $179731.78    | 0.07%             | 2031-05-17      | Fixed         | 3.80%                 | Yes           |                  2 | On Loan: No      |
| YANLORD LAND HK CO LTD                     | Yanlord Land HK Co. Ltd.                                                        | CUSIP: 000000000<br>LEI: 549300O56H3950RDWG19 | Long             | DBT              | CORP              | HK        |    320000 | PA      | $315580.94    | 0.12%             | 2026-05-20      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| ABQ FINANCE                                | ABQ Finance Ltd.                                                                | CUSIP: 000000000<br>LEI: 549300EKNBMBS9DNYE37 | Long             | DBT              | CORP              | KY        |    400000 | PA      | $393269.96    | 0.16%             | 2026-07-06      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| INDOFOOD CBP SUKSES MAKM                   | Indofood CBP Sukses Makmur Tbk. PT                                              | CUSIP: 000000000<br>LEI: 254900YKZW9GRKZZN285 | Long             | DBT              | CORP              | ID        |    200000 | PA      | $186870.80    | 0.07%             | 2032-04-27      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| EIG PEARL HOLDINGS SARL                    | EIG Pearl Holdings SARL                                                         | CUSIP: 000000000<br>LEI: 549300KIMRL45BWA5H76 | Long             | DBT              | CORP              | LU        |    196690 | PA      | $182552.11    | 0.07%             | 2036-08-31      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| OVERSEA-CHINESE BANKING                    | Oversea-Chinese Banking Corp. Ltd.                                              | CUSIP: 000000000<br>LEI: 5493007O3QFXCPOGWK22 | Long             | DBT              | CORP              | SG        |    200000 | PA      | $200580.10    | 0.08%             | 2032-06-15      | Fixed         | 4.60%                 | Yes           |                  2 | On Loan: No      |
| MASHREQBANK PSC                            | Mashreqbank PSC                                                                 | CUSIP: 000000000<br>LEI: 5493000SA3K24EQKA103 | Long             | DBT              | CORP              | AE        |    200000 | PA      | $210750.00    | 0.08%             | 2033-02-24      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| FIRST ABU DHABI BANK PJS                   | First Abu Dhabi Bank PJSC                                                       | CUSIP: 000000000<br>LEI: 2138002Y3WMK6RZS8H90 | Long             | DBT              | CORP              | AE        |    200000 | PA      | $208480.00    | 0.08%             | 2034-04-04      | Fixed         | 6.32%                 | No            |                  2 | On Loan: No      |
| OVERSEA-CHINESE BANKING                    | Oversea-Chinese Banking Corp. Ltd.                                              | CUSIP: 000000000<br>LEI: 5493007O3QFXCPOGWK22 | Long             | DBT              | CORP              | SG        |    200000 | PA      | $207043.40    | 0.08%             | 2034-05-21      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| GREENSAIF PIPELINES BIDC                   | Greensaif Pipelines Bidco SARL                                                  | CUSIP: 000000000<br>LEI: 549300YWDGUXPB8GRP47 | Long             | DBT              | CORP              | LU        |    200000 | PA      | $210410.23    | 0.08%             | 2036-02-23      | Fixed         | 5.85%                 | Yes           |                  2 | On Loan: No      |
| ABU DHABI COMMERCIAL BNK                   | Abu Dhabi Commercial Bank PJSC                                                  | CUSIP: 000000000<br>LEI: 213800RWVKKIRX1AUH58 | Long             | DBT              | CORP              | AE        |    200000 | PA      | $204191.08    | 0.08%             | 2035-03-10      | Fixed         | 5.36%                 | Yes           |                  2 | On Loan: —       |
| STANDARD CHARTERED PLC                     | Standard Chartered PLC                                                          | CUSIP: 000000000<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $203707.50    | 0.08%             | 2030-10-15      | Fixed         | 5.01%                 | Yes           |                  2 | On Loan: No      |
| CITY OF ULAANBAATAAR MON                   | City of Ulaanbaatar Mongolia                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | MN        |    200000 | PA      | $204994.33    | 0.08%             | 2027-08-21      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| FORTUNE STAR BVI LTD                       | Fortune Star BVI Ltd.                                                           | CUSIP: 000000000<br>LEI: 2549008CU8NYQQRSNU62 | Long             | DBT              | CORP              | VG        |    300000 | PA      | $313490.93    | 0.12%             | 2028-05-19      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF SRI LANKA                      | Sri Lanka Government International Bonds                                        | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |    200000 | PA      | $184499.09    | 0.07%             | 2038-02-15      | Variable      | 3.60%                 | No            |                  2 | On Loan: No      |
| ORLEN SA                                   | ORLEN SA                                                                        | CUSIP: 000000000<br>LEI: 259400VVMM70CQREJT74 | Long             | DBT              | CORP              | PL        |    200000 | PA      | $211261.27    | 0.08%             | 2035-01-30      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| ELECT GLOBAL INV LTD                       | Elect Global Investments Ltd.                                                   | CUSIP: 000000000<br>LEI: 254900MGJD77N8VPNK65 | Long             | DBT              | CORP              | VG        |    200000 | PA      | $209088.02    | 0.08%             | 2030-09-11      | Fixed         | 7.20%                 | Yes           |                  2 | On Loan: No      |
| AL RAJHI SUKUK LTD                         | Al Rajhi Sukuk Ltd.                                                             | CUSIP: 000000000<br>LEI: 549300FHETHK3XGY8N60 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $203035.64    | 0.08%             | 2030-05-19      | Fixed         | 4.87%                 | Yes           |                  2 | On Loan: No      |
| GLP PTE LTD                                | GLP Pte. Ltd.                                                                   | CUSIP: 000000000<br>LEI: 254900PC2NNG9BLIJO15 | Long             | DBT              | CORP              | SG        |    260000 | PA      | $272870.00    | 0.11%             | 2028-05-20      | Fixed         | 9.75%                 | Yes           |                  2 | On Loan: —       |
| SNB FUNDING LTD                            | SNB Funding Ltd.                                                                | CUSIP: 000000000<br>LEI: 549300PT73WJRNMAKE44 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $205725.87    | 0.08%             | 2035-06-24      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| DEVT BANK OF MONGOLIA                      | Development Bank of Mongolia LLC                                                | CUSIP: 000000000<br>LEI: 254900HRWK3OKXS9UW60 | Long             | DBT              | NUSS              | MN        |    200000 | PA      | $204500.00    | 0.08%             | 2028-07-03      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| SAUDI AWWAL BANK                           | Saudi Awwal Bank                                                                | CUSIP: 000000000<br>LEI: 558600TQS0WENZUC5190 | Long             | DBT              | CORP              | SA        |    200000 | PA      | $202286.19    | 0.08%             | 2035-09-04      | Fixed         | 5.95%                 | Yes           |                  2 | On Loan: No      |
| Chicago Board of Trade                     | Future                                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       120 | NC      | $186264.60    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| NCIG HOLDINGS PTY LTD                      | NCIG Holdings Pty. Ltd.                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | SN               | CORP              | AU        |    100000 | PA      | $108786.42    | 0.04%             | 2031-08-26      | Variable      | 12.50%                | Yes           |                  2 | On Loan: No      |
| TRANSPORT DE GAS PERU                      | Transportadora de Gas del Peru SA                                               | CUSIP: 000000000<br>LEI: 529900SKHHNI5HVI0Y66 | Long             | DBT              | CORP              | PE        |    120000 | PA      | $120140.76    | 0.05%             | 2028-04-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Atlas Sand Company LLC                     | Atlas Sand Co. LLC                                                              | CUSIP: 000000000<br>LEI: 254900S0WFQCB3Q3KE08 | Long             | LON              | CORP              | US        |    108713 | PA      | $107082.08    | 0.04%             | 2026-01-31      | Fixed         | 5.00%                 | Yes           |                  3 | On Loan: No      |
| Project Alpha Intermediate Holding, Inc.   | Project Alpha Intermediate Holding, Inc.                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     45004 | PA      | $43766.41     | 0.02%             | 2033-05-09      | Floating      | 9.00%                 | No            |                  2 | On Loan: No      |
| Upfield BV                                 | Upfield BV                                                                      | CUSIP: 000000000<br>LEI: 254900U4MHW4MZWGFU47 | Long             | LON              | CORP              | US        |    270209 | PA      | $252645.33    | 0.10%             | 2027-12-31      | Floating      | 8.30%                 | No            |                  2 | On Loan: No      |
| Tecta America Corp                         | Tecta America Corp.                                                             | CUSIP: 000000000<br>LEI: 54930083ULRH07WCC129 | Long             | LON              | CORP              | US        |     54249 | PA      | $54371.41     | 0.02%             | 2032-02-18      | Floating      | 6.97%                 | No            |                  2 | On Loan: No      |
| Shift4 Payments LLC                        | Shift4 Payments LLC                                                             | CUSIP: 000000000<br>LEI: 254900GTEMR7L40VPI74 | Long             | LON              | CORP              | US        |     37523 | PA      | $37729.76     | 0.01%             | 2032-06-30      | Floating      | 6.50%                 | No            |                  2 | On Loan: No      |
| Herc Holdings Inc                          | Herc Holdings, Inc.                                                             | CUSIP: 000000000<br>LEI: 549300TP80QLITMSBP82 | Long             | LON              | CORP              | US        |     39611 | PA      | $39730.31     | 0.02%             | 2032-06-02      | Floating      | 6.11%                 | No            |                  2 | On Loan: No      |
| TURQUOISE TOPCO LTD                        | Turquoise Topco Ltd.                                                            | CUSIP: 000000000<br>LEI: 254900RI25V4FBT02P38 | Long             | LON              | CORP              | US        |    238855 | PA      | $236466.46    | 0.09%             | 2032-07-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Pinnacle Buyer LLC                         | Pinnacle Buyer LLC                                                              | CUSIP: 72349UAC6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     16182 | PA      | $16242.18     | 0.01%             | 2032-10-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Weber-Stephen Products LLC                 | Weber-Stephen Products LLC                                                      | CUSIP: 000000000<br>LEI: 549300XU8TJBBGLK8V26 | Long             | LON              | CORP              | US        |    191155 | PA      | $190596.95    | 0.08%             | 2032-10-01      | Floating      | 7.74%                 | No            |                  2 | On Loan: No      |
| Green Infrastructure Partners Inc          | Green Infrastructure Partners, Inc.                                             | CUSIP: 000000000<br>LEI: 549300W1V7LSCKWMX505 | Long             | LON              | CORP              | CA        |    114653 | PA      | $114509.77    | 0.05%             | 2032-09-24      | Floating      | 6.75%                 | No            |                  2 | On Loan: No      |
| TRIO BIDCO INC                             | Trio Bidco, Inc.                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    173652 | PA      | $172566.95    | 0.07%             | 2032-10-29      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TRIO BIDCO INC                             | Trio Bidco, Inc.                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     18279 | PA      | $18164.95     | 0.01%             | 2032-10-29      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Phoenix Aviation Capital LLC               | Phoenix Aviation Capital LLC                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    218136 | PA      | $215136.93    | 0.08%             | 2030-10-28      | Floating      | 7.11%                 | No            |                  2 | On Loan: No      |
| COMETA ENERGIA SA                          | Cometa Energia SA de CV                                                         | CUSIP: 000000000<br>LEI: 5493007L8UH7TYXKI505 | Long             | DBT              | CORP              | MX        |    198450 | PA      | $206526.68    | 0.08%             | 2035-04-24      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| MINEJESA CAPITAL BV                        | Minejesa Capital BV                                                             | CUSIP: 000000000<br>LEI: 549300KS7ERCP10BKC35 | Long             | DBT              | CORP              | NL        |    165416 | PA      | $164919.72    | 0.07%             | 2030-08-10      | Fixed         | 4.63%                 | Yes           |                  2 | On Loan: No      |
| GOHL CAPITAL LTD                           | Gohl Capital Ltd.                                                               | CUSIP: 000000000<br>LEI: 254900TF7OK6KSDZA888 | Long             | DBT              | CORP              | IM        |    200000 | PA      | $197971.68    | 0.08%             | 2027-01-24      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BANCO GENERAL SA                           | Banco General SA                                                                | CUSIP: 000000000<br>LEI: 549300B5C08LGDFB7205 | Long             | DBT              | CORP              | PA        |    200000 | PA      | $198700.00    | 0.08%             | 2027-08-07      | Fixed         | 4.13%                 | Yes           |                  2 | On Loan: No      |
| LLPL CAPITAL PTE LTD                       | LLPL Capital Pte Ltd.                                                           | CUSIP: 000000000<br>LEI: 254900VXZ8FXTUQNON22 | Long             | DBT              | CORP              | SG        |    140460 | PA      | $147178.76    | 0.06%             | 2039-02-04      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| MELCO RESORTS FINANCE                      | Melco Resorts Finance Ltd.                                                      | CUSIP: 000000000<br>LEI: 5493000FQDBWKDBZEF60 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $196956.05    | 0.08%             | 2029-12-04      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| GREENKO DUTCH BV                           | Greenko Dutch BV                                                                | CUSIP: 000000000<br>LEI: 724500PT585P4JPVRP08 | Long             | DBT              | CORP              | NL        |    216250 | PA      | $213805.07    | 0.08%             | 2026-03-29      | Fixed         | 3.85%                 | Yes           |                  2 | On Loan: No      |
| CEMEX SAB DE CV                            | Cemex SAB de CV                                                                 | CUSIP: 000000000<br>LEI: 549300RIG2CXWN6IV731 | Long             | DBT              | CORP              | MX        |    300000 | PA      | $303952.80    | 0.12%             | 2030-09-17      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| SK HYNIX INC                               | SK Hynix, Inc.                                                                  | CUSIP: 000000000<br>LEI: 988400XAIK6XISWQV045 | Long             | DBT              | CORP              | KR        |    400000 | PA      | $362479.97    | 0.14%             | 2031-01-19      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| INDIA CLEANTECH ENERGY                     | India Cleantech Energy                                                          | CUSIP: 000000000<br>LEI: 254900DGTS4HHR3Q6F66 | Long             | DBT              | CORP              | MU        |    189750 | PA      | $187858.68    | 0.07%             | 2026-08-10      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ISLAMIC REP OF PAKISTAN                    | Pakistan Government International Bonds                                         | CUSIP: 000000000<br>LEI: 529900LOP29R5WKHOD86 | Long             | DBT              | NUSS              | PK        |    200000 | PA      | $199229.67    | 0.08%             | 2026-04-08      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| BECLE SA DE CV                             | Becle SAB de CV                                                                 | CUSIP: 000000000<br>LEI: 529900JY55CZKMJLCE09 | Long             | DBT              | CORP              | MX        |    200000 | PA      | $172917.46    | 0.07%             | 2031-10-14      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| CA MAGNUM HOLDINGS                         | CA Magnum Holdings                                                              | CUSIP: 000000000<br>LEI: 549300ZRDHFR078MFZ78 | Long             | DBT              | CORP              | MU        |    265000 | PA      | $263294.27    | 0.10%             | 2026-10-31      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BHARTI AIRTEL LTD                          | Bharti Airtel Ltd.                                                              | CUSIP: 000000000<br>LEI: 335800KQ1FPKOQ84OR26 | Long             | DBT              | CORP              | IN        |    250000 | PA      | $235090.29    | 0.09%             | 2031-06-03      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| GCC SAB DE CV                              | GCC SAB de CV                                                                   | CUSIP: 000000000<br>LEI: 254900WY9XL8033CKX68 | Long             | DBT              | CORP              | MX        |    200000 | PA      | $184341.26    | 0.07%             | 2032-04-20      | Fixed         | 3.61%                 | Yes           |                  2 | On Loan: No      |
| PROSUS NV                                  | Prosus NV                                                                       | CUSIP: 000000000<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $163548.54    | 0.06%             | 2052-01-19      | Fixed         | 4.99%                 | Yes           |                  2 | On Loan: No      |
| GNL QUINTERO SA                            | GNL Quintero SA                                                                 | CUSIP: 000000000<br>LEI: 549300JJJIQXE6E1QY27 | Long             | DBT              | CORP              | CL        |    188320 | PA      | $188802.48    | 0.07%             | 2029-07-31      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                     | Standard Chartered PLC                                                          | CUSIP: 000000000<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $207297.80    | 0.08%             | 2027-08-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| GRUMA SAB DE CV                            | Gruma SAB de CV                                                                 | CUSIP: 000000000<br>LEI: 5493000XJLJ6C4T0PG82 | Long             | DBT              | CORP              | MX        |    200000 | PA      | $204998.17    | 0.08%             | 2034-12-09      | Fixed         | 5.39%                 | Yes           |                  2 | On Loan: No      |
| HYUNDAI CAPITAL SERVICES                   | Hyundai Capital Services, Inc.                                                  | CUSIP: 000000000<br>LEI: 549300MALMDAGL2ZJJ27 | Long             | DBT              | CORP              | KR        |    200000 | PA      | $204448.03    | 0.08%             | 2029-02-05      | Fixed         | 5.13%                 | Yes           |                  2 | On Loan: No      |
| VEDANTA RESOURCES                          | Vedanta Resources Finance II PLC                                                | CUSIP: 000000000<br>LEI: 8945002DGA3BBXO3N634 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $209335.40    | 0.08%             | 2029-09-17      | Fixed         | 10.88%                | Yes           |                  2 | On Loan: No      |
| DIAMOND II LTD                             | Diamond II Ltd.                                                                 | CUSIP: 000000000<br>LEI: 254900KL4GQ2XC50XL44 | Long             | DBT              | CORP              | MU        |    250000 | PA      | $251490.58    | 0.10%             | 2026-07-28      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| ST MARYS CEMENT INC                        | St. Mary's Cement, Inc.                                                         | CUSIP: 000000000<br>LEI: 5493009981WBHS86CJ89 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $207734.80    | 0.08%             | 2034-04-02      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| RAIZEN FUELS FINANCE                       | Raizen Fuels Finance SA                                                         | CUSIP: 000000000<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |    200000 | PA      | $170000.00    | 0.07%             | 2032-07-08      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Garda World Security Corporation           | Garda World Security Corp.                                                      | CUSIP: 000000000<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | LON              | CORP              | CA        |    235011 | PA      | $234716.96    | 0.09%             | 2029-02-01      | Floating      | 7.05%                 | No            |                  2 | On Loan: No      |
| Groupe Solmax Inc                          | Groupe Solmax, Inc.                                                             | CUSIP: 000000000<br>LEI: 549300UUEKZ3HF9FNI46 | Long             | LON              | CORP              | CA        |    205104 | PA      | $162288.54    | 0.06%             | 2028-05-29      | Floating      | 9.01%                 | No            |                  2 | On Loan: No      |
| Ontario Gaming GTA LP                      | Ontario Gaming GTA LP                                                           | CUSIP: 000000000<br>LEI: 894500EC9KLZLOC3V025 | Long             | LON              | CORP              | CA        |    236012 | PA      | $221188.06    | 0.09%             | 2030-08-01      | Floating      | 8.24%                 | No            |                  2 | On Loan: No      |
| PointClickCare Technologies, Inc.          | PointClickCare Technologies, Inc.                                               | CUSIP: 000000000<br>LEI: 5493001Z0LHHBZLVDX36 | Long             | LON              | CORP              | CA        |     59456 | PA      | $59529.95     | 0.02%             | 2031-11-03      | Floating      | 6.75%                 | No            |                  2 | On Loan: No      |
| Clarios Global LP                          | Clarios Global LP                                                               | CUSIP: 000000000<br>LEI: 549300474L1ZLXZY2P98 | Long             | LON              | CORP              | US        |    306919 | PA      | $305895.73    | 0.12%             | 2032-01-28      | Floating      | 6.71%                 | No            |                  2 | On Loan: No      |
| WestJet Loyalty LP                         | WestJet Loyalty LP                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |    415171 | PA      | $416135.10    | 0.16%             | 2031-02-14      | Floating      | 7.25%                 | No            |                  2 | On Loan: No      |
| TK Elevator Midco GmbH                     | TK Elevator Midco GmbH                                                          | CUSIP: 000000000<br>LEI: 549300C2AFWPAYWS5574 | Long             | LON              | CORP              | US        |    314547 | PA      | $316267.00    | 0.12%             | 2030-04-30      | Floating      | 7.20%                 | No            |                  2 | On Loan: No      |
| Altice France SA                           | Altice France SA                                                                | CUSIP: 000000000<br>LEI: 5493001ZMCICV4N02J21 | Long             | LON              | CORP              | FR        |         0 | PA      | $0.00         | 0.00%             | 2028-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Opal Bidco SAS                             | Opal Bidco SAS                                                                  | CUSIP: 000000000<br>LEI: 969500R96XT7XY2UJ564 | Long             | LON              | CORP              | US        |    191805 | PA      | $192165.58    | 0.08%             | 2032-04-28      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| State Street Global Advisors               | State Street Navigator Securities Lending Government Money Market Portfolio     | CUSIP: 857509301<br>LEI: 5493008BJIBKQ5KTIF74 | Long             | STIV             | RF                | US        |   7190408 | NS      | $7190407.50   | 2.84%             |  |  |  | No            |                  1 | On Loan: No      |
| ANGLO AMERICAN CAPITAL                     | Anglo American Capital PLC                                                      | CUSIP: 000000000<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $183903.07    | 0.07%             | 2031-03-17      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| Apex Group Treasury LLC                    | Apex Group Treasury LLC                                                         | CUSIP: 000000000<br>LEI: 254900N6HRPDDNW7HP03 | Long             | LON              | CORP              | US        |    401301 | PA      | $376219.70    | 0.15%             | 2032-02-27      | Floating      | 7.75%                 | No            |                  2 | On Loan: No      |
| ASPEN INSURANCE HLDG LTD                   | Aspen Insurance Holdings Ltd.                                                   | CUSIP: 000000000<br>LEI: 549300YX6HECG9XQCQ75 | Long             | EP               | CORP              | BM        |     29896 | NS      | $752482.32    | 0.30%             |  |  |  | No            |                  1 | On Loan: —       |
| Froneri Lux Finco Sarl                     | Froneri Lux Finco SARL                                                          | CUSIP: 000000000<br>LEI: 9845005YBZ75E5AA3B94 | Long             | LON              | CORP              | US        |    171118 | PA      | $170916.28    | 0.07%             | 2032-08-02      | Floating      | 6.37%                 | No            |                  2 | On Loan: No      |
| Howden Group Holdings Ltd                  | Howden Group Holdings Ltd.                                                      | CUSIP: 000000000<br>LEI: 875500V3HPKZIQP10J32 | Long             | LON              | CORP              | GB        |     48915 | PA      | $49119.28     | 0.02%             | 2030-04-18      | Floating      | 7.46%                 | No            |                  2 | On Loan: No      |
| Howden Group Holdings Ltd                  | Howden Group Holdings Ltd.                                                      | CUSIP: 000000000<br>LEI: 213800R6D9EVRN5D3117 | Long             | LON              | CORP              | LU        |    314671 | PA      | $315063.85    | 0.12%             | 2031-02-15      | Floating      | 6.71%                 | No            |                  2 | On Loan: No      |
| Coral-US Co-Borrower, LLC                  | Coral-U.S. Co-Borrower LLC                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    260000 | PA      | $251317.82    | 0.10%             | 2032-01-31      | Floating      | 7.15%                 | No            |                  2 | On Loan: No      |
| STUDIO CITY FINANCE LTD                    | Studio City Finance Ltd.                                                        | CUSIP: 000000000<br>LEI: 254900D6R731QAUIG324 | Long             | DBT              | CORP              | VG        |    250000 | PA      | $239380.78    | 0.09%             | 2029-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Virgin Media Bristol LLC                   | Virgin Media Bristol LLC                                                        | CUSIP: 000000000<br>LEI: 213800IQ982XX69LE276 | Long             | LON              | CORP              | US        |    426000 | PA      | $416468.25    | 0.16%             | 2031-03-31      | Floating      | 7.05%                 | No            |                  2 | On Loan: No      |
| Altice Financing SA                        | Altice Financing SA                                                             | CUSIP: 000000000<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | LON              | CORP              | LU        |    356715 | PA      | $280912.79    | 0.11%             | 2027-10-31      | Floating      | 8.90%                 | No            |                  2 | On Loan: No      |
| Chrysaor Bidco Sarl                        | Chrysaor Bidco SARL                                                             | CUSIP: 000000000<br>LEI: 254900CXX37NCB7A8J31 | Long             | LON              | CORP              | LU        |     99672 | PA      | $99920.73     | 0.04%             | 2031-10-30      | Floating      | 7.14%                 | No            |                  2 | On Loan: No      |
| Connect Finco Sarl                         | Connect Finco SARL                                                              | CUSIP: 000000000<br>LEI: 2594001KNYIQ456J2792 | Long             | LON              | CORP              | LU        |    200927 | PA      | $199670.80    | 0.08%             | 2029-09-27      | Floating      | 8.46%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLD/FOOD GRP/CO                   | JBS USA Holding Lux SARL/JBS USA Foods Group Holdings, Inc./JBS USA Food Co.    | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $201318.00    | 0.08%             | 2056-03-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| RAIZEN FUELS FINANCE                       | Raizen Fuels Finance SA                                                         | CUSIP: 000000000<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |    200000 | PA      | $170250.00    | 0.07%             | 2034-03-05      | Fixed         | 6.45%                 | Yes           |                  2 | On Loan: No      |
| EG America LLC                             | EG America LLC                                                                  | CUSIP: 000000000<br>LEI: 549300BY1CRYVPEG9R57 | Long             | LON              | CORP              | US        |    278955 | PA      | $280263.11    | 0.11%             | 2028-02-07      | Floating      | 7.70%                 | No            |                  2 | On Loan: No      |
| Peer Holding III BV                        | Peer Holding III BV                                                             | CUSIP: 000000000<br>LEI: 7245002S0K5Q59JCVQ03 | Long             | LON              | CORP              | NL        |    171793 | PA      | $172168.52    | 0.07%             | 2031-07-01      | Floating      | 6.50%                 | No            |                  2 | On Loan: No      |
| Peer Holding III BV                        | Peer Holding III BV                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    118721 | PA      | $118573.06    | 0.05%             | 2032-09-29      | Floating      | 8.50%                 | No            |                  2 | On Loan: No      |
| Pegasus BidCo BV                           | Pegasus BidCo BV                                                                | CUSIP: 000000000<br>LEI: 254900U303DPAFR7MA71 | Long             | LON              | CORP              | NL        |    314798 | PA      | $314600.81    | 0.12%             | 2029-07-12      | Floating      | 6.76%                 | No            |                  2 | On Loan: No      |
| Nouryon Finance BV                         | Nouryon Finance BV                                                              | CUSIP: 000000000<br>LEI: 549300GD4NJGLPVYB245 | Long             | LON              | CORP              | NL        |    198486 | PA      | $197906.71    | 0.08%             | 2028-04-03      | Floating      | 7.04%                 | No            |                  2 | On Loan: No      |
| Sunrise Financing Partnership              | Sunrise Financing Partnership                                                   | CUSIP: 000000000<br>LEI: 213800DXWIS9KORQ3X94 | Long             | LON              | CORP              | US        |    146624 | PA      | $146135.12    | 0.06%             | 2032-02-15      | Floating      | 6.69%                 | No            |                  2 | On Loan: No      |
| ARCOS DORADOS BV                           | Arcos Dorados BV                                                                | CUSIP: 000000000<br>LEI: 549300T91OYP6I7P8G39 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $211910.00    | 0.08%             | 2032-01-29      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| CAJA ASIGNACION LOS ANDE                   | Caja de Compensacion de Asignacion Familiar de Los Andes                        | CUSIP: 000000000<br>LEI: 549300VGDEQ1WZPVLL10 | Long             | DBT              | CORP              | CL        |    200000 | PA      | $212157.00    | 0.08%             | 2029-07-30      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| CELULOSA ARAUCO CONSTITU                   | Celulosa Arauco y Constitucion SA                                               | CUSIP: 000000000<br>LEI: 549300QEKV8G0AMNQD28 | Long             | DBT              | CORP              | CL        |    200000 | PA      | $207400.00    | 0.08%             | 2032-05-05      | Fixed         | 6.18%                 | Yes           |                  2 | On Loan: No      |
| INDUSTRIAS PENOLES SAB D                   | Industrias Penoles SAB de CV                                                    | CUSIP: 000000000<br>LEI: 549300WA2HB7776CB324 | Long             | DBT              | CORP              | MX        |    200000 | PA      | $166644.44    | 0.07%             | 2050-08-06      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| MINERAL RESOURCES LTD                      | Mineral Resources Ltd.                                                          | CUSIP: 000000000<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |     65000 | PA      | $68152.89     | 0.03%             | 2028-10-01      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| CLEAN RENEWABLE POWER                      | Clean Renewable Power Mauritius Pte. Ltd.                                       | CUSIP: 000000000<br>LEI: 2138003P9CSDW7P4MT75 | Long             | DBT              | CORP              | MU        |    231000 | PA      | $225367.04    | 0.09%             | 2027-03-25      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL SERVICES                   | Hyundai Capital Services, Inc.                                                  | CUSIP: 000000000<br>LEI: 549300MALMDAGL2ZJJ27 | Long             | DBT              | CORP              | KR        |    200000 | PA      | $201902.90    | 0.08%             | 2027-02-05      | Fixed         | 5.13%                 | Yes           |                  2 | On Loan: No      |
| SAEL LTD GROUP ISSUERS                     | SAEL/SPREPL/SSSPL/JGPEPL/SKREPL/UBEPL                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | IN        |    188480 | PA      | $190824.35    | 0.08%             | 2031-07-31      | Fixed         | 7.80%                 | Yes           |                  2 | On Loan: No      |
| XIAOMI BEST TIME INTL                      | Xiaomi Best Time International Ltd.                                             | CUSIP: 000000000<br>LEI: 254900IGJCVEY8WNJT74 | Long             | DBT              | CORP              | HK        |    200000 | PA      | $184850.68    | 0.07%             | 2031-07-14      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-11-14

**Name of Applicant:** TRANSAMERICA FUNDS

**Signature:** Kari Seabrands

**Name of Signer:** Kari Seabrands

**Title:** Treasurer